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At least 163 records · Page 9

Dimensionality reduction using elastic measures

With the recent surge in big data analytics for hyperdimensional data, there is a renewed interest in dimensionality reduction techniques. In order for these methods to improve performance gains and understanding of the underlying data, a proper metric needs to be identified. This step is often overlooked, and metrics are typically chosen without consideration of the underlying geometry of the data. Here, in this paper, we present a method for incorporating elastic metrics into the t-distributed stochastic neighbour embedding (t-SNE) and Uniform Manifold Approximation and Projection (UMAP). We apply our method to functional data, which is uniquely characterized by rotations, parameterization and scale. If these properties are ignored, they can lead to incorrect analysis and poor classification performance. Through our method, we demonstrate improved performance on shape identification tasks for three benchmark data sets (MPEG-7, Car data set and Plane data set of Thankoor), where we achieve 0.77, 0.95 and 1.00 F1 score, respectively.

97 MATHEMATICS AND COMPUTING↗

Hydropower potential derived from streamflow extremes for Alaska, USA

Alaska is an expansive region known for its abundant natural resources, including thousands of miles of streams and rivers. These rivers represent potential opportunities for future hydropower development that could provide reliable energy supply for local communities. There is limited long-term high temporal resolution streamflow data available for the region, making data-driven estimates of potential hydropower and its variability across the state challenging. This study provides a novel data-driven approach for hydropower capacity estimation across Alaska. We use supervised machine learning to develop a relationship between the daily and peak flow duration curves in order to augment the size of our dataset from 44 sites to 67 sites. We perform a stochastic hydropower estimation across the 67 sites and identify approximately 1000 MW of total potential hydropower capacity distributed across these sites. Our study provides the first step towards more comprehensive hydropower estimation for this critical region, highlighting the need for future work integrating high-resolution spatial data, community needs, and economic constraints in estimates of potential hydropower development in Alaska.

Hydropower↗

Comprehensive modeling of turbulent particulate flows using Eulerian and Lagrangian schemes

This paper addresses turbulent particle dispersion and modulation effects in dilute gas-particle turbulent flows using the Eulerian and Lagrangian modeling approaches. Gradient diffusion approximations are employed in the Eulerian formulation, while a stochastic procedure is utilized to simulate turbulent dispersion in the Lagrangian formulation. The k-epsilon turbulence model is used to characterize the time and length scales of the continuous phase turbulence. For the particle size and loading considered, the turbulence transport equations must be modified to account for the modulation effects. Models are proposed for both Eulerian and Lagrangian schemes. Comparisons and predictions are made in fully developed gas-solid pipe flow and confined coaxial jets laden with particles. For the monodispersed system investigated, Eulerian approach is less expensive and gives more consistent results than the Lagrangian approach. The Lagrangian technique should be further developed to eliminate current inherent inconsistencies especially with regard to the symmetry boundary condition.

Adeniji-Fashola, A.↗

Modeling of confined turbulent fluid-particle flows using Eulerian and Lagrangian schemes

Two important aspects of fluid-particulate interaction in dilute gas-particle turbulent flows (the turbulent particle dispersion and the turbulence modulation effects) are addressed, using the Eulerian and Lagrangian modeling approaches to describe the particulate phase. Gradient-diffusion approximations are employed in the Eulerian formulation, while a stochastic procedure is utilized to simulate turbulent dispersion in the Lagrangina formulation. The k-epsilon turbulence model is used to characterize the time and length scales of the continuous phase turbulence. Models proposed for both schemes are used to predict turbulent fully-developed gas-solid vertical pipe flow with reasonable accuracy.

Adeniji-Fashola, A.↗

Computational Math Problems for a Clean Energy Future

Cutting edge computational mathematics are ubiquitous in renewable energy research. Problems in resilient and reliable electric grid operations, infrastructure planning, wind farm yaw control, and more demand sophisticated and scalable computational tools that enable the transition of renewable energy technologies from proof of concept to deployment into our energy system. The mission of the Computational Science Center at NREL is to lead the lab's efforts to solve energy challenges using high-performance computing (HPC), computational science, applied mathematics, scientific data management, visualization, and informatics. In this poster, we provide a short overview of three areas of computational mathematics research at NREL: wind power scenario generation for stochastic grid operations and infrastructure planning, improved rational function approximations for electromagnetic transients codes, and wind farm yaw control using a combination of the Alternating Direction Method of Multipliers (ADMM) and reinforcement learning (RL). Increasing penetrations of renewable energy into power grids motivate the investigation of new approaches to characterizing uncertainty for five-minute economic dispatch problems. Similarly, as the penetration of distributed energy resources on power grids increases, it becomes important to revisit our methods of modelling transient phenomena, i.e. electromagnetic transients programs. Finally, the combination of ADMM and RL for wind farm yaw control presented here can potentially increase the efficiency of the deployed distributed controllers by orders of magnitude.

ADMM↗

Toward a systematic improvement of the fixed-node approximation in diffusion Monte Carlo for solids—A case study in diamond

While Diffusion Monte Carlo (DMC) is in principle an exact stochastic method for ab initio electronic structure calculations, in practice, the fermionic sign problem necessitates the use of the fixed-node approximation and trial wavefunctions with approximate nodes (or zeros). This approximation introduces a variational error in the energy that potentially can be tested and systematically improved. Here, we present a computational method that produces trial wavefunctions with systematically improvable nodes for DMC calculations of periodic solids. These trial wavefunctions are efficiently generated with the configuration interaction using a perturbative selection made iteratively (CIPSI) method. A simple protocol in which both exact and approximate results for finite supercells are used to extrapolate to the thermodynamic limit is introduced. This approach is illustrated in the case of the carbon diamond using Slater–Jastrow trial wavefunctions including up to one million Slater determinants. Fixed-node DMC energies obtained with such large expansions are much improved, and the fixed-node error is found to decrease monotonically and smoothly as a function of the number of determinants in the trial wavefunction, a property opening the way to a better control of this error. The cohesive energy extrapolated to the thermodynamic limit is in close agreement with the estimated experimental value. Interestingly, this is also the case at the single-determinant level, thus, indicating a very good error cancellation in carbon diamond between the bulk and atomic total fixed-node energies when using single-determinant nodes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Observability Analysis of a Power System Stochastic Dynamic Model Using a Derivative-Free Approach

Serving as a prerequisite to power system dynamic state estimation, the observability analysis of a power system dynamic model has recently attracted the attention of many power engineers. However, because this model is typically nonlinear and large-scale, the analysis of its observability is a challenge to the traditional derivative-based methods. Indeed, the linear-approximation-based approach may provide unreliable results while the nonlinear-technique-based approach inevitably faces extremely complicated derivations. Furthermore, because power systems are intrinsically stochastic, the traditional deterministic approaches may lead to inaccurate observability analyses. In this work, facing these challenges, we propose a novel polynomial-chaos-based derivative-free observability analysis approach that not only is free of any linear approximations, but also accounts for the stochasticity of the dynamic model while bringing a low implementation complexity. Furthermore, this approach enables us to quantify the degree of observability of a stochastic model, what conventional deterministic methods cannot do. The excellent performance of the proposed method has been demonstrated by performing extensive simulations using a synchronous generator model with IEEE-DC1A exciter and the TGOV1 turbine governor.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Coherent-phase or random-phase acceleration of electron beams in solar flares

Time structures of electron beam signatures at radio wavelengths are investigated to probe correlated versus random behavior in solar flares. In particular we address the issue whether acceleration and injection of electron beams is coherently modulated by a single source, or whether the injection is driven by a stochastic (possibly spatially fragmented) process. We analyze a total of approximately = 6000 type III bursts observed by Ikarus (Zurich) in the frequency range of 100-500 MHz, during 359 solar flares with simultaneous greater than or = 25 keV hard X-ray emission, in the years 1890-1983. In 155 flares we find a total of 260 continuous type III groups, with an average number of 13 +/- 9 bursts per group, a mean duration of D = 12 +/- 14 s, a mean period of P = 2.0 +/- 1.2 s, with the highest burst rate at a frequency of nu = 310 +/- 120 MHz. Pulse periods have been measured between 0.5 and 10 s, and can be described by an exponential distribution, i.e., N(P) varies as e (exp -P/1.0s). The period shows a frequency dependence of P(nu)=46(exp-0.6)(sub MHz)s for different flares, but is invariant during a particular flare. We measure the mean period P and its standard deviation sigma (sub p) in each type III group, and quantify the degree of periodicity (or phase-coherence) by the dimensionless parameter sigma (sub p)P. The representative sample of 260 type III burst groups shows a mean periodicity of sigma (sub p/P) = 0.37 +/- 0.12, while Monte Carlo simulations of an equivalent set of truly random time series show a distinctly different value of sigma (sub p)P = 0.93 +/- 0.26. This result indicates that the injection of electron beams is coherently modulated by a particle acceleration source which is either compact or has a global organization on a timescale of seconds, in contrast to an incoherent acceleration source, which is stochastic either in time or space. We discuss the constraints on the size of the acceleration region resulting from electron beam propagation delays and from Alfvenic synchronization during a pulse period. We discuss two periodic preocesses in flares, which potentially control quasi-periodic particle acceleration: (1) MHD oscillations, and (2) current sheets with oscillatory dynamics.

Aschwanden, Markus J.↗

Stochastic Maxwell-Bloch equations for modeling amplified spontaneous emission

An approach for studying atom-radiation interaction has been developed, associating quantum operators with stochastic variables governed by discrete Heisenberg equations. This framework models general multilevel atomic systems using the paraxial approximation in both single- and multipass configurations. Simulation results for x-ray laser oscillators with parameters of interest are presented. Finally, the stochastic model is efficient to solve, as the required computational resources scale linearly with the number of emitters, and it may be applicable to various other quantum systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation

Abstract We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic simulators, in particular with heavy-tailed simulation noise and low signal-to-noise ratio. To guard against noise misspecification, we assess the performance of three variants: (i) GPs with Student- t observations; (ii) Student- t processes (TPs); and (iii) classification GPs modeling the sign of the response. In conjunction with these metamodels, we analyze several acquisition functions for guiding the sequential experimental designs, extending existing stepwise uncertainty reduction criteria to the stochastic contour-finding context. This also motivates our development of (approximate) updating formulas to efficiently compute such acquisition functions. Our schemes are benchmarked by using a variety of synthetic experiments in 1–6 dimensions. We also consider an application of level set estimation for determining the optimal exercise policy of Bermudan options in finance.

97 MATHEMATICS AND COMPUTING↗

Optical stochastic cooling at Fermilab’s IOTA ring

Stochastic cooling (SC) constitutes one of the greatest conceptual and technological achievements in particle beam cooling. Numerous SC systems have been built in the microwave regime and used to extend the science reach of accelerator facilities worldwide. The ability to sense and correct the particle ensemble using high-bandwidth feedback systems is at the core of the concept. Here, we describe the first realization of SC at optical frequencies and bandwidths. The demonstration was recently carried out at Fermilab’s integrable optics test accelerator (IOTA) storage ring using the transit-time method of optical stochastic cooling (OSC) and achieved an integrated system bandwidth of approximately 20 THz, which is more than 2000 times that of conventional SC systems. This demonstration establishes the foundation for more advanced OSC experiments with high-gain amplification, currently underway at Fermilab, and the eventual application of OSC to colliders and other accelerator facilities.

Jarvis, Jonathan D. [Fermilab]↗

Control optimization, stabilization and computer algorithms for aircraft applications

Computationally useful algorithms are considered that can aid the control engineer in designing systems control in linear time invariant dynamics for aircraft applications. Structural aspects of system identification, matrix parameterization, and the effect of feedback on identifiability of systems. Adaptive and stochastic control model constructions are projected, and a method for approximate identification of aircraft characteristics and subsequent generation of control signals is outlined.

Mitter, S. K.↗

Multifrequency studies of bright radio supernova remnants. 2: W49B

We report radio observations of the supernova remnant W49B using the Very Large Array (VLA) of the NRAO at 90, 20, and 6 cm. This work continues the study of the properties of young, bright supernova remnants (SNRs) begun with 3C 391 (Moffett & Reynolds 1994). Here we present high-resolution images of total intensity, polarization, and spectral index of W49B. In large-scale morphology it is basically a box-shaped remnant expanding into an apparently inhomogeneous medium, but we also find small-scale structures, arcs and filaments, which lie interior to the outer shell in projection. The actual spatial position of the filaments is unknown, though we suspect that they are in the remnant interior rather than on the front or back face of the blast wave. In addition, their distribution in two dimensions suggests the projection of a helical structure. The shell edge, sharply rising in brightness for at least 3/4 of its circumference, still remains unresolved at our highest resolution (4 sec). This for our assumed distance of 8 kpc, the width of the region in which the emission appears is less than 0.16 pc, indicating short mean free paths for shock-accelerated electrons and high levels of MHD turbulence presumably causing the scattering. We find no polarized flux at 90 or 20 cm, with 3 sigma upper limits in polarized intensity of 36 mJy at 90 cm (45 sec resolution) and 7.2 mJy at 20 cm (5 sec resolution), or 22 micro-Jy/sq arcsec and 370 micro-jy/sq arcsec, respectively, for any emission extended on those scales. Polarized flux is present at 6 cm, but at a very low mean polarized fraction (total polarized flux divided by total flux) of 0.44% +/- 0.06%, which, as for 3C 391, is much lower than typical for bright SNRs at this frequency. The morphology in polarized intensity is poorly correlated with that in total intensity. We see excursions in the polarized fraction up to at least 10% in a few locations, but even where polarization is seen, typical levels are a few percent. Tangled or disordered magnetic fields in the emitting region of the radio shell may be responsible for depolarizing the radio synchrotron radiation, but some form of internal Faraday depolarization may also occur. We estimate the foreground Faraday rotation measure to be about -450 rad/sq m, similar to that found for 3C 391, which is also the Galactic plane and just about as distant. Spectral index images created from the total intensity images show that the spectral index across W49B is constant to within about Delta alpha approximately 0.1 in bright regions. This result weakly supports a common origin of the radio-emitting electrons, as in the blast wave, rather than in inhomogeneous turbulent regions of differing properties due to the stochastic (second-order Fermi) acceleration process. Variations at the level of Delta alpha approximately 0.1 are seen, but their significance is doubtful. New observations at 90 cm, using experimental three-dimensional imaging technology, may improve on this limit.

Moffett, David A.↗

An approximate methods approach to probabilistic structural analysis

A major research and technology program in Probabilistic Structural Analysis Methods (PSAM) is currently being sponsored by the NASA Lewis Research Center with Southwest Research Institute as the prime contractor. This program is motivated by the need to accurately predict structural response in an environment where the loadings, the material properties, and even the structure may be considered random. The heart of PSAM is a software package which combines advanced structural analysis codes with a fast probability integration (FPI) algorithm for the efficient calculation of stochastic structural response. The basic idea of PAAM is simple: make an approximate calculation of system response, including calculation of the associated probabilities, with minimal computation time and cost, based on a simplified representation of the geometry, loads, and material. The deterministic solution resulting should give a reasonable and realistic description of performance-limiting system responses, although some error will be inevitable. If the simple model has correctly captured the basic mechanics of the system, however, including the proper functional dependence of stress, frequency, etc. on design parameters, then the response sensitivities calculated may be of significantly higher accuracy.

Mcclung, R. C.↗

Combining Particle Filters and Consistency-Based Approaches for Monitoring and Diagnosis of Stochastic Hybrid Systems

Fault detection and isolation are critical tasks to ensure correct operation of systems. When we consider stochastic hybrid systems, diagnosis algorithms need to track both the discrete mode and the continuous state of the system in the presence of noise. Deterministic techniques like Livingstone cannot deal with the stochasticity in the system and models. Conversely Bayesian belief update techniques such as particle filters may require many computational resources to get a good approximation of the true belief state. In this paper we propose a fault detection and isolation architecture for stochastic hybrid systems that combines look-ahead Rao-Blackwellized Particle Filters (RBPF) with the Livingstone 3 (L3) diagnosis engine. In this approach RBPF is used to track the nominal behavior, a novel n-step prediction scheme is used for fault detection and L3 is used to generate a set of candidates that are consistent with the discrepant observations which then continue to be tracked by the RBPF scheme.

Narasimhan, Sriram↗

Advanced data assimilation in strongly nonlinear dynamical systems

Advanced data assimilation methods are applied to simple but highly nonlinear problems. The dynamical systems studied here are the stochastically forced double well and the Lorenz model. In both systems, linear approximation of the dynamics about the critical points near which regime transitions occur is not always sufficient to track their occurrence or nonoccurrence. Straightforward application of the extended Kalman filter yields mixed results. The ability of the extended Kalman filter to track transitions of the double-well system from one stable critical point to the other depends on the frequency and accuracy of the observations relative to the mean-square amplitude of the stochastic forcing. The ability of the filter to track the chaotic trajectories of the Lorenz model is limited to short times, as is the ability of strong-constraint variational methods. Examples are given to illustrate the difficulties involved, and qualitative explanations for these difficulties are provided. Three generalizations of the extended Kalman filter are described. The first is based on inspection of the innovation sequence, that is, the successive differences between observations and forecasts; it works very well for the double-well problem. The second, an extension to fourth-order moments, yields excellent results for the Lorenz model but will be unwieldy when applied to models with high-dimensional state spaces. A third, more practical method--based on an empirical statistical model derived from a Monte Carlo simulation--is formulated, and shown to work very well. Weak-constraint methods can be made to perform satisfactorily in the context of these simple models, but such methods do not seem to generalize easily to practical models of the atmosphere and ocean. In particular, it is shown that the equations derived in the weak variational formulation are difficult to solve conveniently for large systems.

Miller, Robert N.↗

Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses

Here, this work proposes a framework for large-scale stochastic derivative-free optimization (DFO) by introducing STARS, a trust-region method based on iterative minimization in random subspaces. This framework is both an algorithmic and theoretical extension of a random subspace derivative-free optimization (RSDFO) framework, and an algorithm for stochastic optimization with random models (STORM). Moreover, like RSDFO, STARS achieves scalability by minimizing interpolation models that approximate the objective in low-dimensional affine subspaces, thus significantly reducing per-iteration costs in terms of function evaluations and yielding strong performance on largescale stochastic DFO problems. The user-determined dimension of these subspaces, when the latter are defined, for example, by the columns of so-called Johnson-Lindenstrauss transforms, turns out to be independent of the dimension of the problem. For convergence purposes, inspired by the analyses of RSDFO and STORM, both a particular quality of the subspace and the accuracies of random function estimates and models are required to hold with sufficiently high, but fixed, probabilities. Using martingale theory under the latter assumptions, an almost sure global convergence of STARS to a first-order stationary point is shown, and the expected number of iterations required to reach a desired first-order accuracy is proved to be similar to that of STORM and other stochastic DFO algorithms, up to constants.

97 MATHEMATICS AND COMPUTING↗

Space-Time Reduced-Order Modeling for Uncertainty Quantification

This work focuses on the space-time reduced-order modeling (ROM) method for solving large-scale uncertainty quantification (UQ) problems with multiple random coefficients. In contrast with the traditional space ROM approach, which performs dimension reduction in the spatial dimension, the space-time ROM approach performs dimension reduction on both the spatial and temporal domains, and thus enables accurate approximate solutions at a low cost. We incorporate the space-time ROM strategy with various classical stochastic UQ propagation methods such as stochastic Galerkin and Monte Carlo. Numerical results demonstrate that our methodology has significant computational advantages compared to state-of-the-art ROM approaches. By testing the approximation errors, we show that there is no obvious loss of simulation accuracy for space-time ROM given its high computational efficiency.

97 MATHEMATICS AND COMPUTING↗