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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Sequential Kalman tuning of the t -preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the regime of Gaussian target measures and linear forward models. Here, in this work we propose embedding EKI and Flow Annealed Kalman Inversion, its normalizing flow (NF) preconditioned variant, within a Bayesian annealing scheme as part of an adaptive implementation of the t-preconditioned Crank-Nicolson (tpCN) sampler. The tpCN sampler differs from standard pCN in that its proposal is reversible with respect to the multivariate t-distribution. The more flexible tail behaviour allows for better adaptation to sampling from non-Gaussian targets. Within our Sequential Kalman Tuning (SKT) adaptation scheme, EKI is used to initialize and precondition the tpCN sampler for each annealed target. The subsequent tpCN iterations ensure particles are correctly distributed according to each annealed target, avoiding the accumulation of errors that would otherwise impact EKI. We demonstrate the performance of SKT for tpCN on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to adaptation within standard SMC with importance weighted resampling at each temperature level, and compared to similar adaptive implementations of standard pCN. The SKT scheme applied to tpCN offers an efficient, practical solution for solving the Bayesian inverse problem when gradients of the forward model are not available. Code implementing the SKT schemes for tpCN is available at https://github.com/RichardGrumitt/KalmanMC.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Scalable Bayesian Physics-Informed Kolmogorov-Arnold Networks

Uncertainty quantification (UQ) plays a pivotal role in scientific machine learning, especially when surrogate models are used to approximate complex systems. Although multilayer perceptions (MLPs) are commonly employed as surrogates, they often suffer from overfitting due to their large number of parameters. Kolmogorov-Arnold networks (KANs) offer an alternative solution with fewer parameters. However, gradient-based inference methods, such as Hamiltonian Monte Carlo (HMC), may result in computational inefficiency when applied to KANs, especially for large-scale datasets, due to the high cost of back-propagation. To address these challenges, we propose a novel approach, combining the dropout Tikhonov ensemble Kalman inversion (DTEKI) with Chebyshev KANs. This gradient-free method effectively mitigates overfitting and enhances numerical stability. In addition, we incorporate the active subspace method to reduce the parameter-space dimensionality, allowing us to improve the accuracy of predictions and obtain more reliable uncertainty estimates. Extensive experiments demonstrate the efficacy of our approach in various test cases, including scenarios with large datasets and high noise levels. Our results show that the new method achieves comparable or better accuracy, much higher efficiency as well as stability compared to HMC, in addition to scalability. Moreover, by leveraging the low-dimensional parameter subspace, our method preserves prediction accuracy while substantially reducing further the computational cost.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Optimal Power Management for Large-Scale Battery Energy Storage Systems via Bayesian Inference

Large-scale battery energy storage systems (BESS) have found ever-increasing use across industry and society to accelerate clean energy transition and improve energy supply reliability and resilience. However, their optimal power management poses significant challenges: the underlying high-dimensional nonlinear nonconvex optimization lacks computational tractability in real-world implementation, and the uncertainty of the exogenous power demand makes exact optimization difficult. This paper presents a new solution framework to address these bottlenecks. The solution pivots on introducing power-sharing ratios to specify each cell’s power quota from the output power demand. To find the optimal power-sharing ratios, we formulate a nonlinear model predictive control (NMPC) problem to achieve power-loss-minimizing BESS operation while complying with safety, cell balancing, and power supply-demand constraints. We then propose a parameterized control policy for the power-sharing ratios, which utilizes only three parameters, to reduce the computational demand in solving the NMPC problem. This policy parameterization allows us to translate the NMPC problem into a Bayesian inference problem for the sake of 1) computational tractability, and 2) overcoming the nonconvexity of the optimization problem. We leverage the ensemble Kalman inversion technique to solve the parameter estimation problem. Concurrently, a low-level control loop is developed to seamlessly integrate our proposed approach with the BESS to ensure practical implementation. This low-level controller receives the optimal power-sharing ratios, generates output power references for the cells, and maintains a balance between power supply and demand despite uncertainty in output power. We conduct extensive simulations and experiments on a 20-cell prototype to validate the proposed approach.

Battery energy storage systems (BESSs)↗
NASA NTRS2012

A Localized Ensemble Kalman Smoother

Numerous geophysical inverse problems prove difficult because the available measurements are indirectly related to the underlying unknown dynamic state and the physics governing the system may involve imperfect models or unobserved parameters. Data assimilation addresses these difficulties by combining the measurements and physical knowledge. The main challenge in such problems usually involves their high dimensionality and the standard statistical methods prove computationally intractable. This paper develops and addresses the theoretical convergence of a new high-dimensional Monte-Carlo approach called the localized ensemble Kalman smoother.

recursive estimation↗
NASA NTRS2001

Kalman plus weights: a time scale algorithm

KPW is a time scale algorithm that combines Kalman filtering with the basic time scale equation (BTSE). A single Kalman filter that estimates all clocks simultaneously is used to generate the BTSE frequency estimates, while the BTSE weights are inversely proportional to the white FM variances of the clocks. Results from simulated clock ensembles are compared to previous simulation results from other algorithms.

time time scales stability Kalman filtering↗
DOE OSTI2025

Joint state-parameter estimation for the reduced fracture model via the united filter

Here, in this paper, we introduce an effective United Filter method for jointly estimating the solution state and physical parameters in flow and transport problems within fractured porous media. Fluid flow and transport in fractured porous media are critical in subsurface hydrology, geophysics, and reservoir geomechanics. Reduced fracture models, which represent fractures as lower-dimensional interfaces, enable efficient multi-scale simulations. However, reduced fracture models also face accuracy challenges due to modeling errors and uncertainties in physical parameters such as permeability and fracture geometry. To address these challenges, we propose a United Filter method, which integrates the Ensemble Score Filter (EnSF) for state estimation with the Direct Filter for parameter estimation. EnSF, based on a score-based diffusion model framework, produces ensemble representations of the state distribution without deep learning. Meanwhile, the Direct Filter, a recursive Bayesian inference method, estimates parameters directly from state observations. The United Filter combines these methods iteratively: EnSF estimates are used to refine parameter values, which are then fed back to improve state estimation. Numerical experiments demonstrate that the United Filter method surpasses the state-of-the-art Augmented Ensemble Kalman Filter, delivering more accurate state and parameter estimation for reduced fracture models. This framework also provides a robust and efficient solution for PDE-constrained inverse problems with uncertainties and sparse observations.

Bayesian inference↗
NASA NTRS2013

Ensemble Data Assimilation Without Ensembles: Methodology and Application to Ocean Data Assimilation

Two methods to estimate background error covariances for data assimilation are introduced. While both share properties with the ensemble Kalman filter (EnKF), they differ from it in that they do not require the integration of multiple model trajectories. Instead, all the necessary covariance information is obtained from a single model integration. The first method is referred-to as SAFE (Space Adaptive Forecast error Estimation) because it estimates error covariances from the spatial distribution of model variables within a single state vector. It can thus be thought of as sampling an ensemble in space. The second method, named FAST (Flow Adaptive error Statistics from a Time series), constructs an ensemble sampled from a moving window along a model trajectory. The underlying assumption in these methods is that forecast errors in data assimilation are primarily phase errors in space and/or time.

Data Assimilation↗
NASA NTRS2012

Assessment of Mars Atmospheric Temperature Retrievals from the Thermal Emission Spectrometer Radiances

Motivated by the needs of Mars data assimilation. particularly quantification of measurement errors and generation of averaging kernels. we have evaluated atmospheric temperature retrievals from Mars Global Surveyor (MGS) Thermal Emission Spectrometer (TES) radiances. Multiple sets of retrievals have been considered in this study; (1) retrievals available from the Planetary Data System (PDS), (2) retrievals based on variants of the retrieval algorithm used to generate the PDS retrievals, and (3) retrievals produced using the Mars 1-Dimensional Retrieval (M1R) algorithm based on the Optimal Spectral Sampling (OSS ) forward model. The retrieved temperature profiles are compared to the MGS Radio Science (RS) temperature profiles. For the samples tested, the M1R temperature profiles can be made to agree within 2 K with the RS temperature profiles, but only after tuning the prior and error statistics. Use of a global prior that does not take into account the seasonal dependence leads errors of up 6 K. In polar samples. errors relative to the RS temperature profiles are even larger. In these samples, the PDS temperature profiles also exhibit a poor fit with RS temperatures. This fit is worse than reported in previous studies, indicating that the lack of fit is due to a bias correction to TES radiances implemented after 2004. To explain the differences between the PDS and Ml R temperatures, the algorithms are compared directly, with the OSS forward model inserted into the PDS algorithm. Factors such as the filtering parameter, the use of linear versus nonlinear constrained inversion, and the choice of the forward model, are found to contribute heavily to the differences in the temperature profiles retrieved in the polar regions, resulting in uncertainties of up to 6 K. Even outside the poles, changes in the a priori statistics result in different profile shapes which all fit the radiances within the specified error. The importance of the a priori statistics prevents reliable global retrievals based a single a priori and strongly implies that a robust science analysis must instead rely on retrievals employing localized a priori information, for example from an ensemble based data assimilation system such as the Local Ensemble Transform Kalman Filter (LETKF).

Hoffman, Matthew J.↗
NASA NTRS2007

Evaluating Model Performance of an Ensemble-based Chemical Data Assimilation System During INTEX-B Field Mission

We present a global chemical data assimilation system using a global atmosphere model, the Community Atmosphere Model (CAM3) with simplified chemistry and the Data Assimilation Research Testbed (DART) assimilation package. DART is a community software facility for assimilation studies using the ensemble Kalman filter approach. Here, we apply the assimilation system to constrain global tropospheric carbon monoxide (CO) by assimilating meteorological observations of temperature and horizontal wind velocity and satellite CO retrievals from the Measurement of Pollution in the Troposphere (MOPITT) satellite instrument. We verify the system performance using independent CO observations taken on board the NSFINCAR C-130 and NASA DC-8 aircrafts during the April 2006 part of the Intercontinental Chemical Transport Experiment (INTEX-B). Our evaluations show that MOPITT data assimilation provides significant improvements in terms of capturing the observed CO variability relative to no MOPITT assimilation (i.e. the correlation improves from 0.62 to 0.71, significant at 99% confidence). The assimilation provides evidence of median CO loading of about 150 ppbv at 700 hPa over the NE Pacific during April 2006. This is marginally higher than the modeled CO with no MOPITT assimilation (-140 ppbv). Our ensemble-based estimates of model uncertainty also show model overprediction over the source region (i.e. China) and underprediction over the NE Pacific, suggesting model errors that cannot be readily explained by emissions alone. These results have important implications for improving regional chemical forecasts and for inverse modeling of CO sources and further demonstrate the utility of the assimilation system in comparing non-coincident measurements, e.g. comparing satellite retrievals of CO with in-situ aircraft measurements. The work described above also brought to light several short-comings of the data assimilation approach for CO profiles. Because of the limited vertical resolution of the measurement, the retrievals at different altitudes are correlated which can lead to problems with numerical error and overall efficiency. This has resulted in a manuscript that is about to be submitted to JGR:

Arellano, A. F., Jr.↗
DOE OSTI2026

Ensemble Kalman filter for data assimilation coupled with low-resolution computations techniques applied in fluid dynamics

This paper presents an innovative Reduced-order model (ROM) for merging experimental and simulation data using data assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our methodology introduces a novel approach by implementing the ensemble Kalman filter (EnKF) within a reduced-dimensional framework, grounded in a robust theoretical foundation and applied to fluid dynamics. To address the substantial computational demands of DA, the proposed ROM employs low-resolution (LR) techniques to drastically reduce computational costs. This innovative approach involves downsampling datasets for DA computations, followed by an advanced reconstruction technique based on low-cost singular value decomposition (lcSVD). The lcSVD method, a key innovation in this paper, has never been applied to DA before and offers a highly efficient way to enhance resolution with minimal computational resources. Our results demonstrate significant reductions in both computation time and RAM usage through these LR techniques without compromising the accuracy of the estimations. For instance, in a turbulent test case, for a data compression rate of 15.9, the LR approach can achieve a speed-up of 13.7 and a RAM compression of 90.9% while maintaining a low relative root mean square error (RRMSE) of 2.6%, compared to 0.8% in the high-resolution (HR) reference. Furthermore, we highlight the effectiveness of the EnKF in estimating and predicting the state of fluid flow systems based on limited observations and given low-fidelity numerical data. This paper highlights the potential of the proposed DA method in fluid dynamics applications, particularly for improving computational efficiency in CFD and related fields. Its ability to balance accuracy with low computational and memory costs makes it especially suitable for large-scale and real-time applications, such as environmental monitoring or engineering design. This method will be incorporated into ModelFLOWs-app.

Data Assimilation↗