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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

Convergence Analysis for an Online Data-Driven Feedback Control Algorithm

This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation component, estimating the controlled system’s state via indirect observations, alongside an efficient stochastic maximum principle-type optimal control solver. By integrating weak convergence techniques for the particle filter with convergence analysis for the stochastic maximum principle control solver, we derive a weak convergence result for the optimization procedure in search of optimal data-driven feedback control. Numerical experiments are performed to validate the theoretical findings.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Local convergence analysis of an inexact trust-region method for nonsmooth optimization

In Baraldi, we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function in Hilbert space—a class of problems that is ubiquitous in data science, learning, optimal control, and inverse problems. Furthermore, this algorithm has demonstrated excellent performance and scalability with problem size. In this paper, we enrich the convergence analysis for this algorithm, proving strong convergence of the iterates with guaranteed rates. In particular, we demonstrate that the trust-region algorithm recovers superlinear, even quadratic, convergence rates when using a second-order Taylor approximation of the smooth objective function term.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Verification of MOOSE/Bison's Heat Conduction Solver Using Combined Spatiotemporal Convergence Analysis

Bison is a computational physics code that uses the finite element method to model the thermo-mechanical response of nuclear fuel. Since Bison is used to inform high-consequence decisions, it is important that its computational results are reliable and predictive. One important step in assessing the reliability and predictive capabilities of a simulation tool is the verification process, which quantifies numerical errors in a discrete solution relative to the exact solution of the mathematical model. One step in the verification process—called code verification—ensures that the implemented numerical algorithm is a faithful representation of the underlying mathematical model, including partial differential or integral equations, initial and boundary conditions, and auxiliary relationships. In this paper, the code verification process is applied to spatiotemporal heat conduction problems in Bison. Simultaneous refinement of the discretization in space and time is employed to reveal any potential mistakes in the numerical algorithms for the interactions between the spatial and temporal components of the solution. For each verification problem, the correct spatial and temporal order of accuracy is demonstrated for both first- and second-order accurate finite elements and a variety of time-integration schemes. Furthermore, these results provide strong evidence that the Bison numerical algorithm for solving spatiotemporal problems reliably represents the underlying mathematical model in MOOSE. The selected test problems can also be used in other simulation tools that numerically solve for conduction or diffusion.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2025

Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing

We analyze the convergence of a nonlocal gradient descent method for minimizing a class of high-dimensional non-convex functions, where a directional Gaussian smoothing (DGS) is proposed to define the nonlocal gradient (also referred to as the DGS gradient). The method was first proposed in [Zhang et al., Enabling long-range exploration in minimization of multimodal functions, UAI 2021], in which multiple numerical experiments showed that replacing the traditional local gradient with the DGS gradient can help the optimizers escape local minima more easily and significantly improve their performance. However, a rigorous theory for the efficiency of the method on nonconvex landscape is lacking. In this work, we investigate the scenario where the objective function is composed of a convex function, perturbed by deterministic oscillating noise. We provide a convergence theory under which the iterates exponentially converge to a tightened neighborhood of the solution, whose size is characterized by the noise wavelength. Here, we also establish a correlation between the optimal values of the Gaussian smoothing radius and the noise wavelength, thus justifying the advantage of using moderate or large smoothing radii with the method. Furthermore, if the noise level decays to zero when approaching the global minimum, we prove that DGS-based optimization converges to the exact global minimum with linear rates, similarly to standard gradient-based methods in optimizing convex functions. Several numerical experiments are provided to confirm our theory and illustrate the superiority of the approach over those based on the local gradient.

Tran, Hoang [Oak Ridge National Laboratory (ORNL),↗
DOE OSTI2025

Convergence Analysis of the Alternating Anderson–Picard Method for Nonlinear Fixed-Point Problems

Anderson acceleration (AA) has been widely used to solve nonlinear fixed-point problems due to its rapid convergence. This work focuses on a variant of AA in which multiple Picard iterations are performed between each AA step, referred to as the Alternating Anderson–Picard (AAP) method. Furthermore, despite introducing more “slow” Picard iterations, this method has been shown to be efficient and even more robust in both linear and nonlinear cases. However, there is a lack of theoretical analysis for AAP in the nonlinear case. In this paper, we address this gap by establishing the equivalence between AAP and a multisecant-GMRES method that uses GMRES to solve a multisecant linear system at each iteration. From this perspective, we show that AAP “converges” to the Newton-GMRES method. Specifically, as the residual approaches zero, the multisecant matrix, the approximate Jacobian inverse, the search direction, and the optimization gain of AAP converge to their counterparts in the Newton-GMRES method. These connections provide insights for analyzing the asymptotic convergence properties of AAP. Consequently, we show that AAP is locally 𝑞-linear convergent and provide an upper bound for the convergence factor of AAP. To validate the theoretical results, numerical examples are provided.

Anderson acceleration↗
DOE OSTI2022

Convergence Analysis of Fixed Point Chance Constrained Optimal Power Flow Problems

For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach is not necessarily guaranteed. Here this article analyses the convergence conditions for this fixed point approach, and reports numerical experiments including for large IEEE networks.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2024

Model-Free Control of Indoor Temperatures in Residential Buildings: Convergence Analysis

Model-free control (MFC) has recently been applied in multiple fields, including indoor air temperature regulation in buildings. It is a data-enabled feedback tracking control strategy for complex systems using a simplified representation of the ultra-local approximation model through the unique information of input-output behavior. MFC is a prevailing control strategy for systems with unknown or poorly known system dynamic models. Thus, it is a relatively simple, but efficient, trajectory tracking controller. In this paper, we investigate the convergence rate of MFC when applied to controlling indoor temperatures in residential buildings subject to outdoor weather disturbances. Numerical results show that MFC is quite robust to external disturbances, and its rate of convergence is almost one, i.e., it converges Q-sublinearly (slower than linearly).

Wu, Tumin↗
DOE OSTI2023

Convergence analysis of single rate and multirate fixed stress split iterative coupling schemes in heterogeneous poroelastic media

Recently, the accurate modeling of flow–structure interactions has gained more attention and importance for both petroleum and environmental engineering applications. Of particular interest is the coupling between subsurface flow and reservoir geomechanics. Different single rate and multirate iterative and explicit coupling schemes have been proposed and analyzed in the past. In addition, Banach fixed point contraction results were obtained for iterative coupling schemes, and conditionally stable results were obtained for explicit coupling schemes. In this work, we will consider the mathematical analysis of the single rate and multirate fixed stress split iterative coupling schemes for spatially heterogeneous poroelastic media. We will re–establish the contractivity for both schemes in the localized case, and we will show that heterogeneities come at the expense of imposing more restricted conditions on the number of fine flow time steps that can be taken within one coarse mechanics time step in the multirate case. Our mathematical analysis is supplemented by numerical simulations validating our derived upper bounds. Finally, to the best of our knowledge, this is the first rigorous mathematical analysis of the multirate fixed–stress split iterative coupling scheme in heterogeneous poroelastic media.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

IDAES-PSE 2.4.0 Release

The Institute for the Design of Advanced Energy Systems (IDAES) Integrated Platform is a versatile computational environment offering extensive process systems engineering (PSE) capabilities for optimizing the design and operation of complex, interacting technologies and systems. IDAES enables users to efficiently search vast, complex design spaces to discover the lowest cost, most environmentally sustainable solutions while supporting the full process modeling lifecycle, from conceptual design to dynamic optimization and control. The extensible, open platform empowers users to create models of novel processes and rapidly develop custom analyses, workflows, and end-user applications.. Deprecations • Convergence Analysis tool (idaes/core/util/convergence): deprecated in favor of new Parameter Sweep tools. To be removed in v3.0.0. New Beta Capabilities • Parameter Sweep Tool (idaes.core.util.parameter_sweep) o A new API for defining and performing parameter sweep studies on IDAES models has been developed • Diagnostics Tools (idaes.core.util.model_diagnostics) o New methods for identifying duplicate variables and constraints have been added to the diagnostics toolbox o New tools for detecting ill conditioning in Jacobians have been developed and are available in the model_diagnostics module. These provide alternatives to the existing DegeneracyHunter toolbox, and will eventually be merged with this capability, but initial working versions have been provided as beta capabilities for interested users o IpoptConvergenceAnalysis (replaces deprecated Convergence Analysis tool):  A new tool for performing convergence analysis studies that leverages the new Parameter Sweep tools has been developed. This tool allows users to define the input parameters to their model and sampling methods for these (leveraging Pysmo's sampling tools) and to then solve their model across the sampled domains and return a summary of the solver performance (IPOPT only) Improved Models • Thickener model (idaes.models.unit_models.solid_liquid.thickener) o Improved model to include predictive correlations for unit sizing based on settling velocity measurements (steady-state only) • Modular Property Packages o Added general support for calculating critical properties of mixtures using defined Equation of State modules. New API defined for Equation of State modules in order to define the necessary constraints for calculating critical properties (most EoS modules DO NOT support calculation of critical properties (yet)) o Added new methods to Cubic Equation of State module to support calculation of critical properties

DiagnosticsToolbox↗
DOE OSTI2022

A nonsmooth nonconvex optimization algorithm for two-stage optimization problems

An optimization algorithm for a group of nonsmooth nonconvex problems inspired by two-stage stochastic programming problems is proposed. The main challenges for these problems include (1) the problems lack the popular lower-type properties such as prox-regularity assumed in many nonsmooth nonconvex optimization algorithms, (2) the objective can not be analytically expressed and (3) the evaluation of function values and subgradients are computationally expensive. To address these challenges, this report first examines the properties that exist in many two-stage problems, specifically upper-C 2 objectives. Then, we show that quadratic penalty method for securityconstrained alternating current optimal power flow (SCACOPF) contingency problems can make the contingency solution functions upper-C 2 . Based on these observations, a simplified bundle algorithm that bears similarity to sequential quadratic programming (SQP) method is proposed. It is more efficient in implementation and computation compared to conventional bundle methods. Global convergence analysis of the algorithm is presented under novel and reasonable assumptions. The proposed algorithm therefore fills the gap of theoretical convergence for smoothed SCACOPF problems. The inconsistency that might arise in our treatment of the constraints are addressed through a penalty algorithm whose convergence analysis is also provided. Finally, theoretical capabilities and numerical performance of the algorithm are demonstrated through numerical examples.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Examination of probability distribution of mixture fraction in LES/FDF modelling of a turbulent partially premixed jet flame

An accurate prediction of the probability density function (PDF) of the mixture fraction is crucial to the prediction of combustion since mixing plays an important role in turbulent non-premixed and partially premixed flames. This work provides an assessment of the large-eddy simulation (LES)/filtered density function (FDF) method for the prediction of the PDF of the mixture fraction. The advantage of the LES/FDF method is that it provides the full predictions of the statistical distribution of scalars including the mixture fraction. The predictive accuracy of the method for the PDF is yet to be fully validated. Assessing the prediction of the PDF of the mixture fraction, a conserved scalar, is an important starting point. The Sydney/Sandia inhomogeneous inlet jet flame is used as a test case. A quick comparison shows that the LES/FDF predicted PDF shapes of the mixture fraction deviate significantly from the commonly presumed Beta-PDF as well as from the experimental data in the flame. Here, to examine the source of the discrepancy, we clarify the different PDF definitions used in the comparison among the predictions, measurements, and the presumed shape PDFs. The discrepancy observed from the comparison is largely reconciled by clarifying the difference between the PDFs that are examined. The PDF of the resolved mixture fraction is shown to be close to the Beta-PDF in both the measurements and predictions, while the PDF directly deduced from the LES/FDF particles deviates significantly from the Beta-PDF. A multimodal PDF analysis and a pseudo convergence analysis are conducted to provide plausible evidence to support the predicted multimodal PDF shapes. The sub-filter scale FDF is shown to be close to the Beta-PDF too through the construction of a synthesized PDF, which supports the common presumed Beta-PDF assumption used in the presumed PDF methods when combined with LES.

42 ENGINEERING↗
DOE OSTI2025

Conditional Pseudo-Reversible Normalizing Flow for Surrogate Modeling in Quantifying Uncertainty Propagation

We introduce a conditional pseudo-reversible normalizing flow (PR-NF) that directly learns conditional probability distributions from noisy physical models to efficiently quantify both forward and inverse uncertainty propagation. Traditional surrogate modeling approaches approximate only the deterministic component of physical models, requiring separate noise characterization and computationally expensive sampling methods for inverse problems. Here, in this work, we develop the conditional PR-NF model to directly learn and efficiently generate samples from the conditional probability density functions (PDFs). The training process utilizes dataset consisting of input-output pairs without requiring prior knowledge about the noise and the function. Once trained, our model efficiently generates samples from conditional PDFs for any input within the training domain. Moreover, the pseudo-reversibility feature allows for the use of fully connected neural network architectures, which simplifies the implementation and enables theoretical analysis. We provide a rigorous convergence analysis of the conditional PR-NF model, showing its ability to converge to the target conditional PDF using the Kullback−Leibler divergence. To demonstrate the effectiveness of our method, we apply it to several benchmark tests and a real-world geologic carbon storage problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Multirate Exponential Rosenbrock Methods

In this paper we propose a novel class of methods for high-order accurate integration of multirate systems of ordinary differential equation initial-value problems. The proposed methods construct multirate schemes by approximating the action of matrix φ functions within explicit exponential Rosenbrock (ExpRB) methods, thereby called multirate ExpRB (MERB) methods. They consist of the solution to a sequence of modified “fast” initial-value problems, which may themselves be approximated through subcycling any desired initial-value problem solver. In addition to proving how to construct MERB methods from certain classes of ExpRB methods, we provide rigorous convergence analysis of these methods and derive efficient MERB schemes of orders 2 through 6 (the highest-order infinitesimal multirate methods to date). Lastly, we then present numerical simulations to confirm these theoretical convergence rates and to compare the efficiency of MERB methods against other recently introduced high-order multirate methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Assessing convergence in global sensitivity analysis: a review of methods for assessing and monitoring convergence

In global sensitivity analysis (GSA) of a model, a proper convergence analysis of metrics is essential for ensuring a level of confidence or trustworthiness in sensitivity results obtained, yet is somewhat deficient in practice. The level of confidence in sensitivity measures, particularly in relation to their influence and support for decisions from scientific, social and policy perspectives, is heavily reliant on the convergence of GSA. We review the literature and summarize the available methods for monitoring and assessing convergence of sensitivity measures based on application purposes. The aim is to expose the various choices for convergence assessment and encourage further testing of available methods to clarify their level of robustness. Furthermore, the review identifies a pressing need for comparative studies on convergence assessment methods to establish a clear hierarchy of effectiveness and encourages the adoption of systematic approaches for enhanced robustness in sensitivity analysis.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2025

Analysis of the SiMPL Method for Density-Based Topology Optimization

We present a rigorous convergence analysis of a new method for density-based topology optimization that provides pointwise bound-preserving design updates and faster convergence than other popular first-order topology optimization methods. Due to its strong bound preservation, the method is exceptionally robust, as demonstrated in numerous examples here and in the companion article [D. Kim et al., Struct. Multidiscip. Optim., 68 (2025), 74]. Furthermore, it is easy to implement with clear structure and analytical expressions for the updates. Our analysis covers two versions of the method, characterized by the employed line search strategies. We consider a modified Armijo backtracking line search and a Bregman backtracking line search. For both line search algorithms, our algorithm delivers a strict monotone decrease in the objective function and further intuitive convergence properties, e.g., strong and pointwise convergence of the density variables on the active sets, norm convergence to zero of the increments, convergence of the Lagrange multipliers, and more. In addition, the numerical experiments demonstrate apparent mesh-independent convergence of the algorithm. Here, we refer to the new algorithm as the SiMPL method (pronounced “simple”), which stands for Sigmoidal Mirror descent with a Projected Latent variable.

97 MATHEMATICS AND COMPUTING↗