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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 OSTI2019

An Evolve-Filter-Relax Stabilized Reduced Order Stochastic Collocation Method for the Time-Dependent Navier--Stokes Equations

In this paper, we propose a filter-based stabilization of reduced order models (ROMs) for uncertainty quantification (UQ) of the time-dependent Navier--Stokes equations in convection-dominated regimes. Here we propose a novel high-order ROM differential filter and use it in conjunction with an evolve-filter-relax (EFR) algorithm to attenuate the numerical oscillations of standard ROMs. We also examine how stochastic collocation methods can be combined with the EFR algorithm for efficient UQ of fluid flows. We test the new framework in the numerical simulation of a two-dimensional flow past a circular cylinder with a random viscosity that yields a random Reynolds number with mean Re = 100.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Microstructure-Sensitive Uncertainty Quantification for Crystal Plasticity Finite Element Constitutive Models Using Stochastic Collocation Methods

Uncertainty quantification (UQ) plays a major role in verification and validation for computational engineering models and simulations, and establishes trust in the predictive capability of computational models. In the materials science and engineering context, where the process-structure-property-performance linkage is well known to be the only road mapping from manufacturing to engineering performance, numerous integrated computational materials engineering (ICME) models have been developed across a wide spectrum of length-scales and time-scales to relieve the burden of resource-intensive experiments. Within the structure-property linkage, crystal plasticity finite element method (CPFEM) models have been widely used since they are one of a few ICME toolboxes that allows numerical predictions, providing the bridge from microstructure to materials properties and performances. Several constitutive models have been proposed in the last few decades to capture the mechanics and plasticity behavior of materials. While some UQ studies have been performed, the robustness and uncertainty of these constitutive models have not been rigorously established. In this work, we apply a stochastic collocation (SC) method, which is mathematically rigorous and has been widely used in the field of UQ, to quantify the uncertainty of three most commonly used constitutive models in CPFEM, namely phenomenological models (with and without twinning), and dislocation-density-based constitutive models, for three different types of crystal structures, namely face-centered cubic (fcc) copper (Cu), body-centered cubic (bcc) tungsten (W), and hexagonal close packing (hcp) magnesium (Mg). Our numerical results not only quantify the uncertainty of these constitutive models in stress-strain curve, but also analyze the global sensitivity of the underlying constitutive parameters with respect to the initial yield behavior, which may be helpful for robust constitutive model calibration works in the future.

36 MATERIALS SCIENCE↗
DOE OSTI2022

Comprehensive uncertainty quantification (UQ) for full engineering models by solving probability density function (PDF) equation

This report details a new method for propagating parameter uncertainty (forward uncertainty quantification) in partial differential equations (PDE) based computational mechanics applications. The method provides full-field quantities of interest by solving for the joint probability density function (PDF) equations which are implied by the PDEs with uncertain parameters. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known apriori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the driving (dynamics) term of the PDEs based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the dynamics term of the governing PDEs. The efficacy of the method is demonstrated by applying it to two target problems: solid mechanics explicit dynamics with uncertain material model parameters, and reacting hypersonic fluid mechanics with uncertain chemical kinetic rate parameters. A minimally invasive implementation of the method for representative codes SPARC (reacting hypersonics) and NimbleSM (finite- element solid mechanics) and associated software details are described. For solid mechanics demonstration problems the method shows order of magnitudes improvement in accuracy over traditional stochastic collocation. For the reacting hypersonics problem, the method is implemented as a streamline integration and results show very good accuracy for the approximate sample solutions of re-entry flow past the Apollo capsule geometry at Mach 30.

42 ENGINEERING↗
DOE OSTI2021

A minimally invasive, efficient method for propagation of full-field uncertainty in solid dynamics

In this work, we present a minimally invasive method for forward propagation of material property uncertainty to full-field quantities of interest in solid dynamics. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known a priori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the evolution equations based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the driving term of the evolution equations. The implementation is model independent, storage and communication efficient, and straightforward. We demonstrate its efficiency, accuracy, scaling with dimension of the parameter space, and convergence in distribution with two problems: a quasi-one-dimensional bar impact, and a two material notched plate impact. For the bar impact problem, we provide an analytical solution to PDF of the solution fields for method validation. With the notched plate problem, we also demonstrate good parallel efficiency and scaling of the method.

42 ENGINEERING↗
DOE OSTI2024

S-OPT: A Points Selection Algorithm for Hyper-Reduction in Reduced Order Models

While projection-based reduced order models can reduce the dimension of full order solutions, the resulting reduced models may still contain terms that scale with the full order dimension. Hyper-reduction techniques are sampling-based methods that further reduce this computational complexity by approximating such terms with a much smaller dimension. The goal of this work is to introduce the points selection algorithm developed by Shin and Xiu as a hyper-reduction method. The selection algorithm was originally proposed as a stochastic collocation method for uncertainty quantification. Since the algorithm aims at maximizing a quantity $\mathcal{S}$ that measures both the column orthogonality and the determinant, we refer to the algorithm as S-OPT. Numerical examples are provided to demonstrate the performance of S-OPT and to compare its performance with a gappy proper orthogonal decomposition (POD) algorithm. Here, we found that using the S-OPT algorithm is shown to predict the full order solutions with higher accuracy than gappy POD especially when the number of sampling points is small, although we note that S-OPT shows slow asymptotic convergence with respect to the number of samples for some applications, e.g., Lagrangian hydrodynamics.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Deterministic and Monte Carlo Nuclear Data Adjustment Methods [Slides]

For the Bayesian Monte Carlo methodology, a need to understand convergence of the posterior moments as a function of the number of parameter realizations is required. In high-dimensional systems, it can be very costly to sample entire parameter space and perform functional evaluation for every realization. Bayesian Monte Carlo allows one to relax the GLLS approximations of model linearity and prior/posterior PDF shape. The Bayesian Stochastic Collocation Method is a deterministic approach to “sample” the parameter space. It allows one to relax the GLLS approximations of model linearity and posterior PDF shape. Higher-order posterior moments (i.e., skewness, kurtosis, etc.) can be studied through polynomial expansion. Tensor product quadrature scales poorly and can use sparse grid quadrature methods.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2019

A bi-fidelity method for the multiscale Boltzmann equation with random parameters

In this paper, we study the multiscale Boltzmann equation with multi-dimensional random parameters by a bi-fidelity stochastic collocation (SC) method developed in [52], [70], [71]. By choosing the compressible Euler system as the low-fidelity model, we adapt the bi-fidelity SC method to combine computational efficiency of the low-fidelity model with high accuracy of the high-fidelity (Boltzmann) model. With only a small number of high-fidelity asymptotic-preserving solver runs for the Boltzmann equation, the bi-fidelity approximation can capture well the macroscopic quantities of the solution to the Boltzmann equation in the random space. Additionally, a priori estimate on the accuracy between the high- and bi-fidelity solutions together with a convergence analysis is established. Finally, we present extensive numerical experiments to verify the efficiency and accuracy of our proposed method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids

We present a new approach to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed: (1) stochastic collocation based on dimension-adaptive sparse grids (SGs), which approximates the stochastic objective function with a limited number of quadrature nodes, and (2) projection-based reduced-order models (ROMs), which generate efficient approximations to PDE solutions. These two sources of inexactness lead to inexact objective function and gradient evaluations, which are managed by a trust-region method that guarantees global convergence by adaptively refining the SG and ROM until a proposed error indicator drops below a tolerance specified by trust-region convergence theory. A key feature of the proposed method is that the error indicator---which accounts for errors incurred by both the SG and ROM---must be only an asymptotic error bound, i.e., a bound that holds up to an arbitrary constant that need not be computed. This allows the approach to be applicable to a wide range of problems, including those where sharp, computable error bounds are not available; this distinguishes the proposed method from previous works. Numerical experiments performed on a model problem from optimal flow control under uncertainty verify global convergence of the method and demonstrate the method's ability to outperform previously proposed alternatives.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Accurate data-driven surrogates of dynamical systems for forward propagation of uncertainty

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the distributions of the high-dimensional solution fields of a model with stochastic input parameters. However, due to the highly nonlinear nature of the parameter-to-solution map in even the simplest dynamical systems, the constructed SC surrogates are often inaccurate. Here, this work presents an alternative approach, where we apply the SC approximation over the dynamics of the model, rather than the solution. By combining the data-driven sparse identification of nonlinear dynamics framework with SC, we construct dynamics surrogates and integrate them through time to construct the surrogate solutions. We demonstrate that the SC-over-dynamics framework leads to smaller errors, both in terms of the approximated system trajectories as well as the model state distributions, when compared against full-field SC applied to the solutions directly. We present numerical evidence of this improvement using three test problems: a chaotic ordinary differential equation, and two partial differential equations from solid mechanics.

42 ENGINEERING↗
DOE OSTI2019

Stochastic multiscale flux basis for Stokes-Darcy flows

Three algorithms are developed for uncertainty quantification in modeling coupled Stokes and Darcy flows. The porous media may consist of multiple regions with different properties. The permeability is modeled as a non-stationary stochastic variable, with its log represented as a sum of local Karhunen-Loève (KL) expansions. The problem is approximated by stochastic collocation on either tensor-product or sparse grids, coupled with a multiscale mortar mixed finite element method for the spatial discretization. A non-overlapping domain decomposition algorithm reduces the global problem to a coarse scale mortar interface problem, which is solved by an iterative solver, for each stochastic realization. In the traditional domain decomposition implementation, each subdomain solves a local Dirichlet or Neumann problem in every interface iteration. To reduce this cost, two additional algorithms based on deterministic or stochastic multiscale flux basis are introduced. The basis consists of the local flux (or velocity trace) responses from each mortar degree of freedom. It is computed for each subdomain independently before the interface iteration begins. The use of the multiscale flux basis avoids the need for subdomain solves on each iteration. The deterministic basis is computed at each stochastic collocation and used only at this realization. The stochastic basis is formed by further looping over all local realizations of a subdomain's KL region before the stochastic collocation begins. It is used over multiple realizations. Numerical tests are presented to illustrate the performance of the three algorithms, with the stochastic multiscale flux basis showing significant savings in computational cost compared to the other two algorithms.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Staggered scheme for the compressible fluctuating hydrodynamics of multispecies fluid mixtures

Here, we present a numerical formulation for the solution of nonisothermal, compressible Navier-Stokes equations with thermal fluctuations to describe mesoscale transport phenomena in multispecies fluid mixtures. The novelty of our numerical method is the use of staggered grid momenta along with a finite volume discretization of the thermodynamic variables to solve the resulting stochastic partial differential equations. The key advantages of the numerical scheme are that it significantly simplifies the discretization of diffusive and stochastic momentum fluxes into a more compact form, and it provides an unambiguous prescription of boundary conditions involving pressure. The staggered grid scheme more accurately reproduces the equilibrium static structure factor of hydrodynamic fluctuations in gas mixtures compared to a collocated scheme described previously by Balakrishnan et al. [Phys. Rev. E 89, 013017 (2014)1539-375510.1103/PhysRevE.89.013017]. The numerical method is tested for ideal noble gases mixtures under various nonequilibrium conditions, such as applied thermal and concentration gradients, to assess the role of cross-diffusion effects, such as Soret and Dufour, on the long-ranged correlations of hydrodynamic fluctuations, which are also more accurately reproduced compared to the collocated scheme. We numerically study giant nonequilibrium fluctuations driven by concentration gradients and fluctuation-driven Rayleigh-Taylor instability in gas mixtures. Wherever applicable, excellent agreement is observed with theory and measurements from the direct simulation Monte Carlo method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

What Is the Fractional Laplacian? A Comparative Review with New Results

The fractional Laplacian in $\mathbb{R}^{d}$, which we write as (–Δ) α/2 with, α ϵ (0, 2) has multiple equivalent characterizations. Furthermore, in bounded domains, boundary conditions must be incorporated in these characterizations in mathematically distinct ways, and there is currently no consensus in the literature as to which definition of the fractional Laplacian in bounded domains is most appropriate for a given application. The Riesz (or integral) definition, for example, admits a nonlocal boundary condition, where the value of a function must be prescribed on the entire exterior of the domain in order to compute its fractional Laplacian. Yet, the spectral definition requires only the standard local boundary condition. These differences, among others, lead us to ask the question: “What is the fractional Laplacian?” Beginning from first principles, we compare several commonly used definitions of the fractional Laplacian theoretically, through their stochastic interpretations as well as their analytical properties. Next, we present quantitative comparisons using a sample of state-of-the-art methods. We discuss recent advances on nonzero boundary conditions and present new methods to discretize such boundary value problems: radial basis function collocation (for the Riesz fractional Laplacian) and nonharmonic lifting (for the spectral fractional Laplacian). In our numerical studies, we aim to compare different definitions on bounded domains using a collection of benchmark problems. We consider the fractional Poisson equation with both zero and nonzero boundary conditions, where the fractional Laplacian is defined according to the Riesz definition, the spectral definition, the directional definition, and the horizon-based nonlocal definition. We verify the accuracy of the numerical methods used in the approximations for each operator, and we focus on identifying differences in the boundary behaviors of solutions to equations posed with these different definitions. Through our efforts, we aim to further engage the research community in open problems and assist practitioners in identifying the most appropriate definition and computational approach to use for their mathematical models in addressing anomalous transport in diverse applications.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Adaptive experimental design for multi-fidelity surrogate modeling of multi-disciplinary systems

We present an adaptive algorithm for constructing surrogate models of multi-disciplinary systems composed of a set of coupled components. With this goal we introduce “coupling” variables with a priori unknown distributions that allow surrogates of each component to be built independently. Once built, the surrogates of the components are combined to form an integrated-surrogate that can be used to predict system-level quantities of interest at a fraction of the cost of the original model. The error in the integrated-surrogate is greedily minimized using an experimental design procedure that allocates the amount of training data, used to construct each component-surrogate, based on the contribution of those surrogates to the error of the integrated-surrogate. Here, the multi-fidelity procedure presented is a generalization of multi-index stochastic collocation that can leverage ensembles of models of varying cost and accuracy, for one or more components, to reduce the computational cost of constructing the integrated-surrogate. Extensive numerical results demonstrate that, for a fixed computational budget, our algorithm is able to produce surrogates that are orders of magnitude more accurate than methods that treat the integrated system as a black-box.

42 ENGINEERING↗
DOE OSTI2020

Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models

We use a conditional Karhunen-Lo` eve (KL) model to quantify and reduce uncertainty in a stochastic partial differential equation (SPDE) problem with partially-known space-dependent coefficient, Y (x). We assume that a small number of Y (x) measurements are available and model Y (x) with a KL expansion. We achieve reduction in uncertainty by conditioning the KL expansion coefficients on measurements. We consider two approaches for conditioning the KL expansion: In Approach 1, we condition the KL model first and then truncate it. In Approach 2, we first truncate the KL expansion and then condition it. We employ the conditional KL expansion together with Monte Carlo and sparse grid collocation methods to compute the moments of the solution of the SPDE problem. Uncertainty of the problem is further reduced by adaptively selecting additional observation locations using two active learning methods. Method 1 minimizes the variance of the PDE coefficient, while Method 2 minimizes the variance of the solution of the PDE. We demonstrate that conditioning leads to dimension reduction of the KL representation of Y (x). For a linear diffusion SPDE with uncertain log-normal coefficient, we show that Approach 1 provides a more accurate approximation of the conditional log-normal coefficient and solution of the SPDE than Approach 2 for the same number of random dimensions in a conditional KL expansion. Furthermore, Approach 2 provides a good estimate for the number of terms of the truncated KL expansion of the conditional field of Approach 1. Finally, we demonstrate that active learning based on Method 2 is more efficient for uncertainty reduction in the SPDE’s states (i.e., it leads to a larger reduction of the variance) than active learning using Method 2.

Conditioned Karhunen-Lo` eve expanion, machine lea↗