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At least 181 records · Page 10

Stochastic Maximum Principle for Optimal Control of SPDEs

We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a stochastic partial differential equation driven by a finite dimensional Wiener process. The equation is formulated in a semi-abstract form that allows direct applications to a large class of controlled stochastic parabolic equations. We allow for a diffusion coefficient dependent on the control parameter, and the space of control actions is general, so that in particular we need to introduce two adjoint processes. The second adjoint process takes values in a suitable space of operators on L{sup 4}.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Physics-Informed Generative Adversarial Networks for Stochastic Differential Equations

We developed a new class of physics-informed generative adversarial networks (PI-GANs) to solve forward, inverse, and mixed stochastic problems in a unified manner based on a limited number of scattered measurements. Unlike standard GANs relying solely on data for training, here we encoded into the architecture of GANs the governing physical laws in the form of stochastic differential equations (SDEs) using automatic differentiation. In particular, we applied Wasserstein GANs with gradient penalty (WGAN-GP) for its enhanced stability compared to vanilla GANs. We first tested WGAN-GP in approximating Gaussian processes of different correlation lengths based on data realizations collected from simultaneous reads at sparsely placed sensors. We obtained good approximation of the generated stochastic processes to the target ones even if there is a mismatch between the input noise dimensionality and the effective dimensionality of the target stochastic processes. We also studied the overfitting issue for both the discriminator and the generator, and we found that overfitting occurs also in the generator in addition to the discriminator as previously reported. Subsequently, we considered the solution of elliptic SDEs requiring approximations of three stochastic processes, namely the solution, the forcing, and the diffusion coefficient. Here again, we assumed data collected from simultaneous reads at a limited number of sensors for the multiple stochastic processes. Furthermore, three generators were used for the PI-GANs: two of them were feed forward deep neural networks (DNNs), while the other one was the neural network induced by the SDE. For the case where we have one group of data, we employed one feed forward DNN as the discriminator, while for the case of multiple groups of data we employed multiple discriminators in PI-GANs. We solved forward, inverse, and mixed problems without changing the framework of PI-GANs, obtaining both the means and the standard deviations of the stochastic solution and the diffusion coefficient in good agreement with benchmarks. In this work, we have demonstrated the effectiveness of PI-GANs in solving SDEs for about 120 dimensions. In principle, PI-GANs could tackle very high dimensional problems given more sensor data with low-polynomial growth in computational cost.

97 MATHEMATICS AND COMPUTING↗

Manifold Learning-Based Polynomial Chaos Expansions for High-Dimensional Surrogate Models

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data representing quantities of interest of the computational or analytical model. For this purpose, we employ Grassmannian diffusion maps, a two-step nonlinear dimension reduction technique which allows us to reduce the dimensionality of the data and identify meaningful geometric descriptions in a parsimonious and inexpensive manner. Polynomial chaos expansion is then used to construct a mapping between the stochastic input parameters and the diffusion coordinates of the reduced space. An adaptive clustering technique is proposed to identify an optimal number of clusters of points in the latent space. The similarity of points allows us to construct a number of geometric harmonic emulators which are finally utilized as a set of inexpensive pretrained models to perform an inverse map of realizations of latent features to the ambient space and thus perform accurate out-of-sample predictions. Thus, the proposed method acts as an encoder-decoder system which is able to automatically handle very high-dimensional data while simultaneously operating successfully in the small-data regime. The method is demonstrated on two benchmark problems and on a system of advection-diffusion-reaction equations which model a first-order chemical reaction between two species. In all test cases, the proposed method is able to achieve highly accurate approximations which ultimately lead to the significant acceleration of UQ tasks.

42 ENGINEERING↗

Mesoscopic-microscopic spatial stochastic simulation with automatic system partitioning

The reaction-diffusion master equation (RDME) is a model that allows for efficient on-lattice simulation of spatially resolved stochastic chemical kinetics. Compared to off-lattice hard-sphere simulations with Brownian dynamics or Green’s function reaction dynamics, the RDME can be orders of magnitude faster if the lattice spacing can be chosen coarse enough. However, strongly diffusion-controlled reactions mandate a very fine mesh resolution for acceptable accuracy. It is common that reactions in the same model differ in their degree of diffusion control and therefore require different degrees of mesh resolution. This renders mesoscopic simulation inefficient for systems with multiscale properties. Mesoscopic-microscopic hybrid methods address this problem by resolving the most challenging reactions with a microscale, off-lattice simulation. However, all methods to date require manual partitioning of a system, effectively limiting their usefulness as “black-box” simulation codes. In this paper, we propose a hybrid simulation algorithm with automatic system partitioning based on indirect a priori error estimates. We demonstrate the accuracy and efficiency of the method on models of diffusion-controlled networks in 3D.

97 MATHEMATICS AND COMPUTING↗

Reaction rates for reaction-diffusion kinetics on unstructured meshes

The reaction-diffusion master equation is a stochastic model often utilized in the study of biochemical reaction networks in living cells. It is applied when the spatial distribution of molecules is important to the dynamics of the system. A viable approach to resolve the complex geometry of cells accurately is to discretize space with an unstructured mesh. Diffusion is modeled as discrete jumps between nodes on the mesh, and the diffusion jump rates can be obtained through a discretization of the diffusion equation on the mesh. Reactions can occur when molecules occupy the same voxel. Here in this paper, we develop a method for computing accurate reaction rates between molecules occupying the same voxel in an unstructured mesh. For large voxels, these rates are known to be well approximated by the reaction rates derived by Collins and Kimball, but as the mesh is refined, no analytical expression for the rates exists. We reduce the problem of computing accurate reaction rates to a pure preprocessing step, depending only on the mesh and not on the model parameters, and we devise an efficient numerical scheme to estimate them to high accuracy. We show in several numerical examples that as we refine the mesh, the results obtained with the reaction-diffusion master equation approach those of a more fine-grained Smoluchowski particle-tracking model.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Phase-space entropy cascade and irreversibility of stochastic heating in nearly collisionless plasma turbulence

We consider a nearly collisionless plasma consisting of a species of “test particles” in one spatial and one velocity dimension, stirred by an externally imposed stochastic electric field—a kinetic analog of the Kraichnan model of passive advection. The mean effect on the particle distribution function is turbulent diffusion in velocity space—known as stochastic heating. Accompanying this heating is the generation of fine-scale structure in the distribution function, which we characterize with the collisionless (Casimir) invariant C 2 ∝ ∫ ∫ d x d v 〈 f 2 〉 —a quantity that here plays the role of (negative) entropy of the distribution function. We find that C 2 is transferred from large scales to small scales in both position and velocity space via a phase-space cascade enabled by both particle streaming and nonlinear interactions between particles and the stochastic electric field. We compute the steady-state fluxes and spectrum of C 2 in Fourier space, with k and s denoting spatial and velocity wave numbers, respectively. In our model, the nonlinearity in the evolution equation for the spectrum turns into a fractional Laplacian operator in k space, leading to anomalous diffusion. Whereas even the linear phase mixing alone would lead to a constant flux of C 2 to high s (towards the collisional dissipation range) at every k , the nonlinearity accelerates this cascade by intertwining velocity and position space so that the flux of C 2 is to both high k and high s simultaneously. Integrating over velocity (spatial) wave numbers, the k -space ( s -space) flux of C 2 is constant down to a dissipation length (velocity) scale that tends to zero as the collision frequency does, even though the rate of collisional dissipation remains finite. The resulting spectrum in the inertial range is a self-similar function in the ( k , s ) plane, with power-law asymptotics at large k and s . Our model is fully analytically solvable, but the asymptotic scalings of the spectrum can also be found via a simple phenomenological theory whose key assumption is that the cascade is governed by a “critical balance” in phase space between the linear and nonlinear timescales. We argue that stochastic heating is made irreversible by this entropy cascade and that, while collisional dissipation accessed via phase mixing occurs only at small spatial scales rather than at every scale as it would in a linear system, the cascade makes phase mixing even more effective overall in the nonlinear regime than in the linear one. Published by the American Physical Society 2024

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

The small-voxel tracking algorithm for simulating chemical reactions among diffusing molecules

Simulating the evolution of a chemically reacting system using the bimolecular propensity function, as is done by the stochastic simulation algorithm and its reaction-diffusion extension, entails making statistically inspired guesses as to where the reactant molecules are at any given time. Those guesses will be physically justified if the system is dilute and well-mixed in the reactant molecules. Otherwise, an accurate simulation will require the extra effort and expense of keeping track of the positions of the reactant molecules as the system evolves. One molecule-tracking algorithm that pays careful attention to the physics of molecular diffusion is the enhanced Green's function reaction dynamics (eGFRD) of Takahashi, Tănase-Nicola, and ten Wolde [Proc. Natl. Acad. Sci. U.S.A. 107, 2473 (2010)]. We introduce here a molecule-tracking algorithm that has the same theoretical underpinnings and strategic aims as eGFRD, but a different implementation procedure. Called the small-voxel tracking algorithm (SVTA), it combines the well known voxel-hopping method for simulating molecular diffusion with a novel procedure for rectifying the unphysical predictions of the diffusion equation on the small spatiotemporal scale of molecular collisions. Indications are that the SVTA might be more computationally efficient than eGFRD for the problematic class of non-dilute systems. A widely applicable, user-friendly software implementation of the SVTA has yet to be developed, but we exhibit some simple examples which show that the algorithm is computationally feasible and gives plausible results.

97 MATHEMATICS AND COMPUTING↗

Quantal diffusion approach for multinucleon transfer processes in the 58,64 Ni + 208 Pb reactions: Toward the production of unknown neutron-rich nuclei

In recent years, substantial efforts have been made for the study of multinucleon transfer reactions at energies around the Coulomb barrier both experimentally and theoretically, aiming at the production of unknown neutron-rich heavy nuclei. It is crucial to provide reliable theoretical predictions based on microscopic theories with sufficient predictive power. Purpose: This article aims to clarify the applicability of the quantal diffusion approach based on the stochastic mean-field (SMF) theory for multinucleon transfer processes. Isotope production cross sections are evaluated for the reactions of 64 Ni + 208 Pb at E c.m. = 268 MeV and 58 Ni + 208 Pb at E c.m. = 270 MeV and are compared with available experimental data. Methods: Three-dimensional time-dependent Hartree-Fock (TDHF) calculations are carried out for a range of initial orbital angular momenta with Skyrme SLy4d functional. Quantal diffusion equations, derived based on the SMF theory, for variances and covariance of neutron and proton numbers of reaction products are solved, with microscopic drift and diffusion coefficients obtained from time evolution of occupied single-particle orbitals in TDHF. Secondary de-excitation processes, both particle evaporation and fission, are simulated by a statistical compound-nucleus de-excitation model, gemini++. Dynamics of a fast isospin equilibration process followed by a slow drift toward the mass symmetry are commonly observed, as expected. Various reaction outcomes are evaluated, including average mass and charge numbers of reaction products, total kinetic energy loss (TKEL), scattering angle, contact time, and production cross sections for primary and secondary products. By comparing with the experimental data, we find that SMF and TDHF quantitatively reproduce experimental data for few-nucleon-transfer channels around the average values. In contrast, for many-nucleon-transfer channels, we find that the SMF approach provides much better description of the experimentally measured isotopic distributions. The results underline the importance of beyond-mean-field effects, especially one-body (mean-field) fluctuations and correlations, in describing multinucleon transfer processes. Moreover, through a combined analysis of SMF with a statistical model, gemini++, we find a significant contribution of transfer-induced fission, which is consistent with the experimental observation. In some cases, the SMF approach overestimates the isotopic width, requiring further improvements of the theoretical description. Possible ways to improve the description are discussed. The SMF approach is designed to describe the quantum many-body problem according to an ensemble of mean-field trajectories, taking into account part of many-body correlations in the description. As it requires feasible computational costs comparable to the ordinary TDHF approach, together with further model improvements, it will be a promising tool in the search for optimal reaction conditions to produce yet-unknown neutron-rich heavy nuclei through the multinucleon transfer reaction.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Merging of transport theory with the time-dependent Hartree-Fock approach: Multinucleon transfer in U + U collisions

Multinucleon transfer mechanism in the collision of 238 U + 238 U system is investigated at E c.m. = 833 MeV in the framework of the quantal diffusion description based on the stochastic mean-field approach. Double cross sections σ (N, Z ) as a function of the neutron and proton numbers, the cross sections σ (Z ) and σ (A) as a function of the atomic numbers and the mass numbers are calculated for production of the primary fragments. The calculation indicates the 238 U + 238 U system may be located at an unstable equilibrium state at the potential energy surface with a slightly negative curvature along the β stability line on the (N, Z ) plane. Here, this behavior may lead to rather large diffusion along the β stability direction.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Description of the multinucleon transfer mechanism for Ca 48 + Pu 244 and Kr 86 + Pt 198 reactions in a quantal transport approach

Multinucleon transfer (MNT) reactions involving heavy projectile and target combinations stand as a promising method for synthesizing new neutron-rich exotic nuclei, which may not be possible using hot or cold fusion reactions or fragmentation. Exploring the mechanisms behind MNT reactions is essential and it requires a comprehensive theoretical framework that can explain the physical observables in these reactions. This work aims to show that the quantal diffusion approach based on the stochastic mean-field (SMF) theory is capable of explaining the reaction dynamics observed in MNT reactions. Primary product mass distributions in 48 Ca + 244 Pu reaction at E c.m. = 203.2 MeV and 86 Kr + 198 Pt reaction at E c.m. = 324.2 MeV are calculated and compared with the available experimental data. In this work, we utilize the time-dependent Hartree-Fock (TDHF) calculations to analyze the mean-field reaction dynamics computationally in the reactions 48 Ca + 244 Pu and 86 Kr + 198 Pt for a broad range of initial angular momenta. Quantal transport description based on the SMF approach is used to calculate quantal diffusion coefficients and mass variances in 48 Ca + 244 Pu and 86 Kr + 198 Pt systems. The primary products arising from quasifission reactions are described by joint probability distribution in the SMF approach and those arising from fusion-fission are estimated by using the statistical deexcitation code gemini + +. Mean values of charge and mass numbers, scattering angles of the primary reaction products, and the total kinetic energies after the collision are calculated within the TDHF framework for a broad range of initial angular momenta. Throughout all the collisions, drift toward the mass symmetry and large mass dispersion associated with this drift are observed. Here, the calculated primary fragment and mass distributions using the SMF approach successfully explain experimental observations for the 48 Ca + 244 Pu and 86 Kr + 198 Pt systems. The primary mass distributions, mean values of binary products, and mass dispersions are determined and results are compared with the available experimental data. The observed agreement between the experimental data and SMF results highlights the effectiveness of the quantal diffusion mechanism based on the SMF approach, which does not include any adjustable parameters other than standard parameters of Skyrme energy density functional.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Stochastic control with rough paths

We study a class of controlled differential equations driven by rough paths (or rough path realizations of Brownian motion) in the sense of Lyons. It is shown that the value function satisfies a HJB type equation; we also establish a form of the Pontryagin maximum principle. Deterministic problems of this type arise in the duality theory for controlled diffusion processes and typically involve anticipating stochastic analysis. We make the link to old work of Davis and Burstein (Stoch Stoch Rep 40:203–256, 1992) and then prove a continuous-time generalization of Roger’s duality formula [SIAM J Control Optim 46:1116–1132, 2007]. The generic case of controlled volatility is seen to give trivial duality bounds, and explains the focus in Burstein–Davis’ (and this) work on controlled drift. Our study of controlled rough differential equations also relates to work of Mazliak and Nourdin (Stoch Dyn 08:23, 2008).

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Diffusion Probabilistic Modeling for Video Generation

Denoising diffusion probabilistic models are a promising new class of generative models that mark a milestone in high-quality image generation. This paper showcases their ability to sequentially generate video, surpassing prior methods in perceptual and probabilistic forecasting metrics. We propose an autoregressive, end-to-end optimized video diffusion model inspired by recent advances in neural video compression. The model successively generates future frames by correcting a deterministic next-frame prediction using a stochastic residual generated by an inverse diffusion process. We compare this approach against six baselines on four datasets involving natural and simulation-based videos. We find significant improvements in terms of perceptual quality and probabilistic frame forecasting ability for all datasets.

97 MATHEMATICS AND COMPUTING↗

Cosmic Ray Propagation through the Magnetic Fields of the Galaxy with Extended Halo

In this project we perform theoretical studies of 3-dimensional cosmic ray propagation in magnetic field configurations of the Galaxy with an extended halo. We employ our newly developed Markov stochastic process methods to solve the diffusive cosmic ray transport equation. We seek to understand observations of cosmic ray spectra, composition under the constraints of the observations of diffuse gamma ray and radio emission from the Galaxy. The model parameters are directly are related to properties of our Galaxy, such as the size of the Galactic halo, particle transport in Galactic magnetic fields, distribution of interstellar gas, primary cosmic ray source distribution and their confinement in the Galaxy. The core of this investigation is the development of software for cosmic ray propagation models with the Markov stochastic process approach. Values of important model parameters for the halo diffusion model are examined in comparison with observations of cosmic ray spectra, composition and the diffuse gamma-ray background. This report summarizes our achievement in the grant period at the Florida Institute of Technology. Work at the co-investigator's institution, the University of New Hampshire, under a companion grant, will be covered in detail by a separate report.

Zhang, Ming↗

Resistive Switching in SrFeO2.5/Nb:SrTiO3 Heterostructures with Growth-Controlled Film Orientation

Resistive switching, a behavior found in many oxide materials, has the potential to enable emerging computer hardware technologies and architectures. We present resistive switching devices fabricated from epitaxial brownmillerite SrFeO2.5 films with two distinct film orientations, wherein facile oxygen ion diffusion planes are aligned parallel (in-plane) and perpendicular (out-of-plane) with the electrodes. SrFeO2.5 films were grown on (001) oriented Nb:SrTiO3 to enable high-quality interfaces and future integration with Si CMOS technologies. Post-growth vacuum annealing and growth pressure were used to control film orientations, as confirmed by transmission electron microscopy and x-ray diffraction measurements. Films grown with diffusion planes oriented in-plane had oxygen-rich, perovskite-like nanodomains spread throughout the film, and fabricated devices exhibited worse switching consistency and more stochasticity. In contrast, films grown with diffusion planes oriented out-of-plane had a more uniform oxygen-rich perovskite interfacial layer above the bottom electrode, and devices built from this film orientation showed significant statistical improvements in switching voltages and cycling consistency.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Chaotic Motion of Relativistic Electrons Driven by Whistler Waves

Canonical equations governing an electron motion in electromagnetic field of the whistler mode waves propagating along the direction of an ambient magnetic field are derived. The physical processes on which the equations of motion are based .are identified. It is shown that relativistic electrons interacting with these fields demonstrate chaotic motion, which is accompanied by the particle stochastic heating and significant pitch angle diffusion. Evolution of distribution functions is described by the Fokker-Planck-Kolmogorov equations. It is shown that the whistler mode waves could provide a viable mechanism for stochastic energization of electrons with energies up to 50 MeV in the Jovian magnetosphere.

Khazanov, G. V.↗

Probabilistic learning and updating of a digital twin for composite material systems

This paper presents an approach for characterizing and estimating statistical dependence between a large number of observables in a composite material system. Conditional regression is carried out using the estimated joint density function, permitting a systematic exploration of interdependence between fine scale and coarse observables that can be used for both prognosis and design of complex material systems. An example demonstrates the integration of experimental data with a computational database. The statistical approach is based on the probabilistic learning on manifolds recently developed by the authors. This approach leverages intrinsic structure detected through diffusion on graphs with projected stochastic differential equations to generate samples constrained to that structure.

42 ENGINEERING↗

Learning functional priors and posteriors from data and physics

In this work, we develop a new Bayesian framework based on deep neural networks to be able to extrapolate in space-time using historical data and to quantify uncertainties arising from both noisy and gappy data in physical problems. Specifically, the proposed approach has two stages: (1) prior learning and (2) posterior estimation. At the first stage, we employ the physics-informed Generative Adversarial Networks (PI-GAN) to learn a functional prior either from a prescribed function distribution, e.g., Gaussian process, or from historical data and physics. At the second stage, we employ the Hamiltonian Monte Carlo (HMC) method to estimate the posterior in the latent space of PI-GANs. In addition, we use two different approaches to encode the physics: (1) automatic differentiation, used in the physicsinformed neural networks (PINNs) for scenarios with explicitly known partial differential equations (PDEs), and (2) operator regression using the deep operator network (DeepONet) for PDE-agnostic scenarios. We then test the proposed method for (1) meta-learning for one-dimensional regression, and forward/inverse PDE problems (combined with PINNs); (2) PDE-agnostic physical problems (combined with DeepONet), e.g., fractional diffusion as well as saturated stochastic (100-dimensional) flows in heterogeneous porous media; and (3) spatial-temporal regression problems, i.e., inference of a marine riser displacement field using experimental data from the Norwegian Deepwater Programme (NDP). The results demonstrate that the proposed approach can provide accurate predictions as well as uncertainty quantification given very limited scattered and noisy data, since historical data could be available to provide informative priors. In summary, the proposed method is capable of learning flexible functional priors, e.g., both Gaussian and non-Gaussian process, and can be readily extended to big data problems by enabling mini-batch training using stochastic HMC or normalizing flows since the latent space is generally characterized as low dimensional.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Quantal diffusion approach for multinucleon transfers in Xe + Pb collisions

Employing a quantal diffusion description based on the stochastic mean-field approach in our work, we analyze the mass distribution of the primary fragments in the collisions of the Xe 136 + Pb 208 system at the bombarding energy E c.m. = 526 MeV. This quantal approach provides a good description of the primary fragment distribution without any adjustable parameter, including the effects of shell structure.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗