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At least 199 records · Page 11

Quantum algorithms for Gibbs sampling and hitting-time estimation

In this paper, we present quantum algorithms for solving two problems regarding stochastic processes. The first algorithm prepares the thermal Gibbs state of a quantum system and runs in time almost linear in √Nβ/Ζ and polynomial in log(1/ϵ), where N is the Hilbert space dimension, β is the inverse temperature, Ζ is the partition function, and ϵ is the desired precision of the output state. Our quantum algorithm exponentially improves the dependence on 1/ϵ and quadratically improves the dependence on β of known quantum algorithms for this problem. The second algorithm estimates the hitting time of a Markov chain. For a sparse stochastic matrix Ρ, it runs in time almost linear in 1/(ϵΔ 3/2 ), where ϵ is the absolute precision in the estimation and Δ is a parameter determined by Ρ, and whose inverse is an upper bound of the hitting time. Our quantum algorithm quadratically improves the dependence on 1/ϵ and 1/Δ of the analog classical algorithm for hitting-time estimation. Finally, both algorithms use tools recently developed in the context of Hamiltonian simulation, spectral gap amplification, and solving linear systems of equations.

97 MATHEMATICS AND COMPUTING↗

A parallel discrete dislocation dynamics/kinetic Monte Carlo method to study non-conservative plastic processes

Non-conservative processes play a fundamental role in plasticity and are behind important macroscopic phenomena such as creep, dynamic strain aging, loop raft formation, etc. In the most general case, vacancy-induced dislocation climb is the operating unit mechanism. While dislocation/vacancy interactions have been modeled in the literature using a variety of methods, the approaches developed rely on continuum descriptions of both the vacancy population and its fluxes. However, there are numerous situations in physics where point defect populations display heterogeneous concentrations and/or non-smooth kinetics. Here, a kinetic Monte Carlo (kMC) approach for modeling vacancy transport in response to arbitrary stress fields is used. Vacancies are treated as point particles and are coupled to the dislocation substructure representing a deformed material via an advection term defined by the local stress gradients. The stress fields and the dislocation substructure are evolved using a discrete dislocation dynamics (DDD) module. To extend the coupled model to the treatment of large systems, we have implemented it in the massively-parallel DDD code ParaDiS. To avoid numerical incompatibilities associated with merging deterministic (DDD) and stochastic (kMC) integration algorithms, we cast the entire elasto-plastic-diffusive problem within a single stochastic framework, taking advantage of a parallel kMC algorithm to evolve the system as a single event-driven process. The large-scale implementation enables the study of the evolution of a variety of dislocation-defect scenarios governed by non-conservative transport kinetics. After carrying out an exhaustive numerical and computational analysis of our parallel algorithm, we show results that emphasize situations where inhomogeneous vacancy dynamics are of relevance, and compare discrete kinetics to continuum solutions for several cases.

36 MATERIALS SCIENCE↗

A backward SDE method for uncertainty quantification in deep learning

Here, we develop a backward stochastic differential equation based probabilistic machine learning method, which formulates a class of stochastic neural networks as a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced with the gradient computed through a backward stochastic differential equation. Convergence analysis for stochastic gradient descent optimization and numerical experiments for applications of stochastic neural networks are carried out to validate our methodology in both theory and performance.

97 MATHEMATICS AND COMPUTING↗

A Stochastic Multi-Criteria Decision-Making Algorithm for Dynamic Load Prioritization in Grid-Interactive Efficient Buildings

Increasing deployment of advanced sensing, controls, and communication infrastructure enables buildings to provide services to the power grid, leading to the concept of grid-interactive efficient buildings. Since occupant activities and preferences primarily drive the availability and operational flexibility of building devices, there is a critical need to develop occupant-centric approaches that prioritize devices for providing grid services, while maintaining the desired end-use quality of service. In this paper, we present a decision-making framework that facilitates a building owner/operator to effectively prioritize loads for curtailment service under uncertainties, while minimizing any adverse impact on the occupants. The proposed framework uses a stochastic (Markov) model to represent the probabilistic behavior of device usage from power consumption data, and a load prioritization algorithm that dynamically ranks building loads using a stochastic multi-criteria decision-making algorithm. The proposed load prioritization framework is illustrated via numerical simulations in a residential building use-case, including plug-loads, air-conditioners, and plug-in electric vehicle chargers, in the context of load curtailment as a grid service. Suitable metrics are proposed to evaluate the closed-loop performance of the proposed prioritization algorithm under various scenarios and design choices. Scalability of the proposed algorithm is established via computational analysis, while time-series plots are used for intuitive explanation of the ranking choices.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Paracousti-UQ: A Stochastic 3-D Acoustic Wave Propagation Algorithm.

Acoustic full waveform algorithms, such as Paracousti, provide deterministic solutions in complex, 3-D variable environments. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected sound levels within an environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. Performing Monte Carlo (MC) simulations is one method of assessing this uncertainty, but it can quickly become computationally intractable for realistic problems. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a fraction of the computational cost of MC. Paracousti-UQ solves the SPDE system of 3-D acoustic wave propagation equations and provides estimates of the uncertainty of the output simulated wave field (e.g., amplitudes, waveforms) based on estimated probability distributions of the input medium and source parameters. This report describes the derivation of the stochastic partial differential equations, their implementation, and comparison of Paracousti-UQ results with MC simulations using simple models.

97 MATHEMATICS AND COMPUTING↗

Quantum Stochastic Programming [SWR-26-040]

The Quantum Stochastic Programming tool contains quantum computing algorithms for two-stage stochastic optimization, with a focus on the Unit Commitment (UC) problem in power systems. The algorithms combine Discrete Quantum Annealing (DQA) with Quantum Amplitude Estimation (QAE) to compute expected-value objective functions over a probability distribution of wind-power scenarios. Based on: arXiv 2402.15029 - "Quantum algorithms for the two-stage stochastic unit commitment problem"

Maack, Jonathan [National Laboratory of the Rockie↗

An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model

We consider a moving shutter and non-deterministic generalization of the diffraction in time model introduced by Moshinsky several decades ago to study a class of quantum transients. We first develop a moving-mesh finite element method (FEM) to simulate the determisitic version of the model. We then apply the FEM and multilevel Monte Carlo (MLMC) algorithm to the stochastic moving-domain model for simulation of approximate statistical moments of the density profile of the stochastic transients.

97 MATHEMATICS AND COMPUTING↗

A Machine Learning-Genetic Algorithm (ML-GA) Approach for Rapid Optimization Using High-Performance Computing

A Machine Learning-Genetic Algorithm (ML-GA) approach was developed to virtually discover optimum designs using training data generated from multi-dimensional simulations. Machine learning (ML) presents a pathway to transform complex physical processes that occur in a combustion engine into compact informational processes. In the present work, a total of over 2000 sector-mesh computational fluid dynamics (CFD) simulations of a heavy-duty engine were performed. These were run concurrently on a supercomputer to reduce overall turnaround time. The engine being optimized was run on a low-octane (RON70) gasoline fuel under partially premixed compression ignition (PPCI) mode. A total of nine input parameters were varied, and the CFD simulation cases were generated by randomly sampling points from this nine-dimensional input space. These input parameters included fuel injection strategy, injector design, and various in-cylinder flow and thermodynamic conditions at intake valve closure (IVC). The outputs (targets) of interest from these simulations included five metrics related to engine performance and emissions. Over 2000 samples generated from CFD were then used to train an ML model that could predict these five targets based on the nine input features. A robust super learner approach was employed to build the ML model, where results from a collection of different ML algorithms were pooled together. Thereafter, a stochastic global optimization genetic algorithm (GA) was used, with the ML model as the objective function, to optimize the input parameters based on a merit function so as to minimize fuel consumption while satisfying CO and NOx emissions constraints. The optimized configuration from ML-GA was found to be very close to that obtained from a sequentially performed CFD-GA approach, where a CFD simulation served as the objective function. In addition, the overall turnaround time was (at least) 75% lower with the ML-GA approach, as the training data was generated from concurrent CFD simulations and employing the ML model as the objective function significantly accelerated the GA optimization. Finally, this study demonstrates the potential of ML-GA and high-performance computing (HPC) to reduce the number of CFD simulations to be performed for optimization problems without loss in accuracy, thereby providing significant cost savings compared to traditional approaches.

97 MATHEMATICS AND COMPUTING↗

A Scalable Solution Framework for Stochastic Transmission and Generation Planning Problems. Draft

Current commercial software tools for transmission and generation investment planning have limited stochastic modeling capabilities. Because of this limitation, electric power utilities generally rely on scenario planning heuristics to identify potentially robust and cost effective investment plans for a broad range of system, economic, and policy conditions. Several research studies have shown that stochastic models perform significantly better than deterministic or heuristic approaches, in terms of overall costs. However, there is a lack of practical solution approaches to solve such models. In this paper we propose a scalable decomposition algorithm to solve stochastic transmission and generation planning problems, respectively considering discrete and continuous decision variables for transmission and generation investments. Given stochasticity restricted to loads and wind, solar, and hydro power output, we develop a simple scenario reduction framework based on a clustering algorithm, to yield a more tractable model. The resulting stochastic optimization model is decomposed on a scenario basis and solved using a variant of the Progressive Hedging (PH) algorithm. We perform numerical experiments using a 240-bus network representation of the Western Electricity Coordinating Council in the US. Although convergence of PH to an optimal solution is not guaranteed for mixed-integer linear optimization models, we find that it is possible to obtain solutions with acceptable optimality gaps for practical applications. Our numerical simulations are performed both on a commodity workstation and on a high-performance cluster. The results indicate that large-scale problems can be solved to a high degree of accuracy in at most two hours of wall clock time.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Stochastic Programming Approach for Resource Selection under Demand Uncertainty

Cost-efficient selection and scheduling of a subset of geographically distributed resources to meet the demands of a scientific workflow is a challenging problem. The problem is exacerbated by uncertainties in demand and availability of resources. In this paper, we present a stochastic optimization based framework for robust decision making in the selection of distributed resources over a planning horizon under demand uncertainty. We present a novel two-stage stochastic programming model for resource selection, and implement an L-shaped decomposition algorithm to solve this model. A Sample Average Approximation algorithm is integrated to enable stochastic optimization to solve problems with a large number of scenarios. Using the metric of stochastic solution, we demonstrate up to 30% cost reduction relative to solutions without explicit consideration of demand uncertainty for a 24-month problem. We also demonstrate up to 54% cost reduction relative to a previously developed solution for a 36-month problem. We further argue that the composition of resources selected is superior to solutions computed without explicit consideration of uncertainties. Given the importance of resource selection and scheduling of complex scientific workflows, especially in the context of commercial cloud computing, we believe that our novel stochastic programming framework will benefit many researchers as well as users of distributed computing resources.

scientific workflows, task scheduling, optimizatio↗

Scalable deep text comprehension for Cancer surveillance on high-performance computing

Background: Deep Learning (DL) has advanced the state-of-the-art capabilities in bioinformatics applications which has resulted in trends of increasingly sophisticated and computationally demanding models trained by larger and larger data sets. This vastly increased computational demand challenges the feasibility of conducting cutting-edge research. One solution is to distribute the vast computational workload across multiple computing cluster nodes with data parallelism algorithms. In this study, we used a High-Performance Computing environment and implemented the Downpour Stochastic Gradient Descent algorithm for data parallelism to train a Convolutional Neural Network (CNN) for the natural language processing task of information extraction from a massive dataset of cancer pathology reports. We evaluated the scalability improvements using data parallelism training and the Titan supercomputer at Oak Ridge Leadership Computing Facility. To evaluate scalability, we used different numbers of worker nodes and performed a set of experiments comparing the effects of different training batch sizes and optimizer functions.Results: We found that Adadelta would consistently converge at a lower validation loss, though requiring over twice as many training epochs as the fastest converging optimizer, RMSProp. The Adam optimizer consistently achieved a close 2nd place minimum validation loss significantly faster; using a batch size of 16 and 32 allowed the network to converge in only 4.5 training epochs.Conclusions: We demonstrated that the networked training process is scalable across multiple compute nodes communicating with message passing interface while achieving higher classification accuracy compared to a traditional machine learning algorithm.

Qiu, John X.↗

Tensor Decompositions for Count Data that Leverage Stochastic and Deterministic Optimization

There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank, nonnegative CPD model to Poisson-distributed count data is of particular interest. Several popular algorithms use local search methods to approximate the global maximum likelihood estimator from local minima. Simultaneously, a recent trend in theoretical computer science and numerical linear algebra leverages randomization to solve very large, hard problems. The typical approach is to use randomization for a fast approximation and determinism for refinement to yield effective algorithms with theoretical guarantees. Two popular algorithms for Poisson CPD reflect that emergent dichotomy: CP Alternating Poisson Regression is a deterministic algorithm and Generalized Canonical Polyadic decomposition makes use of stochastic algorithms in several variants. This work extends recent work to develop two new methods that leverage randomized and deterministic algorithms for improved accuracy and performance.

97 MATHEMATICS AND COMPUTING↗

Benchmark Solutions for Radiation Transport in Stochastic Media with Inhomogeneous Material Statistics

Accurately solving implicit Monte Carlo (IMC) thermal photon transport problems with mixed material cells is important in realistic applications. The production IMC package at LLNL treats mixed material cells arising from ALE remap and hydrodynamics using the same approximate model. The new Imp IMC thermal photon transport package currently under development has both a material interface reconstruction (MIR) algorithm and a Levermore-Pomraning (LP) stochastic medium algorithm for treating mixed material cells. Existing stochastic medium algorithms for treating mixed material cells in IMC lack a complete theoretical basis. The IMC LP algorithm implementation has been demonstrated to reproduce published deterministic LP solutions for the particular case of spatially homogeneous material statistics. Realistic simulations will include spatially inhomogeneous material statistics (material mean chord lengths). In a previous investigation, the LP-model for transport in binary stochastic media in rod geometry was generalized to accommodate spatially varying material chord lengths, i.e., the mixing statistics were allowed to be nonhomogeneous. Analytical solutions were obtained and used to produce a verifi cation suite for the Imp IMC Levermore-Pomraning implementation for different spatial variations of the chord lengths. However, the accuracy of the LP model when the mixing statistics are nonhomogeneous has not been assessed and leaves open the question of whether local accuracy is improved or further degraded when chord lengths are not uniform. This shortcoming is rectifi ed here by developing benchmark analytic solutions for transport in binary Markovian stochastic mixtures in rod geometry with nonhomogeneous mixing statistics, using spatially varying chord lengths considered in the previous investigation based on the LP model. Methods for sampling a nonhomogeneous Poisson process (NHPP) are first described and used to construct individual realizations of the binary mixtures in rod geometry. Analytic solutions are then obtained for the forward and backward directed fluxes on a given realization, now viewed as a deterministic medium with alternating layers of the two materials with known interface locations. Finally, material averaged scalar fluxes are obtained using these sampling schemes with spatially linear and quadratic chord lengths and used to assess the accuracy of the previously obtained LP-model results.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Conditional Point Sampling: A Monte Carlo Method for Radiation Transport in Stochastic Media.

Current methods for stochastic media transport are either computationally expensive or, by nature, approximate. Moreover, none of the well-developed, benchmarked approximate methods can compute the variance caused by the stochastic mixing, a quantity especially important to safety calculations. Therefore, we derive and apply a new conditional probability function (CPF) for use in the recently developed stochastic media transport algorithm Conditional Point Sampling (CoPS), which 1) leverages the full intra-particle memory of CoPS to yield errorless computation of stochastic media outputs in 1D, binary, Markovian-mixed media, and 2) leverages the full inter-particle memory of CoPS and the recently developed Embedded Variance Deconvolution method to yield computation of the variance in transport outputs caused by stochastic material mixing. Numerical results demonstrate errorless stochastic media transport as compared to reference benchmark solutions with the new CPF for this class of stochastic mixing as well as the ability to compute the variance caused by the stochastic mixing via CoPS. Using previously derived, non-errorless CPFs, CoPS is further found to be more accurate than the atomic mix approximation, Chord Length Sampling (CLS), and most of memory-enhanced versions of CLS surveyed. In addition, we study the compounding behavior of CPF error as a function of cohort size (where a cohort is a group of histories that share intra-particle memory) and recommend that small cohorts be used when computing the variance in transport outputs caused by stochastic mixing.

61 RADIATION PROTECTION AND DOSIMETRY↗

Note: On-line weak signal detection via adaptive stochastic resonance

We design an instrument with a novel embedded adaptive stochastic resonance (SR) algorithm that consists of a SR module and a digital zero crossing detection module for on-line weak signal detection in digital signal processing applications. The two modules are responsible for noise filtering and adaptive parameter configuration, respectively. The on-line weak signal detection can be stably achieved in seconds. The prototype instrument exhibits an advance of 20 dB averaged signal-to-noise ratio and 5 times averaged adjust R-square as compared to the input noisy signal, in considering different driving frequencies and noise levels.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

A new algorithm for calculating the curvature perturbations in stochastic inflation

We propose a new approach for calculating the curvature perturbations produced during inflation in the stochastic formalism. In our formalism, the fluctuations of the e-foldings are directly calculated without perturbatively expanding the inflaton field and they are connected to the curvature perturbations by the δN formalism. The result automatically includes the contributions of the higher order perturbations because we solve the equation of motion non-perturbatively. In this paper, we analytically prove that our result (the power spectrum and the nonlinearity parameter) is consistent with the standard result in single field slow-roll inflation. We also describe the algorithm for numerical calculations of the curvature perturbations in more general inflation models.

79 ASTRONOMY AND ASTROPHYSICS↗