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Results for “Stochastic Numerical Methods”

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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At least 235 records · Page 13
All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Stochastic Fermi Energization of Coronal Plasma during Explosive Magnetic Energy Release

The aim of this study is to analyze the interaction of charged particles (ions and electrons) with randomly formed particle scatterers (e.g., large-scale local “magnetic fluctuations” or “coherent magnetic irregularities”) using the setup proposed initially by Fermi. These scatterers are formed by the explosive magnetic energy release and propagate with the Alfvén speed along the irregular magnetic fields. They are large-scale local fluctuations ( δB / B ≈ 1) randomly distributed inside the unstable magnetic topology and will here be called Alfvénic Scatterers (AS). We constructed a 3D grid on which a small fraction of randomly chosen grid points are acting as AS. In particular, we study how a large number of test particles evolves inside a collection of AS, analyzing the evolution of their energy distribution and their escape-time distribution. We use a well-established method to estimate the transport coefficients directly from the trajectories of the particles. Using the estimated transport coefficients and solving the Fokker–Planck equation numerically, we can recover the energy distribution of the particles. We have shown that the stochastic Fermi energization of mildly relativistic and relativistic plasma can heat and accelerate the tail of the ambient particle distribution as predicted by Parker and Tidman and Ramaty. The temperature of the hot plasma and the tail of the energetic particles depend on the mean free path ( λ {sub sc}) of the particles between the scatterers inside the energization volume.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2022

Learning generative neural networks with physics knowledge

Deep generative neural networks have enabled modeling complex distributions, but incorporating physics knowledge into the neural networks is still challenging and is at the core of current physics-based machine learning research. To this end, we propose a physics generative neural network (PhysGNN), a new class of generative neural networks for learning unknown distributions in a physical system described by partial differential equations (PDE). PhysGNN couples PDE systems with generative neural networks. It is a fully differentiable model that allows back-propagation of gradients through both numerical PDE solvers and generative neural networks, and is trained by minimizing the discrete Wasserstein distance between generated and observed probability distributions of the PDE outputs using the stochastic gradient descent method. Moreover, PhysGNN does not require adversarial training like standard generative neural networks, which offers better stability than adversarial training. We show that PhysGNN can learn complex distributions in stochastic inverse problems, where conventional methods such as maximum likelihood estimation and momentum matching methods may be inapplicable when little knowledge is known about the form of unknown distributions or the physical model is too complex. Furthermore, our method allows physics-based generative neural network training for learning complex distributions in the context of differential equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Reproducibility of fixed-node diffusion Monte Carlo across diverse community codes: The case of water–methane dimer

Fixed-node diffusion quantum Monte Carlo (FN-DMC) is a widely trusted many-body method for solving the Schrödinger equation, known for its reliable predictions of material and molecular properties. Furthermore, its excellent scalability with system complexity and near-perfect utilization of computational power make FN-DMC ideally positioned to leverage new advances in computing to address increasingly complex scientific problems. Even though the method is widely used as a computational gold standard, reproducibility across the numerous FN-DMC code implementations has yet to be demonstrated. This difficulty stems from the diverse array of DMC algorithms and trial wave functions, compounded by the method’s inherent stochastic nature. Here, this study represents a community-wide effort to assess the reproducibility of the method, affirming that yes, FN-DMC is reproducible (when handled with care). Using the water–methane dimer as the canonical test case, we compare results from eleven different FN-DMC codes and show that the approximations to treat the non-locality of pseudopotentials are the primary source of the discrepancies between them. In particular, we demonstrate that, for the same choice of determinantal component in the trial wave function, reliable and reproducible predictions can be achieved by employing the T-move, the determinant locality approximation, or the determinant T-move schemes, while the older locality approximation leads to considerable variability in results. These findings demonstrate that, with appropriate choices of algorithmic details, fixed-node DMC is reproducible across diverse community codes—highlighting the maturity and robustness of the method as a tool for open and reliable computational science.

Della Pia, Flaviano [Univ. of Cambridge (United Ki↗
DOE OSTI2020

Neuromorphic scaling advantages for energy-efficient random walk computations

Computing stands to be radically improved by neuromorphic computing (NMC) approaches inspired by the brain's incredible efficiency and capabilities. Most NMC research, which aims to replicate the brain's computational structure and architecture in man-made hardware, has focused on artificial intelligence; however, less explored is whether this brain-inspired hardware can provide value beyond cognitive tasks. We demonstrate that high-degree parallelism and configurability of spiking neuromorphic architectures makes them well-suited to implement random walks via discrete time Markov chains. Such random walks are useful in Monte Carlo methods, which represent a fundamental computational tool for solving a wide range of numerical computing tasks. Additionally, we show how the mathematical basis for a probabilistic solution involving a class of stochastic differential equations can leverage those simulations to provide solutions for a range of broadly applicable computational tasks. Despite being in an early development stage, we find that NMC platforms, at a sufficient scale, can drastically reduce the energy demands of high-performance computing platforms.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2023

Stochastic Unit Commitment: Model Reduction via Learning

As weather-dependent renewable generation increases its share in the generation mix of most electric energy systems, a stochastic unit commitment becomes the natural day-ahead scheduling tool. However, such a tool is generally computationally intractable if a detailed uncertainty description is considered. Taking this into account, we proposed a learning method to make the stochastic unit commitment problem tractable. Here, recent advances in statistical learning and machine learning to address optimization problems can be advantageously applied to the rather intractable stochastic unit commitment problem. Considering these advances, we explore simple learning techniques to drastically reduce the size of a stochastic unit commitment problem without significantly altering its optimal solution. The considered stochastic unit commitment problem is formulated as a two-stage stochastic programming problem. The first stage represents commitment decisions, while the second one represents the operation conditions under different scenarios. Taking into account historical solved instances (or proxies for them), we reduce the size (measured by numbers of constraints and variables) of the stochastic unit commitment problem by (i) fixing unchanged binary variables and by (ii) eliminating inactive inequality constraints. Our numerical results show that the reduced problem generally requires significantly less time to solve while obtaining high-quality solutions, which are very close to or indistinguishable from the one obtained by solving the original problem. We use an Illinois 200-bus system to illustrate and characterize the performance of the proposed problem-reduction method.

42 ENGINEERING↗
DOE OSTI2016

Studies of QCD structure in high-energy collisions

”Studies of QCD structure in high-energy collisions” is a research project in theoretical particle physics at Southern Methodist University funded by US DOE Award DE-SC0013681. The award furnished bridge funding for one year (2015/04/15-2016/03/31) between the periods funded by Nadolsky’s DOE Early Career Research Award DE-SC0003870 (in 2010-2015) and a DOE grant DE-SC0010129 for SMU Department of Physics (starting in April 2016). The primary objective of the research is to provide theoretical predictions for Run-2 of the CERN Large Hadron Collider (LHC). The LHC physics program relies on state-of-the-art predictions in the field of quantum chromodynamics. The main effort of our group went into the global analysis of parton distribution functions (PDFs) employed by the bulk of LHC computations. Parton distributions describe internal structure of protons during ultrarelivistic collisions. A new generation of CTEQ parton distribution functions (PDFs), CT14, was released in summer 2015 and quickly adopted by the HEP community. The new CT14 parametrizations of PDFs were obtained using benchmarked NNLO calculations and latest data from LHC and Tevatron experiments. The group developed advanced methods for the PDF analysis and estimation of uncertainties in LHC predictions associated with the PDFs. We invented and refined a new ’meta-parametrization’ technique that streamlines usage of PDFs in Higgs boson production and other numerous LHC processes, by combining PDFs from various groups using multivariate stochastic sampling. In 2015, the PDF4LHC working group recommended to LHC experimental collaborations to use ’meta-parametrizations’ as a standard technique for computing PDF uncertainties. Finally, to include new QCD processes into the global fits, our group worked on several (N)NNLO calculations.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2015

Decadal Prediction and Stochastic Simulation of Hydroclimate Over Monsoonal Asia

We developed further our advanced methods of time series analysis and empirical model reduction (EMR) and applied them to climatic time series relevant to hydroclimate over Monsoonal Asia. The EMR methodology was both generalized further and laid on a rigorous mathematical basis via multilayered stochastic models (MSMs). We identified easily testable conditions that imply the existence of a global random attractor for MSMs and allow for non-polynomial predictors. This existence, in turn, guarantees the numerical stability of the MSMs so obtained. We showed that, in the presence of low-frequency variability (LFV), EMR prediction can be improved further by including information from selected times in the system’s past. This prediction method, dubbed Past-Noise Forecasting (PNF), was successfully applied to the Madden-Julian Oscillation (MJO). Our time series analysis and forecasting methods, based on singular-spectrum analysis (SSA) and its enhancements, were applied to several multi-centennial proxy records provided by the Lamont team. These included the Palmer Drought Severity Index (PDSI) for 1300–2005 from the Monsoonal Asia Drought Atlas (MADA), and a 300-member ensemble of pseudo-reconstructions of Indus River discharge for 1702–2005. The latter was shown to exhibit a robust 27-yr low-frequency mode, which helped multi-decadal retroactive forecasts with no look-ahead over this 300-year interval.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2015

Probabilistic Density Function Method for Stochastic ODEs of Power Systems with Uncertain Power Input

Wind and solar power generators are commonly described by a system of stochastic ordinary differential equations (SODEs) where random input parameters represent uncertainty in wind and solar energy. The existing methods for SODEs are mostly limited to delta-correlated random parameters (white noise). Here we use the Probability Density Function (PDF) method for deriving a closed-form deterministic partial differential equation (PDE) for the joint probability density function of the SODEs describing a power generator with time-correlated power input. The resulting PDE is solved numerically. A good agreement with Monte Carlo Simulations shows accuracy of the PDF method.

PDF method, stochastic differential equations, pow↗
DOE OSTI2021

High-level coupled-cluster energetics by Monte Carlo sampling and moment expansions: Further details and comparisons

We recently proposed a novel approach to converging electronic energies equivalent to high-level coupled-cluster (CC) computations by combining the deterministic CC(P;Q) formalism with the stochastic configuration interaction (CI) and CC Quantum Monte Carlo (QMC) propagations. This article extends our initial study [J. E. Deustua, J. Shen, and P. Piecuch, Phys. Rev. Lett. 119, 223003 (2017)], which focused on recovering the energies obtained with the CC method with singles, doubles, and triples (CCSDT) using the information extracted from full CI QMC and CCSDT-MC, to the CIQMC approaches truncated at triples and quadruples. It also reports our first semi-stochastic CC(P;Q) calculations aimed at converging the energies that correspond to the CC method with singles, doubles, triples, and quadruples (CCSDTQ). The ability of the semi-stochastic CC(P;Q) formalism to recover the CCSDT and CCSDTQ energies, even when electronic quasi-degeneracies and triply and quadruply excited clusters become substantial, is illustrated by a few numerical examples, including the F–F bond breaking in F 2 , the automerization of cyclobutadiene, and the double dissociation of the water molecule.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2015

Studying the effect of meteorological factors on the SO2 and PM10 pollution levels with refined versions of the SARIMA model

Numerous time series methods are used in environmental sciences allowing the detailed investigation of air pollution processes. The goal of this study is to present the empirical analysis of various aspects of stochastic modeling and in particular the ARIMA/SARIMA methods. The subject of investigation is air pollution in the town of Kardzhali, Bulgaria with 2 problematic pollutants – sulfur dioxide (SO2) and particulate matter (PM10). Various SARIMA Transfer Function models are built taking into account meteorological factors, data transformations and the use of different horizons selected to predict future levels of concentrations of the pollutants.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2018

Integrated Model, Batch and Domain Parallelism in Training Neural Networks

We propose a new integrated method of exploiting model, batch and domain parallelism for the training of deep neural networks (DNNs) on large distributed-memory computers using minibatch stochastic gradient descent (SGD). Our goal is to find an efficient parallelization strategy for a fixed batch size using $P$ processes. Our method is inspired by the communication-avoiding algorithms in numerical linear algebra. We see $P$ processes as logically divided into a $P_r \times P_c$ grid where the $P_r$ dimension is implicitly responsible for model/domain parallelism and the $P_c$ dimension is implicitly responsible for batch parallelism. In practice, the integrated matrix-based parallel algorithm encapsulates these types of parallelism automatically. We analyze the communication complexity and analytically demonstrate that the lowest communication costs are often achieved neither with pure model nor with pure data parallelism. We also show how the domain parallel approach can help in extending the theoretical scaling limit of the typical batch parallel method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Neural Algorithms for Low Power Implementation of Partial Differential Equations

The rise of low-power neuromorphic hardware has the potential to change high-performance computing; however much of the focus on brain-inspired hardware has been on machine learning applications. A low-power solution for solving partial differential equations could radically change how we approach large-scale computing in the future. The random walk is a fundamental stochastic process that underlies many numerical tasks in scientific computing applications. We consider here two neural algorithms that can be used to efficiently implement random walks on spiking neuromorphic hardware. The first method tracks the positions of individual walkers independently by using a modular code inspired by grid cells in the brain. The second method tracks the densities of random walkers at each spatial location directly. We present the scaling complexity of each of these methods and illustrate their ability to model random walkers under different probabilistic conditions. Finally, we present implementations of these algorithms on neuromorphic hardware.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Emulation of radiation transport in 3D stochastic media using 1D planar Monte Carlo stochastic media radiation transport algorithms

A subset of stochastic media radiation transport problems involves those in which radiation is incident on a thin slab of stochastic material. Particle tracking in 3D for such problems is expensive, and 1D planar models lack accuracy because they only allow the material to change in one dimension. Therefore, we propose dimensional emulation, which through a slight modification allows existing 1D planar geometry stochastic media radiation transport models to reproduce results from the equivalent 3D models by allowing the material to change in all three dimensions, reproducing the fidelity of the 3D model for the low computational cost of the 1D planar model. In this work, we apply dimensional emulation to three Monte Carlo stochastic media radiation transport models: Chord Length Sampling (CLS), the Local Realization Preserving method (LRP), and a variant of Conditional Point Sampling (CoPS). For a common Markovian benchmark set, the 3D emulation variants of these algorithms are numerically verified to reproduce the results of the 3D variants within statistics while running 1.3 to 2 times faster in the implementation within Sandia National Laboratories open-source research code PlaybookMC. The 3D emulation variants are also shown to yield a 72%–92% reduction in error for the thin slab problems in comparison to the 1D benchmark. As a result, the 3D emulation variant of CLS and CoPS-1 are shown to reproduce 3D CLS results that were used to approximate results for a 3D spherical inclusion geometry benchmark set.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2022

Kernel learning backward SDE filter for data assimilation

In this paper, we develop a kernel learning backward SDE filter method to estimate the state of a stochastic dynamical system based on its partial noisy observations. A system of forward backward stochastic differential equations is used to propagate the state of the target dynamical model, and Bayesian inference is applied to incorporate the observational information. Further, to characterize the dynamical model in the entire state space, we introduce a kernel learning method to learn a continuous global approximation for the conditional probability density function of the target state by using discrete approximated density values as training data. Numerical experiments demonstrate that the kernel learning backward SDE is highly effective.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Risk-Constrained Reinforcement Learning for Inverter-Dominated Power System Controls

Here, this paper develops a risk-aware controller for grid-forming inverters (GFMs) to minimize large frequency oscillations in GFM inverter-dominated power systems. To tackle the high variability from loads/renewables, we incorporate a mean-variance risk constraint into the classical linear quadratic regulator (LQR) formulation for this problem. The risk constraint aims to bound the time-averaged cost of state variability and thus can improve the worst-case performance for large disturbances. The resulting risk-constrained LQR problem is solved through the dual reformulation to a minimax problem, by using a reinforcement learning (RL) method termed as stochastic gradient-descent with max-oracle (SGDmax). In particular, the zero-order policy gradient (ZOPG) approach is used to simplify the gradient estimation using simulated system trajectories. Numerical tests conducted on the IEEE 68-bus system have validated the convergence of our proposed SGDmax for GFM model and corroborate the effectiveness of the risk constraint in improving the worst-case performance while reducing the variability of the overall control cost.

Frequency control↗
DOE OSTI2017

Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

The focus of the project is the development of mathematical methods and high-performance computational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly efficient and scalable numerical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Force-Free Identification of Minimum-Energy Pathways and Transition States for Stochastic Electronic Structure Theories

Here, the accurate mapping of potential energy surfaces (PESs) is crucial to our understanding of the numerous physical and chemical processes mediated by atomic rearrangements, such as conformational changes and chemical reactions, and the thermodynamic and kinetic feasibility of these processes. Stochastic electronic structure theories, e.g., Quantum Monte Carlo (QMC) methods, enable highly accurate total energy calculations that in principle can be used to construct the PES. However, their stochastic nature poses a challenge to the computation and use of forces and Hessians, which are typically required in algorithms for minimum-energy pathway (MEP) and transition state (TS) identification, such as the nudged elastic band (NEB) algorithm and its climbing image formulation. Here, we present strategies that utilize the surrogate Hessian line-search method, previously developed for QMC structural optimization, to efficiently identify MEP and TS structures without requiring force calculations at the level of the stochastic electronic structure theory. By modifying the surrogate Hessian algorithm to operate in path-orthogonal subspaces and at saddle points, we show that it is possible to identify MEPs and TSs by using a force-free QMC approach. We demonstrate these strategies via two examples, the inversion of the ammonia (NH 3 ) molecule and the nucleophilic substitution (S N 2) reaction F – + CH 3 F → FCH 3 + F – . We validate our results using Density Functional Theory (DFT)- and Coupled Cluster (CCSD, CCSD(T))-based NEB calculations. We then introduce a hybrid DFT-QMC approach to compute thermodynamic and kinetic quantities, free energy differences, rate constants, and equilibrium constants that incorporates stochastically optimized structures and their energies, and show that this scheme improves upon DFT accuracy. Our methods generalize straightforwardly to other systems and other high-accuracy theories that similarly face challenges computing energy gradients, paving the way for highly accurate PES mapping, transition state determination, and thermodynamic and kinetic calculations at significantly reduced computational expense.

Iyer, Gopal R.↗
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↗