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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 253 records · Page 14
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

Differential methods for assessing sensitivity in biological models

Differential sensitivity analysis is indispensable in fitting parameters, understanding uncertainty, and forecasting the results of both thought and lab experiments. Although there are many methods currently available for performing differential sensitivity analysis of biological models, it can be difficult to determine which method is best suited for a particular model. In this paper, we explain a variety of differential sensitivity methods and assess their value in some typical biological models. First, we explain the mathematical basis for three numerical methods: adjoint sensitivity analysis, complex perturbation sensitivity analysis, and forward mode sensitivity analysis. We then carry out four instructive case studies. (a) The CARRGO model for tumor-immune interaction highlights the additional information that differential sensitivity analysis provides beyond traditional naive sensitivity methods, (b) the deterministic SIR model demonstrates the value of using second-order sensitivity in refining model predictions, (c) the stochastic SIR model shows how differential sensitivity can be attacked in stochastic modeling, and (d) a discrete birth-death-migration model illustrates how the complex perturbation method of differential sensitivity can be generalized to a broader range of biological models. Finally, we compare the speed, accuracy, and ease of use of these methods. We find that forward mode automatic differentiation has the quickest computational time, while the complex perturbation method is the simplest to implement and the most generalizable.

59 BASIC BIOLOGICAL SCIENCES↗
NASA NTRS1988

Probabilistic structural analysis computer code (NESSUS)

Probabilistic structural analysis has been developed to analyze the effects of fluctuating loads, variable material properties, and uncertain analytical models especially for high performance structures such as SSME turbopump blades. The computer code NESSUS (Numerical Evaluation of Stochastic Structure Under Stress) was developed to serve as a primary computation tool for the characterization of the probabilistic structural response due to the stochastic environments by statistical description. The code consists of three major modules NESSUS/PRE, NESSUS/FEM, and NESSUS/FPI. NESSUS/PRE is a preprocessor which decomposes the spatially correlated random variables into a set of uncorrelated random variables using a modal analysis method. NESSUS/FEM is a finite element module which provides structural sensitivities to all the random variables considered. NESSUS/FPI is Fast Probability Integration method by which a cumulative distribution function or a probability density function is calculated.

Shiao, Michael C.↗
DOE OSTI2020

Bayesian inference of Stochastic reaction networks using Multifidelity Sequential Tempered Markov Chain Monte Carlo

Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells.These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not directly measurable and must be inferred from experimental data. Bayesian inference provides a rigorous probabilistic frame-work for identifying these parameters by finding a posterior parameter distribution that captures their uncertainty.Traditional computational methods for solving inference problems such as Markov Chain Monte Carlo methods based on classical Metropolis-Hastings algorithm involve numerous serial evaluations of the likelihood function, which in turn requires expensive forward solutions of the chemical master equation (CME). We propose an alternate approach based on a multifidelity extension of the Sequential Tempered Markov Chain Monte Carlo (ST-MCMC) sampler. This algorithm is built upon Sequential Monte Carlo and solves the Bayesian inference problem by decomposing it into a sequence of efficiently solved subproblems that gradually increase both model fidelity and the influence of the observed data. We reformulate the finite state projection (FSP) algorithm, a well-known method for solving the CME, to produce a hierarchy of surrogate master equations to be used in this multifidelity scheme. To determine the appropriate fidelity, we introduce a novel information-theoretic criteria that seeks to extract the most information about the ultimate Bayesian posterior from each model in the hierarchy without inducing significant bias. This novel sampling scheme is tested with high performance computing resources using biologically relevant problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A Novel Noise-Aware Classical Optimizer for Variational Quantum Algorithms

A key component of variational quantum algorithms (VQAs) is the choice of classical optimizer employed to update the parameterization of an ansatz. It is well recognized that quantum algorithms will, for the foreseeable future, necessarily be run on noisy devices with limited fidelities. Thus, the evaluation of an objective function (e.g., the guiding function in the quantum approximate optimization algorithm (QAOA) or the expectation of the electronic Hamiltonian in variational quantum eigensolver (VQE)) required by a classical optimizer is subject not only to stochastic error from estimating an expected value but also to error resulting from intermittent hardware noise. Model-based derivative-free optimization methods have emerged as popular choices of a classical optimizer in the noisy VQA setting, based on empirical studies. However, these optimization methods were not explicitly designed with the consideration of noise. In this work we adapt recent developments from the “noise-aware numerical optimization” literature to these commonly used derivative-free model-based methods. We introduce the key defining characteristics of these novel noise-aware derivative-free model-based methods that separate them from standard model-based methods. In conclusion, we study an implementation of such noise-aware derivative-free model-based methods and compare its performance on demonstrative VQA simulations to classical solvers packaged in scikit-quant.

classical optimizers↗
DOE OSTI2021

Optimization and supervised machine learning methods for fitting numerical physics models without derivatives

Here, we address the calibration of a computationally expensive nuclear physics model for which derivative information with respect to the fit parameters is not readily available. Of particular interest is the performance of optimization-based training algorithms when dozens, rather than millions or more, of training data are available and when the expense of the model places limitations on the number of concurrent model evaluations that can be performed. As a case study, we consider the Fayans energy density functional model, which has characteristics similar to many model fitting and calibration problems in nuclear physics. We analyze hyperparameter tuning considerations and variability associated with stochastic optimization algorithms and illustrate considerations for tuning in different computational settings.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

High-Performance Electron Sources: Numerical Methods and Beam Dynamics at the Precision Frontier

Electron sources have a wide range of applications and there are many stakeholders that express continuing need for improvements and performance enhancements. Whether we consider ultra-cold, high-brightness, high-charge or high-average current source needs, there are some common themes from the point of view of the beam dynamics involved. These are the following ones: ability to model accurately the emission processes, including the presence of often complicated cathode and other boundary surfaces with a wide range of spatial scales; ability to deal accurately and efficiently with a large number of particles interacting pair-wise, including the stochastic part of these interactions with a wide range of spatial scales; and ability to propagate the particle distributions in time, including collisions with a wide range of temporal scales. These tasks require high precision and accuracy since the goal is usually generation, transport and preservation of very high-quality beams. This grant addressed one of the rem

43 PARTICLE ACCELERATORS↗
NASA NTRS1973

A linear stochastic model of the human operator

A linear stochastic model of the human operator is developed and applied to the problem of piloted control of an aircraft. The pilot and aircraft are modeled as linear time-invariant systems containing both process and measurement noise. The loop closure by the pilot is determined by formulating the problem as an optimal stochastic control problem. The solution to the optimal control problem yields not only the pilot's optimal control output which he uses to control the vehicle, but also the optimal combination of his observations of the vehicle states upon which the pilot bases his control. A method is presented so that, using experimental pilot vehicle data, the cost functional which is minimized in the optimal control problem will be numerically equal to the pilot rating that the pilot would associate with the given vehicle and task.

Durrett, J. C.↗
NASA NTRS1976

Buckling of structures; Proceedings of the Symposium, Harvard University, Cambridge, Mass., June 17-21, 1974

The papers deal with such topics as the buckling and post-buckling behavior of plates and shells; methods of calculating critical buckling and collapse loads; finite element representations for thin-shell instability analysis; theory and experiment in the creep buckling of plates and shells; creep instability of thick shell structures; analytical and numerical studies of the influence of initial imperfections on the elastic buckling of columns; mode interaction in stiffened panels under compression; imperfection-sensitivity in the interactive buckling of stiffened plates; buckling of stochastically imperfect structures; and the Liapunov stability of elastic dynamic systems. A special chapter is devoted to design problems, including the design of a Mars entry 'aeroshell', and buckling design in vehicle structures. Individual items are announced in this issue.

Budiansky, B.↗
DOE OSTI2024

Efficient prediction of attosecond two-colour pulses from an X-ray free-electron laser with machine learning

Abstract X-ray free-electron lasers are sources of coherent, high-intensity X-rays with numerous applications in ultra-fast measurements and dynamic structural imaging. Due to the stochastic nature of the self-amplified spontaneous emission process and the difficulty in controlling injection of electrons, output pulses exhibit significant noise and limited temporal coherence. Standard measurement techniques used for characterizing two-coloured X-ray pulses are challenging, as they are either invasive or diagnostically expensive. In this work, we employ machine learning methods such as neural networks and decision trees to predict the central photon energies of pairs of attosecond fundamental and second harmonic pulses using parameters that are easily recorded at the high-repetition rate of a single shot. Using real experimental data, we apply a detailed feature analysis on the input parameters while optimizing the training time of the machine learning methods. Our predictive models are able to make predictions of central photon energy for one of the pulses without measuring the other pulse, thereby leveraging the use of the spectrometer without having to extend its detection window. We anticipate applications in X-ray spectroscopy using XFELs, such as in time-resolved X-ray absorption and photoemission spectroscopy, where improved measurement of input spectra will lead to better experimental outcomes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2026

Recent efforts of vapour-phase strategies for EUV resist toward high- and hyper-NA extreme ultraviolet lithography

Extreme ultraviolet lithography (EUVL, λ = 13.5 nm) is critical for sub-1 nm technology nodes but remains constrained by inherent trade-offs among resolution, line-edge roughness (LER), and sensitivity. Stochastic effects originating from photon shot noise, low-energy secondary electron blur, and the random distribution of resist components further limit its advancement toward high numerical-aperture (NA, NA = 0.55) and hyper-NA (NA ≥0.75) EUVL. While the optimization of spin-on chemically amplified resists (CARs) continues, metal-oxide resists (MORs) have emerged as strong candidates for next-generation EUVL by incorporating metals with high EUV absorption coefficients, which enhances both resist sensitivity and etch resistance during pattern transfer. Besides spin-coating, recent advances in vapour-phase techniques, such as vapour-phase infiltration (VPI), chemical vapour deposition (CVD), and molecular atomic layer deposition (MALD), offer promising pathways to achieve new resist platforms, such as dry resists, that satisfy the stringent thickness and uniformity requirements of next-generation EUVL. These methods enable the direct incorporation of metal species into existing resist matrices or the formation of hybrid inorganic–organic resist platforms, thereby improving film uniformity, etch durability, and pattern fidelity while mitigating stochastic defects. This review highlights the latest advancements in vapour-phase-synthesized EUV resists, emphasizing material design, lithographic performance, and the underlying exposure mechanisms. Although still emerging, vapour-phase strategies are paving the way for an all-dry integration framework that could improve EUV patterning workflows and meet the demands of future technology nodes.

36 MATERIALS SCIENCE↗
DOE OSTI2023

Solving the nuclear pairing model with neural network quantum states

In this work, we present a variational Monte Carlo method that solves the nuclear many-body problem in the occupation number formalism exploiting an artificial neural network representation of the groundstate wave function. A memory-efficient version of the stochastic reconfiguration algorithm is developed to train the network by minimizing the expectation value of the Hamiltonian. We benchmark this approach against widely used nuclear many-body methods by solving a model used to describe pairing in nuclei for different types of interaction and different values of the interaction strength. Despite its polynomial computational cost, our method outperforms coupled-cluster and provides energies that are in excellent agreement with the numerically-exact full configuration interaction values.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

Parameterization and Explicit Modeling of Cloud Microphysics: Approaches, Challenges, and Future Directions

Cloud microphysical processes occur at the smallest end of scales among cloud-related processes and thus must be parameterized not only in large-scale global circulation models (GCMs) but also in various higher-resolution limited-area models such as cloud-resolving models (CRMs) and large-eddy simulation (LES) models. Instead of giving a comprehensive review of existing microphysical parameterizations that have been developed over the years, this study concentrates purposely on several topics that we believe are understudied but hold great potential for further advancing bulk microphysics parameterizations: multi-moment bulk microphysics parameterizations and the role of the spectral shape of hydrometeor size distributions; discrete vs “continuous” representation of hydrometeor types; turbulence-microphysics interactions including turbulent entrainment-mixing processes and stochastic condensation; theoretical foundations for the mathematical expressions used to describe hydrometeor size distributions and hydrometeor morphology; and approaches for developing bulk microphysics parameterizations. Also presented are the spectral bin scheme and particle-based scheme (especially, super-droplet method) for representing explicit microphysics. Their advantages and disadvantages are elucidated for constructing cloud models with detailed microphysics that are essential to developing processes understanding and bulk microphysics parameterizations. Particle-resolved direct numerical simulation (DNS) models are described as an emerging technique to investigate turbulence-microphysics interactions at the most fundamental level by tracking individual particles and resolving the smallest turbulent eddies in turbulent clouds. Outstanding challenges and future research directions are explored as well.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1994

LES, DNS and RANS for the analysis of high-speed turbulent reacting flows

The purpose of this research is to continue our efforts in advancing the state of knowledge in large eddy simulation (LES), direct numerical simulation (DNS), and Reynolds averaged Navier Stokes (RANS) methods for the computational analysis of high-speed reacting turbulent flows. In the second phase of this work, covering the period 1 Sep. 1993 - 1 Sep. 1994, we have focused our efforts on two research problems: (1) developments of 'algebraic' moment closures for statistical descriptions of nonpremixed reacting systems, and (2) assessments of the Dirichlet frequency in presumed scalar probability density function (PDF) methods in stochastic description of turbulent reacting flows. This report provides a complete description of our efforts during this past year as supported by the NASA Langley Research Center under Grant NAG1-1122.

Givi, Peyman↗
DOE OSTI2023

Stochastic quantum Krylov protocol with double-factorized Hamiltonians

Here we propose a class of randomized quantum Krylov diagonalization (rQKD) algorithms capable of solving the eigenstate estimation problem with modest quantum resource requirements. Compared to previous real-time evolution quantum Krylov subspace methods, our approach expresses the time evolution operator e –i$\widehat{H}$$\tau$ as a linear combination of unitaries and subsequently uses a stochastic sampling procedure to reduce circuit depth requirements. While our methodology applies to any Hamiltonian with fast-forwardable subcomponents, we focus on its application to the explicitly double-factorized electronic-structure Hamiltonian. To demonstrate the potential of the proposed rQKD algorithm on near-term quantum devices, we provide numerical benchmarks for a variety of molecular systems with circuit-based state-vector simulators including the effects of sampling noise, achieving ground-state energy errors of less than 1 kcal mol -1 with circuit depths orders of magnitude shallower than those required for low-rank deterministic Trotter-Suzuki decompositions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Fluid Dynamics of Axial Turbomachinery: Blade- and Stage-Level Simulations and Models

The current generation of axial turbomachines is the culmination of decades of experience, and detailed understanding of the underlying flow physics has been a key factor for achieving high efficiency and reliability. Driven by advances in numerical methods and relentless growth in computing power, computational fluid dynamics has increasingly provided insights into the rich fluid dynamics involved and how it relates to loss generation. This article presents some of the complex flow phenomena occurring in bladed components of gas turbines and illustrates how simulations have contributed to their understanding and the challenges they pose for modeling. The interaction of key aerodynamic features with deterministic unsteadiness, caused by multiple blade rows, and stochastic unsteadiness, i.e., turbulence, is discussed. High-fidelity simulations of increasingly realistic configurations and models improved with help of machine learning promise to further grow turbomachinery performance and reliability and, thus, help fluid mechanics research have a greater industrial impact.

Mechanics↗
DOE OSTI2021

On the Stochastic Stability of Deep Markov Models

Deep Markov models (DMM) are generative models which are scalable and expressive generalization of Markov models for representation, learning, and inference problems. However, the fundamental stochastic stability guarantees of such models have not been thoroughly investigated. In this paper, we present a novel stability analysis method and provide sufficient conditions of DMM's stochastic stability. The proposed stability analysis is based on the contraction of probabilistic maps modeled by deep neural networks. We make connections between the spectral properties of neural network's weights and different types of used activation function on the stability and overall dynamic behavior of DMMs with Gaussian distributions. Based on the theory, we propose a few practical methods for designing constrained DMMs with guaranteed stability. We empirically substantiate our theoretical results via intuitive numerical experiments using the proposed stability constraints.

Drgona, Jan↗
DOE OSTI2022

On-the-fly response function generation method for composite coarse mesh

The hybrid stochastic deterministic transport code COMET, based on the incident response expansion theory, is used to model reactor cores with high fidelity and formidable computational speed. COMET models a reactor core using a library of incident flux response expansion coefficients that are pre computed for all the unique lattice cells (e.g., fuel assemblies, reflector blocks, etc.) in the core. In order to further improve its computational efficiency in pre-calculating the response library a new response function generation method is developed to compute the response functions for the composite coarse meshes made of a smaller set of unique lattices on the fly within the COMET's deterministic transport core sweep. The efficiency is achieved by eliminating a number of unique lattices that can be made up from the reduced set of unique meshes on the fly. The numerical process consists of the following steps. First, the boundary condition on composite coarse mesh boundaries is projected onto the expansion basis to compute the incident flux moments on external surfaces of all the basic (reduced set of unique) coarse meshes. Secondly, the deterministic sweeping solver in COMET is used to converge on the outgoing/incoming flux expansion moments crossing interfaces between the basic coarse meshes. Thirdly, the response functions for the composite coarse meshes are constructed as a superposition on the fly. The new response function generation method was tested on 88 composite coarse meshes consisting of CANDU fuel bundles and moderator blocks. It was found that response functions generated by the new method agree very well with those generated by direct Monte Carlo calculations. The average and maximum relative differences in the surface-to-surface response coefficients computed by the two methods are 0.10% and 0.20%, respectively. Similarly, the average and maximum relative differences in the response fission densities are 0.13% and 0.43%, respectively. These discrepancies are within one standard deviation of the stochastic uncertainties. The new method is five times faster than the original direct Monte Carlo method. The size of the response function library for the new method is five times smaller than that for the original method, leading to significantly less requirement for the computer hard drive space and memory. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
DOE OSTI2022

Realistic simulations of spin squeezing and cooperative coupling effects in large ensembles of interacting two-level systems

We describe an efficient numerical method for simulating the dynamics of interacting spin ensembles in the presence of dephasing and decay. The method builds on the discrete truncated Wigner approximation for isolated systems, which combines the mean-field dynamics of a spin ensemble with a Monte Carlo sampling of discrete initial spin values to account for quantum correlations. Here we show how this approach can be generalized for dissipative spin systems by replacing the deterministic mean-field evolution by a stochastic process, which describes the decay of coherences and populations while preserving the length of each spin. We demonstrate the application of this technique for simulating nonclassical spin-squeezing effects or the dynamics and steady states of cavity QED models with 10 5 interacting two-level systems. This opens up the possibility to perform accurate real-scale simulations of a diverse range of experiments in quantum optics or with solid-state spin ensembles under realistic laboratory conditions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗