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At least 343 records · Page 19

Arbitrarily accurate, nonparametric coarse graining with Markov renewal processes and the Mori–Zwanzig formulation

Stochastic dynamics, such as molecular dynamics, are important in many scientific applications. However, summarizing and analyzing the results of such simulations is often challenging due to the high dimension in which simulations are carried out and, consequently, due to the very large amount of data that are typically generated. Coarse graining is a popular technique for addressing this problem by providing compact and expressive representations. Coarse graining, however, potentially comes at the cost of accuracy, as dynamical information is, in general, lost when projecting the problem in a lower-dimensional space. This article shows how to eliminate coarse-graining error using two key ideas. First, we represent coarse-grained dynamics as a Markov renewal process. Second, we outline a data-driven, non-parametric Mori–Zwanzig approach for computing jump times of the renewal process. Numerical tests on a small protein illustrate the method.

36 MATERIALS SCIENCE↗

Numerical investigation of alpha particle confinement under the perturbation of neoclassical tearing modes and toroidal field ripple in CFETR

The confinement of alpha particles in burning plasma is a key issue in fusion reactor design, including particle interaction with instabilities. Here, we include two topics: the effect of neoclassical tearing modes (NTMs) and toroidal field ripple on alpha particle loss, and the assessment of particle redistribution under an NTM with a reduced model. We consider Chinese fusion engineering test reactor parameters, the alpha particle distribution given by TRANSP/NUBEAM and the NTM perturbation function given by the initial value code TM1. We show that the synergistic effect of the NTM and ripple is negligible; the particle loss fraction does not change with increasing NTM amplitude. Only passing particles are affected by the mode particle resonance, producing profile flattening but no increased loss because only trapped particles are influenced by ripple. To study alpha particle profile flattening, the work adopts an innovative method of phase vector rotation to determine regions of good and broken Kolmogorov–Arnold–Moser surfaces and equilibrates the particle density according to local stochasticity.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Thermodynamic consistency and fluctuations in mesoscopic stochastic simulations of reactive gas mixtures

It is essential that mesoscopic simulations of reactive systems reproduce the correct statistical distributions at thermodynamic equilibrium. By considering a compressible fluctuating hydrodynamics (FHD) simulation method of ideal gas mixtures undergoing reversible reactions described by the chemical Langevin equations, we show that thermodynamic consistency in reaction rates and the use of instantaneous temperatures for the evaluation of reaction rates is required for fluctuations for the overall system to be correct. We then formulate the required properties of a thermodynamically consistent reaction (TCR) model. As noted in the literature, while reactions are often discussed in terms of forward and reverse rates, these rates should not be modeled independently because they must be compatible with thermodynamic equilibrium for the system. Using a simple TCR model where each chemical species has constant heat capacity, we derive the explicit condition that the forward and reverse reaction rate constants must satisfy in order for the system to be thermodynamically consistent. We perform equilibrium and non-equilibrium simulations of ideal gas mixtures undergoing a reversible dimerization reaction to measure the fluctuational behavior of the system numerically. We confirm that FHD simulations with the TCR model give the correct static structure factor of equilibrium fluctuations. For the statistically steady simulation of a gas mixture between two isothermal walls with different temperatures, we show using the TCR model that the temperature variance agrees with the corresponding thermodynamic-equilibrium temperature variance in the interior of the system, whereas noticeable deviations are present in regions near walls, where chemistry is far from equilibrium.

Polimeno, Matteo [University of California, Merced↗

Stochastic multiscale flux basis for Stokes-Darcy flows

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

97 MATHEMATICS AND COMPUTING↗

Elucidating plasma dynamics in Hasegawa–Wakatani turbulence by information geometry

In this work, the impact of adiabatic electrons on drift-wave turbulence, modeled by the Hasegawa–Wakatani equations, is studied using information length. Information length is a novel theoretical method for measuring distances between statistical states represented by different probability distribution functions (PDFs) along the path of a system and represents the total number of statistically different states that a system evolves through in time. Specifically, the time-dependent PDFs of turbulent fluctuations for a given adiabatic index $A$ are computed. The changes in fluctuation statistics are then quantified in time by using information length. The numerical results provide time traces exhibiting intermittent plasma dynamics, and such behavior is identified by a rapid change in the information length. The effects of $A$ are discussed.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

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

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

42 ENGINEERING↗

Multi-fidelity Uncertainty Quantification for Homogenization Problems in Structure-Property Relationships from Crystal Plasticity Finite Elements

Crystal plasticity finite element method (CPFEM) has been an integrated computational materials engineering (ICME) workhorse to study materials behaviors and structure-property relationships for the last few decades. These relations are mappings from the microstructure space to the materials properties space. Due to the stochastic and random nature of microstructures, there is always some uncertainty associated with materials properties, for example, in homogenized stress-strain curves. For critical applications with strong reliability needs, it is often desirable to quantify the microstructure-induced uncertainty in the context of structure-property relationships. However, this uncertainty quantification (UQ) problem often incurs a large computational cost because many statistically equivalent representative volume elements (SERVEs) are needed. In this article, we apply a multi-level Monte Carlo (MLMC) method to CPFEM to study the uncertainty in stress-strain curves, given an ensemble of SERVEs at multiple mesh resolutions. By using the information at coarse meshes, we show that it is possible to approximate the response at fine meshes with a much reduced computational cost. We focus on problems where the model output is multi-dimensional, which requires us to track multiple quantities of interest (QoIs) at the same time. In conclusion, our numerical results show that MLMC can accelerate UQ tasks around 2.23x, compared to the classical Monte Carlo (MC) method, which is widely known as ensemble average in the CPFEM literature.

36 MATERIALS SCIENCE↗

Analytic insights into nonlocal energy transport: Steady state Fokker Planck theory in arbitrary Z plasmas

The generation of energetic electrons in laser fusion in an important issue. The electrons may either arise from a laser plasma instability, or from the uncoupled high temperature tail of a Maxwellian distribution. To study these in a laser fusion context, it is important to find a method accurate enough to be useful, and simple enough to be incorporated into a radiation hydrodynamics numerical simulation, the main workhorse for studying the laser fusion target. That is why analytic insights become important, they allow one to simplify the Fokker Planck theory so that a solution of it can be incorporated into a radiation hydrodynamic simulation. This work develops and analyzes a steady state Fokker Planck theory for plasmas of arbitrary Z. It develops a method of solving the simplified Fokker Planck method with a technique called sparse eigenfunction analysis. As a result, this method appears to work reasonably well when compared to the experimental results from the Rochester/NIF on plastic spherical targets with and without a silicon layer.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Stochastic Gradient-Based Distributed Bayesian Estimation in Cooperative Sensor Networks

Distributed Bayesian inference provides a full quantification of uncertainty offering numerous advantages over point estimates that autonomous sensor networks are able to exploit. However, fully-decentralized Bayesian inference often requires large communication overheads and low network latency, resources that are not typically available in practical applications. In this paper, we propose a decentralized Bayesian inference approach based on stochastic gradient Langevin dynamics, which produces full posterior distributions at each of the nodes with significantly lower communication overhead. We provide analytical results on convergence of the proposed distributed algorithm to the centralized posterior, under typical network constraints. Finally, we also provide extensive simulation results to demonstrate the validity of the proposed approach.

42 ENGINEERING↗

A Eulerian-Lagrangian Model to Simulate Two-Phase/Particulate Flows

Figure 1 shows a snapshot of liquid fuel spray coming out of an injector nozzle in a realistic gas-turbine combustor. Here the spray atomization was simulated using a stochastic secondary breakup model (Apte et al. 2003a) with point-particle approximation for the droplets. Very close to the injector, it is observed that the spray density is large and the droplets cannot be treated as point-particles. The volume displaced by the liquid in this region is significant and can alter the gas-phase ow and spray evolution. In order to address this issue, one can compute the dense spray regime by an Eulerian-Lagrangian technique using advanced interface tracking/level-set methods (Sussman et al. 1994; Tryggvason et al. 2001; Herrmann 2003). This, however, is computationally intensive and may not be viable in realistic complex configurations. We therefore plan to develop a methodology based on Eulerian-Lagrangian technique which will allow us to capture the essential features of primary atomization using models to capture interactions between the fluid and droplets and which can be directly applied to the standard atomization models used in practice. The numerical scheme for unstructured grids developed by Mahesh et al. (2003) for incompressible flows is modified to take into account the droplet volume fraction. The numerical framework is directly applicable to realistic combustor geometries. Our main objectives in this work are: Develop a numerical formulation based on Eulerian-Lagrangian techniques with models for interaction terms between the fluid and particles to capture the Kelvin- Helmholtz type instabilities observed during primary atomization. Validate this technique for various two-phase and particulate flows. Assess its applicability to capture primary atomization of liquid jets in conjunction with secondary atomization models.

Apte, S. V.↗

Closed-form solution of decomposable stochastic models

Markov and semi-Markov processes are increasingly being used in the modeling of complex reconfigurable systems (fault tolerant computers). The estimation of the reliability (or some measure of performance) of the system reduces to solving the process for its state probabilities. Such a model may exhibit numerous states and complicated transition distributions, contributing to an expensive and numerically delicate solution procedure. Thus, when a system exhibits a decomposition property, either structurally (autonomous subsystems), or behaviorally (component failure versus reconfiguration), it is desirable to exploit this decomposition in the reliability calculation. In interesting cases there can be failure states which arise from non-failure states of the subsystems. Equations are presented which allow the computation of failure probabilities of the total (combined) model without requiring a complete solution of the combined model. This material is presented within the context of closed-form functional representation of probabilities as utilized in the Symbolic Hierarchical Automated Reliability and Performance Evaluator (SHARPE) tool. The techniques adopted enable one to compute such probability functions for a much wider class of systems at a reduced computational cost. Several examples show how the method is used, especially in enhancing the versatility of the SHARPE tool.

Sjogren, Jon A.↗

Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

Deep neural networks have been successfully employed in an extensive variety of research areas, including solving partial differential equations. Despite its significant success, there are some challenges in effectively training DNN, such as avoiding overfitting in over-parameterized DNNs and accelerating the optimization in DNNs with pathological curvature. Here, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an adaptive empirical method. That is, one will alternatively sample from the posterior using preconditioned stochastic gradient Langevin Dynamics (PSGLD), and optimize the latent variables via stochastic approximation. The sparsity of the network is achieved while optimizing the hyperparameters with adaptive searching and penalizing. A popular SG-MCMC approach is Stochastic gradient Langevin dynamics (SGLD). However, considering the complex geometry in the model parameter space in nonconvex learning, updating parameters using a universal step size in each component as in SGLD may cause slow mixing. To address this issue, we apply a computationally manageable preconditioner in the updating rule, which provides a step-size parameter to adapt to local geometric properties. Moreover, by smoothly optimizing the hyperparameter in the preconditioning matrix, our proposed algorithm ensures a decreasing bias, which is introduced by ignoring the correction term in the preconditioned SGLD. According to the existing theoretical framework, we show that the proposed algorithm can asymptotically converge to the correct distribution with a controllable bias under mild conditions. Numerical tests are performed on both synthetic regression problems and learning solutions of elliptic PDE, which demonstrate the accuracy and efficiency of the present work.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Implicit Kalman filtering

For an implicitly defined discrete system, a new algorithm for Kalman filtering is developed and an efficient numerical implementation scheme is proposed. Unlike the traditional explicit approach, the implicit filter can be readily applied to ill-conditioned systems and allows for generalization to descriptor systems. The implementation of the implicit filter depends on the solution of the congruence matrix equation (A1)(Px)(AT1) = Py. We develop a general iterative method for the solution of this equation, and prove necessary and sufficient conditions for convergence. It is shown that when the system matrices of an implicit system are sparse, the implicit Kalman filter requires significantly less computer time and storage to implement as compared to the traditional explicit Kalman filter. Simulation results are presented to illustrate and substantiate the theoretical developments.

Non-NASA Center↗

Software For Advanced Large-scale Analysis Of Magnetic Confinement For Numerical Design, Engineering & Research (salamander)

As magnetic confinement fusion energy gains traction internationally to enable abundant energy production, designing components for fusion systems is a pressing challenge. During the planned lifetime of a fusion device, components evolve in extreme environments and must withstand large, repeated thermal loads and bombardment by 14 MeV neutrons, plasma ions, and neutral particles (deuterium, tritium, and helium), corrosive conditions, etc. All these physical processes take place simultaneously, interact in intricate ways, and impose important constraints that can affect performance. Experimental data is rare and costly to obtain, making design particularly challenging. Predictive computational frameworks must be an integral part of an accelerated and cost-effective design process by modeling fusion system performance in simulated environments. To better understand component degradation and operational impacts on their performance, the Software for Advanced Large-scale Analysis of MAgnetic confinement for Numerical Design, Engineering & Research (SALAMANDER) is designed as an open-source, fully integrated, multiphysics, multiscale, NQA-1 compliant framework facilitating 3D, high-fidelity fusion system modeling. To that end, SALAMANDER is a MOOSE-based framework, and therefore leverages MOOSE upstream libraries such as PETSc and libMesh to deliver sophisticated finite element, finite volume, and nonlinear solver technology for fusion energy simulations. SALAMANDER couples MOOSE physics module capabilities—such as thermal hydraulics, heat conduction, Navier-Stokes, and thermomechanics—with tritium transport via TMAP8, neutronics via Cardinal, and nascent particle-in-cell capabilities. Direct simulation Monte Carlo methods will be used to address neutral transport near the walls. By coupling all these physics in an integrated application, SALAMANDER will enable high-fidelity modeling of irradiation levels and plasma exposure conditions of plasma facing components and their impact on heat and tritium distributions, as well as the resulting mechanical constraints experienced by the plasma facing components and performance of blanket systems. Furthermore, SALAMANDER will be particularly suited for engineering studies thanks to the stochastic tool module readily available in MOOSE, allowing for extended uncertainty quantification and risk analysis studies. It is also able to use computer-aided design (CAD) meshes to model complex geometries, which is indispensable for fusion systems. SALAMANDER therefore supports design, safety, engineering, and research projects for magnetic confinement fusion systems

Simon, Pierre-Clement [Idaho National Laboratory (↗

Enabling probabilistic learning on manifolds through double diffusion maps

Here, we present a generative learning framework for probabilistic sampling that extends Probabilistic Learning on Manifolds (PLoM), which is designed to generate statistically consistent realizations of a random vector in a finite-dimensional Euclidean space, informed by a (representative) set of observations. In its original form, PLoM constructs a reduced-order probabilistic model by combining three main components: (a) kernel density estimation to approximate the underlying probability measure, (b) Diffusion Maps to characterize the manifold of the data, and (c) a reduced-order Itô Stochastic Differential Equation (ISDE) to sample from the learned distribution. However, its sampling dynamics are posed in the ambient space and the retained number of reduced coordinates is chosen by projection-reconstruction error. In practice, this often (i) requires more coordinates than the data’s intrinsic dimension to achieve stable sampling and (ii) lacks a smooth, basis-independent lifting back to the data domain; moreover, standard Diffusion Maps emphasize harmonic eigenfunctions and can miss non-harmonic latent structure. We address these limitations by decoupling geometry learning from sampling: a first Diffusion Maps pass identifies non-harmonic coordinates on which we formulate a full-order ISDE directly in the latent space, while Double Diffusion Maps captures multiscale geometric features and Geometric Harmonics (GH) learns a smooth lifting map to the ambient variables that is independent of the particular diffusion basis. This hybrid design preserves the system’s dynamical richness with a compact geometric representation and enables principled out-of-sample inference. The effectiveness and robustness of the proposed method are illustrated through two numerical studies: one based on data generated from two-dimensional Hermite polynomial functions and another based on high-fidelity simulations of a detonation wave in a reactive flow.

Double diffusion maps↗

Priors on red galaxy stochasticity from hybrid effective field theory

ABSTRACT We investigate the stochastic properties of typical red galaxy samples in a controlled numerical environment. We use halo occupation distribution (HOD) modelling to create mock realizations of three separate bright red galaxy samples consistent with data sets used for clustering and lensing analyses in modern galaxy surveys. Second-order Hybrid Effective Field Theory (HEFT) is used as a field-level forward model to describe the full statistical distribution of these tracer samples, and their stochastic power spectra are directly measured and compared to the Poisson shot-noise prediction. While all of the galaxy samples we consider are hosted within haloes with sub-Poisson stochasticity, we observe that the galaxy samples themselves possess stochasticities that range from sub-Poisson to super-Poisson, in agreement with predictions from the halo model. As an application of our methodology, we place priors on the expected degree of non-Poisson stochasticity in cosmological analyses using such samples. We expect these priors will be useful in reducing the complexity of the full parameter space for future analyses using second-order Lagrangian bias models. More generally, the techniques outlined here present the first application of HEFT methods to characterize models of the galaxy–halo connection at the field level, revealing new connections between once-disparate modelling frameworks.

79 ASTRONOMY AND ASTROPHYSICS↗

Ab initio molecular dynamics on quantum computers

Ab initio molecular dynamics (AIMD) is a valuable technique for studying molecules and materials at finite temperatures where the nuclei evolve on potential energy surfaces obtained from accurate electronic structure calculations. In this work, we present an approach to running AIMD simulations on noisy intermediate-scale quantum (NISQ)-era quantum computers. The electronic energies are calculated on a quantum computer using the variational quantum eigensolver (VQE) method. Algorithms for computation of analytical gradients entirely on a quantum computer require quantum fault-tolerant hardware, which is beyond NISQ-era. Therefore, we compute the energy gradients numerically using finite differences, the Hellmann-Feynman theorem, and a correlated sampling technique. This method only requires additional classical calculations of electron integrals for each degree of freedom without any additional computations on a quantum computer beyond the initial VQE run. As a proof of concept, AIMD simulations are demonstrated for the H-2 molecule on IBM quantum devices. In addition, we demonstrate the validity of the method for larger molecules using full configuration interaction wave functions. As quantum hardware and noise mitigation techniques continue to improve, the method can be utilized for studying larger molecular systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A nonsmooth nonconvex optimization algorithm for two-stage optimization problems

An optimization algorithm for a group of nonsmooth nonconvex problems inspired by two-stage stochastic programming problems is proposed. The main challenges for these problems include (1) the problems lack the popular lower-type properties such as prox-regularity assumed in many nonsmooth nonconvex optimization algorithms, (2) the objective can not be analytically expressed and (3) the evaluation of function values and subgradients are computationally expensive. To address these challenges, this report first examines the properties that exist in many two-stage problems, specifically upper-C 2 objectives. Then, we show that quadratic penalty method for securityconstrained alternating current optimal power flow (SCACOPF) contingency problems can make the contingency solution functions upper-C 2 . Based on these observations, a simplified bundle algorithm that bears similarity to sequential quadratic programming (SQP) method is proposed. It is more efficient in implementation and computation compared to conventional bundle methods. Global convergence analysis of the algorithm is presented under novel and reasonable assumptions. The proposed algorithm therefore fills the gap of theoretical convergence for smoothed SCACOPF problems. The inconsistency that might arise in our treatment of the constraints are addressed through a penalty algorithm whose convergence analysis is also provided. Finally, theoretical capabilities and numerical performance of the algorithm are demonstrated through numerical examples.

97 MATHEMATICS AND COMPUTING↗