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Results for “Stochastic Dynamics”

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 37 records · Page 2
All sourcesNASA NTRSDOE OSTI
NASA NTRS1985

Elements of a stochastic-dynamical theory of the long-term variability of the El Nino/Southern Oscillation

The rudiments of a stochastic-dynamical model for climatic systems with multiple equilibrium states are presented as a means for analyzing the long-term variability of the El Nino/Southern Oscillation (ENSO) events. It is shown that a combination of the unstable air-sea interaction, the seasonal cycle, and stochastic intraseasonal forcings must be considered in any model for ENSO. In particular, the instability in the air-sea interaction may be triggered by stochastic forcing. The possibility that stochastic events initiate the conditions leading to ENSO exacerbates the already difficult task of predicting ENSO patterns.

Lau, K.-M.↗
DOE OSTI2014

The availability of filament ends modulates actin stochastic dynamics in live plant cells

A network of individual filaments that undergoes incessant remodeling through a process known as stochastic dynamics comprises the cortical actin cytoskeleton in plant epidermal cells. From images at high spatial and temporal resolution, it has been inferred that the regulation of filament barbed ends plays a central role in choreographing actin organization and turnover. How this occurs at a molecular level, whether different populations of ends exist in the array, and how individual filament behavior correlates with the overall architecture of the array are unknown. Here we develop an experimental system to modulate the levels of heterodimeric capping protein (CP) and examine the consequences for actin dynamics, architecture, and cell expansion. Significantly, we find that all phenotypes are the opposite for CP-overexpression (OX) cells compared with a previously characterized cp-knockdown line. Specifically, CP OX lines have fewer filament–filament annealing events, as well as reduced filament lengths and lifetimes. Further, cp-knockdown and OX lines demonstrate the existence of a subpopulation of filament ends sensitive to CP concentration. Finally, CP levels correlate with the biological process of axial cell expansion; for example, epidermal cells from hypocotyls with reduced CP are longer than wild-type cells, whereas CP OX lines have shorter cells. On the basis of these and other genetic studies in this model system, we hypothesize that filament length and lifetime positively correlate with the extent of axial cell expansion in dark-grown hypocotyls.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1981

A stochastic-dynamical approach to the study of the natural variability of the climate

A method, suggested by Leith (1975), which employed stochastic-dynamic forecasts obtained from a general circulation model in such a way as to satisfy the definition of climatic noise, was used to validate assumptions accounting for the effects of external influences in estimating the climatic noise. Two assumptions were investigated: (1) that the weather fluctuations can be represented as a Markov process, and (2) that changing external conditions do not influence the atmosphere's statistical properties on short time scales. The general circulation model's simulation of the daily weather fluctuations was generated by performing integrations with prescribed climatological boundary conditions for random initial atmospheric states, with resulting dynamical forecasts providing an ensemble of simulated data for the autoregressive modeling of weather fluctuations. To estimate the climatic noise from the observational data (consisting of hourly values of sea level pressure and surface temperature at 54 U.S. stations for the month of January for the years 1949-1975) use of the short time-scale assumption is made. The simulated and observed data were found not to be consistent with either white noise or a Markov process of weather fluctuations. Good agreement was found between the results of the hypothetical testing of the simulated and the observed surface temperatures; and only partial support was found for the short time-scale assumption, i.e., for sea level pressure.

Straus, D. M.↗
DOE OSTI2024

Learning stochastic dynamics and predicting emergent behavior using transformers

We show that a neural network originally designed for language processing can learn the dynamical rules of a stochastic system by observation of a single dynamical trajectory of the system, and can accurately predict its emergent behavior under conditions not observed during training. We consider a lattice model of active matter undergoing continuous-time Monte Carlo dynamics, simulated at a density at which its steady state comprises small, dispersed clusters. We train a neural network called a transformer on a single trajectory of the model. The transformer, which we show has the capacity to represent dynamical rules that are numerous and nonlocal, learns that the dynamics of this model consists of a small number of processes. Forward-propagated trajectories of the trained transformer, at densities not encountered during training, exhibit motility-induced phase separation and so predict the existence of a nonequilibrium phase transition. Transformers have the flexibility to learn dynamical rules from observation without explicit enumeration of rates or coarse-graining of configuration space, and so the procedure used here can be applied to a wide range of physical systems, including those with large and complex dynamical generators.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Identifying stochastic dynamics via finite expression methods

Modeling stochastic differential equations (SDEs) is crucial for understanding complex dynamical systems in various scientific fields. Recent methods often employ neural network-based models, which typically represent SDEs through a combination of deterministic and stochastic terms. However, these models usually lack interpretability and have difficulty in generalizing beyond their training domain. Here, this paper introduces the Finite Expression Method (FEX), a symbolic learning approach designed to derive interpretable mathematical representations of the deterministic component of SDEs. For the stochastic component, we integrate FEX with advanced generative modeling techniques to provide a comprehensive representation of SDEs. The numerical experiments on linear, nonlinear, and multidimensional SDEs demonstrate that FEX generalizes well beyond the training domain and delivers more accurate long-term predictions compared to neural network-based methods. The symbolic expressions identified by FEX not only improve prediction accuracy but also offer valuable scientific insights into the underlying dynamics of the systems.

Complex dynamical systems↗
NASA NTRS1983

A stochastic-dynamic model for the spatial structure of forecast error statistics

The present investigation is concerned with the presentation of a simplified model of the spatial structure of forecast error statistics, a comparison of the model with actual numerical weather prediction results, and the extent to which simplifying assumptions made in the model are justified. A stochastic-dynamic model is derived for the spatial structure of the global atmospheric mass-field forecast error. The model states that the relative potential vorticity of the forecast error is random. The covariance function of the model's solutions is found to be governed by a simple deterministic equation. The agreement between the stochastic model and actual mass-field forecast errors fields for 12-36 h periods validates the assumptions on which the model is derived. Within this period, the difference between the potential voriticity fields of the atmosphere and of the numerical forecasts used in the comparison is well represented by white noise.

Balgovind, R.↗
DOE OSTI2019

Supervised paralled-in-time algorithm for long-time Lagrangian simulations of stochastic dynamics: Application to hydrodynamics

Lagrangian particle methods based on detailed atomic and molecular and nanoscale systems. However, the maximum time step is limited by the smallest oscillation period of the fastest atomic motion, rendering long-time simulations very expensive. To resolve this bottleneck, we propose a supervised parallel-in-time algorithm for stochastic dynamics to accelerate long-time Lagrangian particle simulations. Our method is inspired by bottom-up coarse-graining projections that yield mean-field hydrodynamic behavior in the continuum limit.

Multiscale modeling, Lagrangian method, Parallel-i↗
DOE OSTI2013

Mathematical framework for the analysis of dynamic stochastic systems with the RAVEN code

RAVEN (Reactor Analysis and Virtual control Environment) is a software code under development at Idaho National Laboratory aimed at performing probabilistic risk assessment and uncertainty quantification using RELAP-7, for which it acts also as a simulation controller. In this paper we will present the equations characterizing a dynamic stochastic system and we will then discuss the behavior of each stochastic term and how it is accounted for in the RAVEN software design. Moreover we will present preliminary results of the implementation. (authors)

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Improved Predictability of the Indian Ocean Dipole Using a Stochastic Dynamical Model Compared to the North American Multimodel Ensemble Forecast

This study assesses the predictive skill of eight North American Multimodel Ensemble (NMME) models in predicting the Indian Ocean dipole (IOD). We find that the forecasted ensemble-mean IOD–El Niño–Southern Oscillation (ENSO) relationship deteriorates away from the observed relationship with increasing lead time, which might be one reason that limits the IOD predictive skill in coupled models. We are able to improve the IOD predictive skill using a recently developed stochastic dynamical model (SDM) forced by forecasted ENSO conditions. The results are consistent with the previous result that operational IOD predictability beyond persistence at lead times beyond one season is mostly controlled by ENSO predictability and the signal-to-noise ratio of the Indo-Pacific climate system. The multimodel ensemble (MME) investigated here is found to be of superior skill compared to each individual model at most lead times. Importantly, the skill of the SDM IOD predictions forced with forecasted ENSO conditions were either similar or better than those of the MME IOD forecasts. Moreover, the SDM forced with observed ENSO conditions exhibits significantly higher IOD prediction skill than the MME at longer lead times, suggesting the large potential skill increase that could be achieved by improving operational ENSO forecasts. We find that both cold and warm biases of the predicted Niño-3.4 index may cause false alarms of negative and positive IOD events, respectively, in NMME models. Many false alarms for IOD forecasts at lead times longer than one season in the original forecasts disappear or are significantly reduced in the SDM forced by forecasted ENSO conditions.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2014

The stochastic dynamics of tethered microcantilevers in a viscous fluid

We explore and quantify the coupled dynamics of a pair of micron scale cantilevers immersed in a viscous fluid that are also directly tethered to one another at their tips by a spring force. The spring force, for example, could represent the molecular stiffness or elasticity of a biomolecule or material tethered between the cantilevers. We use deterministic numerical simulations with the fluctuation-dissipation theorem to compute the stochastic dynamics of the cantilever pair for the conditions of experiment when driven only by Brownian motion. We validate our approach by comparing directly with experimental measurements in the absence of the tether which shows excellent agreement. Using numerical simulations, we quantify the correlated dynamics of the cantilever pair over a range of tether stiffness. Our results quantify the sensitivity of the auto- and cross-correlations of equilibrium fluctuations in cantilever displacement to the stiffness of the tether. We show that the tether affects the magnitude of the correlations which can be used in a measurement to probe the properties of an attached tethering substance. For the configurations of current interest using micron scale cantilevers in water, we show that the magnitude of the fluid coupling between the cantilevers is sufficiently small such that the influence of the tether can be significant. Our results show that the cross-correlation is more sensitive to tether stiffness than the auto-correlation indicating that a two-cantilever measurement has improved sensitivity when compared with a measurement using a single cantilever.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
NASA NTRS1990

Construction of dynamic stochastic simulation models using knowledge-based techniques

Over the past three decades, computer-based simulation models have proven themselves to be cost-effective alternatives to the more structured deterministic methods of systems analysis. During this time, many techniques, tools and languages for constructing computer-based simulation models have been developed. More recently, advances in knowledge-based system technology have led many researchers to note the similarities between knowledge-based programming and simulation technologies and to investigate the potential application of knowledge-based programming techniques to simulation modeling. The integration of conventional simulation techniques with knowledge-based programming techniques is discussed to provide a development environment for constructing knowledge-based simulation models. A comparison of the techniques used in the construction of dynamic stochastic simulation models and those used in the construction of knowledge-based systems provides the requirements for the environment. This leads to the design and implementation of a knowledge-based simulation development environment. These techniques were used in the construction of several knowledge-based simulation models including the Advanced Launch System Model (ALSYM).

Williams, M. Douglas↗
DOE OSTI2020

Sequential Bayesian Parameter Estimation of Stochastic Dynamic Load Models

In this paper we focus on the parameter estimation of dynamic load models with stochastic terms-in particular, load models where protection settings are uncertain, such as in aggregated air conditioning units. We show how the uncertainty in the aggregated protection characteristics can be formulated as a stochastic differential equation with process noise. We cast the parameter inversion within a Bayesian parameter estimation framework, and we present methods to include process noise. We demonstrate the benefits of considering stochasticity in the parameter estimation and the risks of ignoring it.

Bayesian Statistics↗
DOE OSTI2024

SDYN-GANs: Adversarial learning methods for multistep generative models for general order stochastic dynamics

We introduce adversarial learning methods for data-driven generative modeling of dynamics of nth-order stochastic systems. Our approach builds on Generative Adversarial Networks (GANs) with generative model classes based on stable m-step stochastic numerical integrators. From observations of trajectory samples, we introduce methods for learning long-time predictors and stable representations of the dynamics. Our approaches use discriminators based on Maximum Mean Discrepancy (MMD), training protocols using both conditional and marginal distributions, and methods for learning dynamic responses over different time-scales. We show how our approaches can be used for modeling physical systems to learn force-laws, damping coefficients, and noise-related parameters. Our adversarial learning approaches provide methods for obtaining stable generative models for dynamic tasks including long-time prediction and developing simulations for stochastic systems.

• Artificial intelligence (AI) / machine learning ↗
DOE OSTI2026

Semi-Analytical Hierarchical Bayesian Inference of Nonlinear Model Structure in Stochastic Dynamics: Applied to Compartmental Models of Infectious Diseases

A Bayesian computational framework for parsimonious inference in stochastic nonlinear dynamical systems is presented. This framework enables the concurrent estimation of system states, time-varying parameters, time-invariant parameters, and the optimal sparsity structure of the model parameters. Because differential equation-based models are often simplified mechanistic or phenomenological representations, robust inference from noisy measurement data requires explicit treatment of model error and uncertainty. Model error and time-varying parameters can be represented as random processes, enabling inference while making minimal assumptions about the underlying sources of discrepancy and variability. Adopting stochastic differential equation representations affords the model significant flexibility, but can also render it susceptible to overfitting during statistical inversion, where the inferred model may track noise rather than the underlying signal. To alleviate the effects of overfitting and to enable the discovery of the optimal sparse representation of the time-invariant parameters, a Bayesian sparse learning algorithm is embedded within the framework. This sparse learning framework adopts an approximate hierarchical Bayesian setting defined by a series of semi-analytical expressions. The model structure inference framework is validated using a stochastic compartmental model for tracking and forecasting active cases of an infectious disease. Compartmental models describe population-level infectious disease dynamics through interactions among population fractions grouped by disease state. Mathematically, such models consist of a system of coupled ordinary differential equations. This example adopts an expressive compartmental model that includes multiple possible interactions between disease states, motivated by early uncertainty surrounding COVID-19 reinfection dynamics and their implications for long-term epidemic forecasting. The sparse learning exercise permits the inference of a priori unknown epidemiological dynamics from simulated public health data, discovering the nested compartmental model that optimizes the trade-off between average data-fit and model complexity. It is shown that inducing sparsity among the model parameters eliminates redundant interactions between compartments, equivalently revealing the optimal coupling structure between differential equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Photoinduced correlations in stochastic dynamics of a solid-state ionic conductor

Photoexcitation by ultrashort laser pulses plays a crucial role in controlling reaction pathways, creating nonequilibrium material properties, and probing complex molecular dynamics. The photoresponse following a laser pulse is generally nonidentical between exposures due to spatiotemporal fluctuations or the stochastic nature of dynamical pathways. However, most ultrafast pump-probe experiments struggle to distinguish intrinsic sample fluctuations from extrinsic apparatus noise, often missing deviations from the averaged response. Leveraging the stability and high photon flux of time-resolved X-ray micro-diffraction at a synchrotron, we characterized stochastic photoinduced dynamics in a solid-state ionic conductor. By analyzing temporal evolutions of the lattice parameter of a single grain, we found that shot-to-shot fluctuations are not independent. Instead, correlations exist between nonequilibrium lattice trajectories following adjacent shots, with a characteristic correlation length of approximately 1500 shots, corresponding to an energy barrier of 0.4 ± 0.1 eV, close to the activation energy of lithium-ion diffusion.

36 MATERIALS SCIENCE↗
DOE OSTI2011

Stochastic Dynamics of Charge Fluctuations in Dusty Plasma

Dust particles immersed in plasma acquire charge by collecting electrons and ions and also by emitting electrons. The grain charge fluctuates due to the discrete nature of the charge. The rates of ions and electrons capturing depend on the grain charge and therefore on the history of the absorption. Memory effects can be introduced into stochastic charging dynamics by generalizing the standard Langevin equation to fractional Langevin equation with shifted fractional derivative. The temporal autocorrelation function of grain charge fluctuation is derived and average amplitude of fluctuations is determined.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2021

Observability Analysis of a Power System Stochastic Dynamic Model Using a Derivative-Free Approach

Serving as a prerequisite to power system dynamic state estimation, the observability analysis of a power system dynamic model has recently attracted the attention of many power engineers. However, because this model is typically nonlinear and large-scale, the analysis of its observability is a challenge to the traditional derivative-based methods. Indeed, the linear-approximation-based approach may provide unreliable results while the nonlinear-technique-based approach inevitably faces extremely complicated derivations. Furthermore, because power systems are intrinsically stochastic, the traditional deterministic approaches may lead to inaccurate observability analyses. In this work, facing these challenges, we propose a novel polynomial-chaos-based derivative-free observability analysis approach that not only is free of any linear approximations, but also accounts for the stochasticity of the dynamic model while bringing a low implementation complexity. Furthermore, this approach enables us to quantify the degree of observability of a stochastic model, what conventional deterministic methods cannot do. The excellent performance of the proposed method has been demonstrated by performing extensive simulations using a synchronous generator model with IEEE-DC1A exciter and the TGOV1 turbine governor.

24 POWER TRANSMISSION AND DISTRIBUTION↗