Search NASA⌕ Search

SEARCH · Search NASA

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 37 records · Page 2

First-passage time statistics on surfaces of general shape: Surface PDE solvers using Generalized Moving Least Squares (GMLS)

Here, we develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics d X t = a (X t ) dt + b(X t ) d W t . We formulate descriptions of Brownian motion and general drift-diffusion processes on surfaces. We consider statistics of the form u (x) = E x [$∫^{τ}_{0}$ g (X t ) dt ] + E x [ f (X τ )] for a domain Ω and the exit stopping time τ = inf t { t >0 | X i Ω}, where f , g are general smooth functions. For computing these statistics, we develop high-order Generalized Moving Least Squares (GMLS) solvers for associated surface PDE boundary-value problems based on Backward- Kolmogorov equations. We focus particularly on the mean First Passage Times (FPTs) given by the case f = 0, g = 1 where u (x) = E x [τ]. We perform studies for a variety of shapes showing our methods converge with high-order accuracy both in capturing the geometry and the surface PDE solutions. We then perform studies showing how statistics are influenced by the surface geometry, drift dynamics, and spatially dependent diffusivities.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An investigation of Newton-Sketch and subsampled Newton methods

Sketching, a dimensionality reduction technique, has received much attention in the statistics community. In this paper, we study sketching in the context of Newton's method for solving finite-sum optimization problems in which the number of variables and data points are both large. In this work, we study two forms of sketching that perform dimensionality reduction in data space: Hessian subsampling and randomized Hadamard transformations. Each has its own advantages, and their relative tradeoffs have not been investigated in the optimization literature. Additionally, our study focuses on practical versions of the two methods in which the resulting linear systems of equations are solved approximately, at every iteration, using an iterative solver. The advantages of using the conjugate gradient method vs. a stochastic gradient iteration are revealed through a set of numerical experiments, and a complexity analysis of the Hessian subsampling method is presented.

97 MATHEMATICS AND COMPUTING↗

A light weight regularization for wave function parameter gradients in quantum Monte Carlo

The parameter derivative of the expectation value of the energy, ∂E/∂p, is a key ingredient in variational Monte Carlo (VMC) wave function optimization methods. In some cases, a naïve estimate of this derivative suffers from an infinite variance, which inhibits the efficiency of optimization methods that rely on a stable estimate of the derivative. In this work, we derive a simple regularization of the naïve estimator, which is trivial to implement in existing VMC codes, has finite variance, and a negligible bias, which can be extrapolated to zero bias with no extra cost. We use this estimator to construct an unbiased, finite variance estimation of ∂E/∂p for a multi-Slater–Jastrow trial wave function on the LiH molecule and in the optimization of a multi-Slater–Jastrow trial wave function on the CuO molecule. This regularized estimator is a simple and efficient estimator of ∂E/∂p for VMC optimization techniques.

36 MATERIALS SCIENCE↗

Training neural networks using Metropolis Monte Carlo and an adaptive variant

Abstract We examine the zero-temperature Metropolis Monte Carlo (MC) algorithm as a tool for training a neural network by minimizing a loss function. We find that, as expected on theoretical grounds and shown empirically by other authors, Metropolis MC can train a neural net with an accuracy comparable to that of gradient descent (GD), if not necessarily as quickly. The Metropolis algorithm does not fail automatically when the number of parameters of a neural network is large. It can fail when a neural network’s structure or neuron activations are strongly heterogenous, and we introduce an adaptive Monte Carlo algorithm (aMC) to overcome these limitations. The intrinsic stochasticity and numerical stability of the MC method allow aMC to train deep neural networks and recurrent neural networks in which the gradient is too small or too large to allow training by GD. MC methods offer a complement to gradient-based methods for training neural networks, allowing access to a distinct set of network architectures and principles.

97 MATHEMATICS AND COMPUTING↗

Differentiable Multiphysics Codes: A Breakthrough Technology for Simulation and Computing

This document summarizes the findings of a strategic planning exercise commissioned by the Weapons Simulation and Computing, Computational Physics (WSC/CP) program at the Lawrence Livermore National Laboratory (LLNL) in FY24. During the year, the committee met with multiple stakeholder communities to gather input, opinions, suggestions and concerns which have been incorporated throughout this document. The key findings from this exercise are summarized: • The development of multiphysics modelling and simulation (mod/sim) codes and software technologies, their deployment on exascale compute platforms, and their broad adoption across the NNSA is a major success of the Advanced Simulation and Computing (ASC) program and the Exascale Computing Project (ECP). Sustained investment in these core technologies is essential. • Today’s state of the art involves running ensembles of O(100K) simulations to perform uncertainty quantification (UQ) and design studies using multiple statistical methods such as Bayesian optimization to understand sensitivities of our models and explore parameterized design spaces. Even with exascale computing, we are practically limited to O(10) parameters in these studies since the number of simulations required to sample the space scales exponentially with the number of design parameters. • The data from these simulation ensembles is increasingly being used to train machine learned (ML) surrogates (or reduced order models, ROMs) which can then be used for optimization or real time design exploration. However, the trained surrogates are still limited in the number of parameters they can represent due to the sampling limitations previously noted. • Augmenting our suite of integrated multiphysics simulation codes, both current and emerging, with the ability to compute gradients (solution derivatives) of arbitrary simulation outputs with respect to (some or all) simulation inputs would be a breakthrough technology, opening the door to a new era of efficient and automated inverse design based on verified and validated mod/sim capabilities. • This capability, which we refer to as differentiable multiphysics codes (DMCs), would revolutionize both UQ and optimization studies by breaking the curse of dimensionality that presently limits our “gradient-free” ensemble based computing approach. A similar breakthrough occurred in the AI/ML community once the ability to compute gradients of arbitrary loss functions using back-propagation became commonplace. Gradient information from the multiphysics codes can also be used to dramatically improve the efficiency and scale of training of ML/ROM surrogates for rapid assessments. • Achieving this in our suite of codes will be a grand challenge, similar to the amount of effort that was required to transition from CPU to GPU computing. It will require buy-in from the entire WSC/CP program and beyond, including all integrated codes, physics and engineering models, third-party library dependencies and performance portability abstractions. It will also require investment in research and development of numerical methods for computing adjoints of coupled physics across multiple adaptively refined moving meshes and of stochastic (Monte Carlo) and mesh free (SPH) methods. • New software and numerical techniques, largely pioneered by the AI/ML community, make this feasible. Chief among these is automatic differentiation (AD), the ability to employ AD at point-wise locations in a physics calculation (instead of traditional black-box approaches) and the ability to perform “back-propagation in time” (or reverse mode AD) for non-linear partial differential equations (PDEs). Fundamentally, the conclusion of this strategic planning exercise is that the time is right to undertake a large scale effort in WSC, centered on the existing integrated codes, to continue the natural evolution of mod/sim in the age of AI/ML. Instead of attempting to replace mod/sim with purely data driven AI/ML models, we believe the key to success is to integrate AI/ML by building on top of the decades of hard-won knowledge and the verified/validated multiphysics modelling capability that is the hallmark of the ASC program.

97 MATHEMATICS AND COMPUTING↗

Numerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle

Within this work, we establish a stochastic contact variational integrator and its discrete version via stochastic Herglotz variational principle for stochastic contact Hamiltonian systems. A general structure-preserving stochastic contact method is provided to seek the stochastic contact variational integrators. Numerical experiments are performed to verify the validity of this approach.

97 MATHEMATICS AND COMPUTING↗

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 ↗

Space-Time Reduced-Order Modeling for Uncertainty Quantification

This work focuses on the space-time reduced-order modeling (ROM) method for solving large-scale uncertainty quantification (UQ) problems with multiple random coefficients. In contrast with the traditional space ROM approach, which performs dimension reduction in the spatial dimension, the space-time ROM approach performs dimension reduction on both the spatial and temporal domains, and thus enables accurate approximate solutions at a low cost. We incorporate the space-time ROM strategy with various classical stochastic UQ propagation methods such as stochastic Galerkin and Monte Carlo. Numerical results demonstrate that our methodology has significant computational advantages compared to state-of-the-art ROM approaches. By testing the approximation errors, we show that there is no obvious loss of simulation accuracy for space-time ROM given its high computational efficiency.

97 MATHEMATICS AND COMPUTING↗

Quantum Monte Carlo benchmarking of large noncovalent complexes in the L7 benchmark set

We have used diffusion Monte Carlo (DMC) to perform calculations on the L7 benchmark set. DMC is a stochastic numerical integration scheme in real-space and part of a larger set of quantum Monte Carlo methods. The L7 set was designed to test the ability of electronic structure methods to include dispersive interactions. While the agreement between DMC and quantum-chemical state-of-the-art methods is excellent for some of the structures, there are significant differences in others. In contrast to wavefunction-based quantum chemical methods, DMC is a first-principle many-body method with the many-body wavefunction evolving in real space. It includes explicitly all electron–electron interactions and is relatively insensitive to the size of the basis set.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises

The Fokker–Planck equation (FPE) is an important deterministic tool for investigating stochastic dynamical systems. In this paper, we consider the space-time fractional FPE driven by multiplicative Marcus Lévy noises. Efficient numerical schemes are presented to solve the equations. Stability and convergence of the methods are also discussed. We give some numerical experiments to validate our schemes, and examine the effects of parameters on solutions. Additionally, we analyze the maximal likely trajectories and the critical time for the change of the most probability location.

Mathematics↗

Design of experiments to spectroscopically characterize radiation flow in stochastic media

Precise characterization of experimental radiation flow is required to validate the high energy density physics models, numerical methods, and codes that are used to simulate radiation-hydrodynamics phenomena such as thermal radiation transport in stochastic media. The Cassio code is used to simulate thermal radiation flow through inhomogeneous, stochastic-media-foam configurations containing optically thick clumps dispersed within an optically thin background aerogel. Cassio can model small inhomogeneous problems directly, but most problems require approximations to meet computer limitations on run-times and memory usage. Various examples of these approximations are methods that produce, in one calculation, an ensemble-averaged solution and associated standard deviation; reduced spatial dimensionality with approximate geometries; and full material homogenization with no geometric detail. Cassio simulations are used to design experiments at the OMEGA-60 Laser Facility that can measure the radiation flow using the spatially resolved COAX absorption spectroscopy diagnostic. The experimental platforms flow radiation through foam targets ranging from a background-only aerogel, to a single configuration of a specified stochastic medium, to a fully homogenized foam of the background and clump materials. Under constant total clump mass, larger clumps (here, larger than 10 μm diameter) will mix more slowly with the background such that the bulk radiation flow is faster than it would be in a fully homogenized material. The COAX platform can be used to infer temperature and density profiles in both the background material and clumps, simultaneously, and therefore to differentiate radiation flow in a range of stochastic and homogeneous media.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Non-local transport in radiation-hydrodynamics codes for ICF by efficient coupling to an external Vlasov–Fokker–Planck code

Accurately incorporating non-local transport into radiation-hydrodynamics codes, and indeed any fluid system, has long been elusive. To date, a simplified and accurate theory that can be easily integrated has not been available. This limitation affects modeling in inertial confinement fusion (ICF) and magnetic confinement fusion systems, among others, where non-local transport is well-known to be present. Here, we present a coupling methodology between a full Vlasov–Fokker–Planck (VFP) electron kinetic code and radiation-hydrodynamics (rad-hydro) codes. The VFP code is used to adjust native electron transport in the rad-hydro code, thus enabling improved transport without the need to integrate a full electron VFP solver into the rad-hydro code. This approach necessitates only occasional invocation of the VFP code, reducing computational intensity compared to following the dynamic evolution entirely with the VFP code on fluid time scales. We illustrate that the methodology is more accurate than other simplified methods in thermal decay systems relevant to ICF and can replicate standard theoretical results with high accuracy.

Electronic transport↗

Deep Reinforcement Learning for Distribution System Restoration Using Distributed Energy Resources and Tie-Switches

Distributed energy resources (DERs), such as solar PVs and energy storage, can be used to restore distribution system critical loads after the extreme weather events to increase grid resilience. However, coordinating multiple DERs together with tie-switches for multi-step restoration process under renewable uncertainty is challenging. This paper proposes a deep reinforcement learning to control discrete actions of switching on/off tie switches and DERs for critical load restoration. The restoration problem is first cast into the Markov decision process suitable for DRL. Then, the original soft actor critic (SAC) method for continuous actions has been extended to handle discrete and continuous actions. Numerical comparison results with other stochastic optimization-based approaches on the modified IEEE 33-bus system show that the proposed method can achieve fast critical load restoration in the presence of substation power outage while maintaining system voltage limit throughout the restoration process.

active distribution systems↗

Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems

The flow-driven spectral chaos (FSC) is a recently developed method for tracking and quantifying uncertainties in the long-time response of stochastic dynamical systems using the spectral approach. The method uses a novel concept called enriched stochastic flow maps as a means to construct an evolving finite-dimensional random function space that is both accurate and computationally efficient in time. In this paper, we present a multi-element version of the FSC method (the ME-FSC method for short) to tackle (mainly) those dynamical systems that are inherently discontinuous over the probability space. In ME-FSC, the random domain is partitioned into several elements, and then the problem is solved separately on each random element using the FSC method. Subsequently, results are aggregated to compute the probability moments of interest using the law of total probability. To demonstrate the effectiveness of the ME-FSC method in dealing with discontinuities and long-time integration of stochastic dynamical systems, four representative numerical examples are presented in this paper, including the Van-der-Pol oscillator problem and the Kraichnan-Orszag three-mode problem. Results show that the ME-FSC method is capable of solving problems that have strong nonlinear dependencies over the probability space, both reliably and at low computational cost.

97 MATHEMATICS AND COMPUTING↗

Block triangular preconditioning for stochastic Galerkin method

Here, in this paper, we develop a new block triangular preconditioner for solving partial differential equations with random coefficients. We prove spectral bounds for the preconditioned system. Several numerical examples are provided to demonstrate the efficiency of this preconditioner, especially for stochastic problems with large variance.

97 MATHEMATICS AND COMPUTING↗

Embedded training of neural-network subgrid-scale turbulence models

We report that the weights of a deep neural-network model are optimized in conjunction with the governing flow equations to provide a model for subgrid-scale stresses in a temporally developing plane turbulent jet at Reynolds number Re 0 = 6000 . The objective function for training is first based on the instantaneous filtered velocity fields from a corresponding direct numerical simulation, and the training is by a stochastic gradient descent method, which uses the adjoint Navier-Stokes equations to provide the end-to-end sensitivities of the model weights to the velocity fields. In-sample and out-of-sample testing on multiple dual-jet configurations show that its required mesh density in each coordinate direction for prediction of mean flow, Reynolds stresses, and spectra is half that needed by the dynamic Smagorinsky model for comparable accuracy. The same neural-network model trained directly to match filtered subgrid-scale stresses, without the constraint of being embedded within the flow equations during the training, fails to provide a qualitatively correct prediction. The coupled formulation is generalized to train based only on mean-flow and Reynolds stresses, which are more readily available in experiments. The mean-flow training provides a robust model, which is important, though a somewhat less accurate prediction for the same coarse meshes, as might be anticipated due to the reduced information available for training in this case. The anticipated advantage of the formulation is that the inclusion of resolved physics in the training increases its capacity to extrapolate. This is assessed for the case of passive scalar transport, for which it outperforms established models due to improved mixing predictions.

42 ENGINEERING↗

Lagrangian simulations of spray interaction with a surface using a stochastic multi-regime impingement model

Modeling of spray impingement upon the piston or cylinder surface is important for hydrocarbon emission and soot predictions in high-fidelity simulation of internal combustion engines with direct injections. Due to the complexity of the physical process of spray impingement, current computational models heavily rely on the empirical studies which involve large uncertainties. A computational model is presented for spray impingement on solid walls in general computational fluid dynamics (CFD) simulations. The model adopts the Marmanis-Thoroddsen theory for determining the number of secondary droplets and a stochastic method for calculating the velocities of the secondary droplets. The numerical methods and parallel implementation of the impingement model are presented in detail. The model is implemented in Grit, which is a recently developed CPU/GPU performance-portable Lagrangian particle library, for accelerating spray simulations. The model and its implementation are tested for examples of spray impingements on flat and smooth surfaces with different impingement angles.

Ge, Wenjun↗

Staggered scheme for the compressible fluctuating hydrodynamics of multispecies fluid mixtures

Here, we present a numerical formulation for the solution of nonisothermal, compressible Navier-Stokes equations with thermal fluctuations to describe mesoscale transport phenomena in multispecies fluid mixtures. The novelty of our numerical method is the use of staggered grid momenta along with a finite volume discretization of the thermodynamic variables to solve the resulting stochastic partial differential equations. The key advantages of the numerical scheme are that it significantly simplifies the discretization of diffusive and stochastic momentum fluxes into a more compact form, and it provides an unambiguous prescription of boundary conditions involving pressure. The staggered grid scheme more accurately reproduces the equilibrium static structure factor of hydrodynamic fluctuations in gas mixtures compared to a collocated scheme described previously by Balakrishnan et al. [Phys. Rev. E 89, 013017 (2014)1539-375510.1103/PhysRevE.89.013017]. The numerical method is tested for ideal noble gases mixtures under various nonequilibrium conditions, such as applied thermal and concentration gradients, to assess the role of cross-diffusion effects, such as Soret and Dufour, on the long-ranged correlations of hydrodynamic fluctuations, which are also more accurately reproduced compared to the collocated scheme. We numerically study giant nonequilibrium fluctuations driven by concentration gradients and fluctuation-driven Rayleigh-Taylor instability in gas mixtures. Wherever applicable, excellent agreement is observed with theory and measurements from the direct simulation Monte Carlo method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗