Search NASA⌕ Search

SEARCH · Search NASA

Results for “Gaussian process learning”

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 433 records · Page 24
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Uncertainty Quantification for Multiphase Computational Fluid Dynamics Closure Relations with a Physics-Informed Bayesian Approach

Multiphase Computational Fluid Dynamics (MCFD) based on the two-fluid model is considered a promising tool to model complex two-phase flow systems. MCFD simulation can predict local flow features without resolving interfacial information. As a result, the MCFD solver relies on closure relations to describe the interaction between the two phases. Those empirical or semi-mechanistic closure relations constitute a major source of uncertainty for MCFD predictions. In this paper, we leverage a physics-informed uncertainty quantification (UQ) approach to inversely quantify the closure relations’ model form uncertainty in a physically consistent manner. This proposed approach considers the model form uncertainty terms as stochastic fields that are additive to the closure relation outputs. Combining dimensionality reduction and Gaussian processes, the posterior distribution of the stochastic fields can be effectively quantified within the Bayesian framework with the support of experimental measurements. As this UQ approach is fully integrated into the MCFD solving process, the physical constraints of the system can be naturally preserved in the UQ results. Here, in a case study of adiabatic bubbly flow, we demonstrate that this UQ approach can quantify the model form uncertainty of the MCFD interfacial force closure relations, thus effectively improving the simulation results with relatively sparse data support.

42 ENGINEERING↗
DOE OSTI2024

Autonomous Synthesis of Thin Film Materials with Pulsed Laser Deposition Enabled by In Situ Spectroscopy and Automation

Autonomous systems that combine synthesis, characterization, and artificial intelligence can greatly accelerate the discovery and optimization of materials, however platforms for growth of macroscale thin films by physical vapor deposition techniques have lagged far behind others. Here this study demonstrates autonomous synthesis by pulsed laser deposition (PLD), a highly versatile synthesis technique, in the growth of ultrathin WSe 2 films. Further, by combing the automation of PLD synthesis and in situ diagnostic feedback with a high-throughput methodology, this study demonstrates a workflow and platform which uses Gaussian process regression and Bayesian optimization to autonomously identify growth regimes for WSe 2 films based on Raman spectral criteria by efficiently sampling 0.25% of the chosen 4D parameter space. With throughputs at least 10x faster than traditional PLD workflows, this platform and workflow enables the accelerated discovery and autonomous optimization of the vast number of materials that can be synthesized by PLD.

36 MATERIALS SCIENCE↗
DOE OSTI2022

Accelerating Hydraulic Fracture Imaging by Deep Transfer Learning

Deep transfer learning has a great success story in computer vision (CV), natural language processing, and many other fields. In this communication, we are going to push forward the deep transfer learning to the hydraulic fracture imaging problem by proposing a two-step approach: 1) train a convolutional neural network (CNN) to reconstruct target geometries by a relatively large amount of approximated field patterns generated from a simplified model and 2) fine-tune the top layers of transferred CNN by a small amount of true field patterns generated through a full model. The advantages include the rapid generation of large amount of data through the simplified model and the high reconstruction accuracy through a careful design of the deep transfer learning. Here, the CNN trained through the deep transfer learning can accurately reconstruct the lateral extent and direction of fractures with unseen conductivity and white Gaussian noise, showing a notable acceleration/accuracy enhancement over the previous CNN trained by mixing a small number of true data into the approximated data as data augmentation.

02 PETROLEUM↗
DOE OSTI2026

3D reconstruction and neural rendering for adversarial machine learning

While evasion attacks on computer vision systems have been widely studied, creating attacks that remain effective under significant changes in viewpoint continues to be challenging. Traditional approaches often rely on affine transformations of images, but these approaches degrade at larger perspective shifts and often produce unrealistic or ineffective perturbations. Recent methods use differentiable renderers to improve viewpoint robustness, but they typically depend on manually constructed 3D models. We introduce a semi-automated pipeline that generates physically printable and perspective-invariant adversarial patches using only a small set of 2D images. Our method integrates 3D reconstruction, neural rendering, adversarial patch optimization, and an object detection victim model into a unified workflow. We use 2D Gaussian Splatting for high fidelity mesh reconstruction and FlexPara for surface parameterization that produces texture maps suitable for patch editing. Together, these components form a fully differentiable pipeline in PyTorch3D that links texture modification to model outputs, enabling efficient optimization of patches that remain effective across many viewpoints. The complete process, from image capture to patch printing and physical evaluation, can be completed within a few hours. We demonstrate the effectiveness of the resulting patches through attacks on the YOLOv8 object detection model and discuss remaining challenges and opportunities for improving robustness and scalability.

Singhvi, Vivaan [ORNL] (ORCID:0009000586288221)↗
DOE OSTI2020

A Nonlocal-Gradient Descent Method for Inverse Design in Nanophotonics

Local-gradient-based optimization approaches lack nonlocal exploration abilityrequired for escaping from local minima when searching non-convex landscapes.A directional Gaussian smoothing (DGS) approach was recently proposed in [29]and used to define a truly nonlocal gradient, referred to as the DGS gradient, inorder to enable nonlocal exploration in high-dimensional black-box optimization.Promising results show that replacing the traditional local gradient with the nonlocalDGS gradient can significantly improve the performance of gradient-based methodsin optimizing highly multi-modal loss functions. However, the current DGS methodis designed for unbounded and uncontrained optimization problems, making itinapplicable to real-world engineering optimization problems where the tuningparameters are often bounded and the loss function is usually constrained byphysical processes. In this work, we propose to extend to the DGS approachto the constrained inverse design framework in order to find better optima ofmulti-modal loss functions. A series of adaptive strategies for smoothing radiusand learning rate updating are developed to improve the computational efficiencyand robustness. Our methodology is demonstrated by an example of designing ananoscale wavelength demultiplexer, and shows superior performance compared tothe state-of-the-art approaches. By incorporating volume constraints, the optimizeddesign achieves an equivalently high performance but significantly reduces theamount of material usage.

Bi, Sirui↗
DOE OSTI2022

Surrogate Modeling of Nonlinear Dynamic Systems: A Comparative Study

Surrogate models play a vital role in overcoming the computational challenge in designing and analyzing nonlinear dynamic systems, especially in the presence of uncertainty. This paper presents a comparative study of different surrogate modeling techniques for nonlinear dynamic systems. Four surrogate modeling methods, namely, Gaussian process (GP) regression, a long short-term memory (LSTM) network, a convolutional neural network (CNN) with LSTM (CNN-LSTM), and a CNN with bidirectional LSTM (CNN-BLSTM), are studied and compared. All these model types can predict the future behavior of dynamic systems over long periods based on training data from relatively short periods. The multi-dimensional inputs of surrogate models are organized in a nonlinear autoregressive exogenous model (NARX) scheme to enable recursive prediction over long periods, where current predictions replace inputs from the previous time window. Three numerical examples, including one mathematical example and two nonlinear engineering analysis models, are used to compare the performance of the four surrogate modeling techniques. The results show that the GP-NARX surrogate model tends to have more stable performance than the other three deep learning (DL)-based methods for the three particular examples studied. The tuning effort of GP-NARX is also much lower than its deep learning-based counterparts.

42 ENGINEERING↗
DOE OSTI2022

Bayesian operator inference for data-driven reduced-order modeling

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian inverse problem with Gaussian prior and likelihood. The resulting posterior distribution characterizes the operators defining the reduced-order model, hence the predictions subsequently issued by the reduced-order model are endowed with uncertainty. The statistical moments of these predictions are estimated via a Monte Carlo sampling of the posterior distribution. Since the reduced models are fast to solve, this sampling is computationally efficient. Furthermore, the proposed Bayesian framework provides a statistical interpretation of the regularization term that is present in the deterministic operator inference problem, and the empirical Bayes approach of maximum marginal likelihood suggests a selection algorithm for the regularization hyperparameters. The proposed method is demonstrated on two examples: the compressible Euler equations with noise-corrupted observations, and a single-injector combustion process.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

A framework for data-driven solution and parameter estimation of PDEs using conditional generative adversarial networks

We employ and adapt the image-to-image translation concept based on conditional generative adversarial networks (cGAN) for learning a forward and an inverse solution operator of partial differential equations (PDEs). We focus on steady-state solutions of coupled hydromechanical processes in heterogeneous porous media and present the parameterization of the spatially heterogeneous coefficients, which is exceedingly difficult using standard reduced-order modeling techniques. We show that our framework provides a speed-up of at least 2,000 times compared to a finite-element solver and achieves a relative root-mean-square error (r.m.s.e.) of less than 2% for forward modeling. For inverse modeling, the framework estimates the heterogeneous coefficients, given an input of pressure and/or displacement fields, with a relative r.m.s.e. of less than 7%, even for cases where the input data are incomplete and contaminated by noise. The framework also provides a speed-up of 120,000 times compared to a Gaussian prior-based inverse modeling approach while also delivering more accurate results.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

DeepCMB: Lensing reconstruction of the cosmic microwave background with deep neural networks

Next-generation cosmic microwave background (CMB) experiments will have lower noise and therefore increased sensitivity, enabling improved constraints on fundamental physics parameters such as the sum of neutrino masses and the tensor-to-scalar ratio r. Achieving competitive constraints on these parameters requires high signal-to-noise extraction of the projected gravitational potential from the CMB maps. Standard methods for reconstructing the lensing potential employ the quadratic estimator (QE). However, the QE performs suboptimally at the low noise levels expected in upcoming experiments. Other methods, like maximum likelihood estimators (MLE), are under active development. In this work, we demonstrate reconstruction of the CMB lensing potential with deep convolutional neural networks (CNN) - ie, a ResUNet. The network is trained and tested on simulated data, and otherwise has no physical parametrization related to the physical processes of the CMB and gravitational lensing. We show that, over a wide range of angular scales, ResUNets recover the input gravitational potential with a higher signal-to-noise ratio than the QE method, reaching levels comparable to analytic approximations of MLE methods. We demonstrate that the network outputs quantifiably different lensing maps when given input CMB maps generated with different cosmologies. We also show we can use the reconstructed lensing map for cosmological parameter estimation. This application of CNN provides a few innovations at the intersection of cosmology and machine learning. First, while training and regressing on images, we predict a continuous-variable field rather than discrete classes. Second, we are able to establish uncertainty measures for the network output that are analogous to standard methods. We expect this approach to excel in capturing hard-to-model non-Gaussian astrophysical foreground and noise contributions.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2019

DeepCMB: Lensing Reconstruction of the CMB with Deep Neural Networks

Next-generation cosmic microwave background (CMB) experiments will have lower noise and therefore increased sensitivity, enabling improved constraints on fundamental physics parameters such as the sum of neutrino masses and the tensor-to-scalar ratio r. Achieving competitive constraints on these parameters requires high signal-to-noise extraction of the projected gravitational potential from the CMB maps. Standard methods for reconstructing the lensing potential employ the quadratic estimator (QE). However, the QE performs suboptimally at the low noise levels expected in upcoming experiments. Other methods, like maximum likelihood estimators (MLE), are under active development. In this work, we demonstrate reconstruction of the CMB lensing potential with deep convolutional neural networks (CNN) - ie, a ResUNet. The network is trained and tested on simulated data, and otherwise has no physical parametrization related to the physical processes of the CMB and gravitati onal lensing. We show that, over a wide range of angular scales, ResUNets recover the input gravitational potential with a higher signal-to-noise ratio than the QE method, reaching levels comparable to analytic approximations of MLE methods. We demonstrate that the network outputs quantifiably different lensing maps when given input CMB maps generated with different cosmologies. We also show we can use the reconstructed lensing map for cosmological parameter estimation. This application of CNN provides a few innovations at the intersection of cosmology and machine learning. First, while training and regressing on images, we predict a continuous-variable field rather than discrete classes. Second, we are able to establish uncertainty measures for the network output that are analogous to standard methods. We expect this approach to excel in capturing hard-to-model non-Gaussian astrophysical foreground and noise contributions.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2022

Characterizing soil water content variability across spatial scales from optimized high-resolution distributed temperature sensing technique

Fiber-optic Distributed Temperature Sensing, when combined with the Single-probe Heat-pulse technique can measure soil moisture (θ) across spatial scales. The key limitation of this system is in obtaining the relationship between soil thermal conductivity (λ) and θ for a specific field. Using the Department of Energy Atmospheric Radiation Measurement (ARM) site, this study tested a new methodology to account for the spatial variability in the λ-θ relationship using a Gaussian processes model. The resulting accurate θ measurements (RMSE = 0.03 m 3 m –3 ) were used to characterize the spatial variability of θ across scales and to develop an empirical equation that can correct for the changes in the θ spatial variability observed at different spatial resolutions. In addition, the number of required samples to accurately characterize θ and its variability over scales ranging from 5 m and 350 m were estimated. Finally, these findings provide key information to scale soil moisture from centimeters to hundreds of meters for process understanding.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

Electron energy loss spectroscopy database synthesis and automation of core-loss edge recognition by deep-learning neural networks

Abstract The ionization edges encoded in the electron energy loss spectroscopy (EELS) spectra enable advanced material analysis including composition analyses and elemental quantifications. The development of the parallel EELS instrument and fast, sensitive detectors have greatly improved the acquisition speed of EELS spectra. However, the traditional way of core-loss edge recognition is experience based and human labor dependent, which limits the processing speed. So far, the low signal–noise ratio and the low jump ratio of the core-loss edges on the raw EELS spectra have been challenging for the automation of edge recognition. In this work, a convolutional-bidirectional long short-term memory neural network (CNN-BiLSTM) is proposed to automate the detection and elemental identification of core-loss edges from raw spectra. An EELS spectral database is synthesized by using our forward model to assist in the training and validation of the neural network. To make the synthesized spectra resemble the real spectra, we collected a large library of experimentally acquired EELS core edges. In synthesize the training library, the edges are modeled by fitting the multi-Gaussian model to the real edges from experiments, and the noise and instrumental imperfectness are simulated and added. The well-trained CNN-BiLSTM network is tested against both the simulated spectra and real spectra collected from experiments. The high accuracy of the network, 94.9%, proves that, without complicated preprocessing of the raw spectra, the proposed CNN-BiLSTM network achieves the automation of core-loss edge recognition for EELS spectra with high accuracy.

36 MATERIALS SCIENCE↗
DOE OSTI2025

Machine Learning to Select Experiments Driven by Fundamental Science and Applications for Targeted Nuclear Data Improvement

This work describes a blueprint for a process that accelerates progress in science by quantitatively answering the following question: What is the optimal combination of fundamental-science and application-driven experiments to maximally reduce pertinent data uncertainties? Answering this question entails solving a high-dimensional and complex optimization problem that is best solved with advanced statistic techniques often classified as machine learning. We apply this process within the framework of nuclear data with the aim to select an experiment combination that will reduce uncertainties in 239 Pu nuclear data for neutron energies between 1 and 600 keV. In this field, fundamental-physics driven data, called differential, look at one nuclear physics observable at a time. They are contrasted to application-driven, integral, data where one or few resulting values inform a broad set of nuclear data across several nuclides and energies. The candidates for integral experiments are criticality measurements that were refined by a genetic algorithm to be maximally sensitive to 239 Pu fission cross sections in the desired energy range. Twenty-three candidate differential experiments were investigated and span multiple nuclear physics observables (e.g., total, capture cross sections) for isotopes appearing in the integral experiments. The optimal combination among these candidate experiments was investigated via generalized least squares fitting, augmented with Gaussian processes to ameliorate statistical irregularities in data, and the D-optimality criterion. The latter evaluates for each pair of candidates the joint reduction in uncertainties of all 12200 nuclear data appearing in the integral experiments compared to the knowledge we have from 168 past experiments, theory, and nuclear data. We chose as differential measurements those that investigate 63 Cu and 239 Pu total cross sections, based on D-optimality rank and feasibility constraints. Two integral (criticality) experiments were selected: An experiment with Al 2 ⁢O 3 and graphite interleaved with Pu and a thick Cu reflector explores 1–30 keV, while we target the 30–600 keV range with an experiment that swaps boron in place of graphite with a different geometry.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2020

Optimizing long-term monitoring of radiation air-dose rates after the Fukushima Daiichi Nuclear Power Plant

Radiation air dose rates near the Fukushima Daiichi Nuclear Power Plant (FDNPP) have been steadily decreasing over the past eight years since the release of radioactive elements in March 2011. Currently, the radiation monitoring program is expected to transition to long-term monitoring after most of the remediation activities are completed. The main long-term monitoring objectives are to (1) confirm the continuing reduction of contaminant and hazard levels, (2) provide assurance for the public, (3) accumulate the basic datasets for scientific knowledge and future preparation, and (4) detect changes or anomalies in contaminant mobility (if they occur), or any unexpected processes or events. In this work, we have developed a methodology for optimizing the monitoring locations of radiation air dose-rate monitoring. Our approach consists of three steps in order to determine monitoring locations in a systematic manner: (1) prioritizing the critical locations, such as schools or regulatory requirement locations, (2) diversifying locations that cover the key environmental controls that are known to influence contaminant mobility and distributions, and (3) capturing the heterogeneity of radiation air-dose rates across the domain. Therefore, for the second step, we use a Gaussian mixture model to identify the representative locations among multiple environmental variables, such as elevation and land-cover types. For the third step, we use a Gaussian process model to capture and estimate the heterogeneity of air-dose rates across the domain. Employing an integrated dose-rate map derived from Bayesian geostatistical methods as a reference map, we distribute the monitoring locations in such a way as to capture the heterogeneity of the reference map. Our results have shown that this approach allows us to select monitoring locations in a systematic manner such that the heterogeneity of air dose rates is captured by the minimal number of monitoring locations.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
DOE OSTI2025

Uncertainty Quantification for Data-Driven Machine Learning Models in Nuclear Engineering Applications: Where We Are and What Do We Need?

Machine learning (ML) has been leveraged to tackle a diverse range of tasks in almost all branches of nuclear engineering. Many of the successes in ML applications can be attributed to the recent performance breakthroughs in deep learning, the growing availability of computational power, data, and easy-to-use ML libraries. However, these empirical successes have often outpaced our formal understanding of the ML algorithms. An important but under-rated area is uncertainty quantification (UQ) of ML. ML-based models are subject to approximation uncertainty when they are used to make predictions, due to sources including but not limited to, data noise, data coverage, extrapolation, imperfect model architecture and the stochastic training process. The goal of this paper is to clearly explain and illustrate the importance of UQ of ML. We will elucidate the differences in the basic concepts of UQ of physics-based models and data-driven ML models. Various sources of uncertainties in physical modeling and data-driven modeling will be discussed, demonstrated, and compared. We will also present and demonstrate a few techniques to quantify the ML prediction uncertainties, including Monte Carlo dropout, deep ensemble, Bayesian neural networks, Gaussian Processes and conformal prediction. Lastly, we will discuss the need for building a verification, validation and UQ framework to establish ML credibility.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2021

Data assimilation empowered neural network parametrizations for subgrid processes in geophysical flows

In the past couple of years, there has been a proliferation in the use of machine learning approaches to represent subgrid-scale processes in geophysical flows with an aim to improve the forecasting capability and to accelerate numerical simulations of these flows. Despite its success for different types of flow, the online deployment of a data-driven closure model can cause instabilities and biases in modeling the overall effect of subgrid-scale processes, which in turn leads to inaccurate prediction. To tackle this issue, we exploit the data assimilation technique to correct the physics-based model coupled with the neural network as a surrogate for unresolved flow dynamics in multiscale systems. In particular, we use a set of neural network architectures to learn the correlation between resolved flow variables and the parametrizations of unresolved flow dynamics and formulate a data assimilation approach to correct the hybrid model during their online deployment. We illustrate our framework in a set of applications of the multiscale Lorenz 96 system for which the parametrization model for unresolved scales is exactly known, and the two-dimensional Kraichnan turbulence system for which the parametrization model for unresolved scales is not known a priori. Our analysis, therefore, comprises a predictive dynamical core empowered by (i) a data-driven closure model for subgrid-scale processes, (ii) a data assimilation approach for forecast error correction, and (iii) both data-driven closure and data assimilation procedures. We show significant improvement in the long-term prediction of the underlying chaotic dynamics with our framework compared to using only neural network parametrizations for future prediction. Moreover, we demonstrate that these data-driven parametrization models can handle the non-Gaussian statistics of subgrid-scale processes, and effectively improve the accuracy of outer data assimilation workflow loops in a modular nonintrusive way.

42 ENGINEERING↗
DOE OSTI2025

Predicting Pulsed-Laser Deposition SrTiO 3 Homoepitaxy Growth Dynamics Using High-Speed Reflection High-Energy Electron Diffraction

Pulsed-laser deposition (PLD) is a powerful technique for growing complex oxides with controlled stoichiometry. To understand growth dynamics therein, it is common to leverage in situ spectroscopies, such as reflection high-energy electron diffraction (RHEED), to monitor surface crystallinity. Most commercial systems rely on video-rate cameras operating at 60-120 Hz that lack sufficient temporal resolution to capture growth dynamics at practical deposition frequencies. Here, a high-speed platform to record in situ dynamics via RHEED at >500 Hz is implemented. An open-source analysis package is designed to fit diffraction spots to 2D Gaussians, allowing single-pulse surface reconstruction kinetics extraction. Using homoepitaxially deposited (001)-oriented SrTiO 3 as a model system, we demonstrate how high-speed RHEED can provide real-time insight into growth processes obscured by slower acquisition systems. By fitting the single-pulse intensity to a set of exponential functions, we observe changes in the characteristic decay time and mechanism correlated to the substrate step width and surface termination. We observe distinct surface effects, with diffraction intensity decaying on lower-energy TiO 2 -terminated surfaces and stabilizing on SrO- or mixed-terminated surfaces. Similarly, using an exponential model, the extracted characteristic time of adatom deposition decreases with increased density of bonding sites associated with mixed termination and narrower step widths. Ultimately, this work shows how increasing RHEED temporal resolution can uncover new insights into growth processes, with practical implications for the design and control of PLD processes. This experimental platform provides new capabilities to enable data-driven machine learning analysis and autonomous control systems to enhance the complexity and fecundity of PLD.

(SrO)↗
DOE OSTI2025

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker–Planck Equations

The Fokker-Planck (FP) equation is a foundational partial differential equation (PDE) in stochastic processes involving Brownian motions. However, the curse of dimensionality (CoD) poses a formidable challenge when dealing with high-dimensional FP equations. Although Monte Carlo simulation and (vanilla) Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit significant numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimensionality increases, surpassing the precision of numerical simulations and resulting in substantial errors. In addition, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a notoriously difficult Hamilton-Jacobi-Bellman (HJB) equation, which is impractical for PINN learning, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in stochastic differential equations (SDEs). The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling, offering an effective means to overcome the CoD. Three fitting methods, Score Matching (SM), Sliced Score Matching (SSM), and Score-PINN, are introduced, each contributing unique advantages in computational complexity, accuracy, and generality. The proposed score-based SDE solver operates in two stages: first, employing score matching or Score-PINN to acquire the score function; and second, solving the LL via an ordinary differential equation (ODE) using the obtained score function. Comparative evaluations across these methods showcase varying trade-offs. The proposed methodology is evaluated across diverse SDEs, including anisotropic Ornstein-Uhlenbeck processes, geometric Brownian motion, and Brownian motion with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy distributions. The numerical results demonstrate the score-based SDE solver’s stability, speed, and performance across different experimental settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

97 MATHEMATICS AND COMPUTING↗