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At least 73 records · Page 4

A Feynman-Kac based numerical method for the exit time probability of a class of transport problems

The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport problems. In this work, we present an accurate and efficient numerical method for computing this probability for systems described by non-autonomous (time-dependent) stochastic differential equations (SDEs) or their equivalent Fokker-Planck partial differential equations. The method is based on the direct approximation of the Feynman-Kac formula that establishes a link between the adjoint Fokker-Planck equation and the forward SDE. The Feynman-Kac formula is approximated using the Gauss-Hermite quadrature rules and piecewise cubic Hermite interpolating polynomials, and a GPU accelerated matrix representation is used to compute the entire time evolution of the exit time probability using a single pass of the algorithm. The method is unconditionally stable, exhibits second order convergence in space, first order convergence in time, and it is straightforward to parallelize. Applications are presented to the advection diffusion of a passive tracer in a fluid flow exhibiting chaotic advection, and to the runaway acceleration of electrons in a plasma in the presence of an electric field, collisions, and radiation damping. Benchmarks against analytical solutions as well as comparisons with explicit and implicit finite difference standard methods for the adjoint Fokker-Planck equation are presented.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Robust Parameter Design on Dual Stochastic Response Models With Constrained Bayesian Optimization

In engineering system design, minimizing the variations of the quality measurements while guaranteeing their overall quality up to certain levels, namely the robust parameter design (RPD), is crucial. Recent works have dealt with the design of a system whose response-control variables relationship is a deterministic function with a complex shape and function evaluation is expensive. In this work, we propose a Bayesian optimization method for the RPD of stochastic functions. Dual stochastic response models are carefully designed for stochastic functions. The heterogeneous variance of the sample mean is addressed by the predictive mean of the log variance surrogate model in a two-step approach. We establish an acquisition function that favors exploration across the feasible and optimality-improvable regions to effectively and efficiently solve the stochastic constrained optimization problem. Further, the performance of our proposed method is demonstrated by the extensive numerical and case studies. Note to Practitioners-Many manufacturing processes involve undesirable variations, which create variations in the final products. For example, many emerging manufacturing processes, such as nanomanufacturing, involve complex physical and chemical dynamics and transformation, creating variations in the manufacturing output. In such processes, it is crucial to design the manufacturing processes or products so that they have minimum variations in their quality. Meanwhile, it is also important to maintain the overall quality of the designed processes or products. Furthermore, acquiring data from many advanced manufacturing processes is often very costly, especially in the designing stage. In this work, we propose a data-driven method that automatically finds the best setting of manufacturing processes or products with the minimum variations of quality and a given constraint on the average quality satisfied. Our proposed method is used before conducting every experiment; It analyzes the historical data from previous experiments and provides a setting to be used in the next experiment. Our proposed method efficiently utilizes the historical data, and thus finds the best robust setting by conducting only a small number of experiments.

42 ENGINEERING↗

Effect of pattern transfer process on roughness of block copolymer patterns from directed self-assembly

Block copolymer-directed self-assembly (DSA) remains promising for improving pattern quality and reducing the stochastic variations that challenge high numerical aperture extreme ultraviolet lithography. Equally critical is refining pattern transfer methods for accurately transferring the rectified DSA features to the underlying substrate. We compare two atomic layer deposition (ALD)-based techniques: sequential infiltration synthesis (SIS) and dry liftoff, applied to polystyrene-block-poly(methyl methacrylate) (PS-b-PMMA) DSA patterns. Both methods utilize aluminum oxide hard masks, with one synthesized through infiltration into the PMMA domains and the other through conformal ALD coating. High-resolution scanning electron micrographs were analyzed to measure line edge, width, and placement roughness for both the line (PMMA) and space (PS) features. Although both methods yielded similar overall 3σ rms roughness, they differed significantly in the frequency-dependent power spectral density (PSD) profiles. SIS reduced line placement roughness at length scales associated with the polymer pitch, but increased space width roughness at low frequencies, whereas dry liftoff mimicked the frequency content of the original guiding pattern. This study underscores the importance of PSD evaluation in selecting optimal pattern transfer strategies for specific applications.

Block copolymers↗

Wake-Resolving Acoustic Tomography: Advances through Numerical Covariance Methods

Acoustic tomography offers path-integrated measurements of atmospheric velocity and temperature fluctuations with high spatial resolution. Classical implementations of time-dependent stochastic inversion rely on homogeneous, isotropic covariance models that are poorly suited to the anisotropic structure of wind turbine wakes. By directly estimating heterogeneous covariances from large-eddy simulations (LESs) into the time-dependent stochastic inversion operator, we relax implicit assumptions in the analytical models used historically. Retrievals using these LES-informed models improve agreement with true fields in variance, turbulent kinetic energy, and spectral content compared to analytical and precursor-based covariance models. The results indicate that LES-informed covariance models can enhance the accuracy of acoustic tomography retrievals in complex, anisotropic flows such as wind turbine wakes in some cases and highlight instances where analytical models still offer competitive performance, despite their simplifying assumptions.

17 WIND ENERGY↗

Microstructure-Sensitive Uncertainty Quantification for Crystal Plasticity Finite Element Constitutive Models Using Stochastic Collocation Methods

Uncertainty quantification (UQ) plays a major role in verification and validation for computational engineering models and simulations, and establishes trust in the predictive capability of computational models. In the materials science and engineering context, where the process-structure-property-performance linkage is well known to be the only road mapping from manufacturing to engineering performance, numerous integrated computational materials engineering (ICME) models have been developed across a wide spectrum of length-scales and time-scales to relieve the burden of resource-intensive experiments. Within the structure-property linkage, crystal plasticity finite element method (CPFEM) models have been widely used since they are one of a few ICME toolboxes that allows numerical predictions, providing the bridge from microstructure to materials properties and performances. Several constitutive models have been proposed in the last few decades to capture the mechanics and plasticity behavior of materials. While some UQ studies have been performed, the robustness and uncertainty of these constitutive models have not been rigorously established. In this work, we apply a stochastic collocation (SC) method, which is mathematically rigorous and has been widely used in the field of UQ, to quantify the uncertainty of three most commonly used constitutive models in CPFEM, namely phenomenological models (with and without twinning), and dislocation-density-based constitutive models, for three different types of crystal structures, namely face-centered cubic (fcc) copper (Cu), body-centered cubic (bcc) tungsten (W), and hexagonal close packing (hcp) magnesium (Mg). Our numerical results not only quantify the uncertainty of these constitutive models in stress-strain curve, but also analyze the global sensitivity of the underlying constitutive parameters with respect to the initial yield behavior, which may be helpful for robust constitutive model calibration works in the future.

36 MATERIALS SCIENCE↗

Fast and Universal Kohn-Sham Density Functional Theory Algorithm for Warm Dense Matter to Hot Dense Plasma

Understanding many processes, e.g., fusion experiments, planetary interiors, and dwarf stars, depends strongly on microscopic physics modeling of warm dense matter and hot dense plasma. This complex state of matter consists of a transient mixture of degenerate and nearly free electrons, molecules, and ions. This regime challenges both experiment and analytical modeling, necessitating predictive ab initio atomistic computation, typically based on quantum mechanical Kohn-Sham density functional theory (KS-DFT). However, cubic computational scaling with temperature and system size prohibits the use of DFT through much of the warm dense matter regime. A recently developed stochastic approach to KS-DFT can be used at high temperatures, with the exact same accuracy as the deterministic approach, but the stochastic error can converge slowly and it remains expensive for intermediate temperatures (< 50 eV). Here we have developed a universal mixed stochastic-deterministic algorithm for DFT at any temperature. This approach leverages the physics of KS-DFT to seamlessly integrate the best aspects of these different approaches. We demonstrate that this method significantly accelerated self-consistent field calculations for temperatures from 3 to 50 eV, while producing stable molecular dynamics and accurate diffusion coefficients.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization

Here, we consider unconstrained stochastic optimization problems with no available gradient information. Such problems arise in settings from derivative-free simulation optimization to reinforcement learning. We propose an adaptive sampling quasi-Newton method where we estimate the gradients using finite differences of stochastic function evaluations within a common random number framework. We develop modified versions of a norm test and an inner product quasi-Newton test to control the sample sizes used in the stochastic approximations and provide global convergence results to the neighborhood of a locally optimal solution. We present numerical experiments on simulation optimization problems to illustrate the performance of the proposed algorithm. When compared with classical zeroth-order stochastic gradient methods, we observe that our strategies of adapting the sample sizes significantly improve performance in terms of the number of stochastic function evaluations required.

97 MATHEMATICS AND COMPUTING↗

Electronic specific heat capacities and entropies from density matrix quantum Monte Carlo using Gaussian process regression to find gradients of noisy data

In this work, we present a machine learning approach to calculating electronic specific heat capacities for a variety of benchmark molecular systems. Our models are based on data from density matrix quantum Monte Carlo, which is a stochastic method that can calculate the electronic energy at finite temperature. As these energies typically have noise, numerical derivatives of the energy can be challenging to find reliably. In order to circumvent this problem, we use Gaussian process regression to model the energy and use analytical derivatives to produce the specific heat capacity. From there, we also calculate the entropy by numerical integration. We compare our results to cubic splines and finite differences in a variety of molecules in which Hamiltonians can be diagonalized exactly with full configuration interaction. We finally apply this method to look at larger molecules where exact diagonalization is not possible and make comparisons with more approximate ways to calculate the specific heat capacity and entropy.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Physics-Informed Learning Machines for Multiscale and Multiphysics Problems (PHILMS) (Technical Report)

The research work at University of California Santa Barbara (UCSB) resulted in several new developments in the areas of scientific machine learning, numerical analysis, and practical methods for data-driven modeling, prediction, reductions, and simulation. Many of the projects were carried out in collaboration with members of the national laboratories at Sandia National Laboratories (SNL), Pacific Northwestern National Laboratories (PNNL), and other institutions. Results included developing new scientific machine learning methods, related theory and mathematical frameworks for analysis and training, data-driven numerical solvers, and related tools and software for scientific computation. During the support period, over 16+ papers were submitted for publication, and 4 open-source software packages were developed and released (available at http://atzberger.org/). In addition, 7+ students and 2 post-docs were mentored in collaboration with the laboratory staff for future careers in academia, government labs, and industry.

97 MATHEMATICS AND COMPUTING↗

A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Here, our numerical scheme is based on the direct approximation of the nonlinear Feynman–Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman–Kac representation avoids solving dense linear systems arising from nonlocal operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.

97 MATHEMATICS AND COMPUTING↗

A divergence-free constrained magnetic field interpolation method for scattered data

An interpolation method to evaluate magnetic fields, given its unstructured and scattered magnetic data, is presented. The method is based on the reconstruction of the global magnetic field using a superposition of orthogonal functions. The coefficients of the expansion are obtained by minimizing a cost function defined as the L2 norm of the difference between the ground truth and the reconstructed magnetic field evaluated on the training data. The divergence-free condition is incorporated as a constraint in the cost function, allowing the method to achieve arbitrarily small errors in the magnetic field divergence. An exponential decay of the approximation error is observed and compared with the less favorable algebraic decay of local splines. Compared to local methods involving computationally expensive search algorithms, the proposed method exhibits a significant reduction of the computational complexity of the field evaluation, while maintaining a small error in the divergence even in the presence of magnetic islands and stochasticity. Finally, applications to the computation of Poincaré sections using data obtained from numerical solutions of the magnetohydrodynamic equations in toroidal geometry are presented and compared with local methods currently in use.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Acute stress reduces population-level metabolic and proteomic variation

Abstract Background Variation in omics data due to intrinsic biological stochasticity is often viewed as a challenging and undesirable feature of complex systems analyses. In fact, numerous statistical methods are utilized to minimize the variation among biological replicates. Results We demonstrate that the common statistics relative standard deviation (RSD) and coefficient of variation (CV), which are often used for quality control or part of a larger pipeline in omics analyses, can also be used as a metric of a physiological stress response. Using an approach we term Replicate Variation Analysis (RVA), we demonstrate that acute physiological stress leads to feature-wide canalization of CV profiles of metabolomes and proteomes across biological replicates. Canalization is the repression of variation between replicates, which increases phenotypic similarity. Multiple in-house mass spectrometry omics datasets in addition to publicly available data were analyzed to assess changes in CV profiles in plants, animals, and microorganisms. In addition, proteomics data sets were evaluated utilizing RVA to identify functionality of reduced CV proteins. Conclusions RVA provides a foundation for understanding omics level shifts that occur in response to cellular stress. This approach to data analysis helps characterize stress response and recovery, and could be deployed to detect populations under stress, monitor health status, and conduct environmental monitoring.

59 BASIC BIOLOGICAL SCIENCES↗

FEDERATED LEARNING ON STOCHASTIC NEURAL NETWORKS

Federated learning is a machine learning paradigm that leverages edge computing on client devices to optimize models while maintaining user privacy by ensuring that local data remain on the device. However, since all data are collected by clients, federated learning is susceptible to latent noise in local datasets. Factors such as limited measurement capabilities or human errors may introduce inaccuracies in client data. To address this challenge, we propose the use of a stochastic neural network as the local model within the federated learning framework. Stochastic neural networks not only facilitate the estimation of the true underlying states of the data but also enable the quantification of latent noise. We refer to our federated learning approach, which incorporates stochastic neural networks as local models, as federated stochastic neural networks. In this work we will present numerical experiments demonstrating the performance and effectiveness of our method, particularly in handling nonindependent and identically distributed data.

97 MATHEMATICS AND COMPUTING↗

A Stochastic Gradient Descent Approach for Stochastic Optimal Control

In this work, we introduce a stochastic gradient descent approach to solve the stochastic optimal control problem through stochastic maximum principle. The motivation that drives our method is the gradient of the cost functional in the stochastic optimal control problem is under expectation, and numerical calculation of such an expectation requires fully computation of a system of forward backward stochastic differential equations, which is computationally expensive. By evaluating the expectation with single-sample representation as suggested by the stochastic gradient descent type optimisation, we could save computational efforts in solving FBSDEs and only focus on the optimisation task which aims to determine the optimal control process.

97 MATHEMATICS AND COMPUTING↗

Efficacy of the Cell Perturbation Method in Large-Eddy Simulations of Boundary Layer Flow over Complex Terrain

A challenge to simulating turbulent flow in multiscale atmospheric applications is the efficient generation of resolved turbulence motions over an area of interest. One approach is to apply small perturbations to flow variables near the inflow planes of turbulence-resolving simulation domains nested within larger mesoscale domains. While this approach has been examined in numerous idealized and simple terrain cases, its efficacy in complex terrain environments has not yet been fully explored. Here, we examine the benefits of the stochastic cell perturbation method (CPM) over real complex terrain using data from the 2017 Perdigão field campaign, conducted in an approximately 2-km wide valley situated between two nearly parallel ridges. Following a typical configuration for multiscale simulation using nested domains within the Weather Research and Forecasting (WRF) model to downscale from the mesoscale to a large-eddy simulation (LES), we apply the CPM on a domain with horizontal grid spacing of 150 m. At this resolution, spurious coherent structures are often observed under unstable atmospheric conditions with moderate mean wind speeds. Results from such an intermediate resolution grid are often nested down for finer, more detailed LES, where these spurious structures adversely affect the development of turbulence on the subsequent finer grid nest. We therefore examine the impacts of the CPM on the representation of turbulence within the nested LES domain under moderate mean flow conditions in three different stability regimes: weakly convective, strongly convective, and weakly stable. In addition, two different resolutions of the underlying terrain are used to explore the role of the complex topography itself in generating turbulent structures. We demonstrate that the CPM improves the representation of turbulence within the LES domain, relative to the use of high-resolution complex terrain alone. During the convective conditions, the CPM improves the rate at which smaller-scales of turbulence form, while also accelerating the attenuation of the spurious numerically generated roll structures near the inflow boundary. During stable conditions, the coarse mesh spacing of the intermediate LES domain used herein was insufficient to maintain resolved turbulence using CPM as the flow develops downstream, highlighting the need for yet higher resolution under even weakly stable conditions, and the importance of accurate representation of flow on intermediate LES grids.

17 WIND ENERGY↗

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↗

How plane are plane shock waves in solids

The notion of plane shock waves is a macroscopic, very fruitful idealization of near discontinuous disturbance propagating at supersonic speed. Such a picture is comparable to the picture of shorelines seen from a very high altitude. When viewed at the grain scale where the structure of solids is inherently heterogeneous and stochastic, features of shock waves are non-laminar and field variables, such as particle velocity and pressure, fluctuate. This paper reviews select aspects of such fluctuating nonequilibrium features of plane shock waves in solids with focus on grain scale phenomena and raises the need for a paradigm change to achieve a deeper understanding of plane shock waves in solids.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic average model methods

We consider the solution of finite-sum minimization problems, such as those appearing in nonlinear least-squares or general empirical risk minimization problems. We are motivated by problems in which the summand functions are computationally expensive and evaluating all summands on every iteration of an optimization method may be undesirable. Here we present the idea of stochastic average model (SAM) methods, inspired by stochastic average gradient methods. SAM methods sample component functions on each iteration of a trust-region method according to a discrete probability distribution on component functions; the distribution is designed to minimize an upper bound on the variance of the resulting stochastic model. We present promising numerical results concerning an implemented variant extending the derivative-free model-based trust-region solver POUNDERS, which we name SAM-POUNDERS.

97 MATHEMATICS AND COMPUTING↗