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At least 91 records · Page 5

Characterization of flow and transport in a fracture network at the EGS Collab field experiment through stochastic modeling of tracer recovery

Energy extraction from subsurface reservoirs is important for addressing the increasing energy demand and environmental concerns such as global warming. However, the characterization of subsurface reservoirs, particularly reservoirs dominated by fracture networks remains a challenge due to the lack of means to directly observe subsurface processes. This study explores the feasibility and efficacy of characterizing fracture flow and transport processes in an enhanced geothermal system (EGS) testbed through stochastic tracer modeling. There are two enabling factors that allow application of stochastic modeling to characterize a subsurface reservoir. First, an abundance of geological and geophysical measurements enables the development of a high-fidelity and well-constrained fracture network model. Second, high-performance computing (HPC) allows running massive realizations efficiently. Six conservative tracer tests were stochastically modeled and produced satisfactory realizations that successfully reproduce field tracer recovery data from each tracer test. The evolution of flow and transport processes in the fracture network was then analyzed from these satisfactory realizations. This work demonstrates that stochastic tracer modeling on a high-fidelity fracture network model is feasible and can provide important insights regarding flow and transport characteristics in subsurface fractured reservoirs.

58 GEOSCIENCES↗

Coexistence of Synchronization and Stochasticity in Thermally Coupled Mott Oscillators

Synchronization is conventionally regarded as a mechanism for suppressing variability and enforcing order in coupled systems, from pendula and lasers to neurons and electronic oscillators. Here, we show that synchronization can also embed stochasticity at finer scales. We observe this phenomenon in thermally coupled VO 2 neuristors, where robust in-phase synchronization at the microsecond scale coexists with spike onset fluctuations at the nanosecond scale, with no fixed leader. The coexistence of order and disorder originates from stochastic domain-level physics of the insulator–metal and metal–insulator transitions, where local variations in transition temperature drive cycle-to-cycle randomness in nucleation, percolation, and relaxation. A stochastic domain model reproduces this effect by generating synchronized spike trains with random lead–lag jitter, and experimental interspike interval statistics confirm the persistence of fine-scale variability despite macroscopic phase locking. These findings establish that synchronization and stochasticity can coexist within the same physical platform, revealing hidden disorder within collective order. Furthermore, this insight reframes synchronization as not purely deterministic, but as a universal context where microscopic variability can persist, with implications for electronics, cryptography, and the fundamental physics of order–disorder coexistence.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Stochastic transition in synchronized spiking nanooscillators

This work reports that synchronization of Mott material-based nanoscale coupled spiking oscillators can be drastically different from that in conventional harmonic oscillators. We investigated the synchronization of spiking nanooscillators mediated by thermal interactions due to the close physical proximity of the devices. Controlling the driving voltage enables in-phase 1:1 and 2:1 integer synchronization modes between neighboring oscillators. Transition between these two integer modes occurs through an unusual stochastic synchronization regime instead of the loss of spiking coherence. In the stochastic synchronization regime, random length spiking sequences belonging to the 1:1 and 2:1 integer modes are intermixed. The occurrence of this stochasticity is an important factor that must be taken into account in the design of large-scale spiking networks for hardware-level implementation of novel computational paradigms such as neuromorphic and stochastic computing.

77 NANOSCIENCE AND NANOTECHNOLOGY↗

Quasi-mode evolution in a stochastic magnetic field

Abstract We present a multi-scale model of quasi-mode evolution in a stochastic magnetic field. The similarity between a quasi-mode and a ballooning mode enables us to address the challenges arising from the disparate geometries in the theories of ballooning modes in the presence of resonant magnetic perturbations. We obtain useful insights into our understanding of ballooning mode dynamics in a stochastic background. To maintain quasi-neutrality at all scales, the beat between the quasi-mode and the stochastic magnetic field drives microturbulence, which drives the turbulent background that promotes mixing and damps the quasi-mode. As a result of the broad mode structure of the quasi-mode, the turbulent viscosity and the turbulent diffusivity produced by the microturbulence are larger than those in our related study on resistive interchange modes. The stochastic magnetic field can also enhance the effective plasma inertia and reduce the effective drive, thereby slowing the mode growth. A nontrivial correlation between the microturbulence and the magnetic perturbations is shown to develop. This could account for the reduction in the Jensen–Shannon complexity of pedestal turbulence in the Resonant Magnetic Perturbation Edge-Localized Mode suppression phase observed in recent experiments. Directions for future experimental and theoretical studies are suggested.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Using intrusive approaches as a step towards accounting for stochasticity in wind turbine design

Current wind turbine design methods require tens of thousands of time-domain simulations and use different random seeds to account for the stochasticity of the environmental conditions. The account of stochasticity is nonintrusive because the sampling method calls a deterministic model multiple times without changing its underlying equations. In this work, we investigate and demonstrate using simple proof of concepts how intrusive approaches can be used to directly account for stochasticity in the equations representing a mechanical system. Our long term goal is to apply such methodology to the design of wind turbines without requiring an excessive number of simulations. Intrusive methods manipulate stochastic variables directly to provide the probability density functions (PDFs) of the states and outputs at any time as functions of the PDFs of the inputs. We illustrate how different methods can be used with a reduced-order model of a wind turbine with one degree of freedom and for linear and nonlinear models. We discuss how the methods can be extended and what it will take to apply them to a level of fidelity similar to current state-of-the-art wind turbine design tools.

17 WIND ENERGY↗

Stochastic thermodynamic cycles of a mesoscopic thermoelectric engine

Here, we analyze a steady-state thermoelectric engine, whose working substance consists of two capacitively coupled quantum dots. One dot is tunnel-coupled to a hot reservoir serving as a heat source, the other one to two electrically biased reservoirs at a colder temperature, such that work is extracted under the form of a steady-state current against the bias. In single realizations of the dynamics of this steady-state engine autonomous, four-stroke cycles can be identified. The cycles are purely stochastic, in contrast to mechanical autonomous engines which exhibit self-oscillations. In particular, these cycles fluctuate in direction and duration and occur in competition with other spurious cycles. Using a stochastic thermodynamic approach, we quantify the cycle fluctuations and relate them to the entropy produced during individual cycles. We identify the cycle mainly responsible for the engine performance and quantify its statistics with tools from graph theory. We show that such stochastic cycles are made possible because the work extraction mechanism is itself stochastic instead of the periodic time dependence in the working-substance Hamiltonian which can be found in conventional mechanical engines. Our investigation brings new perspectives about the connection between cyclic and steady-state engines.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

A Bayesian Approach for Estimating Uncertainty in Stochastic Economic Dispatch considering Wind Power Penetration

The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To estimate the uncertainty in this stochastic economic dispatch problem for forecasting purposes, the conventional Monte-Carlo method is prohibitively time-consuming for practical applications. To overcome this problem, here we propose a novel Gaussian-process-emulator-based approach to quantify the uncertainty in the stochastic economic dispatch considering wind power penetration. Facing high-dimensional real-world data representing the correlated uncertainties from wind generation, a manifold-learning-based Isomap algorithm is proposed to efficiently represent the low-dimensional hidden probabilistic structure of the data. In this low-dimensional latent space, with Latin hypercube sampling as the computer experimental design, a Gaussian-process emulator is used, for the first time, to serve as a nonparametric, surrogate model for the original complicated stochastic economic dispatch model. This reduced-order representative allows us to evaluate the economic dispatch solver at sampled values with a negligible computational cost while maintaining a desirable accuracy. Simulation results conducted on the IEEE 118-bus test system reveal the impressive performance of the proposed method.

17 WIND ENERGY↗

Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses

Here, this work proposes a framework for large-scale stochastic derivative-free optimization (DFO) by introducing STARS, a trust-region method based on iterative minimization in random subspaces. This framework is both an algorithmic and theoretical extension of a random subspace derivative-free optimization (RSDFO) framework, and an algorithm for stochastic optimization with random models (STORM). Moreover, like RSDFO, STARS achieves scalability by minimizing interpolation models that approximate the objective in low-dimensional affine subspaces, thus significantly reducing per-iteration costs in terms of function evaluations and yielding strong performance on largescale stochastic DFO problems. The user-determined dimension of these subspaces, when the latter are defined, for example, by the columns of so-called Johnson-Lindenstrauss transforms, turns out to be independent of the dimension of the problem. For convergence purposes, inspired by the analyses of RSDFO and STORM, both a particular quality of the subspace and the accuracies of random function estimates and models are required to hold with sufficiently high, but fixed, probabilities. Using martingale theory under the latter assumptions, an almost sure global convergence of STARS to a first-order stationary point is shown, and the expected number of iterations required to reach a desired first-order accuracy is proved to be similar to that of STORM and other stochastic DFO algorithms, up to constants.

97 MATHEMATICS AND COMPUTING↗

Improving Solution Accuracy and Convergence for Stochastic Physics Parameterizations with Colored Noise

Stochastic parameterizations are used in numerical weather prediction and climate modeling to help capture the uncertainty in the simulations and improve their statistical properties. Convergence issues can arise when time integration methods originally developed for deterministic differential equations are applied naively to stochastic problems. In previous studies, it has been demonstrated that a correction term, known in stochastic analysis as the Itô correction, can help improve solution accuracy for various deterministic numerical schemes and ensure convergence to the physically relevant solution without substantial computational overhead. The usual formulation of the Itô correction is valid only when the stochasticity is represented by white noise. In this study, a generalized formulation of the Itô correction is derived for noises of any color. The formulation is applied to a test problem described by an advection–diffusion equation forced with a spectrum of fast processes. We present numerical results for cases with both constant and spatially varying advection velocities to show that, for the same time step sizes, the introduction of the generalized Itô correction helps to substantially reduce time integration error and significantly improve the convergence rate of the numerical solutions when the forcing term in the governing equation is rough (fast varying); alternatively, for the same target accuracy, the generalized Itô correction allows for the use of significantly longer time steps and, hence, helps to reduce the computational cost of the numerical simulation.

54 ENVIRONMENTAL SCIENCES↗

The Impact of Stochastic Perturbations in Physics Variables for Predicting Surface Solar Irradiance

We present a probabilistic framework tailored for solar energy applications referred to as the Weather Research and Forecasting-Solar ensemble prediction system (WRF-Solar EPS). WRF-Solar EPS has been developed by introducing stochastic perturbations into the most relevant physical variables for solar irradiance predictions. In this study, we comprehensively discuss the impact of the stochastic perturbations of WRF-Solar EPS on solar irradiance forecasting compared to a deterministic WRF-Solar prediction (WRF-Solar DET), a stochastic ensemble using the stochastic kinetic energy backscatter scheme (SKEBS), and a WRF-Solar multi-physics ensemble (WRF-Solar PHYS). The performances of the four forecasts are evaluated using irradiance retrievals from the National Solar Radiation Database (NSRDB) over the contiguous United States. We focus on the predictability of the day-ahead solar irradiance forecasts during the year of 2018. The results show that the ensemble forecasts improve the quality of the forecasts, compared to the deterministic prediction system, by accounting for the uncertainty derived by the ensemble members. However, the three ensemble systems are under-dispersive, producing unreliable and overconfident forecasts due to a lack of calibration. In particular, WRF-Solar EPS produces less optically thick clouds than the other forecasts, which explains the larger positive bias in WRF-Solar EPS (31.7 W/m 2 ) than in the other models (22.7–23.6 W/m 2 ). This study confirms that the WRF-Solar EPS reduced the forecast error by 7.5% in terms of the mean absolute error (MAE) compared to WRF-Solar DET, and provides in-depth comparisons of forecast abilities with the conventional scientific probabilistic approaches (i.e., SKEBS and a multi-physics ensemble). Guidelines for improving the performance of WRF-Solar EPS in the future are provided.

14 SOLAR ENERGY↗

Data-driven Minimum Entropy Control for Stochastic Nonlinear Systems using the Cumulant-Generating Function

Here, we present a novel minimum entropy control algorithm for a class of stochastic nonlinear systems subjected to non-Gaussian noises. The entropy control can be considered as an optimization problem for the system randomness attenuation, but the mean value has to be considered separately. To overcome this disadvantage, a new representation of the system stochastic properties was given using the cumulant-generating function based on the moment-generating function, in which the mean value and the entropy was reflected by the shape of the cumulant-generating function. Based on the samples of the system output and control input, a time-variant linear model was identified, and the minimum entropy optimization was transformed to system stabilization. Then, an optimal control strategy was developed to achieve the randomness attenuation, and the boundedness of the controlled system output was analyzed. The effectiveness of the presented control algorithm was demonstrated by a numerical example. In this paper, a data-driven minimum entropy design is presented without pre-knowledge of the system model; entropy optimization is achieved by the system stabilization approach in which the stochastic distribution control and minimum entropy are unified using the same identified structure; and a potential framework is obtained since all the existing system stabilization methods can be adopted to achieve the minimum entropy objective.

42 ENGINEERING↗

Survey on stochastic distribution systems: A full probability density function control theory with potential applications

Complex systems seen either in general engineering practice or economics are subjected to ever increased uncertainties that are mostly represented as random variables or parameters, and the characteristics of random variables are represented by their probability density functions (PDFs). Controlling their PDFs means to shape their stochastic distributions and in general it would provide a full treatment for system analysis and operational control and optimization. This leads to the development of stochastic distribution control (SDC) systems theory in the past decades, where the original aim of the controller design is to realize a shape control of the distributions of certain random variables in their PDFs sense for some engineering processes. Indeed, once the PDFs of these random variables or parameters are used to describe their distribution characters, the control task is to obtain control signals so that the output PDFs of stochastic systems are made to follow their target PDFs. The subject of SDC was initially originated for non-Gaussian stochastic control systems design but has found a wide spectrum of applications in general systems in terms of data-driven modeling, analysis, signal processing (filtering), data mining via multivariable statistics, decision-making (optimization) for systems subjected to uncertainties and even in economics. In this context, SDC constitutes an effective primer tool for complex system analysis, control and operational optimizations. In this review paper, a detailed survey of the developments on the research of SDC systems will be made together with their wide spectrum applications and future perspectives.

42 ENGINEERING↗

Stochastic Inflation at NNLO

Stochastic Inflation is an important framework for understanding the physics of de Sitter space and the phenomenology of inflation. In the leading approximation, this approach results in a Fokker-Planck equation that calculates the probability distribution for a light scalar field as a function of time. Despite its successes, the quantum field theoretic origins and the range of validity for this equation have remained elusive, and establishing a formalism to systematically incorporate higher order effects has been an area of active study. In this paper, we calculate the next-to-next-to-leading order (NNLO) corrections to Stochastic Inflation using Soft de Sitter Effective Theory (SdSET). In this effective description, Stochastic Inflation manifests as the renormalization group evolution of composite operators. The leading impact of non-Gaussian quantum fluctuations appears at NNLO, which is presented here for the first time; we derive the coefficient of this term from a two-loop anomalous dimension calculation within SdSET. We solve the resulting equation to determine the NNLO equilibrium distribution and the low-lying relaxation eigenvalues. In the process, we must match the UV theory onto SdSET at one-loop order, which provides a non-trivial confirmation that the separation into Wilson-coefficient corrections and contributions to initial conditions persists beyond tree level. Furthermore, these results illustrate how the naive factorization of time and momentum integrals in SdSET no longer holds in the presence of logarithmic divergences. It is these effects that ultimately give rise to the renormalization group flow that yields Stochastic Inflation.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Multistart algorithm for identifying all optima of nonconvex stochastic functions

Here, we propose a multistart algorithm to identify all local minima of a constrained, nonconvex stochastic optimization problem. The algorithm uniformly samples points in the domain and then starts a local stochastic optimization run from any point that is the "probabilistically best" point in its neighborhood. Under certain conditions, our algorithm is shown to asymptotically identify all local optima with high probability; this holds even though our algorithm is shown to almost surely start only finitely many local stochastic optimization runs. We demonstrate the performance of an implementation of our algorithm on nonconvex stochastic optimization problems, including identifying optimal variational parameters for the quantum approximate optimization algorithm.

97 MATHEMATICS AND COMPUTING↗

Stochastic fracture generation and thermo-hydro-mechanical modeling in an equivalent continuum framework for enhanced geothermal systems

Enhanced geothermal systems (EGS) involve fracturing low permeability material to establish well connectivity and then injecting and circulating fluid into the fractured subsurface for geothermal power production. Changes in fracture aperture from contraction of the cooling matrix rock may alter network connectivity and risk thermal short-circuiting. Thermo-hydro-mechanical (THM) models are a useful tool to study these processes. However, as fracture networks are complex, and data may be limited, fracture networks in THM models are often stochastically generated. Given reliance on stochastic fracture networks and THM modeling to represent the subsurface and assess productivity of EGS, increased understanding of the influence of such statistically derived fracture networks on flow and heat transport in THM models is needed. Here, a new fracture process model is developed in the reactive transport code PFLOTRAN to stochastically generate fracture families and simulate changes in fracture aperture over time due to temperature changes of the rock matrix. Sixty-four different fracture networks ranging from well to poorly-connected, are modeled in PFLOTRAN with and without mechanical processes (THM vs TH). Results indicate that for well-connected fracture networks, thermal short-circuiting is less of a concern due to the abundance of available alternative flowpaths. For poorly-connected fracture networks, inclusion of mechanical processes showed steep thermal drawdown coincident with increase in fracture aperture along developing colder flowpaths, demonstrating the risk of thermal short-circuiting. Simulations with additional, larger fractures engineered to establish connectivity in a poorly-fractured subsurface, indicate that while stochastic variation of fracture orientation of the background network had limited influence, such variation in the engineered fractures significantly affected flow and heat transport.

Discrete fracture networks (DFN)↗

Stochastic Optimization and Uncertainty Quantification of Natrium-based Nuclear-Renewable Energy Systems for Flexible Power Applications in Deregulated Markets

Rapid integration of variable renewable energy sources (VRES) has made modeling and stochastic optimization of hybrid energy systems crucial for studying their long-term performance and viability. However, most studies have focused on just historical data, which may be unreliable for capturing short-term fluctuations, rare events, and long-term patterns of energy demand, price, and the variability of renewable energy sources. For this study, optimal synthetic time series models were developed using Wasserstein distance. The models were validated by comparing the key statistical measures against those of the historical data. They were then used to optimize the integrated Natrium-style advanced energy systems and their long-term (30 years) economics. The stochastic model performs bi-level optimization to find the optimal sizes for the balance of plant and thermal energy storage, while also optimizing energy dispatch to achieve the maximum net present value. In studies of two deregulated markets (California ISO and the Electric Reliability Council of Texas), the integrated Natrium-style system performed better in CAISO than in ERCOT, given higher and more consistent electricity prices during peak-demand periods. The potentially enlarged cost associated with the variable operation and maintenance of the TES system also plays a significant role in driving the system sizing, thus its impacts on the system are investigated in detail through comparison against a baseline case. The study also finds that the bi-level optimization results based on stochastic gradient descent closely match the grid search results. The uncertainty quantification of the stochastic signals provides further NPV-related insights and probability distributions for the case studies. The normal standard error of the mean of NPV for the case with and without TES VOM for CAISO were found to be 7.73M (plus-minus sign) 1.09M USD and 104.99M (plus-minus sign) 1.25M USD, respectively based on a 95% confidence. Given the relatively small NPV variance based on 150 samples, the analysis affords the most robust possible prediction of the techno-economic performance of the integrated Natrium-style energy systems.

25 ENERGY STORAGE↗

Probability Density Function Control for Stochastic Nonlinear Systems using Monte Carlo Simulation

This paper presents a fast implementation framework of output probability density function (PDF) control for a class of stochastic nonlinear systems which are subjected to non-Gaussian noises. The statistical properties of the system outputs can be adjusted by shaping the dynamic output probability density function to track the reference stochastic distribution. However, the dynamic probability density function evolution is very difficult to obtain analytically even if the system model and the stochastic distributions of the noises are known. Motivated by Monte Carlo simulation, the dynamic probability density function can be estimated by sampling data which forms the contribution of this paper. In particular, the sampling points are generated following the stochastic distribution of the noise for each instant. These points go through the system would generate the histogram for system outputs, then the dynamic model can be established based on the dynamic histogram which reflects the randomness and the nonlinear dynamics of the investigated system. Based on the established model, the output probability density function tracking can be achieved and the simulation results and discussions show the effectiveness and benefits of the presented framework.

Zhang, Qichun↗

Robust verification of stochastic simulation codes

We introduce a robust verification tool for computational codes, which we call Stochastic Robust Extrapolation based Error Quantification (StREEQ). Unlike the prevalent Grid Convergence Index (GCI) [1] method, our approach is suitable for both stochastic and deterministic computational codes and is generalizable to any number of discretization variables. Building on ideas introduced in the Robust Verification [2] approach, we estimate the converged solution and orders of convergence with uncertainty using multiple fits of a discretization error model. In contrast to Robust Verification, we perform these fits to many bootstrap samples yielding a larger set of predictions with smoother statistics. Here, bootstrap resampling is performed on the lack-of-fit errors for deterministic code responses, and directly on the noisy data set for stochastic responses. This approach lends a degree of robustness to the overall results, capable of yielding precise verification results for sufficiently resolved data sets, and appropriately expanding the uncertainty when the data set does not support a precise result. For stochastic responses, a credibility assessment is also performed to give the analyst an indication of the trustworthiness of the results. Furthermore, this approach is suitable for both code and solution verification, and is particularly useful for solution verification of high-consequence simulations..

97 MATHEMATICS AND COMPUTING↗