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Sparow-Examples

SAND2026-16701O SPAROW-Examples software provides a repository of stochastic programming examples designed to demonstrate Sandia's SPAROW optimization library. This resource helps users learn to develop complex applications with SPAROW by offering reference implementations that can be used to test and enhance new optimization solvers. The library offers a diverse range of simple and complex exemplars, including those related to power grid applications such as unit commitment and expansion planning. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Hart, William [Sandia National Lab. (SNL-CA), Live

Exascale granular microstructure reconstruction in 3D volumes of arbitrary geometries with generative learning

Reconstructing 3D granular microstructures within volumes of arbitrary geometries from limited 2D image data is crucial for predicting the material properties, as well as performances of structural components accounting for material microstructural effects. We present a novel generative learning framework that enables exascale reconstruction of granular microstructures within complex 3D geometric volumes. Building upon existing transfer learning techniques using pre-trained convolutional neural networks (CNN), we introduce several key innovations to overcome the difficulties inherent in arbitrary geometries. Our framework incorporates periodic boundary conditions using circular padding techniques, ensuring continuity and representativeness of the reconstructed microstructures. We also introduce a novel seamless transition reconstruction (STR) method that creates statistically equivalent transition zones to integrate multiple pre-existing 3D microstructure volumes. Based on STR, we propose a cost-effective strategy for reconstructing microstructures within complex geometric volumes, minimizing computational waste. Validation through numerical experiments using kinetic Monte Carlo simulations demonstrates accurate reproduction of grain statistics, including grain size distributions and morphology. A case study involving the reconstruction of a 4-blade propeller microstructure illustrates the method’s capability to efficiently handle complex geometries. In conclusion, the proposed framework significantly reduces computational demands while maintaining high reconstruction quality, paving the way for scalable microstructure reconstruction in materials design and analysis.

36 MATERIALS SCIENCE

Identification and stochastic control of helicopter dynamic modes

A general treatment of parameter identification and stochastic control for use on helicopter dynamic systems is presented. Rotor dynamic models, including specific applications to rotor blade flapping and the helicopter ground resonance problem are emphasized. Dynamic systems which are governed by periodic coefficients as well as constant coefficient models are addressed. The dynamic systems are modeled by linear state variable equations which are used in the identification and stochastic control formulation. The pure identification problem as well as the stochastic control problem which includes combined identification and control for dynamic systems is addressed. The stochastic control problem includes the effect of parameter uncertainty on the solution and the concept of learning and how this is affected by the control's duel effect. The identification formulation requires algorithms suitable for on line use and thus recursive identification algorithms are considered. The applications presented use the recursive extended kalman filter for parameter identification which has excellent convergence for systems without process noise.

Molusis, J. A.

Integrated Arrival and Departure Schedule Optimization Under Uncertainty

In terminal airspace, integrating arrivals and departures with shared waypoints provides the potential of improving operational efficiency by allowing direct routes when possible. Incorporating stochastic evaluation as a post-analysis process of deterministic optimization, and imposing a safety buffer in deterministic optimization, are two ways to learn and alleviate the impact of uncertainty and to avoid unexpected outcomes. This work presents a third and direct way to take uncertainty into consideration during the optimization. The impact of uncertainty was incorporated into cost evaluations when searching for the optimal solutions. The controller intervention count was computed using a heuristic model and served as another stochastic cost besides total delay. Costs under uncertainty were evaluated using Monte Carlo simulations. The Pareto fronts that contain a set of solutions were identified and the trade-off between delays and controller intervention count was shown. Solutions that shared similar delays but had different intervention counts were investigated. The results showed that optimization under uncertainty could identify compromise solutions on Pareto fonts, which is better than deterministic optimization with extra safety buffers. It helps decision-makers reduce controller intervention while achieving low delays.

stochastic optimization

Stochastic estimation of conditional eddies in turbulent channel flow

Several long-standing issues regarding linear estimation and coherent structures are addressed, and some questions that were addressed partially, but never with the benefit of full, three-dimensional information are answered. The objectives were to: determine how well linear estimates approximate the field obtained by true conditional averaging, using events such as those in quadrant analysis; determine the extent to which the three-dimensional linearly estimated fields correspond to coherent structures, and the degree and manner in which they differ; evaluate the type and nature of the structural information gained by employing several different types of events; and learn more about the 3-D structure of important coherent motions that occur in wall turbulence. The results indicate that linear stochastic estimation can be used effectively in the study of numerical data bases consisting of three-dimensional vector fields, both velocity and vorticity. Two-point stochastic estimation yields more structural information and more detail than single-point estimation. The structures observed occurred repeatedly within the flow, but much can not be said about their dominance or the probability of their occurrence without further systematic studies of their frequency.

Adrian, R. J.

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

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

97 MATHEMATICS AND COMPUTING

Estimation of Optimum Stimulus Amplitude for Balance Training using Electrical Stimulation of the Vestibular System

Sensorimotor changes such as posture and gait instabilities can affect the functional performance of astronauts after gravitational transitions. Sensorimotor Adaptability (SA) training can help alleviate decrements on exposure to novel sensorimotor environments based on the concept of 'learning to learn' by exposure to varying sensory challenges during posture and locomotion tasks (Bloomberg 2015). Supra-threshold Stochastic Vestibular Stimulation (SVS) can be used to provide one of many challenges by disrupting vestibular inputs. In this scenario, the central nervous system can be trained to utilize veridical information from other sensory inputs, such as vision and somatosensory inputs, for posture and locomotion control. The minimum amplitude of SVS to simulate the effect of deterioration in vestibular inputs for preflight training or for evaluating vestibular contribution in functional tests in general, however, has not yet been identified. Few studies (MacDougall 2006; Dilda 2014) have used arbitrary but fixed maximum current amplitudes from 3 to 5 mA in the medio-lateral (ML) direction to disrupt balance function in healthy adults. Giving this high level of current amplitude to all the individuals has a risk of invoking side effects such as nausea and discomfort. The goal of this study was to determine the minimum SVS level that yields an equivalently degraded balance performance. Thirteen subjects stood on a compliant foam surface with their eyes closed and were instructed to maintain a stable upright stance. Measures of stability of the head, trunk, and whole body were quantified in the ML direction. Duration of time they could stand on the foam surface was also measured. The minimum SVS dosage was defined to be that level which significantly degraded balance performance such that any further increase in stimulation level did not lead to further balance degradation. The minimum SVS level was determined by performing linear fits on the performance variable at different stimulation levels. Results from the balance task suggest that there are inter-individual differences and the minimum SVS amplitude was found to be in the range of 1 mA to 2.5 mA across subjects. SVS resulted in an average decrement of balance task performance in the range of 62%-73% across different measured variables at the minimum SVS amplitude in comparison to the control trial (no stimulus). Training using supra-threshold SVS stimulation is one of the sensory challenges used for preflight SA training designed to improve adaptability to novel gravitational environments. Inter-individual differences in response to SVS can help customize the SA training paradigms using minimal dosage required. Another application of using SVS is to simulate acute deterioration of vestibular sensory inputs in the evaluation of tests for assessing vestibular function.

Goel, R.

Transient anisotropic kernel for probabilistic learning on manifolds

PLoM (Probabilistic Learning on Manifolds) is a method introduced in 2016 for handling small training datasets by projecting an Itô equation from a stochastic dissipative Hamiltonian dynamical system, acting as the MCMC generator, for which the KDE-estimated probability measure with the training dataset is the invariant measure. PLoM performs a projection on a reduced-order vector basis related to the training dataset, using the diffusion maps (DMAPS) basis constructed with a time-independent isotropic kernel. In this paper, we propose a new ISDE projection vector basis built from a transient anisotropic kernel, providing an alternative to the DMAPS basis to improve statistical surrogates for stochastic manifolds with heterogeneous data. The construction ensures that for times near the initial time, the DMAPS basis coincides with the transient basis. For larger times, the differences between the two bases are characterized by the angle of their spanned vector subspaces. The optimal instant yielding the optimal transient basis is determined using an estimation of mutual information from Information Theory, which is normalized by the entropy estimation to account for the effects of the number of realizations used in the estimations. Consequently, this new vector basis better represents statistical dependencies in the learned probability measure for any dimension. Three applications with varying levels of statistical complexity and data heterogeneity validate the proposed theory, showing that the transient anisotropic kernel improves the learned probability measure.

Diffusion maps

Quantum-Compatible Variational Segmentation for Image-to-Image Wildfire Detection Using Satellite Data

Wildfire occurrences have been increasing for the past decade, leaving devastating traces across the world. In the recent efforts, remote sensing and airborne missions have been utilized to better understand and manage wildfires. This has resulted in an exponential increase in volume of remote sensing data, which has pushed the need for intelligent automation of data extraction for wildfire studies. Machine learning offers accurate automation in detecting such natural anomalies and enable decision-makers to take actions in a timely manner. Recent advances in machine learning algorithms, namely probabilistic generative methods, allow researchers and decisionmakers to step beyond detection and study “what-if” scenarios for wildfire occurrences. Additionally, they offer better imitations to the stochastic behavior of nature, and wildfire events. However, optimizing the performance of these probabilistic generative models is a computationally expensive process, specially using digital computers. On the other hand, quantum computers have recently shown a promise to reduce computationally costly training of such models and provide performance improvements. There is a body of research investigating the potential for improved machine learning methods in which key operations are performed on a quantum computer. In this study, we propose a probabilistic image-toimage segmentation approach combining a very well-known segmentation method, U-NET, with a Conditional Variational Auto-Encoder (CVAE) to not only detect wildfires but also describe the stochasticity of the phenomenon and be capable of running “what-if” scenarios. Our proposed model is compatible with training on quantum computers, which results in a quantum-assisted image-to-image segmentation approach and can be used to benchmark the potential benefit of quantum computing over the classical one.

quantum

Data-Driven Compositional Optimization in Misspecified Regimes

With a manifold growth in the scale and intricacy of systems, the challenges of parametric misspecification become pronounced. These concerns are further exacerbated in compositional settings, which emerge in problems complicated by modeling risk and robustness. In “Data-Driven Compositional Optimization in Misspecified Regimes,” the authors consider the resolution of compositional stochastic optimization problems, plagued by parametric misspecification. In considering settings where such misspecification may be resolved via a parallel learning process, the authors develop schemes that can contend with diverse forms of risk, dynamics, and nonconvexity. They provide asymptotic and rate guarantees for unaccelerated and accelerated schemes for convex, strongly convex, and nonconvex problems in a two-level regime with extensions to the multilevel setting. Surprisingly, the nonasymptotic rate guarantees show no degradation from the rate statements obtained in a correctly specified regime and the schemes achieve optimal (or near-optimal) sample complexities for general T-level strongly convex and nonconvex compositional problems.

Business & Economics

Adaptive Bayes classifiers for remotely sensed data

An algorithm is developed for a learning, adaptive, statistical pattern classifier for remotely sensed data. The estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest, and (2) a projection of the parameters in time and space. The results reported are for Gaussian data in which the mean vector of each class may vary with time or position after the classifier is trained.

Raulston, H. S.

Natural Hazard Risk Assessments at the Global Scale

Since 1990, natural hazards have led to over 1.6 million fatalities globally, and economic losses are estimated at an average of around USD 260–310 billion per year. The scientific and policy communities recognise the need to reduce these risks. As a result, the last decade has seen a rapid development of global models for assessing risk from natural hazards at the global scale. In this paper, we review the scientific literature on natural hazard risk assessments at the global scale, and we specifically examine whether and how they have examined future projections of hazard, exposure, and/or vulnerability. In doing so, we examine similarities and differences between the approaches taken across the different hazards, and we identify potential ways in which different hazard communities can learn from each other. For example, there are a number of global risk studies focusing on hydrological, climatological, and meteorological hazards that have included future projections and disaster risk reduction measures (in the case of floods), whereas fewer exist in the peer-reviewed literature for global studies related to geological hazards. On the other hand, studies of earthquake and tsunami risk are now using stochastic modelling approaches to allow for a fully probabilistic assessment of risk, which could benefit the modelling of risk from other hazards. Finally, we discuss opportunities for learning from methods and approaches being developed and applied to assess natural hazard risks at more continental or regional scales. Through this paper, we hope to encourage further dialogue on knowledge sharing between disciplines and communities working on different hazards and risk and at different spatial scales.

Philip J. Ward

Criticality analysis of nuclear binding energy neural networks

Machine learning methods, in particular deep learning methods such as artificial neural networks (ANNs) with many layers, have become widespread and useful tools in nuclear physics. However, these ANNs are typically treated as ‘black boxes’, with their architecture (width, depth, and weight/bias initialization) and the training algorithm and parameters chosen empirically by optimizing learning based on limited exploration. We test a non-empirical approach to understanding and optimizing nuclear physics ANNs by adapting a criticality analysis based on renormalization group flows in terms of the hyperparameters for weight/bias initialization, training rates, and the ratio of depth to width. This treatment utilizes the statistical properties of neural network initialization to find a generating functional for network outputs at any layer, allowing for a path integral formulation of the ANN outputs as a Euclidean statistical field theory. We use a prototypical example to test the applicability of this approach: a simple ANN for nuclear binding energies. We find that with training using a stochastic gradient descent optimizer, the predicted criticality behavior is realized, and optimal performance is found with critical tuning. However, the use of an adaptive learning algorithm leads to somewhat superior results without concern for tuning and thus obscures the analysis. Nevertheless, the criticality analysis offers a way to look within the black box of ANNs, which is a first step towards potential improvements in network performance beyond using adaptive optimizers.

artificial neural network

MDLoader: A Hybrid Model-Driven Data Loader for Distributed Graph Neural Network Training

Scalable data management is essential for processing large scientific dataset on HPC platforms for distributed deep learning. In-memory distributed storage is preferred for its speed, enabling rapid, random, and frequent data access required by stochastic optimizers. Processes use one-sided or collective communication to fetch remote data, with optimal performance depending on (i) dataset characteristics, (ii) training scale, and (iii) interconnection network. Empirical analysis shows collective communication excels with larger mini-batch sizes and/or fewer processes, whereas one-sided communication outperforms at larger scales. We propose MDLoader, a hybrid in-memory data loader for distributed graph neural network training. MDLoader features a model-driven performance estimator that dynamically selects between one-sided and collective communication at the beginning of training using Tree of Parzen Estimators (TPE). Evaluations on NERSC Perlmutter and OLCF Summit show MDLoader outperforms single-backend loaders by up to 2.83 × and predicts the suitable communication method with 96.3% (Perlmutter) and 94.3% (Summit) success rate.

Bae, Jonghyun

Learning the Task Management Space of an Aircraft Approach Model

Validating models of airspace operations is a particular challenge. These models are often aimed at finding and exploring safety violations, and aim to be accurate representations of real-world behavior. However, the rules governing the behavior are quite complex: nonlinear physics, operational modes, human behavior, and stochastic environmental concerns all determine the responses of the system. In this paper, we present a study on aircraft runway approaches as modeled in Georgia Tech's Work Models that Compute (WMC) simulation. We use a new learner, Genetic-Active Learning for Search-Based Software Engineering (GALE) to discover the Pareto frontiers defined by cognitive structures. These cognitive structures organize the prioritization and assignment of tasks of each pilot during approaches. We discuss the benefits of our approach, and also discuss future work necessary to enable uncertainty quantification.

Validation

A Predictive Deep-Reinforcement-Learning-Based Connected Automated Vehicle Anticipatory Longitudinal Control in a Mixed Traffic Lane Change Condition

Maintaining safety and efficiency for mixed traffic consisting of connected automated vehicles (CAVs) and human-driven vehicles (HDVs) is an arduous task due to the inherent HDVs’ stochasticity. Especially for longitudinal control, which is the basic function of vehicle automation, prevailing research primarily considers CAV’s car-following control merely the acceleration and deceleration of leading vehicles. However, this approach overlooks the potential disruptions caused by surrounding vehicles executing lane changes, which can significantly impact the control vehicle’s stability and overall safety. Hence, our study introduces a predictive deep reinforcement learning (DRL) longitudinal CAV controller. This innovative approach leverages prediction from a physics-informed neural network as well as the control capability of DRL to better anticipate and mitigate issues arising from lane-changing, enhancing the safety and efficiency of CAVs in such scenarios. Finally, validated by the numerical simulations embedded with the real-world data, the results indicate that the proposed controller significantly enhances the safety and efficiency of CAVs in situations involving lane changes by other vehicles, showcasing its potential as a valuable tool in advancing CAV technology in mixed traffic.

33 ADVANCED PROPULSION SYSTEMS

Quantum-Assisted Variational Segmentation for Image-to-Image Wildfire Detection Using Satellite Data

The quantum computing community has been searching for suitable applications to demonstrate the potential of near-term quantum devices. Quantum machine learning is a potential candidate, particularly using models that cannot be efficiently simulated with classical computers [1, 2]. This work focuses on a transition phase of quantum computers where the quantum machine learning model is still simulable classically but projected not to be simulable as the size of the model grows. Ultimately quantum computers may have advantages for high-dimensional real-world problems. Due to the limited number of qubits in current noisy intermediate-scale quantum (NISQ) devices, the direct application of quantum computers in high dimensional data is not feasible. To remedy this problem, an encoder-decoder architecture can be utilized. The encoder model would transform the high-dimensional data into a compact representation, to a level that small quantum computers can be used today (or in the near future), and the decoder would take the quantum processed outputs back to the high-dimensional space. Addressing the two challenges of quantum machine learning, this work investigates a hybrid supervised generative model with a quantum Ising Born machine embedded as the latent distribution. The model contains four main parts (Figure 1.a.): (1) a U-NET architecture responsible for learning segmentation flow, (2) a Prior network responsible for learning an encoded latent distribution of the input data, (3) a Born machine which represents the latent distribution, and (4) a Posterior network in charge of learning the joint encoded latent distribution of inputs and target data. The initial model, proposed by [3], is optimized by (1) maximizing the overlap of the prior and posterior latent distributions, and (2) minimizing the segmentation loss. The proposed model is designed to be investigated in a simulation environment applied to the real-world application of wildfire segmentation. Specifically, the model is designed to solve the patchy wildfire segmentations of Moderate Resolution Imaging Spectroradiometer (MODIS) by taking the MODIS observations and using Visible Infrared Imaging Radiometer Suite’s (VIIRS) consistent wildfire product as the target. The model solves patchy wildfire segmentations and provides insight into the epistemic errors sourced from model variation. The model utilizes the Born machine as a QUBO solver to represent the latent space as a Bernoulli distribution. The proposed configuration allows the variational segmentation model to leverage the true quantum probabilistic nature and derive a more expressive latent configuration, increasing the model performance in describing wildfire segmentations. The quantum probabilistic information of the Born machine is directly incorporated in the Kullback-Leibler divergence loss in the prior and posterior distributions, forcing the Bernoulli latent distribution to maximize the overlap of input and joint input-target distributions. The proposed model is then trained and compared with a baseline only consisting of direct Bernoulli latent distribution with no Born machine representing the latent space. The models are evaluated based on the segmentation metrics, such as precision, recall, intersect of union, with uncertainty boundaries accounting for the stochastic nature of the model. Our findings show that even in low latent-dimensional space (due to the limit in computational power of the classical quantum simulator), we are able to effectively capture the latent representation and hence the model performs better than the baseline. The findings are a projection for scaling the model into higher dimensional latent space with the Born machine surpassing the baseline performance. Figure 1. Sub-figure (a) demonstrates the architecture for the training phase. The model consists of a Prior and Posterior network that encode inputs and joint input-target data into compact representations, respectively. The Born machine represents the latent distribution, and the U-NET branch learns the segmentation patterns of the data. The stochasticity is introduced to the U-NET through its last layer to create meaningful but stochastic segmentations. Sub-figure (b) represents the inference phase where the model takes the stochastic behavior from the prior network and injects that into the U-NET. Each attempt of inference will generate different but similar segmentations from the same distribution of the wildfire event. REFERENCES [1] Coyle, B., Mills, D., Danos, V., & Kashefi, E. (2020). The Born supremacy: quantum advantage and training of an Ising Born machine. npj Quantum Information, 6(1), 1-11. [2] Liu, J. G., & Wang, L. (2018). Differentiable learning of quantum circuit born machines. Physical Review A, 98(6), 062324. [3] Kohl, S., Romera-Paredes, B., Meyer, C., De Fauw, J., Ledsam, J. R., Maier-Hein, K., ... & Ronneberger, O. (2018). A probabilistic u-net for segmentation of ambiguous images. Advances in neural information processing systems, 31.

quantum machine learning

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