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At least 127 records · Page 7

S-OPT: A Points Selection Algorithm for Hyper-Reduction in Reduced Order Models

While projection-based reduced order models can reduce the dimension of full order solutions, the resulting reduced models may still contain terms that scale with the full order dimension. Hyper-reduction techniques are sampling-based methods that further reduce this computational complexity by approximating such terms with a much smaller dimension. The goal of this work is to introduce the points selection algorithm developed by Shin and Xiu as a hyper-reduction method. The selection algorithm was originally proposed as a stochastic collocation method for uncertainty quantification. Since the algorithm aims at maximizing a quantity $\mathcal{S}$ that measures both the column orthogonality and the determinant, we refer to the algorithm as S-OPT. Numerical examples are provided to demonstrate the performance of S-OPT and to compare its performance with a gappy proper orthogonal decomposition (POD) algorithm. Here, we found that using the S-OPT algorithm is shown to predict the full order solutions with higher accuracy than gappy POD especially when the number of sampling points is small, although we note that S-OPT shows slow asymptotic convergence with respect to the number of samples for some applications, e.g., Lagrangian hydrodynamics.

97 MATHEMATICS AND COMPUTING↗

Stochastic pre-event preparation for enhancing resilience of distribution systems

Extreme weather events are the common causes for power supply interruptions and power outages in electrical distribution systems. Improving the distribution system and enhancing its resilience is becoming crucial due to the increased frequency of extreme weather events. Preparation and allocation of multiple flexible resources, such as mobile resources, fuel resources, and labor resources before extreme weather events can mitigate the effects of extreme weather events and enhance the resilience of power distribution systems. Here, in this paper, a two-stage stochastic mixed-integer linear programming (SMILP) is proposed to optimize the preparation and resource allocation process for upcoming extreme weather events, which leads to faster and more efficient post-event restoration. The objective of the proposed two-stage SMILP is to maximize the served load and minimize the operating cost of flexible resources. The first stage in the optimization problem selects the amounts and locations of different resources. The second stage considers the operational constraints of the distribution system and repair crew scheduling constraints. The proposed stochastic pre-event preparation model is solved by a scenario decomposition method, Progressive Hedging (PH), to ease the computational complexity introduced by a large number of scenarios. Furthermore, to show the impact of solar photovoltaic (PV) generation on system resilience, three types of PV systems are considered during a power outage and the resilience improvements with different PV penetration levels are compared. Numerical results from simulations on a large-scale (more than 10,000 nodes) distribution feeder have been used to validate the effectiveness and scalability of the proposed method.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Scalable branching on dual decomposition of stochastic mixed-integer programming problems

In this work, we present a scalable branching method for the dual decomposition of stochastic mixed-integer programming. Our new branching method is based on the branching method proposed by Caroe and Schultz that creates branching disjunctions on first-stage variables only. We propose improvements to the process for creating branching disjunctions, including (1) branching on the optimal solutions of the Dantzig-Wolfe reformulation of the restricted master problem and (2) using a more comprehensive (yet simple) measure for the dispersions associated with subproblem solution infeasibility. We prove that the proposed branching process leads to an algorithm that terminates finitely, and we provide conditions under which globally optimal solutions can be identified after termination. We have implemented our new branching method, as well as the Caroe-Schultz method and a branch-and-price method, in the open-source software package DSP. Using SIPLIB test instances, we present extensive numerical results to demonstrate that the proposed branching method significantly reduces the number of node subproblems and solution times.

97 MATHEMATICS AND COMPUTING↗

Stochastic Inversion of Gaussian Random Media Using Transverse Coherence Functions for Reflected Waves: Theory and Method

The transverse coherence functions (TCFs) of phase and amplitude fluctuations of a seismic wave are powerful to estimate the spatial distribution, length scales, and strength of random heterogeneities. However, TCFs have been formulated for transmitted waves only, not for reflected waves. In this paper, we derive reflection TCFs for Gaussian random media. Furthermore, we propose to invert for Gaussian random media using the reflection TCFs based on the grid search. We validate the new reflection TCF formulas using 2D finite-difference numerical experiments. The numerical example also illustrates the feasibility and efficiency of the inversion. The stochastic inversion using reflected waves can be used in both exploration and global seismology.

58 GEOSCIENCES↗

Negative fluxes and cell-miss errors in the random ray method

The random ray method is a recently developed stochastic method for solving neutral particle transport problems based on the method of characteristics. Perhaps surprisingly for a characteristics-based method using flat sources, we note that the random ray method can produce negative fluxes which may be numerically troublesome in several situations. These occur most severely in fixed source problems where the source is in a region with a small cross section. Additionally, we briefly discuss another source of bias which can occur in similar situations, namely a ray missing a mesh with a strong source and small cross section, resulting in the entirety of the source being unphysically deposited locally. This paper describes the mechanism by which negative fluxes may occur and several different methods to mitigate their effects. These fixes are tested on an eigenvalue problem, a ‘fusion-like’ shielding problem, and a shielding problem featuring an adjoint calculation. Even when extremely coarse random ray quadratures are used such that 20%–30% of cells are missed during a given iteration, use of the preferred fix technique ensures local flux tally errors remain trivial (below 1%). The preferred fix is now the default option in SCONE and OpenMC.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗

Stochastic noise can be helpful for variational quantum algorithms

Saddle points constitute a crucial challenge for first-order gradient descent algorithms. In notions of classical machine learning, they are avoided, for example, by means of stochastic gradient descent methods. In this work, we provide evidence that the saddle-points problem can be naturally avoided in variational quantum algorithms by exploiting the presence of stochasticity. We prove convergence guarantees and present practical examples in numerical simulations and on quantum hardware. We argue that the natural stochasticity of variational algorithms can be beneficial for avoiding strict saddle points, i.e., those saddle points with at least one negative Hessian eigenvalue. This insight that some levels of shot noise could help is expected to add a new perspective to notions of near-term variational quantum algorithms. Published by the American Physical Society 2025

Liu, Junyu↗

A Two-Stage Decomposition Approach for AC Optimal Power Flow

The alternating current optimal power flow (AC-OPF) problem is critical to power system operations and planning, but it is generally hard to solve due to its nonconvex and large-scale nature. Furthermore, this paper proposes a scalable decomposition approach in which the power network is decomposed into a master network and a number of subnetworks, where each network has its own AC-OPF subproblem. This formulates a two-stage optimization problem and requires only a small amount of communication between the master and subnetworks. The key contribution is a smoothing technique that renders the response of a subnetwork differentiable with respect to the input from the master problem, utilizing properties of the barrier problem formulation that naturally arises when subproblems are solved by a primal-dual interior-point algorithm. Consequently, existing efficient nonlinear programming solvers can be used for both the master problem and the subproblems. The advantage of this framework is that speedup can be obtained by processing the subnetworks in parallel, and it has convergence guarantees under reasonable assumptions. The formulation is readily extended to instances with stochastic subnetwork loads. Numerical results show favorable performance and illustrate the scalability of the algorithm which is able to solve instances with more than 11 million buses.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A backward SDE method for uncertainty quantification in deep learning

Here, we develop a backward stochastic differential equation based probabilistic machine learning method, which formulates a class of stochastic neural networks as a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced with the gradient computed through a backward stochastic differential equation. Convergence analysis for stochastic gradient descent optimization and numerical experiments for applications of stochastic neural networks are carried out to validate our methodology in both theory and performance.

97 MATHEMATICS AND COMPUTING↗

Partner with a Third-Party Delivery Service or Not? A Prediction-and-Decision Tool for Restaurants Facing Takeout Demand Surges During a Pandemic

Amidst the COVID-19 pandemic, restaurants become more reliant on no-contact pick-up or delivery ways for serving customers. As a result, they need to make tactical planning decisions such as whether to partner with online platforms, to form their own delivery team, or both. In this paper, we develop an integrated prediction-decision model to analyze the profit of combining the two approaches and to decide the needed number of drivers under stochastic demand. We first use the susceptible-infected-recovered (SIR) model to forecast future infected cases in a given region and then construct an autoregressive-moving-average (ARMA) regression model to predict food-ordering demand. Using predicted demand samples, we formulate a stochastic integer program to optimize food delivery plans. We conduct numerical studies using COVID-19 data and food-ordering demand data collected from local restaurants in Nuevo Leon, Mexico, from April to October 2020, to show results for helping restaurants build contingency plans under rapid market changes. Our method can be used under unexpected demand surges, various infection/vaccination status, and demand patterns. Here, our results show that a restaurant can benefit from partnering with third-party delivery platforms when (i) the subscription fee is low, (ii) customers can flexibly decide whether to order from platforms or from restaurants directly, (iii) customers require more efficient delivery, (iv) average delivery distance is long, or (v) demand variance is high.

97 MATHEMATICS AND COMPUTING↗

A Predictor-Corrector Strategy for Adaptivity in Dynamical Low-Rank Approximations

Here, in this paper, we present a predictor-corrector strategy for constructing rank-adaptive, dynamical low-rank approximations (DLRAs) of matrix-valued ODE systems. The strategy is a compromise between (i) low-rank step-truncation approaches that alternately evolve and compress solutions and (ii) strict DLRA approaches that augment the low-rank manifold using subspaces generated locally in time by the DLRA integrator. The strategy is based on an analysis of the error between a forward temporal update into the ambient full-rank space, which is typically computed in a step-truncation approach before recompressing, and the standard DLRA update, which is forced to live in a low-rank manifold. We use this error, without requiring its full-rank representation, to correct the DLRA solution. A key ingredient for maintaining a low-rank representation of the error is a randomized SVD, which introduces some degree of stochastic variability into the implementation. The strategy is formulated and implemented in the context of discontinuous Galerkin spatial discretizations of PDEs and applied to several versions of DLRA methods found in the literature as well as a new variant. Numerical experiments comparing the predictor-corrector strategy to other methods demonstrate robustness to overcome shortcomings of step truncation or strict DLRA approaches: The former may require more memory than is strictly needed, while the latter may miss transients solution features that cannot be recovered. The effect of randomization, tolerances, and other implementation parameters is also explored.

97 MATHEMATICS AND COMPUTING↗

A primal–dual algorithm for risk minimization

In this paper, we develop an algorithm to efficiently solve risk-averse optimization problems posed in reflexive Banach space. Such problems often arise in many practical applications as, e.g., optimization problems constrained by partial differential equations with uncertain inputs. Unfortunately, for many popular risk models including the coherent risk measures, the resulting risk-averse objective function is nonsmooth. Here, this lack of differentiability complicates the numerical approximation of the objective function as well as the numerical solution of the optimization problem. To address these challenges, we propose a primal–dual algorithm for solving large-scale nonsmooth risk-averse optimization problems. This algorithm is motivated by the classical method of multipliers and by epigraphical regularization of risk measures. As a result, the algorithm solves a sequence of smooth optimization problems using derivative-based methods. We prove convergence of the algorithm even when the subproblems are solved inexactly and conclude with numerical examples demonstrating the efficiency of our method.

97 MATHEMATICS AND COMPUTING↗

A Pseudoreversible Normalizing Flow for Stochastic Dynamical Systems with Various Initial Distributions

Here, we present a pseudoreversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with various initial distributions. The primary objective is to construct an accurate and efficient sampler that can be used as a surrogate model for computationally expensive numerical integration of SDEs, such as those employed in particle simulation. After training, the normalizing flow model can directly generate samples of the SDE’s final state without simulating trajectories. The existing normalizing flow model for SDEs depends on the initial distribution, meaning the model needs to be retrained when the initial distribution changes. The main novelty of our normalizing flow model is that it can learn the conditional distribution of the state, i.e., the distribution of the final state conditional on any initial state, such that the model only needs to be trained once and the trained model can be used to handle various initial distributions. This feature can provide a significant computational saving in studies of how the final state varies with the initial distribution. Additionally, we propose to use a pseudoreversible network architecture to define the normalizing flow model, which has sufficient expressive power and training efficiency for a variety of SDEs in science and engineering, e.g., in particle physics. We provide a rigorous convergence analysis of the pseudoreversible normalizing flow model to the target probability density function in the Kullback–Leibler divergence metric. Numerical experiments are provided to demonstrate the effectiveness of the proposed normalizing flow model.

97 MATHEMATICS AND COMPUTING↗

A deterministic verification strategy for electrostatic particle-in-cell algorithms in arbitrary spatial dimensions using the method of manufactured solutions

As simulations of kinetic plasmas continue to increase in scope and complexity, a rigorous and straightforward method for verifying particle-in-cell (PIC) implementations is necessary to ensure their correctness. Here, in this paper, we present a deterministic method for the rigorous verification of multidimensional, multispecies, electrostatic particle-in-cell codes based on the method of manufactured solutions. Specifically, we prove that rigorous verification is possible through the exclusive examination of errors of grid quantities (i.e., moments and/or fields), allowing for a very light-weight and non-intrusive implementation in existing PIC codes. This is a marked improvement over earlier PIC verification approaches (only demonstrated with one species in 1D-1V), which rely on the comparison of cumulative distribution functions, and are invasive on the code base, introduce additional stochastic noise, are significantly more computationally expensive, and lack rigorous convergence properties. Interestingly, we show that different grid quantities feature different rates of convergence with the number of particles and mesh size, impacting the verification process. These theoretical results are confirmed numerically with a multi-species 2D-2V particle-in-cell code, including the ability of the method to detect order reduction due to an incorrect implementation.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Adaptive tau-leaping methods for microscopic-lattice kinetic Monte Carlo simulations

Traditional Kinetic Monte Carlo (KMC) approaches, rooted in Gillespie’s stochastic simulation algorithm, become computationally demanding in systems with a large range of timescales. The goal of this work is to propose and study new adaptive lattice-KMC time integration strategies for spatially non-uniform systems. To that end, two novel adaptive tau-leaping methods and their corresponding time integration strategies are developed based on the idea of the “n-fold” direct KMC method. These strategies allow for the simultaneous execution of multiple reactions, advancing time by adaptively selected coarse increments. We present numerical experiments comparing the proposed methods with existing approaches in a catalytic surface kinetics application involving ammonia decomposition.

Bimolecular reactions↗

Model averaging approaches to data subset selection

Model averaging is a useful and robust method for dealing with model uncertainty in statistical analysis. Often, it is useful to consider data subset selection at the same time, in which model selection criteria are used to compare models across different subsets of the data. Two different criteria have been proposed in the literature for how the data subsets should be weighted. We compare the two criteria closely in a unified treatment based on the Kullback-Leibler divergence and conclude that one of them is subtly flawed and will tend to yield larger uncertainties due to loss of information. Here, analytical and numerical examples are provided.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.

97 MATHEMATICS AND COMPUTING↗

Model Agnostic Bayesian Framework for Online Anomaly/Event Detection in PMU Data

Phasor measurement units (PMU) are integral to the modernization and automation plan of the electric power industry. A PMU data signature contains system-level events (e.g., faults, generation/load change, etc.) and any measurement/device-related errors. Therefore, the reliable and resilient operation of power systems is equivalent to the quality of the PMU data and the situation awareness provided by its data signature. Despite recent progress, current state-of-the-art methods are not fool-proof and have certain limitations tracing an error/abnormality to sensor sub-components and grid systems. This is because of technical challenges imposed by the scarcity of the labeled information, loss of data quality, and non-stationarity of data. In this paper, we consider the online PMU data stream as an output of a stochastic process and pose the anomaly/event detection as a changepoint detection problem dealing with detecting parameter changes in the underlying stochastic processes. The proposed model-agnostic framework relies on: (a) feature extraction utilizing the minimum volume enclosing ellipsoids (MVEE) method from raw PMU observations and (b) a Bayesian framework of changepoint detection. The validity of the proposed methodology is discussed through numerical experiments on real-world utility-scale PMU data.

Hossain, Ramij Raja↗