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At least 163 records · Page 9

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↗

Observation of spatter-induced stochastic lack-of-fusion in laser powder bed fusion using in situ process monitoring

Material produced via additive manufacturing (AM) continues to exhibit variable mechanical properties despite apparent optimization of processing parameters, inhibiting qualification efforts and limiting use in critical applications. Stochastic lack-of-fusion flaws may help explain this variability, but the origin of these seemingly random defects has to this point remained unclear. In this work, we show that spatter particles, material ejected from the laser melt pool, are directly responsible for generating stochastic lack-of-fusion in laser-based powder bed fusion components through the application of spatial statistics. Herein a statistically significant, causal relationship between spatter particles and stochastic lack-of-fusion is established, and the spatial and morphological relationships between spatter and internal flaws are investigated. The occurrence of spatter-induced lack-of-fusion in relation to the inert gas flow and laser trajectory direction is also investigated, and recommendations for mitigating the occurrence of spatter are evaluated.

36 MATERIALS SCIENCE↗

Risk-Averse Bi-Level Stochastic Network Interdiction Model for Cyber-Security Risk Management

Security of cyber networks is crucial; recent severe cyber-attacks have had a devastating effect on many large organizations. The attack graph, which maps the potential attack paths of a cyber network, is a popular tool for analyzing cyber system vulnerability. In this study, we propose a bi-level stochastic network interdiction model on an attack graph to enable a risk-averse, resource constrained cyber network defender to optimally deploy security countermeasures that protect against attackers with an uncertain budget. This risk- averse conditional-value-at-risk (CVaR) model minimizes a weighted sum of the expected maximum loss over all scenarios and the expected maximum loss from the most damaging attack scenarios. We develop a customized constraint and column generation algorithm to solve our model as well as several acceleration techniques to improve the computational efficiency. Numerical experiments demonstrate that the acceleration techniques enable the solution of relatively large problems within a reasonable amount of time: applying all the acceleration techniques also reduces the average computation time of the basic algorithm by 71% for 100-node graphs. Using metrics called mean-risk value of stochastic solution and value of risk-aversion, computational results suggest that our stochastic risk-averse model significantly outperforms deterministic and risk-neutral models when 1) the distribution of attacker budget is heavy-right-tailed and 2) the defender is highly risk-averse.

Bhuiyan, Tanveer H.↗

SDYN-GANs: Adversarial learning methods for multistep generative models for general order stochastic dynamics

We introduce adversarial learning methods for data-driven generative modeling of dynamics of nth-order stochastic systems. Our approach builds on Generative Adversarial Networks (GANs) with generative model classes based on stable m-step stochastic numerical integrators. From observations of trajectory samples, we introduce methods for learning long-time predictors and stable representations of the dynamics. Our approaches use discriminators based on Maximum Mean Discrepancy (MMD), training protocols using both conditional and marginal distributions, and methods for learning dynamic responses over different time-scales. We show how our approaches can be used for modeling physical systems to learn force-laws, damping coefficients, and noise-related parameters. Our adversarial learning approaches provide methods for obtaining stable generative models for dynamic tasks including long-time prediction and developing simulations for stochastic systems.

• Artificial intelligence (AI) / machine learning ↗

Probabilistic evolution of stochastic dynamical systems: A meso-scale perspective

Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features are used to quantify and propagate uncertainties associated with the initial conditions, external excitations, etc. From a probabilistic modeling standing point, two broad classes of methods exist, i.e. macro-scale methods and micro-scale methods. Classically, macro-scale methods such as statistical moments-based strategies are usually too coarse to capture the multi-mode shape or tails of a non-Gaussian distribution. Micro-scale methods such as random samples-based approaches, on the other hand, become computationally very challenging in dealing with high-dimensional stochastic systems. In view of these potential limitations, a meso-scale scheme is proposed here that utilizes a meso-scale statistical structure to describe the dynamical evolution from a probabilistic perspective. The significance of this statistical structure is twofold. First, it can be tailored to any arbitrary random space. Second, it not only maintains the probability evolution around sample trajectories but also requires fewer meso-scale components than the micro-scale samples. To demonstrate the efficacy of the proposed meso-scale scheme, a set of examples of increasing complexity are provided. Connections to the benchmark stochastic models as conservative and Markov models along with practical implementation guidelines are presented.

97 MATHEMATICS AND COMPUTING↗

Forces from Stochastic Density Functional Theory under Nonorthogonal Atom-Centered Basis Sets

We develop a formalism for calculating forces on the nuclei within the linear-scaling stochastic density functional theory (sDFT) in a nonorthogonal atom-centered basis set representation (Fabian et al. Wiley Interdiscip. Rev.: Comput. Mol. Sci. 2019, 9, e1412, 10.1002/wcms.1412) and apply it to the Tryptophan Zipper 2 (Trp-zip2) peptide solvated in water. We use an embedded-fragment approach to reduce the statistical errors (fluctuation and systematic bias), where the entire peptide is the main fragment and the remaining 425 water molecules are grouped into small fragments. We analyze the magnitude of the statistical errors in the forces and find that the systematic bias is of the order of 0.065 eV/Å (~1.2 × 10 -3 E h / a 0 ) when 120 stochastic orbitals are used, independently of system size. This magnitude of bias is sufficiently small to ensure that the bond lengths estimated by stochastic DFT (within a Langevin molecular dynamics simulation) will deviate by less than 1% from those predicted by a deterministic calculation.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Determining the N -Representability of a Reduced Density Matrix via Unitary Evolution and Stochastic Sampling

The N-representability problem consists in determining whether, for a given p-body matrix, there exists at least one N-body density matrix from which the p-body matrix can be obtained by contraction, that is, if the given matrix is a p-body reduced density matrix (p-RDM). The knowledge of all necessary and sufficient conditions for a p-body matrix to be N-representable allows the constrained minimization of a many-body Hamiltonian expectation value with respect to the p-body density matrix and, thus, the determination of its exact ground state. However, the number of constraints that complete the N-representability conditions grows exponentially with system size, and hence, the procedure quickly becomes intractable for practical applications. This work introduces a hybrid quantum-stochastic algorithm to effectively replace the N-representability conditions. The algorithm consists of applying to an initial N-body density matrix a sequence of unitary evolution operators constructed from a stochastic process that successively approaches the reduced state of the density matrix on a p-body subsystem, represented by a p-RDM, to a target p-body matrix, potentially a p-RDM. The generators of the evolution operators follow the well-known adaptive derivative-assembled pseudo-Trotter method (ADAPT), while the stochastic component is implemented by using a simulated annealing process. The resulting algorithm is independent of any underlying Hamiltonian, and it can be used to decide whether a given p-body matrix is N-representable, establishing a criterion to determine its quality and correcting it. We apply the proposed hybrid ADAPT algorithm to alleged reduced density matrices from a quantum chemistry electronic Hamiltonian, from the reduced Bardeen–Cooper–Schrieffer model with constant pairing, and from the Heisenberg XXZ spin model. In all cases, the proposed method behaves as expected for 1-RDMs and 2-RDMs, evolving the initial matrices toward different targets.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Substrate-Mediated Evaporation and Stochastic Evolution of Supported Au Nanoparticles

Here, we use in situ transmission electron microscopy with automated tracking to study supported gold nanoparticles (NPs) during high-temperature vacuum annealing. The average mass loss per NP is governed by a flat, nearly size-independent substrate-mediated evaporation profile. On top of this mean shrinkage, individual NPs show significant fluctuations in apparent growth or shrinkage, and NP volume follows a random-walk-like trajectory. To rationalize both the ensemble-mean behavior and the particle-resolved variability, we develop a self-consistent theory that couples substrate-mediated evaporation to collective 2D Ostwald-type mass exchange through a shared adatom field, described in terms of a renormalized screening length and background concentration. In the experimentally relevant regime, the theory predicts an approximately size-independent mean shrinkage rate and clarifies how net mass loss suppresses classical coarsening. Superimposed on this deterministic drift, we quantify stochastic volume trajectories and capture their fluctuation spectrum with a minimal Langevin description consistent with intermittent adatom attachment and detachment events. In addition, we characterize the lateral diffusive motion of NPs, which is responsible for their coalescence. Altogether, our results highlight that stochasticity is intrinsic at the nanoscale and that predicting the evolution of supported NPs at early and intermediate times requires a unified framework combining substrate-mediated evaporation, collective mass exchange, and stochastic fluctuations.

77 NANOSCIENCE AND NANOTECHNOLOGY↗

Generation of Tunable Stochastic Sequences Using the Insulator–Metal Transition

Probabilistic computing is a paradigm in which data are not represented by stable bits, but rather by the probability of a metastable bit to be in a particular state. The development of this technology has been hindered by the availability of hardware capable of generating stochastic and tunable sequences of “1s” and “0s”. The options are currently limited to complex CMOS circuitry and, recently, magnetic tunnel junctions. Here, we demonstrate that metal–insulator transitions can also be used for this purpose. We use an electrical pump/probe protocol and take advantage of the stochastic relaxation dynamics in VO 2 to induce random metallization events. A simple latch circuit converts the metallization sequence into a random stream of 1s and 0s. The resetting pulse in between probes decorrelates successive events, providing a true stochastic digital sequence.

97 MATHEMATICS AND COMPUTING↗

A Binomial Stochastic Framework for Efficiently Modeling Discrete Statistics of Convective Populations

Abstract Understanding the coupling between convective clouds and the general circulation, as well as addressing the gray zone problem in convective parameterization, requires insight into the genesis and maintenance of spatial patterns in cumulus cloud populations. In this study, a simple toy model for recreating populations of interacting convective objects as distributed over a two‐dimensional Eulerian grid is formulated to this purpose. Key elements at the foundation of the model include i) a fully discrete formulation for capturing discrete behavior in convective properties at small population sample sizes, ii) object age‐dependence for representing life‐cycle effects, and iii) a prognostic number budget allowing for object interactions and co‐existence of multiple species. A primary goal is to optimize the computational efficiency of this system. To this purpose the object birth rate is represented stochastically through a spatially aware Bernoulli process. The same binomial stochastic operator is applied to horizontal advection of objects, conserving discreteness in object number. The applicability to atmospheric convection as well as behavior implied by the formulation is assessed. Various simple applications of the BiOMi model (Binomial Objects on Microgrids) are explored, suggesting that important convective behavior can be captured at low computational cost. This includes i) subsampling effects and associated powerlaw scaling in the convective gray zone, ii) stochastic predator‐prey behavior, iii) the downscale turbulent energy cascade, and iv) simple forms of spatial organization and convective memory. Consequences and opportunities for convective parameterization in next‐generation weather and climate models are discussed.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Nowcasting Earthquakes With Stochastic Simulations: Information Entropy of Earthquake Catalogs

Earthquake nowcasting has been proposed as a means of tracking the change in large earthquake potential in a seismically active area. The method was developed using observable seismic data, in which probabilities of future large earthquakes can be computed using Receiver Operating Characteristic methods. Furthermore, analysis of the Shannon information content of the earthquake catalogs has been used to show that there is information contained in the catalogs, and that it can vary in time. So an important question remains, where does the information originate? In this paper, we examine this question using stochastic simulations of earthquake catalogs. Our catalog simulations are computed using an Earthquake Rescaled Aftershock Seismicity (“ERAS”) stochastic model. This model is similar in many ways to other stochastic seismicity simulations, but has the advantage that the model has only 2 free parameters to be set, one for the aftershock (Omori-Utsu) time decay, and one for the aftershock spatial migration away from the epicenter. Generating a simulation catalog and fitting the two parameters to the observed catalog such as California takes only a few minutes of wall clock time. While clustering can arise from random, Poisson statistics, we show that significant information in the simulation catalogs arises from the “non-Poisson” power-law aftershock clustering, implying that the practice of de-clustering observed catalogs may remove information that would otherwise be useful in forecasting and nowcasting. We also show that the nowcasting method provides similar results with the ERAS model as it does with observed seismicity.

58 GEOSCIENCES↗

Simulating Atmospheric Processes in Earth System Models and Quantifying Uncertainties With Deep Learning Multi‐Member and Stochastic Parameterizations

Abstract Deep learning is a powerful tool to represent subgrid processes in climate models, but many application cases have so far used idealized settings and deterministic approaches. Here, we develop stochastic parameterizations with calibrated uncertainty quantification to learn subgrid convective and turbulent processes and surface radiative fluxes of a superparameterization embedded in an Earth System Model (ESM). We explore three methods to construct stochastic parameterizations: (a) a single Deep Neural Network (DNN) with Monte Carlo Dropout; (b) a multi‐member parameterization; and (c) a Variational Encoder Decoder with latent space perturbation. We show that the multi‐member parameterization improves the representation of convective processes, especially in the planetary boundary layer, compared to individual DNNs. The respective uncertainty quantification illustrates that methods (b) and (c) are advantageous compared to a dropout‐based DNN parameterization regarding the spread of convective processes. Hybrid simulations with our best‐performing multi‐member parameterizations remained challenging and crash within the first days. Therefore, we develop a pragmatic partial coupling strategy relying on the superparameterization for condensate emulation. Partial coupling reduces the computational efficiency of hybrid Earth‐like simulations but enables model stability over 5 months with our multi‐member parameterizations. However, our hybrid simulations exhibit biases in thermodynamic fields and differences in precipitation patterns. Despite this, the multi‐member parameterizations enable improvements in reproducing tropical extreme precipitation compared to a traditional convection parameterization. Despite these challenges, our results indicate the potential of a new generation of multi‐member machine learning parameterizations leveraging uncertainty quantification to improve the representation of stochasticity of subgrid effects.

Behrens, Gunnar [Deutsches Zentrum für Luft‐ und R↗

Machine learning unifies flexibility and efficiency of spinodal structure generation for stochastic biomaterial design

Abstract Porous biomaterials design for bone repair is still largely limited to regular structures (e.g. rod-based lattices), due to their easy parameterization and high controllability. The capability of designing stochastic structure can redefine the boundary of our explorable structure–property space for synthesizing next-generation biomaterials. We hereby propose a convolutional neural network (CNN) approach for efficient generation and design of spinodal structure—an intriguing structure with stochastic yet interconnected, smooth, and constant pore channel conducive to bio-transport. Our CNN-based approach simultaneously possesses the tremendous flexibility of physics-based model in generating various spinodal structures (e.g. periodic, anisotropic, gradient, and arbitrarily large ones) and comparable computational efficiency to mathematical approximation model. We thus successfully design spinodal bone structures with target anisotropic elasticity via high-throughput screening, and directly generate large spinodal orthopedic implants with desired gradient porosity. This work significantly advances stochastic biomaterials development by offering an optimal solution to spinodal structure generation and design.

59 BASIC BIOLOGICAL SCIENCES↗

Stochastic gradient descent for optimization for nuclear systems

The use of gradient descent methods for optimizing k-eigenvalue nuclear systems has been shown to be useful in the past, but the use of k-eigenvalue gradients have proved computationally challenging due to their stochastic nature. ADAM is a gradient descent method that accounts for gradients with a stochastic nature. This analysis uses challenge problems constructed to verify if ADAM is a suitable tool to optimize k-eigenvalue nuclear systems. ADAM is able to successfully optimize nuclear systems using the gradients of k-eigenvalue problems despite their stochastic nature and uncertainty. Furthermore, it is clearly demonstrated that low-compute time, high-variance estimates of the gradient lead to better performance in the optimization challenge problems tested here.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Proactive Operations and Investment Planning via Stochastic Optimization to Enhance Power Systems’ Extreme Weather Resilience

We present scalable stochastic optimization approaches for improving power systems’ resilience to extreme weather events. We consider both proactive redispatch and transmission line hardening as alternatives for mitigating expected load shed due to extreme weather, resulting in large-scale stochastic linear programs (LPs) and mixed-integer linear programs (MILPs). We solve these stochastic optimization problems with progressive hedging (PH), a parallel, scenario-based decomposition algorithm. Our computational experiments indicate that our proposed method for enhancing power system resilience can provide high-quality solutions efficiently. With up to 128 scenarios on a 2,000-bus network, the operations (redispatch) and investment (hardening) resilience problems can be solved in approximately 6 min and 2 h of wall-clock time, respectively. Additionally, we solve the investment problems with up to 512 scenarios, demonstrating that the approach scales very well with the number of scenarios. Moreover, the method produces high quality solutions that result in statistically significant reductions in expected load shed. Our proposed approach can be augmented to incorporate a variety of other operational and investment resilience strategies, or a combination of such strategies.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Stochastic density functional theory: Real- and energy-space fragmentation for noise reduction

Stochastic density functional theory (sDFT) is becoming a valuable tool for studying ground-state properties of extended materials. The computational complexity of describing the Kohn-Sham orbitals is replaced by introducing a set of random (stochastic) orbitals leading to linear and often sub-linear scaling of certain ground-state observables at the account of introducing a statistical error. Schemes to reduce the noise are essential, for example, for determining the structure using the forces obtained from sDFT. Recently, we have introduced two embedding schemes to mitigate the statistical fluctuations in the electron density and resultant forces on the nuclei. Both techniques were based on fragmenting the system either in real space or slicing the occupied space into energy windows, allowing for a significant reduction in the statistical fluctuations. For chemical accuracy, further reduction of the noise is required, which could be achieved by increasing the number of stochastic orbitals. However, the convergence is relatively slow as the statistical error scales as 1 / N χ according to the central limit theorem, where N χ is the number of random orbitals. In this paper, we combined the embedding schemes mentioned above and introduced a new approach that builds on overlapped fragments and energy windows. The new approach significantly lowers the noise for ground-state properties, such as the electron density, total energy, and forces on the nuclei, as demonstrated for a G-center in bulk silicon.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Benchmarking the semi-stochastic CC( P;Q ) approach for singlet–triplet gaps in biradicals

Here, we recently proposed a semi-stochastic approach to converging high-level coupled-cluster (CC) energetics, such as those obtained in the CC calculations with singles, doubles, and triples (CCSDT), in which the deterministic CC(P;Q) framework is merged with the stochastic configuration interaction Quantum Monte Carlo propagations [J. E. Deustua, J. Shen, and P. Piecuch, Phys. Rev. Lett. 119, 223003 (2017)]. In this work, we investigate the ability of the semi-stochastic CC(P;Q) methodology to recover the CCSDT energies of the lowest singlet and triplet states and the corresponding singlet–triplet gaps of biradical systems using methylene, (HFH) − , cyclobutadiene, cyclopentadienyl cation, and trimethylenemethane as examples.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Noise reduction of stochastic density functional theory for metals

Density Functional Theory (DFT) has become a cornerstone in the modeling of metals. However, accurately simulating metals, particularly under extreme conditions, presents two significant challenges. First, simulating complex metallic systems at low electron temperatures is difficult due to their highly delocalized density matrix. Second, modeling metallic warm-dense materials at very high electron temperatures is challenging because it requires the computation of a large number of partially occupied orbitals. This study demonstrates that both challenges can be effectively addressed using the latest advances in linear-scaling stochastic DFT methodologies. Despite the inherent introduction of noise into all computed properties by stochastic DFT, this research evaluates the efficacy of various noise reduction techniques under different thermal conditions. Our observations indicate that the effectiveness of noise reduction strategies varies significantly with the electron temperature. Furthermore, we provide evidence that the computational cost of stochastic DFT methods scales linearly with system size for metal systems, regardless of the electron temperature regime.

Chemistry↗