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All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

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↗
DOE OSTI2026

Fokker-Planck Equation Governing the Distribution of Walkers in Auxiliary-Field Quantum Monte Carlo

Auxiliary-field quantum Monte Carlo (AFQMC) is typically formulated as an open-ended random walk in an overcomplete space of Slater determinants, implemented through a Langevin equation. However, the explicit form of the underlying Fokker-Planck equation governing the walker population distribution has remained unknown. Here, in this Letter, we derive the Fokker-Planck equation for AFQMC and propose a novel numerical scheme to solve it. The solution of the Fokker-Planck equation reveals the wave function actually sampled by the AFQMC algorithm. Interestingly, we find that even when the exact ground state is used as a guiding wave function in constrained path AFQMC, contrary to the common assumption, the wave function sampled by AFQMC is not exact. Beyond clarifying several fundamental aspects of AFQMC, the availability of a Fokker-Planck equation formulation opens new avenues for systematically improving its accuracy, which we outline in this Letter.

Monte Carlo methods↗
DOE OSTI2025

Energy-momentum-conserving stochastic differential equations and algorithms for the nonlinear Landau-Fokker-Planck equation

Coulomb collision is a fundamental diffusion process in plasmas that can be described by the Landau-Fokker-Planck (LFP) equation or the stochastic differential equation (SDE). While energy and momentum are conserved exactly in the LFP equation, they are conserved only on average by the conventional corresponding SDEs, suggesting that the underlying stochastic process may not be well defined by such SDEs. Here, in this study, we derive new SDEs with exact energy-momentum conservation for the Coulomb collision by factorizing the collective effect of field particles into individual particles and enforcing Newton's third law. These SDEs, when interpreted in the Stratonovich sense, have a particularly simple form that represents pure diffusion between particles without drag. To demonstrate that the new SDEs correspond to the LFP equation, we develop numerical algorithms that converge to the SDEs and preserve discrete conservation laws. Simulation results are presented in a benchmark of various relaxation processes.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2025

Convex relaxation for Fokker–Planck equation

We propose an approach to directly estimate the moments or marginals for a high-dimensional equilibrium distribution in statistical mechanics by solving the high-dimensional Fokker–Planck equation in terms of low-order cluster moments or marginals. With this approach, we bypass the exponential complexity of estimating the full high-dimensional distribution and directly solve the simplified partial differential equations for low-order moments/marginals. Moreover, the proposed moment/marginal relaxation is fully convex and can be solved via off-the-shelf solvers. We further propose a time-dependent version of the convex programs to study non-equilibrium dynamics. In a specific setting, we show the proposed method can recover a mean-field-type equilibrium density. Numerical results are provided to demonstrate the performance of the proposed algorithm for high-dimensional systems.

Chen, Yian↗
DOE OSTI2025

Lectures on statistical mechanics

Presented here is a transcription of the lecture notes from Professor Allan N. Kaufman’s graduate statistical mechanics course Physics 212A and 212B at the University of California Berkeley from the 1972–1973 academic year. 212A addressed equilibrium statistical mechanics with topics: fundamentals (micro-canonical and sub-canonical ensembles, adiabatic law and action conservation, fluctuations, pressure, and virial theorem), classical fluids and other systems (equation of state, deviations from ideality, virial coefficients and van der Waals potential, canonical ensemble and partition function, quasistatic evolution, grand-canonical ensemble and partition function, chemical potential, simple model of a phase transition, quantum virial expansion, numerical simulation of equations of state, and phase transition), chemical equilibrium (systems with multiple species and chemical reactions, law of mass action, Saha equation, chemical equilibrium including ionization and excited states), and long-range interactions (including Coulomb, dipole, and gravitational interactions, Debye–Hückel theory, and shielding). 212B addressed nonequilibrium statistical mechanics with topics: fundamentals (definitions: realizations, moments, characteristic function, and discrete variables), Brownian motion (Langevin equation, fluctuation–dissipation theorem, spatial diffusion, Boltzmann’s H-theorem), Liouville and Klimontovich equations, Landau equation (derivation, elaboration, and H-theorem, and irreversibility), Markov processes and Fokker–Planck equation (derivations of the Fokker–Planck equation and a master equation), linear response and transport theory (linear Boltzmann equation, linear response theory of Kubo and Mori, relation of entropy production to electrical conductivity, transport relations and coefficients, normal mode solutions of the transport equations, sketch of a generalized Langevin equation method for transport theory), and an introduction to nonequilibrium quantum statistical mechanics.

plasma dynamics↗
DOE OSTI2025

Dynamics of heavy quarks in strongly coupled $\mathcal{N}$ = 4 SYM plasma

We calculate the probability distribution P(k) for a heavy quark with velocity v propagating through strongly coupled N = 4 SYM plasma in the ’t Hooft limit (N c → ∞, λ = g 2 N c → ∞) at a temperature T to acquire a momentum k due to interactions with the plasma. This distribution encodes the well-known drag coefficient η D and the transverse and longitudinal momentum diffusion coefficients κ T and κ L . The jet quenching parameter $\hat{q}$ can be extracted from P(k) for v = 1. Going beyond these known Gaussian characteristics of P(k), our calculation determines all of the higher order and mixed moments to leading order in 1/$\sqrt{λ}$ for the first time. These non-Gaussian features of P(k) include qualitatively novel correlations between longitudinal energy loss and transverse momentum broadening at nonzero v. We show that all higher moments scale characteristically with an effective temperature of the boosted plasma in the heavy quark rest frame, and we demonstrate that these non-Gaussian characteristics can be sizable in magnitude and even dominant in physically relevant situations. We use these results to derive a Kolmogorov equation for the evolution of the probability distribution for the total momentum of a heavy quark that propagates through strongly coupled plasma. This evolution equation accounts for all higher order correlations between transverse momentum broadening and longitudinal energy loss, which we have calculated from first principles. It reduces to a Fokker-Planck equation when truncated to only include the effects of η D , κ T and κ L . Remarkably, while heavy quarks do not reach kinetic equilibrium with the plasma if evolved with this Fokker-Planck equation, by showing that the Boltzmann distribution is a static solution of the all-order Kolmogorov equation that we have derived we demonstrate that heavy quarks do reach kinetic equilibrium if evolved with this equation. Our results thus provide a dynamically complete framework for understanding the thermalization of a heavy quark that may be initially far from equilibrium in the strongly coupled N = 4 SYM plasma — as well as new insight into heavy quark transport and equilibration in quark-gluon plasma.

Holography and Hydrodynamics↗
DOE OSTI2025

Extended molecular eigenmodes treatment of dipole–dipole NMR relaxation in real fluids

Traditional models of NMR relaxation fail to account for the complex, multi-exponential behavior of the autocorrelation function in realistic systems characterized by soft-interactions and molecules that are chemically and physically complex. Here, in this study, we describe the relative diffusion of the spin dipoles by means of a Fokker–Planck equation that includes an interaction potential of mean force to account for the response of the physical/chemical environment around the dipoles. By numerically solving the Fokker–Planck equation for the diffusion propagator, we estimate dipole–dipole NMR relaxation for like- and unlike-spin systems via its eigenmode solution. We test the model against molecular simulations of diffusing dipoles with harmonic potentials and also validate using experimental longitudinal relaxation data from real systems, including Gd(III)–aqua and Gd(III)–DO3A–butrol complexes, the latter being an important MRI contrast agent. Using this novel approach, we predict both the inner- and outer-shell contributions to the relaxivity rates with excellent accuracy at frequencies relevant to MRI. We also show that, under the appropriate assumptions, our framework naturally recovers the Bloembergen–Purcell–Pound, the Solomon–Bloembergen–Morgan, and the Hwang–Freed models. Our implementation is general and publicly available for application to a broad range of systems.

Pinheiro dos Santos, Thiago J. [Rice Univ., Housto↗
DOE OSTI2026

Langevin and Fokker-Planck analyses for diffusion-mediated passing of circular and discorectangular species in two-dimensional channels

The propensity for pairs of diffusing species to pass each other within narrow channels or pores is of basic interest as a first-passage-type problem. It is also of relevance for solution-phase transport in nanoporous materials, and in particular for catalytic conversion reactions where high yield requires that product species can efficiently pass reactant species to exit the pores. Here, we analyze a two-dimensional model with nonoverlapping circular and discorectangular species confined to a rectangular channel, and where passing is mediated by Brownian dynamics in an implicit solvent. For narrower channels where passing is still possible, the discorectangle must align with the channel to pass the circular species. Behavior of the passing propensity, 𝑃, can be assessed by strongly damped Langevin simulations, or within an equivalent Fokker-Planck equation (FPE) formalism. The latter corresponds to a diffusion problem in a “higher-dimensional channel” with a constriction. We assess the variation of the passing propensity, 𝑃, for a broad range of channel width including its scaling just above the threshold where passing is sterically blocked. Analysis of 𝑃 versus the rotational diffusion coefficient 𝐷 𝑟 of the discorectangle reveals a significant decrease in 𝑃 for lower 𝐷 𝑟 for moderate channel width. This prompts a direct analysis of the regime where 𝐷 𝑟 → 0 , for which the FPE can be reduced to a three-dimensional diffusion problem, precise analysis of which is facilitated by adaptive-mesh finite element methods. The dependence of 𝑃 on the aspect ratio of the discorectangle is also assessed.

Rahman, Md Khaledur [Ames Laboratory (AMES), Ames,↗
DOE OSTI2025

Relaxation times for disoriented isospin condensates in high energy heavy ion collisions

Fluctuations between charged and neutral kaons measured by the ALICE Collaboration in Pb-Pb collisions at the CERN Large Hadron Collider (LHC) exceed conventional explanations. Previously it was shown that if the scalar condensate is accompanied by an electrically neutral isospin-1 field then the combination can produce large equilibrium fluctuations where ⟨$\overline{𝑢}$ ⁢𝑢⟩≠⟨ $\overline{𝑑}$𝑑⟩. Hadronizing strange and antistrange quarks might then strongly fluctuate between charged ($\overline{𝑢}$⁢𝑠 or $\overline{𝑠}$⁢𝑢) and neutral (𝑑⁢$\overline{𝑠}$⁢ or 𝑠⁢$\overline{𝑑}$) kaons. Here, we estimate the times for the condensates to achieve their equilibrium probability distributions within causal volumes in high energy heavy ion collisions. This is achieved by modeling the temperature dependence of the condensates, mesonic collective excitations, decay rates of the associated fields, and employing the Langevin and Fokker-Planck equations. Within this model, we find that the equilibration times are short compared with the expansion time, making disoriented isospin condensates a viable explanation for the anomalous fluctuations observed at the LHC.

Quark-gluon plasma↗
DOE OSTI2026

Formation and Redshift Evolution of Dark Matter Spikes

Dark matter density spikes forming around adiabatically growing black holes can dramatically enhance indirect and direct detection signals. Canonical predictions, however, assume a zero-mass seed in a purely dark matter environment and do not track the long-term dynamical impact of surrounding stars. We present a semi-analytic framework that first generalizes adiabatic spike formation to include finite seed masses, stellar cusps, and non-circular orbits, and then studies the subsequent cosmic evolution by solving coupled Fokker-Planck equations for the dark matter and stellar phase-space distributions, with a heating rate modulated by the cosmic star formation rate. Starting conservatively from canonical Gondolo-Silk spikes and marginalizing over astrophysical uncertainties, we find that stellar gravitational heating drives the inner slope towards $γ_χ\simeq 1.5$ within a few Gyrs (e.g by $z \lesssim 2$ for spikes formed at $z\simeq 10$), yielding overdensities two to four orders of magnitude below canonical expectations but still well above an NFW-like cusp. We provide redshift-dependent benchmarks for the column density and $J$-factor relevant to scattering, decay and annihilation signatures. Any robust interpretation of indirect dark matter signals from galactic nuclei must account for this evolution.

Herrera, Gonzalo [MIT, LNS; MIT, MKI; Harvard U.]↗
DOE OSTI2025

Voltage Probability Density Function Shaping Control Strategy Considering Grid Operational Uncertainties

It is well-known that power systems operation always affected by various uncertainties which make the bus voltage a random process that can be characterized by its probability density function (PDF) at any time instant. In this context, this paper presents a novel PDF-based voltage control framework for power systems. By modeling voltage as a stochastic process, we formulate a stochastic differential equationthat captures grid uncertainties. The associated Fokker-Planck-Kolmogorov equation is derived to describe the evolution of the voltage PDF, which enables the formulation of a PDF-shaping control strategy. To simplify the PDF control formulation, a B-spline neural network is introduced for real-time estimation and regulation of the voltage distribution. The proposed PDF control law updates voltage references for energy storage systems and synchronous generators using real-time PDF measurements and feedback signals. The proposed method is validated on a modified Kundur’s two-area system. Simulation results demonstrate that the controller can significantly improve the voltage stability under stochastic conditions, highlighting its effectiveness in modern inverter-rich grids.

Gui, Yonghao [ORNL] (ORCID:0000000250435534)↗
DOE OSTI2025

Implicit full-F simulations of neoclassical ion transport

The development of implicit time integration capabilities for axisymmetric full-F continuum simulations of ion neoclassical transport is reported. The approach involves the implicit treatment of the gyrokinetic Vlasov equation coupled to the nonlinear Fokker–Planck collision model in the long-wavelength limit approximation. To facilitate implicit simulations, advanced preconditioning of individual physics operators is developed, and a global multi-physics preconditioner is constructed by adopting an operator splitting methodology. The algorithm is implemented in the finite-volume code COGENT and is applied to study neoclassical transport properties for both the main ion species and the lithium impurity species in the closed-field-line region of the LTX- β tokamak. The implicit COGENT simulations elucidate the role of non-local transport effects, while demonstrating substantial speedup over the corresponding explicit approach.

Dorf, Mikhail [Lawrence Livermore National Laborat↗
DOE OSTI2025

Preserving nonlinear constraints in variational flow filtering data assimilation

Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems of interest obey nonlinear physical constraints, and the corresponding dynamics is confined to a certain sub-manifold of the state space. Standard data assimilation techniques applied to such systems yield posterior states lying outside the manifold, violating the physical constraints. This work focuses on particle flow filters which use stochastic differential equations to evolve state samples from a prior distribution to samples from an observation-informed posterior distribution. The variational Fokker-Planck (VFP)—a generic particle flow filtering framework—is extended to incorporate non-linear, equality state constraints in the analysis. To this end, two algorithmic approaches that modify the VFP stochastic differential equation are discussed: (i) VFPSTAB, to inexactly preserve constraints with the addition of a stabilizing drift term, and (ii) VFPDAE, to exactly preserve constraints by treating the VFP dynamics as a stochastic differential-algebraic equation (SDAE). Additionally, an implicit-explicit time integrator is developed to evolve the VFPDAE dynamics. The strength of the proposed approach for constraint preservation in data assimilation is demonstrated on three test problems: the double pendulum, Korteweg-de-Vries, and the incompressible Navier-Stokes equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Bias-Variance Trade-Off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs

Physics-Informed Neural Networks (PINNs) have triggered a paradigm shift in scientific computing, leveraging mesh-free properties and robust approximation capabilities. While proving effective for low-dimensional partial differential equations (PDEs), the computational cost of PINNs remains a hurdle in high-dimensional scenarios. This is particularly pronounced when computing high-order and high-dimensional derivatives in the physics-informed loss. Randomized Smoothing PINN (RS-PINN) introduces Gaussian noise for stochastic smoothing of the original neural net model, enabling the use of Monte Carlo methods for derivative approximation, which eliminates the need for costly automatic differentiation. Despite its computational efficiency, especially in the approximation of high-dimensional derivatives, RS-PINN introduces biases in both loss and gradients, negatively impacting convergence, especially when coupled with stochastic gradient descent (SGD) algorithms. We present a comprehensive analysis of biases in RS-PINN, attributing them to the nonlinearity of the Mean Squared Error (MSE) loss as well as the intrinsic nonlinearity of the PDE itself. We propose tailored bias correction techniques, delineating their application based on the order of PDE nonlinearity. The derivation of an unbiased RS-PINN allows for a detailed examination of its advantages and disadvantages compared to the biased version. Specifically, the biased version has a lower variance and runs faster than the unbiased version, but it is less accurate due to the bias. To optimize the bias-variance trade-off, we combine the two approaches in a hybrid method that balances the rapid convergence of the biased version with the high accuracy of the unbiased version. In addition to methodological contributions, we present an enhanced implementation of RS-PINN. Extensive experiments on diverse high-dimensional PDEs, including Fokker-Planck, Hamilton-Jacobi-Bellman (HJB), viscous Burgers’, Allen-Cahn, and Sine-Gordon equations, illustrate the bias-variance trade-off and highlight the effectiveness of the hybrid RS-PINN. Empirical guidelines are provided for selecting biased, unbiased, or hybrid versions, depending on the dimensionality and nonlinearity of the specific PDE problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Closure models for the feedback of energetic particles on plasma turbulence

Energetic particles interact with the plasma surrounding them, resonating with certain types of plasma waves to stabilize them while destabilizing others, and changing the character of the background turbulence in ways that have not been fully quantified or understood. Interaction with the turbulent background plasma is key to the acceleration of many types of energetic particles including high-energy cosmic rays, solar energetic particles, and pick-up ions. The acceleration of particles is a process that would ideally be described by a kinetic model, a type of model that follows a probability distribution function (PDF) for all particles in 7-dimensional (x, y, z, v x , v y , v z , t) space. Because of the high dimensionality of a kinetic model, simulations that solve kinetic equations use the largest computational resources currently available, and are yet unable to simulate a realistic number of particles, reach the large scales necessary for astrophysical problems, and use high-precision numerical methods. Two available alternatives to kinetic plasma models have been explored for this problem, with limited success. One is a multi-fluid model produced by a cumulant discarding closure, which evolves coupled equations for the velocity, magnetic field, and internal energy for both the background plasma and the fluid of energetic particles. However, simulations that solve multi-fluid magnetohydrodynamic (MHD) equations are able to include the interaction with energetic particles only in crude ways, typically as an add-on pressure term. The second alternative is to use a hybrid method to couple a fluid description of the background plasma to a kinetic model or a Fokker–Planck model for the energetic particles. These methods are hampered by the physical modeling of the coupling. In this work, we develop a new model, which follows the PDF for all particles; this can be viewed as a step toward physical realism above a multi-fluid MHD model, while also being more computationally efficient than a kinetic model. The equations we develop model both the background plasma and the energetic particles self-consistently. Over the last decade, similar PDF methods have been developed to a high level of sophistication to model reactive flows and turbulent combustion for engineering applications. For treatment of the feedback of the energetic particles on a background plasma, a PDF closure approach should evaluate the mean characteristics, including the density, with better statistical quality than will particle-sampling procedures.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2025

A higher-order finite-element implementation of the nonlinear Fokker–Planck collision operator for charged particle collisions in a low density plasma

Collisions between particles in a low density plasma are described by the Fokker–Planck collision operator. In applications, this nonlinear integro-differential operator is often approximated by linearised or ad-hoc model operators due to computational cost and complexity. In this work, we present an implementation of the nonlinear Fokker–Planck collision operator written in terms of Rosenbluth potentials in the Rosenbluth–MacDonald–Judd (RMJ) form. The Rosenbluth potentials may be obtained either by direct integration or by solving partial differential equations (PDEs) similar to Poisson's equation: we optimise for performance and scalability by using sparse matrices to solve the relevant PDEs. We represent the distribution function using a tensor-product continuous-Galerkin finite-element representation and we derive and describe the implementation of the weak form of the collision operator. We present tests demonstrating a successful implementation using an explicit time integrator and we comment on the speed and accuracy of the operator. Finally, we speculate on the potential for applications in the current and next generation of kinetic plasma models.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2026

Direct Measurement of Diffusion Coefficients: Evidence for Diffusive Stochastic Heating in Collisionless Plasmas

Open questions in collisionless plasma dissipation can be addressed using space-based observations in different astrophysical environments, with implications for both astrophysical and laboratory plasma systems. We study a low-𝛽, highly imbalanced, sub-Alfvénic stream observed by Parker Solar Probe (PSP) to identify and distinguish between signatures of stochastic heating (SH) and resonant heating (RH) by parallel ion cyclotron waves (∥-ICWs). Prior work studying this stream [Trevor A. Bowen et al., Stochastic heating in the sub-Alfvénic solar wind, Phys. Rev. Lett. 135, 255201 (2025)] showed that the SH rate, accounting for intermittency, matched the amplitude of the local energy transfer (LET) rate, while the RH rate did not. This comparison relied on a number of assumptions regarding the nature of the diffusive process and the calculation of the LET rate. We introduce a novel technique of inverting the proton guiding center equation to empirically measure velocity-space diffusion coefficients using three-dimensional proton velocity distribution functions, from the ion electrostatic analyzer (the Solar Probe Analyzer for Ions) on PSP. Measured diffusion coefficients are used to determine phase-space heating rates, leading to a calculation of a fully kinetic heating rate independent of assumptions made in prior work. We show that scale-dependent analytic expressions for SH via noncoherent fluctuations match the empirical measurements from PSP data, provided that we account for intermittency in the heating calculation. In contrast, the derived heating rates for SH that accounts for the effects of the helicity barrier and heating rates for RH via ∥-ICWs do not peak in the same region of velocity space as the empirical measurements, nor do they reach the required magnitude. Our approach provides novel methodology to uniquely identify and constrain heating processes in collisionless plasmas and shows evidence of a Fokker-Planck-like diffusive process in the near-Sun solar wind.

Plasma kinetic theory↗