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Results for “Stochastic Dynamics”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Generative AI models for learning flow maps of stochastic dynamical systems in bounded domains

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary interactions. Despite the success of machine learning-based methods in learning SDEs, existing learning methods are not applicable to SDEs in bounded domains because they cannot accurately capture the particle exit dynamics. We present a unified hybrid data-driven approach that combines a conditional diffusion model with an exit prediction neural network to capture both interior stochastic dynamics and boundary exit phenomena. Our ML model consists of two major components: a neural network that learns exit probabilities using binary cross-entropy loss with rigorous convergence guarantees, and a training-free diffusion model that generates state transitions for non-exiting particles using closed-form score functions. The two components are integrated through a probabilistic sampling algorithm that determines particle exit at each time step and generates appropriate state transitions. Here, the performance of the proposed approach is demonstrated via three test cases: a one-dimensional simplified problem for theoretical verification, a two-dimensional advection-diffusion problem in a bounded domain, and a three-dimensional problem of interest to magnetically confined fusion plasmas.

Bounded domains↗
NASA NTRS1993

Stochastic dynamics of baroclinic waves

The maintenance of variance and attendant heat flux in linear, forced dissipative baroclinic shear flows subject to stochastic excitation is examined. The baroclinic problem, is intrinsically nonnormal and its stochastic dynamics is found to differ significantly from the more familiar stochastic dynamics of normal systems. When the shear is sufficiently great in comparison to dissipative effects, stochastic excitation supports highly enhanced variance levels in these nonnormal systems compared to variance levels supproted by the same forcing and dissipation in related normal systems. The eddy variance and associated heat flux are found to arise in response to transient amplification of a subset of forcing functions that obtain energy from the mean flow and project this energy on a distinct subset of response functions (EOFs) that are in turn distinct from the set of normal modes of the system. A method for obtaining the dominant forcing and response functions as well as the distribution of heat flux for a given flow is described.

Farrell, Brian F.↗
NASA NTRS2010

Automated Flight Routing Using Stochastic Dynamic Programming

Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

Ng, Hok K.↗
NASA NTRS1985

Elements of a stochastic-dynamical theory of the long-term variability of the El Nino/Southern Oscillation

The rudiments of a stochastic-dynamical model for climatic systems with multiple equilibrium states are presented as a means for analyzing the long-term variability of the El Nino/Southern Oscillation (ENSO) events. It is shown that a combination of the unstable air-sea interaction, the seasonal cycle, and stochastic intraseasonal forcings must be considered in any model for ENSO. In particular, the instability in the air-sea interaction may be triggered by stochastic forcing. The possibility that stochastic events initiate the conditions leading to ENSO exacerbates the already difficult task of predicting ENSO patterns.

Lau, K.-M.↗
NASA NTRS1981

A stochastic-dynamical approach to the study of the natural variability of the climate

A method, suggested by Leith (1975), which employed stochastic-dynamic forecasts obtained from a general circulation model in such a way as to satisfy the definition of climatic noise, was used to validate assumptions accounting for the effects of external influences in estimating the climatic noise. Two assumptions were investigated: (1) that the weather fluctuations can be represented as a Markov process, and (2) that changing external conditions do not influence the atmosphere's statistical properties on short time scales. The general circulation model's simulation of the daily weather fluctuations was generated by performing integrations with prescribed climatological boundary conditions for random initial atmospheric states, with resulting dynamical forecasts providing an ensemble of simulated data for the autoregressive modeling of weather fluctuations. To estimate the climatic noise from the observational data (consisting of hourly values of sea level pressure and surface temperature at 54 U.S. stations for the month of January for the years 1949-1975) use of the short time-scale assumption is made. The simulated and observed data were found not to be consistent with either white noise or a Markov process of weather fluctuations. Good agreement was found between the results of the hypothetical testing of the simulated and the observed surface temperatures; and only partial support was found for the short time-scale assumption, i.e., for sea level pressure.

Straus, D. M.↗
DOE OSTI2024

Learning stochastic dynamics and predicting emergent behavior using transformers

We show that a neural network originally designed for language processing can learn the dynamical rules of a stochastic system by observation of a single dynamical trajectory of the system, and can accurately predict its emergent behavior under conditions not observed during training. We consider a lattice model of active matter undergoing continuous-time Monte Carlo dynamics, simulated at a density at which its steady state comprises small, dispersed clusters. We train a neural network called a transformer on a single trajectory of the model. The transformer, which we show has the capacity to represent dynamical rules that are numerous and nonlocal, learns that the dynamics of this model consists of a small number of processes. Forward-propagated trajectories of the trained transformer, at densities not encountered during training, exhibit motility-induced phase separation and so predict the existence of a nonequilibrium phase transition. Transformers have the flexibility to learn dynamical rules from observation without explicit enumeration of rates or coarse-graining of configuration space, and so the procedure used here can be applied to a wide range of physical systems, including those with large and complex dynamical generators.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Identifying stochastic dynamics via finite expression methods

Modeling stochastic differential equations (SDEs) is crucial for understanding complex dynamical systems in various scientific fields. Recent methods often employ neural network-based models, which typically represent SDEs through a combination of deterministic and stochastic terms. However, these models usually lack interpretability and have difficulty in generalizing beyond their training domain. Here, this paper introduces the Finite Expression Method (FEX), a symbolic learning approach designed to derive interpretable mathematical representations of the deterministic component of SDEs. For the stochastic component, we integrate FEX with advanced generative modeling techniques to provide a comprehensive representation of SDEs. The numerical experiments on linear, nonlinear, and multidimensional SDEs demonstrate that FEX generalizes well beyond the training domain and delivers more accurate long-term predictions compared to neural network-based methods. The symbolic expressions identified by FEX not only improve prediction accuracy but also offer valuable scientific insights into the underlying dynamics of the systems.

Complex dynamical systems↗
NASA NTRS1983

A stochastic-dynamic model for the spatial structure of forecast error statistics

The present investigation is concerned with the presentation of a simplified model of the spatial structure of forecast error statistics, a comparison of the model with actual numerical weather prediction results, and the extent to which simplifying assumptions made in the model are justified. A stochastic-dynamic model is derived for the spatial structure of the global atmospheric mass-field forecast error. The model states that the relative potential vorticity of the forecast error is random. The covariance function of the model's solutions is found to be governed by a simple deterministic equation. The agreement between the stochastic model and actual mass-field forecast errors fields for 12-36 h periods validates the assumptions on which the model is derived. Within this period, the difference between the potential voriticity fields of the atmosphere and of the numerical forecasts used in the comparison is well represented by white noise.

Balgovind, R.↗
NASA NTRS1990

Construction of dynamic stochastic simulation models using knowledge-based techniques

Over the past three decades, computer-based simulation models have proven themselves to be cost-effective alternatives to the more structured deterministic methods of systems analysis. During this time, many techniques, tools and languages for constructing computer-based simulation models have been developed. More recently, advances in knowledge-based system technology have led many researchers to note the similarities between knowledge-based programming and simulation technologies and to investigate the potential application of knowledge-based programming techniques to simulation modeling. The integration of conventional simulation techniques with knowledge-based programming techniques is discussed to provide a development environment for constructing knowledge-based simulation models. A comparison of the techniques used in the construction of dynamic stochastic simulation models and those used in the construction of knowledge-based systems provides the requirements for the environment. This leads to the design and implementation of a knowledge-based simulation development environment. These techniques were used in the construction of several knowledge-based simulation models including the Advanced Launch System Model (ALSYM).

Williams, M. Douglas↗
DOE OSTI2024

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 ↗
DOE OSTI2026

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↗
DOE OSTI2026

Photoinduced correlations in stochastic dynamics of a solid-state ionic conductor

Photoexcitation by ultrashort laser pulses plays a crucial role in controlling reaction pathways, creating nonequilibrium material properties, and probing complex molecular dynamics. The photoresponse following a laser pulse is generally nonidentical between exposures due to spatiotemporal fluctuations or the stochastic nature of dynamical pathways. However, most ultrafast pump-probe experiments struggle to distinguish intrinsic sample fluctuations from extrinsic apparatus noise, often missing deviations from the averaged response. Leveraging the stability and high photon flux of time-resolved X-ray micro-diffraction at a synchrotron, we characterized stochastic photoinduced dynamics in a solid-state ionic conductor. By analyzing temporal evolutions of the lattice parameter of a single grain, we found that shot-to-shot fluctuations are not independent. Instead, correlations exist between nonequilibrium lattice trajectories following adjacent shots, with a characteristic correlation length of approximately 1500 shots, corresponding to an energy barrier of 0.4 ± 0.1 eV, close to the activation energy of lithium-ion diffusion.

36 MATERIALS SCIENCE↗
NASA NTRS1987

Implementation of variable time step stochastic dynamics for electronically inelastic gas-surface collisions

A variable time step algorithm has been implemented for solving the stochastic equations of motion for gas-surface collisions. It has been tested for a simple model of electronically inelastic collisions with an insulator surface in which the phonon manifold acts as a heat bath and electronic states are localized. In addition to reproducing the accurate nuclear dynamics of the surface atoms, numerical calculations have shown the algorithm to yield accurate ensemble averages of physical observables such as electronic transition probabilities and total energy loss of the gas atom to the surface. This new algorithm offers a gain in efficieny of up to an order of magnitude compared to fixed time step integration.

Garrett, Bruce C.↗
DOE OSTI2024

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↗
DOE OSTI2025

Time-Resolved Stochastic Dynamics of Quantum Thermal Machines

Steady-state quantum thermal machines are typically characterized by a continuous flow of heat between different reservoirs. However, at the level of discrete stochastic realizations, heat flow is unraveled as a series of abrupt quantum jumps, each representing an exchange of finite quanta with the environment. Here, in this work, we present a framework that resolves the dynamics of quantum thermal machines into cycles classified as enginelike, coolinglike, or idle. We analyze the statistics of individual cycle types and their durations, enabling us to determine both the fraction of cycles useful for thermodynamic tasks and the average waiting time between cycles of a given type. Central to our analysis is the notion of intermittency, which captures the operational consistency of the machine by assessing the frequency and distribution of idle cycles. Our framework offers a novel approach to characterizing thermal machines, with significant relevance to experiments involving mesoscopic transport through quantum dots.

full counting statistics↗
NASA NTRS1997

Stochastic-Dynamical Modeling of Space Time Rainfall

The focus of this research work is the elucidation of the physical origins of the observed extreme-rainfall variability over tropical oceans. The quantitative results of this work may be used to establish links between deterministic models of the mesoscale and synoptic scale with statistical descriptions of the temporal variability of local tropical oceanic rainfall. In addition, they may be used to quantify the influence of measurement error in large-scale forcing and cloud scale observations on the accuracy of local rainfall variability inferences, important for hydrologic studies. A simple statistical-dynamical model, suitable for use in repetitive Monte Carlo experiments, is formulated as a diagnostic tool for this purpose. Stochastic processes with temporal structure and parameters estimated from observed large-scale data represent large-scale forcing.

Georgankakos, Konstantine P.↗