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All sources NASA NTRS DOE OSTI

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

Discrete generative diffusion models without stochastic differential equations: A tensor network approach

Diffusion models (DMs) are a class of generative machine learning methods that sample a target distribution by transforming samples of a trivial (often Gaussian) distribution using a learned stochastic differential equation. In standard DMs, this is done by learning a “score function” that reverses the effect of adding diffusive noise to the distribution of interest. Here we consider the generalisation of DMs to lattice systems with discrete degrees of freedom, and where noise is added via Markov chain jump dynamics. We show how to use tensor networks (TNs) to efficiently define and sample such “discrete diffusion models” (DDMs) without explicitly having to solve a stochastic differential equation. We show the following: (i) by parametrising the data and evolution operators as TNs, the denoising dynamics can be represented exactly; (ii) the auto-regressive nature of TNs allows to generate samples efficiently and without bias; (iii) for sampling Boltzmann-like distributions, TNs allow to construct an efficient learning scheme that integrates well with Monte Carlo. We illustrate this approach to study the equilibrium of two models with non-trivial thermodynamics, the d = 1 constrained Fredkin chain and the d = 2 Ising model. Published by the American Physical Society 2025

Causer, Luke (ORCID:0000000194243473)↗

DOE OSTI2025

Joint Modeling of Quasar Variability and Accretion Disk Reprocessing Using Latent Stochastic Differential Equations

Quasars are bright active galactic nuclei powered by the accretion of matter around supermassive black holes at the center of galaxies. Their stochastic brightness variability depends on the physical properties of the accretion disk and black hole. The upcoming Rubin Observatory Legacy Survey of Space and Time (LSST) is expected to observe tens of millions of quasars, so there is a need for efficient techniques like machine learning that can handle the large volume of data. Quasar variability is believed to be driven by an X-ray corona, which is reprocessed by the accretion disk and emitted as UV/optical variability. We are the first to introduce an auto-differentiable simulation of the accretion disk and reprocessing. We use the simulation as a direct component of our neural network to jointly model the driving variability and reprocessing, trained with supervised learning on simulated LSST-like 10 yr quasar light curves. We encode the light curves using a transformer encoder, and the driving variability is reconstructed using latent stochastic differential equations, a physically motivated generative deep learning method that can model continuous-time stochastic dynamics. By embedding the physical processes of the driving signal and reprocessing into our network, we achieve a model that is more robust and interpretable. We demonstrate that our model outperforms a Gaussian process regression baseline and can infer accretion disk parameters and time delays between wave bands, even for out-of-distribution driving signals. Our approach provides a powerful framework that can be adapted to solve other inverse problems in multivariate time series.

Fagin, Joshua [City Univ. of New York (CUNY), NY (↗

DOE OSTI2024

Improving Robustness of Spectrogram Classifiers with Neural Stochastic Differential Equations

Signal analysis and classification is fraught with high levels of noise and perturbation. Computer-vision-based deep learning models applied to spectrograms have proven useful in the field of signal classification and detection; however, these methods aren't designed to handle the low signal-to-noise ratios inherent within non-vision signal processing tasks. While they are powerful, they are currently not the method of choice in the inherently noisy and dynamic critical infrastructure domain, such as smart-grid sensing, anomaly detection, and non-intrusive load monitoring. Currently, these models can be brittle, which makes them susceptible to noisy input. This also means they have sub-optimal stability of explanation outputs. Experts and technicians using these models to make decisions in real world scenarios need assurance that a model is performing as it is supposed to. The classification or prediction outputs it generates should be sound and grounded, not likely to change in the presence of shifting noise landscapes. In this work, we explore the idea of Neural Stochastic Differential Equations (NSDE's) to improve the robustness of models trained to classify time series data and the effect of NSDE's on the explainability of outputs. We then test the effectiveness of these approaches by applying them to a non-intrusive load monitoring (NILM) dataset that consists of simulated harmonic signals injected into a real building.

Brogan, Joel↗

DOE OSTI2025

Computing Nonequilibrium Responses with Score-Shifted Stochastic Differential Equations

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic dynamics. For nonequilibrium systems, perturbations cannot be interpreted simply by monitoring fluctuations in a conjugate observable and general response results rely on path ensemble averaging. Furthermore, these techniques do not apply to perturbations that affect the diffusion tensor in a stochastic system. Here, we introduce an “effective” physical process that represents the diffusion perturbed dynamics and enables accurate calculations of responses to a change in the diffusion. Interestingly, the effective dynamics contain an additional drift involving the instantaneous “score” of the system, and we leverage score matching algorithms to carry out nonequilibrium response calculations on systems for which the exact stationary distribution is unknown.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2026

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↗

DOE OSTI2026

Hierarchical Gaussian Random Field Sampling for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and the Karhunen–Loève Decomposition

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRFs) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods, such as those based on stochastic partial differential equations (SPDEs), often reduce the dimensionality of the sample space at the cost of accuracy of inference. Other approaches, such that those based on Karhunen-Loève (KL) expansions, offer sample space dimensionality reduction but sacrifice GRF representation accuracy and ergodicity of the Markov chain Monte Carlo (MCMC) sampler and are computationally expensive for high-dimensional problems. The proposed method integrates the dimensionality reduction capabilities of KL expansions with the scalability of SPDE-based sampling, thereby providing a robust, unified framework for high-dimensional uncertainty quantification (UQ) that is scalable and accurate, preserves ergodicity, and offers dimensionality reduction of the sample space. The hierarchy in our multilevel algorithm is derived from the geometric multigrid hierarchy. By constructing a hierarchical decomposition that maintains the covariance structure across the levels in the hierarchy, the approach enables efficient coarse-to-fine sampling while ensuring that all samples are drawn from the desired distribution. The effectiveness of the proposed method is demonstrated on a benchmark subsurface flow problem, demonstrating its effectiveness in improving computational efficiency and statistical accuracy. Furthermore, our proposed technique is more efficient and accurate and displays better convergence properties than existing methods for high-dimensional Bayesian inference problems.

Gaussian random fields↗

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 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 OSTI2024

Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations

Abstract In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is an unnormalized probability density function of the filter solution. Then, we apply a splitting-up technique to decompose the Zakai equation into three stochastic differential equations, based on which we construct a splitting-up approximate solution and prove its half-order convergence. Furthermore, we apply a finite difference method to construct a time semi-discrete approximate solution to the splitting-up system and prove its half-order convergence to the exact solution of the Zakai equation. Finally, we present some numerical experiments to demonstrate the theoretical analysis.

Mathematics↗

DOE OSTI2024

Proton Acceleration in Low- β Magnetic Reconnection with Energetic Particle Feedback

Magnetic reconnection regions in space and astrophysics are known as active particle acceleration sites. There is ample evidence showing that energetic particles can take a substantial amount of converted energy during magnetic reconnection. However, there has been a lack of studies understanding the backreaction of energetic particles at magnetohydrodynamical scales in magnetic reconnection. To address this, we have developed a new computational method to explore the feedback by nonthermal energetic particles. This approach considers the backreaction from these energetic particles by incorporating their pressure into magnetohydrodynamics (MHD) equations. The pressure of the energetic particles is evaluated from their distribution evolved through Parker's transport equation, solved using stochastic differential equations (SDEs), so we coin the name MHD-SDE. Applying this method to low-β magnetic reconnection simulations, we find that reconnection is capable of accelerating a large fraction of energetic particles that contain a substantial amount of energy. When the feedback from these particles is included, their pressure suppresses the compression structures generated by magnetic reconnection, thereby mediating particle energization. Consequently, the feedback from energetic particles results in a steeper power-law energy spectrum. These findings suggest that feedback from nonthermal energetic particles plays a crucial role in magnetic reconnection and particle acceleration.

79 ASTRONOMY AND ASTROPHYSICS↗

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

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↗

DOE OSTI2025

Quantum Gravity and Laser Interferometry: Towards Observable Predictions

Understanding quantum gravity remains one of the deepest challenges in modern physics, as direct experimental access to Planck-scale effects is beyond current technological reach. However, recent theoretical advances indicate that quantum fluctuations of spacetime may produce measurable effects in precision experiments, particularly near causal horizons. This opens new avenues for testing quantum gravity phenomena through high-precision measurement techniques. This dissertation develops multiple theoretical models to characterize these effects and examines their potential observational signatures in future gravitational wave interferometers. We begin by investigating the role of quantum fluctuations in near-horizon geometries through the lens of the AdS/CFT correspondence, which provides a powerful framework for understanding the interplay between quantum field theory and general relativity via holographic principles. By modeling stochastic energy-momentum sources in Rindler-AdS spacetime, we demonstrate that vacuum fluctuations transform the Einstein equations into a Langevin-type stochastic differential equation, leading to potentially observable fluctuations in photon traversal times. Extending this approach to Minkowski spacetime, we establish a correspondence between gravitational shockwaves and fluid dynamics, showing that near-horizon perturbations satisfy an equation analogous to that governing incompressible fluids, thereby reinforcing the membrane paradigm and hydrodynamic analogies in the context of the fluid/gravity duality. Furthermore, we construct the covariant phase space of a spherically symmetric causal diamond in Minkowski spacetime, identifying two fundamental charges that govern its evolution. These results provide a foundation for quantizing causal horizons and understanding their microscopic degrees of freedom. Building upon these theoretical developments, we further examine a related stochastic phenomenon: the gravitational wave memory background arising from the cumulative memory steps produced by supermassive black hole mergers. After reviewing the standard stochastic gravitational wave background, gravitational memory effects, and BMS symmetries, we model the stochastic memory background using a Brownian motion framework. We show that while the cumulative memory background initially appears above the sensitivity curve of space-based interferometers like LISA, the realistic subtraction of individually resolvable merger events substantially suppresses the residual signal, making its detection more challenging. This highlights the critical importance of source subtraction when evaluating the detectability of gravitational memory effects. By bridging fundamental theory with experimental prospects, this dissertation contributes to the ongoing effort to uncover the quantum nature of spacetime through precision measurement techniques. Whether through detecting quantum spacetime fluctuations, gravitational memory backgrounds, or probing the symmetries of causal horizons, the pursuit of observable quantum gravity phenomena continues to expand the frontiers of both theory and experiment.

Zhang, Yiwen [Caltech] (ORCID:0000000323559416)↗

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↗

DOE OSTI2025

Stage-local partitioned two-step runge-kutta methods for large systems of ordinary differential equations

We introduce stage-local partitioned two-step Runge-Kutta methods are an extension of standard two-step Runge-Kutta methods, which are an alternative to the standard additive two-step Runge-Kutta methods currently existing in the literature. Furthermore, these new schemes are designed with an eye towards truly N-partitioned systems and leverage local stage approximations to make several computationally interesting approximations viable. Specifically, the focus on local stage approximations makes possible the construction of truly asynchronous schemes, in the parallel sense, possible. In addition, we show that an implicit-explicit approach to these schemes can lead to methods that require the inversion of only local nonlinear systems.

Applied Dynamical Systems↗

DOE OSTI2025

Assimilating partial observation to enhance feedback control of stochastic dynamical systems

Here, in this paper, we present a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage partial observation of the state process, a common occurrence in practical scenarios. Traditional stochastic optimal control methods assume full state observation, which is often not feasible in real-world fluid dynamics control problems. Our approach underscores the significance of utilizing observational data to inform control policy design. Specifically, we introduce a kernel learning backward stochastic differential equation (SDE) filter to enhance data assimilation efficiency and propose a sample-wise stochastic optimization method within the stochastic maximum principle framework. We demonstrate the efficacy and accuracy of our method in the control of advection-diffusion-reaction flow problem and the Dubins airplane maneuvering problem with model uncertainty.

data driven↗

DOE OSTI2025

Fluctuations in Hill’s equation parameters and application to cosmic reheating

Cosmic inflation provides a compelling framework for explaining several observed features of our Universe, but its viability depends on an efficient reheating phase that converts the inflaton’s energy into Standard Model particles. This conversion often proceeds through nonperturbative mechanisms such as parametric resonance, which is described by Hill’s equation. In this work, we investigate how stochastic fluctuations in the parameters of Hill’s equation can influence particle production during reheating. We show that such fluctuations can arise from couplings to light scalar fields and can significantly alter the stability bands in the resonance structure, thereby enhancing the growth of fluctuations and broadening the region of efficient energy transfer. Using random matrix theory and stochastic differential equations, we decompose the particle growth rate into deterministic and noise-induced components and demonstrate analytically and numerically that even modest noise leads to substantial particle production in otherwise stable regimes. Furthermore, these results suggest that stochastic effects can robustly enhance the efficacy of reheating across a wide swath of parameter space, with implications for early Universe cosmology, UV completions involving multiple scalar fields, and the resolution of the cosmological moduli problem.

Cosmology↗