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Results for “Stochastic numerical methods”

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

Protein drift-diffusion dynamics and phase separation in curved cell membranes and dendritic spines: Hybrid discrete-continuum methods

We develop methods for investigating protein drift-diffusion dynamics in heterogeneous cell membranes and the roles played by geometry, diffusion, chemical kinetics, and phase separation. Our hybrid stochastic numerical methods combine discrete particle descriptions with continuum-level models for tracking the individual protein drift-diffusion dynamics when coupled to continuum fields. We show how our approaches can be used to investigate phenomena motivated by protein kinetics within dendritic spines. The spine geometry is hypothesized to play an important biological role regulating synaptic strength, protein kinetics, and self-assembly of clusters. We perform simulation studies for model spine geometries varying the neck size to investigate how phase-separation and protein organization is influenced by different shapes. We also show how our methods can be used to study the roles of geometry in reaction-diffusion systems including Turing instabilities. Furthermore, our methods provide general approaches for investigating protein kinetics and drift-diffusion dynamics within curved membrane structures.

97 MATHEMATICS AND COMPUTING↗

Coarse-grained methods for heterogeneous vesicles with phase-separated domains: Elastic mechanics of shape fluctuations, plate compression, and channel insertion

We develop coarse-grained particle approaches for studying the elastic mechanics of vesicles with heterogeneous membranes having phase-separated domains. We perform simulations both of passive shape fluctuations and of active systems where vesicles are subjected to compression between two plates or subjected to insertion into narrow channels. Analysis methods are developed for mapping particle configurations to continuum fields with spherical harmonics representations. Heterogeneous vesicles are found to exhibit rich behaviors where the heterogeneity can amplify surface two-point correlations, reduce resistance during compression, and augment vesicle transport times in channels. The developed methods provide general approaches for characterizing the mechanics of coarse-grained heterogeneous systems taking into account the roles of thermal fluctuations, geometry, and phase separation.

97 MATHEMATICS AND COMPUTING↗

Reconstruction of effective potential from statistical analysis of dynamic trajectories

The broad incorporation of microscopic methods is yielding a wealth of information on the atomic and mesoscale dynamics of individual atoms, molecules, and particles on surfaces and in open volumes. Analysis of such data necessitates statistical frameworks to convert observed dynamic behaviors to effective properties of materials. Here, we develop a method for the stochastic reconstruction of effective local potentials solely from observed structural data collected from molecular dynamics simulations (i.e., data analogous to those obtained via atomically resolved microscopies). Using the silicon vacancy defect in graphene as a model, we apply the statistical framework presented herein to reconstruct the free energy landscape from the calculated atomic displacements. Evidence of consistency between the reconstructed local potential and the trajectory data from which it was produced is presented, along with a quantitative assessment of the uncertainty in the inferred parameters.

74 ATOMIC AND MOLECULAR PHYSICS↗

Simulating pitch angle scattering using an explicitly solvable energy-conserving algorithm

Particle distribution functions evolving under the Lorentz operator can be simulated with the Langevin equation for pitch angle scattering. This approach is frequently used in particle based Monte-Carlo simulations of plasma collisions, among others. However, most numerical treatments do not guarantee energy conservation, which may lead to unphysical artifacts such as numerical heating and spectra distortions. In this paper, we present a novel structure-preserving numerical algorithm for the Langevin equation for pitch angle scattering. Similar to the well-known Boris algorithm, the proposed numerical scheme takes advantage of the structure-preserving properties of the Cayley transform when calculating the velocity-space rotations. The resulting algorithm is explicitly solvable, while preserving the norm of velocities down to machine precision. We demonstrate that the method has the same order of numerical convergence as the traditional stochastic Euler-Maruyama method. The numerical scheme is benchmarked by simulating the pitch angle scattering of a particle beam, and comparing with the analytical solution. Benchmark results show excellent agreement with theoretical predictions, showcasing the remarkable long time accuracy of the proposed algorithm.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Harnessing structural stochasticity in the computational discovery and design of microstructures

This paper presents a deep generative model-based design methodology for tailoring the structural stochasticity of microstructures. Although numerous methods have been established for designing deterministic (periodic) or stochastic microstructures, a systematic design approach that allows the unified treatment of both deterministic and stochastic microstructure design domains has yet to be created. The proposed methodology resolves this issue by learning a unified feature space that embodies diverse structural patterns with continuously varying stochasticity levels. A highly diverse microstructure database is established to incorporate various types of deterministic and stochastic microstructure patterns. A property-aware deep generative model is proposed to learn a unified feature space of the structural characteristics, as well as the relationship between structure features and properties of interest. Autoencoder (AE), Variational Autoencoder (VAE), and Adversarial Autoencoder (AAE) are compared to understand their relative merits in the property-aware learning of the unified feature space. Microstructural designs with tailorable stochasticity and properties are obtained by searching the unified feature space. Multiple design cases are presented to demonstrate the capability of designing microstructures for structural stochasticity and properties. Furthermore, the proposed method is employed to create stochastically graded structures, which manipulate the mechanical behaviors by varying the local stochasticity of the structure.

36 MATERIALS SCIENCE↗

Critical fluid dynamics in two and three dimensions

We describe a numerical method for simulating stochastic fluid dynamics near a critical point in the Ising universality class. This theory is known as model H, and is expected to govern the nonequilibrium dynamics of quantum chromodynamics (QCD) near a possible critical endpoint of the phase transition between a hadron liquid and the quark-gluon plasma. The numerical algorithm is based on a Metropolis scheme, and automatically ensures that the distribution function of the hydrodynamic variables in equilibrium is independent of the transport coefficients and only governed by the microscopic free energy. We verify dynamic scaling near the critical point of a two and three-dimensional fluid and extract the associated critical exponent z. Here, we find z≃3 in three dimensions, and z≃2 for a two-dimensional fluid. In a finite system, we observe a crossover between the mean field value z=4 and the true critical exponent z≃3 (z≃2 in d=2). This crossover is governed by the values of the correlation length and the renormalized shear viscosity.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Accurate numerical simulations of open quantum systems using spectral tensor trains

Decoherence between qubits is a major bottleneck in quantum computations. Decoherence results from intrinsic quantum and thermal fluctuations as well as noise in the external fields that perform the measurement and preparation processes. With prescribed colored noise spectra for intrinsic and extrinsic noise, we present a numerical method, Quantum Accelerated Stochastic Propagator Evaluation (Q-ASPEN), to solve the time-dependent noise-averaged reduced density matrix in the presence of intrinsic and extrinsic noise. Q-ASPEN is arbitrarily accurate and can be applied to provide estimates for the resources needed to error-correct quantum computations. We employ spectral tensor trains, which combine the advantages of tensor networks and pseudospectral methods, as a variational ansatz to the quantum relaxation problem and optimize the ansatz using methods typically used to train neural networks. Here, the spectral tensor trains in Q-ASPEN make accurate calculations with tens of quantum levels feasible. We present benchmarks for Q-ASPEN on the spin-boson model in the presence of intrinsic noise and on a quantum chain of up to 32 sites in the presence of extrinsic noise. In our benchmark, the memory cost of Q-ASPEN scales as a low-order polynomial in the size of the system once the number of system states surpasses the number of basis functions used in the spectral expansion.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Structural Reliability Using Probability Density Estimation Methods Within NESSUS

A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been proposed by the Society of Automotive Engineers (SAE). The test cases compare different probabilistic methods within NESSUS because it is important that a user can have confidence that estimates of stochastic parameters of a response will be within an acceptable error limit. For each response, the mean, standard deviation, and 0.99 percentile, are repeatedly estimated which allows confidence statements to be made for each parameter estimated, and for each method. Thus, the ability of several stochastic methods to efficiently and accurately estimate density parameters is compared using four valid test cases. While all of the reliability methods used performed quite well, for the new LHS module within NESSUS it was found that it had a lower estimation error than MC when they were used to estimate the mean, standard deviation, and 0.99 percentile of the four different stochastic responses. Also, LHS required a smaller amount of calculations to obtain low error answers with a high amount of confidence than MC. It can therefore be stated that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ and the newest LHS module is a valuable new enhancement of the program.

Chamis, Chrisos C.↗

Calculation of Dynamical Response Functions Using a Bound-State Method

Abstract We investigate a method to extract response functions (dynamical polarisabilities) directly from a bound-state approach applied to calculations of perturbation-induced reactions. The use of a square-integrable basis leads to a response in the form of a sum of $$\delta $$ δ functions. We integrate this over energy and fit a smooth function to the resulting stepwise-continuous one. Its derivative gives the final approximation to the physical response function. We show that the method reproduces analytical results where known, and analyse the details for a variety of models. We apply it to some simple models, using the stochastic variational method as the numerical method. Albeit we find that this approach, and other numerical techniques, have some difficulties with the threshold behavior in coupled-channel problems with multiple thresholds, its stochastic nature allows us to extract robust results even for such cases.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Computational framework for modeling of physical process

Techniques, systems, and devices are described for providing a computational frame for estimating high-dimensional stochastic behaviors. In one exemplary aspect, a method for performing numerical estimation includes receiving a set of measurements of a stochastic behavior. The set of correlated measurements follows a non-standard probability distribution and is non-linearly correlated. Also, a non-linear relationship exists between a set of system variables that describes the stochastic behavior and a corresponding set of measurements. The method includes determining, based on the set of measurements, a numerical model of the stochastic behavior. The numerical model comprises a feature space comprising non-correlated features corresponding to the stochastic behavior. The non-correlated features have a dimensionality of M and the set of measurements has a dimensionality of N, M being smaller than N. The method includes generating a set of approximated system variables corresponding to the set of measurements based on the numerical model.

Chen, Xiao↗

Computational framework for modeling of physical process

Techniques, systems, and devices are described for providing a computational frame for estimating high-dimensional stochastic behaviors. In one exemplary aspect, a method for performing numerical estimation includes receiving a set of measurements of a stochastic behavior. The set of correlated measurements follows a non-standard probability distribution and is non-linearly correlated. Also, a non-linear relationship exists between a set of system variables that describes the stochastic behavior and a corresponding set of measurements. The method includes determining, based on the set of measurements, a numerical model of the stochastic behavior. The numerical model comprises a feature space comprising non-correlated features corresponding to the stochastic behavior. The non-correlated features have a dimensionality of M and the set of measurements has a dimensionality of N, M being smaller than N. The method includes generating a set of approximated system variables corresponding to the set of measurements based on the numerical model.

Chen, Xiao↗

Parallel and vector computation for stochastic optimal control applications

A general method for parallel and vector numerical solutions of stochastic dynamic programming problems is described for optimal control of general nonlinear, continuous time, multibody dynamical systems, perturbed by Poisson as well as Gaussian random white noise. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random atmospheric fluctuations. The numerical formulation is highly suitable for a vector multiprocessor or vectorizing supercomputer, and results exhibit high processor efficiency and numerical stability. Advanced computing techniques, data structures, and hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations.

Hanson, F. B.↗

High-Order Finite-Difference Nonlinear Filter Methods for Subsonic Turbulence Simulation with Stochastic Forcing

Numerical stability of high-order filter schemes developed by Yee & Sjogreen is tested on three-dimensional turbulence simulations with stochastic forcing and their performance is compared with that of TVD and WENO schemes. The best­ performing filter method employs an eighth-order central base scheme with the Kennedy & Gruber skew-symmetric splitting of the inviscid flux derivative, a wavelet-based local flow sensor, a nonlinear filter utilizing the dissipative portion of seventh-order \VENO scheme, and an explicit third - or fourth-order Runge­-Kutta time integration. We show that the filter scheme is more computational]y efficient and provides a wider spectral bandwidth compared to the seventh-order WENO scheme. The method also demonstrates robust long-time integration for moderately compressible turbulence. In contrast, the fifth- and seventh­ order WENO schemes show non-trivial evolution of the velocity and density power spectra. over a. few dozen dynamical times, where both TVD and filter schemes recover a so lid statistically stationary turbulent state

Kritsuk, Alexei G.↗

NESSUS/expert and NESSUS/FPI in the Probabilistic Structural Analysis Methods (PSAM) program

The Numerical Evaluation of Stochastic Structures under Stress (NESSUS) is the primary computer code being developed in the NASA Probabilistic Structural Analysis Methods (PSAM) project. It consists of four modules NESSUS/EXPERT, NESSUS/FPI, NESSUS/PRE and NESSUS/FEM. This presentation concentrates on EXPERT and FPI. To provide an effective interface between NESSUS and the user, an expert system module called NESSUS/EXPERT is being developed. That system uses the CLIPS artificial intelligence code developed to NASA-JSC. The code is compatible with FORTRAN, the standard language for codes in PSAM. The user interacts with the CLIPS inference engine, which is linked to the knowledge database. The perturbation database generated by NESSUS/FEM and managed in EXPERT is used to develop the so-called response or performance model in the random variables. Two independent probabilistic methods are available in PSAM for the computation of the probabilistic structural response. These are the Fast Probability Integration (FPI) method and Monte Carlo simulation. FPI is classified as an advanced reliability method and has been developed over the past ten years by researchers addressing the reliability of civil engineering structures. Monte Carlo is a well-established technique for computing probabilities by conducting a number of deterministic analyses with specified input distributional information.

Burnside, O. H.↗

Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems

For decades, uncertainty quantification techniques based on the spectral approach have been demonstrated to be computationally more efficient than the Monte Carlo method for a wide variety of problems, particularly when the dimensionality of the probability space is relatively low. The time-dependent generalized polynomial chaos (TD-gPC) is one such technique that uses an evolving orthogonal basis to better represent the stochastic part of the solution space in time. Here in this paper, we present a new numerical method that uses the concept of enriched stochastic flow maps to track the evolution of the stochastic part of the solution space in time. The computational cost of this proposed flow-driven stochastic chaos (FSC) method is an order of magnitude lower than TD-gPC for comparable solution accuracy. This gain in computational cost is realized because, unlike most existing methods, the number of basis vectors required to track the stochastic part of the solution space does not depend upon the dimensionality of the probability space. Four representative numerical examples are presented to demonstrate the performance of the FSC method for long-time integration of second-order stochastic dynamical systems in the context of stochastic dynamics of structures.

FSC↗

Analysis of combustion acoustic phenomena in compression–ignition engines using large eddy simulation

As computational capabilities continue to grow, exploring the limits of computational fluid dynamics to capture complex and elusive phenomena, which are otherwise difficult to study by experimental techniques, is one of the main targets for the research community. This paper presents a detailed analysis of the physical processes that lead to combustion noise emissions in internal combustion engines. In particular, diesel combustion in a compression-ignition (CI) engine is studied in order to understand the singular behavior of the in-cylinder flow field responsible for the acoustic emissions. The main objective is, therefore, to improve the understanding of the phenomena involved in CI engine noise using large eddy simulations. Several visualization methods are employed to investigate the connection between combustion behavior and its effects on the pressure field. In addition, proper orthogonal decomposition is used to analyze the modal energy distribution among all the acoustic modes. The results show that the acoustic signature is fundamentally conditioned by the intensity of the premixed combustion rather than by the pressure oscillations generated by turbulent fluctuations in the flame surface established during the diffusion stage.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Quadrature Based Neural Network Learning of Stochastic Hamiltonian Systems

Hamiltonian Neural Networks (HNNs) provide structure-preserving learning of Hamiltonian systems. In this paper, we extend HNNs to structure-preserving inversion of stochastic Hamiltonian systems (SHSs) from observational data. We propose the quadrature-based models according to the integral form of the SHSs’ solutions, where we denoise the loss-by-moment calculations of the solutions. The integral pattern of the models transforms the source of the essential learning error from the discrepancy between the modified Hamiltonian and the true Hamiltonian in the classical HNN models into that between the integrals and their quadrature approximations. This transforms the challenging task of deriving the relation between the modified and the true Hamiltonians from the (stochastic) Hamilton–Jacobi PDEs, into the one that only requires invoking results from the numerical quadrature theory. Meanwhile, denoising via moments calculations gives a simpler data fitting method than, e.g., via probability density fitting, which may imply better generalization ability in certain circumstances. Numerical experiments validate the proposed learning strategy on several concrete Hamiltonian systems. The experimental results show that both the learned Hamiltonian function and the predicted solution of our quadrature-based model are more accurate than that of the corrected symplectic HNN method on a harmonic oscillator, and the three-point Gaussian quadrature-based model produces higher accuracy in long-time prediction than the Kramers–Moyal method and the numerics-informed likelihood method on the stochastic Kubo oscillator as well as other two stochastic systems with non-polynomial Hamiltonian functions. Moreover, the Hamiltonian learning error εH arising from the Gaussian quadrature-based model is lower than that from Simpson’s quadrature-based model. These demonstrate the superiority of our approach in learning accuracy and long-time prediction ability compared to certain existing methods and exhibit its potential to improve learning accuracy via applying precise quadrature formulae.

Mathematics↗