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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 OSTI2020

Physics-Informed Generative Adversarial Networks for Stochastic Differential Equations

We developed a new class of physics-informed generative adversarial networks (PI-GANs) to solve forward, inverse, and mixed stochastic problems in a unified manner based on a limited number of scattered measurements. Unlike standard GANs relying solely on data for training, here we encoded into the architecture of GANs the governing physical laws in the form of stochastic differential equations (SDEs) using automatic differentiation. In particular, we applied Wasserstein GANs with gradient penalty (WGAN-GP) for its enhanced stability compared to vanilla GANs. We first tested WGAN-GP in approximating Gaussian processes of different correlation lengths based on data realizations collected from simultaneous reads at sparsely placed sensors. We obtained good approximation of the generated stochastic processes to the target ones even if there is a mismatch between the input noise dimensionality and the effective dimensionality of the target stochastic processes. We also studied the overfitting issue for both the discriminator and the generator, and we found that overfitting occurs also in the generator in addition to the discriminator as previously reported. Subsequently, we considered the solution of elliptic SDEs requiring approximations of three stochastic processes, namely the solution, the forcing, and the diffusion coefficient. Here again, we assumed data collected from simultaneous reads at a limited number of sensors for the multiple stochastic processes. Furthermore, three generators were used for the PI-GANs: two of them were feed forward deep neural networks (DNNs), while the other one was the neural network induced by the SDE. For the case where we have one group of data, we employed one feed forward DNN as the discriminator, while for the case of multiple groups of data we employed multiple discriminators in PI-GANs. We solved forward, inverse, and mixed problems without changing the framework of PI-GANs, obtaining both the means and the standard deviations of the stochastic solution and the diffusion coefficient in good agreement with benchmarks. In this work, we have demonstrated the effectiveness of PI-GANs in solving SDEs for about 120 dimensions. In principle, PI-GANs could tackle very high dimensional problems given more sensor data with low-polynomial growth in computational cost.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

A Stochastic Gradient Descent Approach for Stochastic Optimal Control

In this work, we introduce a stochastic gradient descent approach to solve the stochastic optimal control problem through stochastic maximum principle. The motivation that drives our method is the gradient of the cost functional in the stochastic optimal control problem is under expectation, and numerical calculation of such an expectation requires fully computation of a system of forward backward stochastic differential equations, which is computationally expensive. By evaluating the expectation with single-sample representation as suggested by the stochastic gradient descent type optimisation, we could save computational efforts in solving FBSDEs and only focus on the optimisation task which aims to determine the optimal control process.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Tunable Stochasticity in an Artificial Spin Network

Metamaterials present the possibility of artificially generating advanced functionalities through engineering of their internal structure. Artificial spin networks, in which a large number of nanoscale magnetic elements are coupled together, are promising metamaterial candidates that enable the control of collective magnetic behavior through tuning of the local interaction between elements. In this work, the motion of magnetic domain-walls in an artificial spin network leads to a tunable stochastic response of the metamaterial, which can be tailored through an external magnetic field and local lattice modifications. This type of tunable stochastic network produces a controllable random response exploiting intrinsic stochasticity within magnetic domain-wall motion at the nanoscale. An iconic demonstration used to illustrate the control of randomness is the Galton board. In this system, multiple balls fall into an array of pegs to generate a bell-shaped curve that can be modified via the array spacing or the tilt of the board. A nanoscale recreation of this experiment using an artificial spin network is employed to demonstrate tunable stochasticity. Furthermore, this type of tunable stochastic network opens new paths toward post-Von Neumann computing architectures such as Bayesian sensing or random neural networks, in which stochasticity is harnessed to efficiently perform complex computational tasks.

Artificial spin network↗
DOE OSTI2023

Learning effective stochastic differential equations from microscopic simulations: Linking stochastic numerics to deep learning

We identify effective stochastic differential equations (SDEs) for coarse observables of fine-grained particle- or agent-based simulations; these SDEs then provide useful coarse surrogate models of the fine scale dynamics. We approximate the drift and diffusivity functions in these effective SDEs through neural networks, which can be thought of as effective stochastic ResNets. The loss function is inspired by, and embodies, the structure of established stochastic numerical integrators (here, Euler–Maruyama and Milstein); our approximations can thus benefit from backward error analysis of these underlying numerical schemes. They also lend themselves naturally to “physics-informed” gray-box identification when approximate coarse models, such as mean field equations, are available. Existing numerical integration schemes for Langevin-type equations and for stochastic partial differential equations can also be used for training; we demonstrate this on a stochastically forced oscillator and the stochastic wave equation. Our approach does not require long trajectories, works on scattered snapshot data, and is designed to naturally handle different time steps per snapshot. We consider both the case where the coarse collective observables are known in advance, as well as the case where they must be found in a data-driven manner.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Numerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle

Within this work, we establish a stochastic contact variational integrator and its discrete version via stochastic Herglotz variational principle for stochastic contact Hamiltonian systems. A general structure-preserving stochastic contact method is provided to seek the stochastic contact variational integrators. Numerical experiments are performed to verify the validity of this approach.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Stochastic gradient descent algorithm for stochastic optimization in solving analytic continuation problems

We propose a stochastic gradient descent based optimization algorithm to solve the analytic continuation problem in which we extract real frequency spectra from imaginary time Quantum Monte Carlo data. The procedure of analytic continuation is an ill-posed inverse problem which is usually solved by regularized optimization methods, such like the Maximum Entropy method, or stochastic optimization methods. The main contribution of this work is to improve the performance of stochastic optimization approaches by introducing a supervised stochastic gradient descent algorithm to solve a flipped inverse system which processes the random solutions obtained by a type of Fast and Efficient Stochastic Optimization Method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Stochastic Look-Ahead Commitment: A Case Study in MISO

This paper introduces the Stochastic Look Ahead Commitment (SLAC) software prototyped and tested for the Midcontinent Independent System Operator (MISO) look ahead commitment process. SLAC can incorporate hundreds of wind, load, and net scheduled interchange (NSI) uncertainty scenarios. It uses a progressive hedging method to solve a novel two-stage stochastic unit commitment. The first stage commitment decisions, made only for those generators whose decision to commit or not in each time period cannot be deferred, can cover the uncertainties within the next three hours. The second stage includes both the dispatch for each of the scenarios and the commitment decisions that can be deferred. Study results on 15 MISO production days show that SLAC may bring economic and reliability benefits under uncertainty.

MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Emulation of radiation transport in 3D stochastic media using 1D planar Monte Carlo stochastic media radiation transport algorithms

A subset of stochastic media radiation transport problems involves those in which radiation is incident on a thin slab of stochastic material. Particle tracking in 3D for such problems is expensive, and 1D planar models lack accuracy because they only allow the material to change in one dimension. Therefore, we propose dimensional emulation, which through a slight modification allows existing 1D planar geometry stochastic media radiation transport models to reproduce results from the equivalent 3D models by allowing the material to change in all three dimensions, reproducing the fidelity of the 3D model for the low computational cost of the 1D planar model. In this work, we apply dimensional emulation to three Monte Carlo stochastic media radiation transport models: Chord Length Sampling (CLS), the Local Realization Preserving method (LRP), and a variant of Conditional Point Sampling (CoPS). For a common Markovian benchmark set, the 3D emulation variants of these algorithms are numerically verified to reproduce the results of the 3D variants within statistics while running 1.3 to 2 times faster in the implementation within Sandia National Laboratories open-source research code PlaybookMC. The 3D emulation variants are also shown to yield a 72%–92% reduction in error for the thin slab problems in comparison to the 1D benchmark. As a result, the 3D emulation variant of CLS and CoPS-1 are shown to reproduce 3D CLS results that were used to approximate results for a 3D spherical inclusion geometry benchmark set.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2021

A Novel Data-based Stochastic Distribution Control for Non-Gaussian Stochastic Systems

In this note, we present a novel data-based approach to investigate the non-Gaussian stochastic distribution control problem. As the motivation of this note, the existing methods have been summarised regarding to the drawbacks, for example, neural network weights training for unknown stochastic distribution and so on. To overcome these disadvantages, a new transformation for dynamic probability density function is given by kernel density estimation using interpolation. Based upon this transformation, a representative model has been developed while the stochastic distribution control problem has been transformed into an optimisation problem. Then, data-based direct optimisation and identification-based indirect optimisation have been proposed. In addition, the convergences of the presented algorithms are analysed and the effectiveness of these algorithms has been evaluated by numerical examples. In summary, the contributions of this note are as follows: 1) a new data-based probability density function transformation is given; 2) the optimisation algorithms are given based on the presented model; and 3) a new research framework is demonstrated as the potential extensions to the existing stochastic distribution control.

42 ENGINEERING↗
DOE OSTI2021

Laplacian Smoothing Stochastic Gradient Markov Chain Monte Carlo

As an important Markov chain Monte Carlo (MCMC) method, the stochastic gradient Langevin dynamics (SGLD) algorithm has achieved great success in Bayesian learning and posterior sampling. Furthermore, SGLD typically suffers from a slow convergence rate due to its large variance caused by the stochastic gradient. In order to alleviate these drawbacks, we leverage the recently developed Laplacian smoothing technique and propose a Laplacian smoothing stochastic gradient Langevin dynamics (LS-SGLD) algorithm. We prove that for sampling from both log-concave and non-log-concave densities, LS-SGLD achieves strictly smaller discretization error in 2-Wasserstein distance, although its mixing rate can be slightly slower. Experiments on both synthetic and real datasets verify our theoretical results and demonstrate the superior performance of LS-SGLD on different machine learning tasks including posterior sampling, Bayesian logistic regression, and training Bayesian convolutional neural networks.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1980

Towards sub-optimal stochastic control of partially observable stochastic systems

A class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design is examined. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in dimensions is proven.

Ruzicka, G. J.↗
NASA NTRS1980

Towards sub-optimal stochastic control of partially observable stochastic systems

The paper deals with a class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in n dimensions is proved.

Ruzicka, G. J.↗
DOE OSTI2020

Stochastic Gradients for Large-Scale Tensor Decomposition

Tensor decomposition is a well-known tool for multiway data analysis. This work proposes using stochastic gradients for efficient generalized canonical polyadic (GCP) tensor decomposition of large-scale tensors. GCP tensor decomposition is a recently proposed version of tensor decomposition that allows for a variety of loss functions such as Bernoulli loss for binary data or Huber loss for robust estimation. Here, the stochastic gradient is formed from randomly sampled elements of the tensor and is efficient because it can be computed using the sparse matricized-tensor times Khatri--Rao product tensor kernel. For dense tensors, we simply use uniform sampling. For sparse tensors, we propose two types of stratified sampling that give precedence to sampling nonzeros. Numerical results demonstrate the advantages of the proposed approach and its scalability to large-scale problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Adaptive Sampling-Based Bi-Fidelity Stochastic Trust Region Method for Stochastic Derivative-Free Optimization

Bi-fidelity stochastic optimization has gained increasing attention as an efficient approach to reduce computational costs by leveraging a low-fidelity (LF) model to optimize an expensive high-fidelity (HF) objective. In this paper, we propose ASTRO-BFDF, an adaptive sampling trust-region method specifically designed for unconstrained bi-fidelity stochastic derivative-free optimization problems. In ASTRO-BFDF, the LF function serves two purposes: (i) to identify better iterates for the HF function when the optimization process indicates a high correlation between them and (ii) to reduce the variance of the HF function estimates using bi-fidelity Monte Carlo (BFMC). The algorithm dynamically determines sample sizes while adaptively choosing between crude Monte Carlo and BFMC to balance the trade-off between optimization and sampling errors. We prove that the iterates generated by ASTRO-BFDF converge to a first-order stationary point almost surely. Additionally, we demonstrate the effectiveness of the proposed algorithm through numerical experiments on synthetic benchmarks and simulation optimization problems involving discrete event systems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Explaining persistent incomplete mixing in multicomponent reactive transport with Eulerian stochastic model

We present an Eulerian stochastic advection–diffusion–reaction (SADR) model and use it to explain incomplete mixing typically observed in transport experiments with bimolecular reactions. Unlike traditional advection– dispersion–reaction (ADR) models, the SADR model describes mechanical and diffusive mixing as two separate processes. In the SADR model, mechanical mixing is driven by random advective velocity whose variance is given by the coefficient of mechanical dispersion. The diffusive mixing is modeled as a Fickian diffusion process with the effective diffusion coefficient. We demonstrate that the sum of the two coefficients is equal to the dispersion coefficient, but only the effective diffusion coefficient contributes to the mixing-controlled reactions. We use experimental results of Gramling et al. * * to show that for transport and bimolecular reactions in porous media, the SADR model is significantly more accurate than the ADR model, which overestimates the concentration of the reaction product by as much as 60%. We also show that the SADR model predicts an experimentally observed bell- shaped spatial distribution of the reactive product concentration, while the ADR model results in a concentration distribution with an unphysical kink.

Bimolecular reactions, incomplete mixing, Stochast↗