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Results for “stochastic and deterministic stability”

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 OSTI2024

Resilience of the slow component in timescale separated synchronized oscillators

Physiological networks are usually made of a large number of biological oscillators evolving on a multitude of different timescales. Phase oscillators are particularly useful in the modelling of the synchronization dynamics of such systems. If the coupling is strong enough compared to the heterogeneity of the internal parameters, synchronized states might emerge where phase oscillators start to behave coherently. Here, we focus on the case where synchronized oscillators are divided into a fast and a slow component so that the two subsets evolve on separated timescales. We assess the resilience of the slow component by, first, reducing the dynamics of the fast one using Mori-Zwanzig formalism. Second, we evaluate the variance of the phase deviations when the oscillators in the two components are subject to noise with possibly distinct correlation times. From the general expression for the variance, we consider specific network structures and show how the noise transmission between the fast and slow components is affected. Interestingly, we find that oscillators that are among the most robust when there is only a single timescale, might become the most vulnerable when the system undergoes a timescale separation. We also find that layered networks seem to be insensitive to such timescale separations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Resilience of the slow component in timescale-separated synchronized oscillators

Physiological networks are usually made of a large number of biological oscillators evolving on a multitude of different timescales. Phase oscillators are particularly useful in the modelling of the synchronization dynamics of such systems. If the coupling is strong enough compared to the heterogeneity of the internal parameters, synchronized states might emerge where phase oscillators start to behave coherently. Here, we focus on the case where synchronized oscillators are divided into a fast and a slow component so that the two subsets evolve on separated timescales. We assess the resilience of the slow component by, first, reducing the dynamics of the fast one using Mori-Zwanzig formalism. Second, we evaluate the variance of the phase deviations when the oscillators in the two components are subject to noise with possibly distinct correlation times. From the general expression for the variance, we consider specific network structures and show how the noise transmission between the fast and slow components is affected. Interestingly, we find that oscillators that are among the most robust when there is only a single timescale, might become the most vulnerable when the system undergoes a timescale separation. We also find that layered networks seem to be insensitive to such timescale separations.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2019

On the pull-in behavior of optical injection phase-lock loop

This paper presents a detailed study of the pull-in behavior of an optical injection phase-lock loop (OIPLL) neglecting the noise components of the loop. We provide formulas for pull-in voltage and pull-in range of OIPLL in terms of the loop propagation delay, line-width enhancement factor and other parameters of the loop. In addition, we give a compact expression for the frequency pulling time of OIPLL for low injection and high injection level in presence of loop-delay. The effects of loop-delay and optical injection on the pull-in performance of the OIPLL are studied for non-zero values of line-width enhancement factor. Analytical expression of the maximum allowable loop delay is presented to study the deterministic stability of the loop. From the stochastic stability of the loop, we provide formula for the maximum value of the laser line-width to achieve the desired tracking performance. The simulation results are given in partial support of the conclusions of the analysis.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

Filament-Free Bulk Resistive Memory Enables Deterministic Analogue Switching

Digital computing is nearing its physical limits as computing needs and energy consumption rapidly increase. Analogue-memory-based neuromorphic computing can be orders of magnitude more energy efficient at data-intensive tasks like deep neural networks, but has been limited by the inaccurate and unpredictable switching of analogue resistive memory. Filamentary resistive random access memory (RRAM) suffers from stochastic switching due to the random kinetic motion of discrete defects in the nanometer-sized filament. Here, this stochasticity is overcome by incorporating a solid electrolyte interlayer, in this case, yttria-stabilized zirconia (YSZ), toward eliminating filaments. Filament-free, bulk-RRAM cells instead store analogue states using the bulk point defect concentration, yielding predictable switching because the statistical ensemble behavior of oxygen vacancy defects is deterministic even when individual defects are stochastic. Both experiments and modeling show bulk-RRAM devices using TiO2-X switching layers and YSZ electrolytes yield deterministic and linear analogue switching for efficient inference and training. Bulk-RRAM solves many outstanding issues with memristor unpredictability that have inhibited commercialization, and can, therefore, enable unprecedented new applications for energy-efficient neuromorphic computing. Beyond RRAM, this work shows how harnessing bulk point defects in ionic materials can be used to engineer deterministic nanoelectronic materials and devices.

36 MATERIALS SCIENCE↗
DOE OSTI2023

Host genetic variation drives the differentiation in the ecological role of the native Miscanthus root-associated microbiome

Microbiome recruitment is influenced by plant host, but how host plant impacts the assembly, functions, and interactions of perennial plant root microbiomes is poorly understood. Here we examined prokaryotic and fungal communities between rhizosphere soils and the root endophytic compartment in two native Miscanthus species (Miscanthus sinensis and Miscanthus floridulus) of Taiwan and further explored the roles of host plant on root-associated microbiomes. Our results suggest that host plant genetic variation, edaphic factors, and site had effects on the root endophytic and rhizosphere soil microbial community compositions in both Miscanthus sinensis and Miscanthus floridulus, with a greater effect of plant genetic variation observed for the root endophytic communities. Host plant genetic variation also exerted a stronger effect on core prokaryotic communities than on non-core prokaryotic communities in each microhabitat of two Miscanthus species. From rhizosphere soils to root endophytes, prokaryotic co-occurrence network stability increased, but fungal co-occurrence network stability decreased. Furthermore, we found root endophytic microbial communities in two Miscanthus species were more strongly driven by deterministic processes rather than stochastic processes. Root-enriched prokaryotic OTUs belong to Gammaproteobacteria, Alphaproteobacteria, Betaproteobacteria, Sphingobacteriia, and [Saprospirae] both in two Miscanthus species, while prokaryotic taxa enriched in the rhizosphere soil are widely distributed among different phyla. We provide empirical evidence that host genetic variation plays important roles in root-associated microbiome in Miscanthus. The results of this study have implications for future bioenergy crop management by providing baseline data to inform translational research to harness the plant microbiome to sustainably increase agriculture productivity.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2019

Stochastic Perturbations of Stable Dynamical Systems: Trajectory-Wise Approach

We study stochastic perturbations of a dynamical system with a locally stable fixed point. The perturbed system has the form of Ito stochastic differential equations. We assume that perturbations do not vanish at the equilibrium of the deterministic system. Using the approach based on consideration of trajectories to the analysis of stochastic differential equations, we find restrictions for perturbations under which the stability of the equilibrium is preserved with probability 1.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A fluctuating hydrodynamics model for nanoscale surfactant-laden interfaces

A multispecies diffuse interface model is formulated in a fluctuating hydrodynamics framework for the purpose of simulating surfactant interfaces at the nanoscale. The model generalizes previous work to ternary mixtures, employing a Cahn-Hilliard free energy density combined with incompressible, isothermal fluctuating hydrodynamics where dissipative fluxes include both deterministic and stochastic terms. The intermolecular parameters in the free energy are chosen such that one species acts as a partially miscible surfactant. From Laplace pressure measurements, we show that in this model the surface tension decreases linearly with surfactant concentration, leading to Marangoni convection for interfaces with concentration gradients. In the capillary wave spectrum for interfaces with and without surfactant, we find that for the former, the spectrum deviates significantly from classical capillary wave theory, presumably due to Gibbs elasticity. In non-equilibrium simulations of the Rayleigh-Plateau instability, deterministic simulations showed that the surfactant delays pinching of a fluid cylinder into droplets. However, stochastic simulations indicate that thermal fluctuations disrupt the surfactant's stabilizing effect. Similarly, the spreading of a patch of surfactant, driven by Marangoni convection, was found to be partially suppressed by thermal fluctuations.

Capillary waves↗
DOE OSTI2020

Data-Consistent Inversion for Stochastic Input-to-Output Maps

Data-consistent inversion is a recently developed measure-theoretic framework for solving a stochastic inverse problem involving models of physical systems. The goal is to construct a probability measure on model inputs (i.e., parameters of interest) whose associated push-forward measure matches (i.e., is consistent with) a probability measure on the observable outputs of the model (i.e., quantities of interest). Previous implementations required the map from parameters of interest to quantities of interest to be deterministic. This work generalizes this framework for maps that are stochastic, i.e., contain uncertainties and variation not explainable by variations in uncertain parameters of interest. Generalizations of previous theorems of existence, uniqueness, and stability of the data-consistent solution are provided while new theoretical results address the stability of marginals on parameters of interest. A notable aspect of the algorithmic generalization is the ability to query the solution to generate independent identically distributed samples of the parameters of interest without requiring knowledge of the so-called stochastic parameters. This work therefore extends the applicability of the data-consistent inversion framework to a much wider class of problems. This includes those based on purely experimental and field data where only a subset of conditions are either controllable or can be documented between experiments while the underlying physics, measurement errors, and any additional covariates are either uncertain or not accounted for by the researcher. Finally, numerical examples demonstrate application of this approach to systems with stochastic sources of uncertainties embedded within the modeling of a system and a numerical diagnostic is summarized that is useful for determining if a key assumption is verified among competing choices of stochastic maps.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises

The Fokker–Planck equation (FPE) is an important deterministic tool for investigating stochastic dynamical systems. In this paper, we consider the space-time fractional FPE driven by multiplicative Marcus Lévy noises. Efficient numerical schemes are presented to solve the equations. Stability and convergence of the methods are also discussed. We give some numerical experiments to validate our schemes, and examine the effects of parameters on solutions. Additionally, we analyze the maximal likely trajectories and the critical time for the change of the most probability location.

Mathematics↗
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↗
DOE OSTI2020

Efficient Langevin dynamics for “noisy” forces

Efficient Boltzmann-sampling using first-principles methods is challenging for extended systems due to the steep scaling of electronic structure methods with the system size. Additionally, stochastic approaches provide a gentler system-size dependency at the cost of introducing “noisy” forces, which could limit the efficiency of the sampling. When the forces are deterministic, the first-order Langevin dynamics (FOLD) offers efficient sampling by combining a well-chosen preconditioning matrix S with a time-step-bias-mitigating propagator [G. Mazzola and S. Sorella, Phys. Rev. Lett. 118, 015703 (2017)]. However, when forces are noisy, S is set equal to the force-covariance matrix, a procedure that severely limits the efficiency and the stability of the sampling. Here, we develop a new, general, optimal, and stable sampling approach for FOLD under noisy forces. We apply it for silicon nanocrystals treated with stochastic density functional theory and show efficiency improvements by an order-of-magnitude.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2021

Observability Analysis of a Power System Stochastic Dynamic Model Using a Derivative-Free Approach

Serving as a prerequisite to power system dynamic state estimation, the observability analysis of a power system dynamic model has recently attracted the attention of many power engineers. However, because this model is typically nonlinear and large-scale, the analysis of its observability is a challenge to the traditional derivative-based methods. Indeed, the linear-approximation-based approach may provide unreliable results while the nonlinear-technique-based approach inevitably faces extremely complicated derivations. Furthermore, because power systems are intrinsically stochastic, the traditional deterministic approaches may lead to inaccurate observability analyses. In this work, facing these challenges, we propose a novel polynomial-chaos-based derivative-free observability analysis approach that not only is free of any linear approximations, but also accounts for the stochasticity of the dynamic model while bringing a low implementation complexity. Furthermore, this approach enables us to quantify the degree of observability of a stochastic model, what conventional deterministic methods cannot do. The excellent performance of the proposed method has been demonstrated by performing extensive simulations using a synchronous generator model with IEEE-DC1A exciter and the TGOV1 turbine governor.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2020

Adaptive Recovery Model: Designing Systems for Testing Tracing and Vaccination to Support COVID-19 Recovery Planning.

This report documents a new approach to designing disease control policies that allocate scarce testing, contact tracing, and vaccination resources to better control community transmission of COVID19 or similar diseases. The Adaptive Recovery Model (ARM) combines a deterministic compartmental disease model with a stochastic network disease propagation model to enable us to simulate COVID-19 community spread through the lens of two complementary modeling motifs. ARM contact networks are derived from cell-phone location data that have been anonymized and interpreted as individual arrivals to specic public locations. Modeling disease spread over these networks allows us to identify locations within communities conducive to rapid disease spread. ARM applies this model- and data-derived abstractions of community transmission to evaluate the effectiveness of disease control measures including targeted social distancing, contact tracing, testing and vaccination. The architecture of ARM provides a unique capacity to help decision makers understand how best to deploy scarce testing, tracing and vaccination resources to minimize disease-spread potential in a community. This document details the novel mathematical formulations underlying ARM, presents a dynamical stability analysis of the deterministic model components, a sensitivity analysis of control parameters and network structure, and summarizes a process for deriving contact networks from cell-phone location data. An example use case steps through applying ARM to evaluate three targeted social distancing policies using Bernalillo County, New Mexico as an exemplar test locale. This step-by-step analysis demonstrates how ARM can be used to measure the relative performance of competing public health policies. Initial scenario tests of ARM shows that ARMs design focus on resource utilization rather than simple incidence prediction can provide decision makers with additional quantitative guidance for managing ongoing public health emergencies and planning future responses.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2018

Characterization of temporal variations and feedback timescales of exhaust gas recirculation gas properties using high-speed diode laser absorption spectroscopy for next-cycle control of cyclic variability

Dilute combustion offers efficiency gains in boosted gasoline direct injection engines both through knock-limit extension and thermodynamic advantages (i.e. the effect of γ on cycle efficiency), but is limited by cyclic variability at high dilution levels. Past studies have shown that the cycle-to-cycle dynamics are a combination of deterministic and stochastic effects. The deterministic causes of cyclic variations, which arise from feedback due to exhaust gas recirculation, imply the possibility of using active control strategies for dilution limit extension. While internal exhaust gas recirculation will largely provide a next-cycle effect (short-timescale feedback), the feedback of external exhaust gas recirculation will have an effect after a delay of several cycles (long timescale). Therefore, control strategies aiming to improve engine stability at dilution limit may have to account for both short- and long-timescale feedback pathways. This study shows the results of a study examining the extent to which variations in exhaust gas recirculation composition are preserved along the exhaust gas recirculation flow path and thus the relative importance and information content of the long-timescale feedback pathway. To characterize the filtering or retention of cycle-resolved feedback information, high-speed (1–5 kHz) CO 2 concentration measurements were performed simultaneously at three different locations along the low-pressure external exhaust gas recirculation loop of a four-cylinder General Motors gasoline direct injection engine using a multiplexed two-color diode laser absorption spectroscopy sensor system during steady-state and transient engine operation at various exhaust gas recirculation levels. It was determined that cycle-resolved feedback propagates through internal residual gases but is filtered out by the low-pressure exhaust gas recirculation flow system and do not reach the intake manifold. Intermediate variations driven by flow rate and compositional changes are also distinguished and identified.

Dilute combustion↗
DOE OSTI2022

Learning Stochastic Parametric Differentiable Predictive Control Policies

We present a scalable unsupervised learning-based method for obtaining explicit control policies for model predictive control problems for stochastic linear systems with additive uncertainties subject to nonlinear chance constraints. We call the proposed method stochastic parametric differentiable predictive control (SP-DPC), which extends the recently proposed deterministic DPC policy optimization algorithm. We formulate the SP-DPC as a deterministic approximation to the stochastic parametric constrained optimal control problem via independent sampling of the problem's parameters and uncertainties. This formulation allows us to directly compute the policy gradients via automatic differentiation of the problem's value function, evaluated over sampled parameters and uncertainties. In particular, the computed expectation of the problem's value function is backpropagated through the finite-time closed-loop system rollouts parametrized by a known nominal system dynamics model and neural control policy. We also provide theoretical probabilistic guarantees on closed-loop stability and chance constraints satisfaction for systems controlled by learned neural policies. We demonstrate the computational efficiency and scalability of the proposed policy optimization algorithm in three numerical examples, including systems with a large number of states or subject to nonlinear constraints.

Drgona, Jan↗
DOE OSTI2026

Noise-canceling quantum feedback: Non-Hermitian dynamics with applications to state preparation and magic state distillation

Time-continuous quantum measurement allows for the tracking of a quantum system in real time via sequences of short, and individually weak, measurement intervals. Such measurements are necessarily invasive, imparting backaction to the system, and allowing the observer to update their state estimate based on stochastic measurement outcomes. Feedback control then involves real-time interventions by an observer, conditioned on the time-continuous measurement signal that they receive. Here, we consider here diffusive quantum trajectories and focus on the “noise-canceling” subset of feedback protocols that aim to minimize the degree of stochasticity in the dynamics. We derive such a class of feedback operations, showing that under the idealized assumptions of pure states, unit measurement efficiency, and zero time delay in implementing feedback operations, perfectly noise-canceling feedback always exists. We consider the resulting noise-canceled dynamics generated by an effective non-Hermitian Hamiltonian; while non-Hermitian Hamiltonians from continuous monitoring generally describe rare dynamics (accessible by costly postselection), the use of noise-canceling feedback here leads to non-Hermitian dynamics that occur deterministically. We demonstrate this via examples of entangled state preparation and stabilization. We then illustrate the potential for the application of noise cancellation to boost success rates in magic state distillation protocols. We show that adding feedback based on noise cancellation into a time-continuous five-to-one distillation protocol leads to higher probabilities of successful distillation across a range of input errors and increases the threshold on input errors for which the protocol is effective. Our results highlight the efficacy of noise-canceling feedback-aided protocols for quantum state preparation and stabilization tasks.

Karmakar, Tathagata [University of California, Ber↗
DOE OSTI2018

On polymorphism for discrete evolutionary dynamics driven either by selection or segregation distortion

We revisit some problems arising in the context of multiallelic discrete-time and deterministic evolutionary dynamics driven first by fitness differences and then by segregation distortion. In the model with fitness, we describe classes of fitness matrices exhibiting polymorphism. In the segregation case, still in search for conditions of polymorphism, we focus on a class of skew-symmetric matrices with a unique strictly positive kernel vector. Our main results reduce the study of these cases to the analysis of stochastic matrices.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Combining Push-Forward Measures and Bayes' Rule to Construct Consistent Solutions to Stochastic Inverse Problems

We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data on quantities of interest. The solution, given as a probability measure, is derived using a Bayesian updating approach for measurable maps that finds a posterior probability measure, that when propagated through the deterministic model produces a push-forward measure that exactly matches the observed probability measure on the data. Our approach for finding such posterior measures, which we call consistent Bayesian inference or push-forward based inference, is simple and only requires the computation of the push-forward probability measure induced by the combination of a prior probability measure and the deterministic model. We establish existence and uniqueness of observation-consistent posteriors and present both stability and error analyses. We also discuss the relationships between consistent Bayesian inference, classical/statistical Bayesian inference, and a recently developed measure-theoretic approach for inference. Finally, analytical and numerical results are presented to highlight certain properties of the consistent Bayesian approach and the differences between this approach and the two aforementioned alternatives for inference.

97 MATHEMATICS AND COMPUTING↗