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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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All sourcesNASA NTRSDOE OSTI
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 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 OSTI2023

Correspondence between open bosonic systems and stochastic differential equations

Bosonic mean-field theories can approximate the dynamics of systems of $n$ bosons provided that $n \gg 1$. Here, we show that there can also be an exact correspondence at finite $n$ when the bosonic system is generalized to include interactions with the environment and the mean-field theory is replaced by a stochastic differential equation. When the $n \to \infty$ limit is taken, the stochastic terms in this differential equation vanish, and a mean-field theory is recovered. Besides providing insight into the differences between the behavior of finite quantum systems and their classical limits given by $n \to \infty$, the developed mathematics can provide a basis for quantum algorithms that solve some stochastic nonlinear differential equations. We discuss conditions on the efficiency of these quantum algorithms, with a focus on the possibility for the complexity to be polynomial in the log of the stochastic system size. A particular system with the form of a stochastic discrete nonlinear Schrödinger equation is analyzed in more detail.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
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

Latent Stochastic Differential Equations for Modeling Quasar Variability and Inferring Black Hole Properties

Quasars are bright and unobscured active galactic nuclei (AGN) thought to be powered by the accretion of matter around supermassive black holes at the centers of galaxies. The temporal variability of a quasar’s brightness contains valuable information about its physical properties. The UV/optical variability is thought to be a stochastic process, often represented as a damped random walk described by a stochastic differential equation (SDE). Upcoming wide-field telescopes such as the Rubin Observatory Legacy Survey of Space and Time (LSST) are expected to observe tens of millions of AGN in multiple filters over a ten year period, so there is a need for efficient and automated modeling techniques that can handle the large volume of data. Latent SDEs are machine learning models well suited for modeling quasar variability, as they can explicitly capture the underlying stochastic dynamics. In this work, we adapt latent SDEs to jointly reconstruct multivariate quasar light curves and infer their physical properties such as the black hole mass, inclination angle, and temperature slope. Our model is trained on realistic simulations of LSST ten year quasar light curves, and we demonstrate its ability to reconstruct quasar light curves even in the presence of long seasonal gaps and irregular sampling across different bands, outperforming a multioutput Gaussian process regression baseline. Our method has the potential to provide a deeper understanding of the physical properties of quasars and is applicable to a wide range of other multivariate time series with missing data and irregular sampling.

79 ASTRONOMY AND ASTROPHYSICS↗
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 OSTI2020

Numerically modeling stochastic inflation in slow-roll and beyond

In this work, we present a complete numerical treatment of inflationary dynamics under the influence of stochastic corrections from sub-Hubble modes. We discuss how to exactly model the stochastic noise terms arising from the sub-Hubble quantum modes that give rise to the coarse-grained inflaton dynamics in the form of stochastic differential equations. The stochastic differential equations are solved event by event on a discrete time grid. We then compute the power spectrum of curvature perturbations that can be compared with the power spectrum computed in the traditional fashion using the Mukhanov-Sasaki equation by canonically quantizing the inflaton fluctuations. Our numerical procedure helps us to easily extend the formalism to ultra slow-roll inflation and study the possibility of primordial black hole formation.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

Catalyst: Fast and flexible modeling of reaction networks

We introduce Catalyst.jl, a flexible and feature-filled Julia library for modeling and high-performance simulation of chemical reaction networks (CRNs). Catalyst supports simulating stochastic chemical kinetics (jump process), chemical Langevin equation (stochastic differential equation), and reaction rate equation (ordinary differential equation) representations for CRNs. Through comprehensive benchmarks, we demonstrate that Catalyst simulation runtimes are often one to two orders of magnitude faster than other popular tools. More broadly, Catalyst acts as both a domain-specific language and an intermediate representation for symbolically encoding CRN models as Julia-native objects. This enables a pipeline of symbolically specifying, analyzing, and modifying CRNs; converting Catalyst models to symbolic representations of concrete mathematical models; and generating compiled code for numerical solvers. Leveraging ModelingToolkit.jl and Symbolics.jl, Catalyst models can be analyzed, simplified, and compiled into optimized representations for use in numerical solvers. Finally, we demonstrate Catalyst’s broad extensibility and composability by highlighting how it can compose with a variety of Julia libraries, and how existing open-source biological modeling projects have extended its intermediate representation.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2023

A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Here, our numerical scheme is based on the direct approximation of the nonlinear Feynman–Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman–Kac representation avoids solving dense linear systems arising from nonlocal operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.

97 MATHEMATICS AND COMPUTING↗
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 OSTI2021

Uncertainty Quantification of Geophysical Inversion Using Stochastic Partial Differential Equations (LDRD #218329)

This report summarizes work completed under the Laboratory Directed Research and Development (LDRD) project "Uncertainty Quantification of Geophysical Inversion Using Stochastic Differential Equations." Geophysical inversions often require computationally expensive algorithms to find even one solution, let alone propagating uncertainties through to the solution domain. The primary purpose of this project was to find more computationally efficient means to approximate solution uncertainty in geophysical inversions. We found multiple computationally efficient methods of propagating Earth model uncertainty into uncertainties in solutions of full waveform seismic moment tensor inversions. However, the optimum method of approximating the uncertainty in these seismic source solutions was to use the Karhunen-Love theorem with data misfit residuals. This method was orders of magnitude more computationally efficient than traditional Monte Carlo methods and yielded estimates of uncertainty that closely approximated those of Monte Carlo. We will summarize the various methods we evaluated for estimating uncertainty in seismic source inversions as well as work toward this goal in the realm of 3-D seismic tomographic inversion uncertainty.

58 GEOSCIENCES↗
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↗