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At least 199 records · Page 11

Exploring the Connection Between Sampling Problems in Bayesian Inference and Statistical Mechanics

The Bayesian and statistical mechanical communities often share the same objective in their work - estimating and integrating probability distribution functions (pdfs) describing stochastic systems, models or processes. Frequently, these pdfs are complex functions of random variables exhibiting multiple, well separated local minima. Conventional strategies for sampling such pdfs are inefficient, sometimes leading to an apparent non-ergodic behavior. Several recently developed techniques for handling this problem have been successfully applied in statistical mechanics. In the multicanonical and Wang-Landau Monte Carlo (MC) methods, the correct pdfs are recovered from uniform sampling of the parameter space by iteratively establishing proper weighting factors connecting these distributions. Trivial generalizations allow for sampling from any chosen pdf. The closely related transition matrix method relies on estimating transition probabilities between different states. All these methods proved to generate estimates of pdfs with high statistical accuracy. In another MC technique, parallel tempering, several random walks, each corresponding to a different value of a parameter (e.g. "temperature"), are generated and occasionally exchanged using the Metropolis criterion. This method can be considered as a statistically correct version of simulated annealing. An alternative approach is to represent the set of independent variables as a Hamiltonian system. Considerab!e progress has been made in understanding how to ensure that the system obeys the equipartition theorem or, equivalently, that coupling between the variables is correctly described. Then a host of techniques developed for dynamical systems can be used. Among them, probably the most powerful is the Adaptive Biasing Force method, in which thermodynamic integration and biased sampling are combined to yield very efficient estimates of pdfs. The third class of methods deals with transitions between states described by rate constants. These problems are isomorphic with chemical kinetics problems. Recently, several efficient techniques for this purpose have been developed based on the approach originally proposed by Gillespie. Although the utility of the techniques mentioned above for Bayesian problems has not been determined, further research along these lines is warranted

Pohorille, Andrew↗

Measurement and feedback-driven adaptive dynamics in the classical and quantum kicked top

In classical dynamical systems, stochastic feedback can stabilize otherwise unstable periodic orbits, giving rise to distinct controlled and uncontrolled phases as the rate of control application is varied. In this work, we apply these control protocols in classical, semiclassical, and quantum regimes to the kicked top, a paradigmatic model of quantum chaos. The quantum kicked top, modeled as the dynamics of a spin-S object, naturally interpolates between these regimes with the spin size S acting as an effective Planck constant. We show that the dynamics of the kicked top in classical, semiclassical, and fully quantum limits can all be controlled using stochastic feedback protocols. Comparing the full quantum dynamics to a truncated Wigner approximation that captures quantum noise but neglects interference beyond the Ehrenfest time, we find that low-moment observables are largely accounted for semiclassically, while the remaining discrepancy in higher moments is consistent with contributions from interference and possibly nonlinearities in rare trajectories that explore the compact phase space. We also find rapid purification in the numerics studied for all rates of control considered, suggesting that control quenches the top's ability to encode a qubit of quantum information even in the uncontrolled phase.

Prasad, Mahaveer [Tata Inst.; Singapore U. Tech. D↗

Fault isolation and fault-tolerant control for nonlinear stochastic distribution control systems with multiplicative faults

Here, in this paper, a fault isolation, diagnosis and fault tolerant control algorithm is proposed for nonlinear multiple multiplicative faults stochastic distribution control systems employing Takagi–Sugeno fuzzy system. To obtain the detailed fault information, a fault detection algorithm is introduced to discover the fault occurrence time. Then a fault isolation observer is built to produce the residual, and the error system is separated to subsystems affected only by disturbance and multiplicative faults. Moreover, a fault estimation scheme is presented to obtain the fault magnitude information. When faults occur, the system output probability density function will deviate from the desired distribution. So the model predictive control fault tolerant control scheme is needed to minimize the impact of faults as much as possible to make sure that the post fault output probability density function track the desired probability density function. The validity of the designed algorithm is demonstrated through a simulation example, where the fault tolerant control algorithm ensures that the system output probability density function still track the given output probability density function despite the complex case of multiple multiplicative faults occurring simultaneously.

42 ENGINEERING↗

Open-loop-feedback-optimal adaptive stochastic control of linear systems

This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.

Ku, R.↗

Linear System Control Using Stochastic Learning Automata

This paper explains the use of a Stochastic Learning Automata (SLA) to control switching between three systems to produce the desired output response. The SLA learns the optimal choice of the damping ratio for each system to achieve a desired result. We show that the SLA can learn these states for the control of an unknown system with the proper choice of the error criteria. The results of using a single automaton are compared to using multiple automata.

Ziyad, Nigel↗

Stochastic Constrained Extended System Dynamics for Solving Charge Equilibration Models

In this work, we present a new stochastic extended Lagrangian molecular dynamics solution to charge equilibration that eliminates self-consistent field (SCF) calculations, thus eliminating the computational bottleneck in solving the charge distribution with standard SCF solvers. By formulating both charges and chemical potential as latent variables and introducing a holonomic constraint that satisfies charge conservation, the SC-XLMD method accurately reproduces thermodynamic, dynamic, and structural properties within the framework of ReaxFF for a bulk water system and highly reactive RDX molecules simulated at high temperature. The SC-XLMD method shows excellent computational performance and is available in the publicly available LAMMPS package.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Performance evaluation of automated manufacturing systems using generalized stochastic Petri Nets

The main objective of this research is to develop a generic modeling methodology with a flexible and modular framework to aid in the design and performance evaluation of integrated manufacturing systems using a unified model. After a thorough examination of the available modeling methods, the Petri Net approach was adopted. The concurrent and asynchronous nature of manufacturing systems are easily captured by Petri Net models. Three basic modules were developed: machine, buffer, and Decision Making Unit. The machine and buffer modules are used for modeling transfer lines and production networks. The Decision Making Unit models the functions of a computer node in a complex Decision Making Unit Architecture. The underlying model is a Generalized Stochastic Petri Net (GSPN) that can be used for performance evaluation and structural analysis. GSPN's were chosen because they help manage the complexity of modeling large manufacturing systems. There is no need to enumerate all the possible states of the Markov Chain since they are automatically generated from the GSPN model.

Al-Jaar, Robert Y.↗

Temporal Coarse Graining for Classical Stochastic Noise in Quantum Systems

Simulations of quantum systems with Hamiltonian classical stochastic noise can be challenging when the noise exhibits temporal correlations over a multitude of time scales, such as for 1/f noise in solid-state quantum information processors. Here we present an approach for simulating Hamiltonian classical stochastic noise that performs temporal coarse-graining by effectively integrating out the high-frequency components of the noise. We focus on the case where the stochastic noise can be expressed as a sum of Ornstein-Uhlenbeck processes. Temporal coarse-graining is then achieved by conditioning the stochastic process on a coarse realization of the noise, expressing the conditioned stochastic process in terms of a sum of smooth, deterministic functions and bridge processes with boundaries fixed at zero, and performing the ensemble average over the bridge processes. For Ornstein-Uhlenbeck processes, the deterministic components capture all dependence on the coarse realization, and the stochastic bridge processes are not only independent but taken from the same distribution with correlators that can be expressed analytically, allowing the associated noise propagators to be precomputed once for all simulations. This combination of noise trajectories on a coarse time grid and ensemble averaging over bridge processes has practical advantages, such as a simple concatenation rule, that we highlight with numerical examples.

Albash, Tameem [Sandia National Lab. (SNL-NM), Alb↗

Algorithms for adaptive stochastic control for a class of linear systems

Control of linear, discrete time, stochastic systems with unknown control gain parameters is discussed. Two suboptimal adaptive control schemes are derived: one is based on underestimating future control and the other is based on overestimating future control. Both schemes require little on-line computation and incorporate in their control laws some information on estimation errors. The performance of these laws is studied by Monte Carlo simulations on a computer. Two single input, third order systems are considered, one stable and the other unstable, and the performance of the two adaptive control schemes is compared with that of the scheme based on enforced certainty equivalence and the scheme where the control gain parameters are known.

Toda, M.↗

Probability Density Function Control of Frequency Fluctuations in Renewable-Rich Power Systems

The stochastic nature of renewable energy sources (RESs) necessitates treating power system frequency response as a random process with a nonstationary probability density function (PDF). Here, based upon the stochastic distribution control theory originated by the second author, this paper proposes a novel stochastic controller to improve the frequency PDF in power grids when integrating a large amount of RESs, thereby minimizing the effects of uncertainties and enhancing overall system stability. The key idea is to manipulate the controllable power generation resources so that the frequency PDF is make to follow a target PDF by using the stochastic distribution control theory originated by the second author. The proposed method can easily be plugged into existing automatic generation controls for multi-area transmission grids. The proposed method is validated via a modified Kundar's two area system and 240-bus Western Electricity Coordinating Council systems. The simulation results show that the proposed control shapes the frequency PDF narrower and sharper, leading to a notable improvement toward minimizing the effects of randomness and uncertainty during grid operation.

frequency↗

Computer-aided-analysis of linear control system robustness

Stochastic robustness is a simple technique used to estimate the stability and performance robustness of linear, time-invariant systems. The use of high-speed graphics workstations and control system design software in stochastic robustness analysis is discussed and demonstrated. It is shown that stochastic robustness makes good use of modern computational and graphic tools, and it is easily implemented using commercial control system design and analysis software.

Stengel, Robert F.↗

A Monte Carlo approach to the analysis of control system robustness

Stochastic robustness, a simple technique used to estimate the stability and performance robustness of linear, time-invariant systems, is described. The scalar probability of instability is introduced as a measure of stability robustness. Examples are given of stochastic performance robustness measures based on classical time-domain specifications. The relationship between stochastic robustness measures and control system design parameters is discussed. The technique is demonstrated by analyzing an LQG/LTR system designed for a flexible robot arm. It is concluded that the analysis of stochastic robustness offers a good alternative to existing robustness metrics.

Ray, Laura R.↗

Generative diffusion model surrogates for mechanistic agent-based biological models

Mechanistic, multicellular, agent-based models are commonly used to investigate tissue, organ, and organism-scale biology at single-cell resolution. The Cellular-Potts Model (CPM) is a powerful and popular framework for developing and interrogating these models. CPMs become computationally expensive at large space- and time- scales making application and investigation of developed models difficult. Surrogate models may allow for the accelerated evaluation of CPMs of complex biological systems. However, the stochastic nature of these models means each set of parameters may give rise to different model configurations, complicating surrogate model development. In this work, we leverage denoising diffusion probabilistic models (DDPMs) to train a generative AI surrogate of a CPM used to investigate in vitro vasculogenesis. We describe the use of an image classifier to learn the characteristics that define unique areas of a 2-dimensional parameter space. We then apply this classifier to aid in surrogate model selection and verification. Our CPM model surrogate generates model configurations 20,000 timesteps ahead of a reference configuration and demonstrates approximately a 22x reduction in computational time as compared to native code execution. Our work represents a step towards the implementation of DDPMs to develop digital twins of stochastic biological systems.

97 MATHEMATICS AND COMPUTING↗