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At least 271 records · Page 15
All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Stochastic Dynamic Analysis for Power Systems Under Uncertain Variability

This paper proposes a novel method to analyze impacts of uncertain variability on power system dynamics. There is considerable interest in integrating intermittent renewable energy and plug-in electric vehicles into power systems. Therefore, power systems are in an environment with increasing uncertain variability. In this paper, the uncertain variability is described as a continuous-time stochastic process, and thus, the power system under uncertain variability is modeled by stochastic differential equations. To quantify impacts of uncertain variability on power system dynamics, an intra-region probability index is presented. Based on the stochastic averaging method, an analytical method is proposed to calculate the intra-region probability. Compared to Monte Carlo simulation, the proposed method is many orders of magnitude faster without sacrificing the result accuracy. As a result, several insights are given to improve the power system dynamics under uncertain variability.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2015

THE BIMODAL STRUCTURE OF THE SOLAR CYCLE

Some properties of the 11 yr solar cycle can be explained by the current solar dynamo models. However, some other features remain not well understood such as the asymmetry of the cycle, the double-peaked structure, and the “Waldmeier effect” that a stronger cycle tends to have less rise time and a shorter cycle length. We speculate that the solar cycle is governed by a bi-dynamo model forming two stochastic processes depicted by a bimodal Gaussian function with a time gap of about 2 yr, from which the above features can be reasonably explained. The first one describes the main properties of the cycle dominated by the current solar dynamo models, and the second one occurs either in the rising phase as a short weak explosive perturbation or in the declining phase as a long stochastic perturbation. The above function is the best one selected from several in terms of the Akaike information criterion. Through analyzing different distributions, one might speculate about the dominant physical process inside the convection zone. The secondary (main) process is found to be closely associated with complicated (simple) active ranges. In effect, the bi-dynamo model is a reduced form of a multi-dynamo model, which could occur from the base of the convection zone through its envelope and from low to high heliographic latitude, reflecting the active belts in the convection zone. These results are insensitive to the hemispheric asymmetry, smoothing filters, and distribution functions selected and are expected to be helpful in understanding the formation of solar and stellar cycles.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2022

Random field optimization

Herein we present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of random variables that live on infinite-dimensional spaces (e.g., space and time) such as stochastic processes (e.g., time series, Gaussian processes, and Markov processes), random matrices, and random spatial fields. This paradigm involves sophisticated mathematical objects (e.g., stochastic differential equations and space-time kernel functions) and has been widely used in neuroscience, geoscience, physics, civil engineering, and computer graphics. Despite of this, however, random fields have seen limited use in optimization; specifically, existing optimization paradigms that involve uncertainty (e.g., stochastic programming and robust optimization) mostly focus on the use of finite random variables. This trend is rapidly changing with the advent of statistical optimization (e.g., Bayesian optimization) and multi-scale optimization (e.g., integration of molecular sciences and process engineering). Our work extends a recently-proposed abstraction for infinite-dimensional optimization problems by capturing more general uncertainty representations. Moreover, we discuss solution paradigms for this new class of problems based on finite transformations and sampling, and identify open questions and challenges.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1973

A guidance and navigation system for continuous low thrust vehicles

A midcourse guidance and navigation system for continuous low thrust vehicles is described. A set of orbit elements, known as the equinoctial elements, are selected as the state variables. The uncertainties are modelled statistically by random vector and stochastic processes. The motion of the vehicle and the measurements are described by nonlinear stochastic differential and difference equations respectively. A minimum time nominal trajectory is defined and the equation of motion and the measurement equation are linearized about this nominal trajectory. An exponential cost criterion is constructed and a linear feedback guidance law is derived to control the thrusting direction of the engine. Using this guidance law, the vehicle will fly in a trajectory neighboring the nominal trajectory. The extended Kalman filter is used for state estimation. Finally a short mission using this system is simulated. The results indicate that this system is very efficient for short missions.

Tse, C. J. C.↗
NASA NTRS1973

A guidance and navigation system for continuous low-thrust vehicles

A midcourse guidance and navigation system for continuous low thrust vehicles was developed. The equinoctial elements are the state variables. Uncertainties are modelled statistically by random vector and stochastic processes. The motion of the vehicle and the measurements are described by nonlinear stochastic differential and difference equations respectively. A minimum time trajectory is defined; equations of motion and measurements are linearized about this trajectory. An exponential cost criterion is constructed and a linear feedback quidance law is derived. An extended Kalman filter is used for state estimation. A short mission using this system is simulated. It is indicated that this system is efficient for short missions, but longer missions require accurate trajectory and ground based measurements.

Jack-Chingtse, C.↗
DOE OSTI2010

Posterior predictive modeling using multi-scale stochastic inverse parameter estimates.

Multi-scale binary permeability field estimation from static and dynamic data is completed using Markov Chain Monte Carlo (MCMC) sampling. The binary permeability field is defined as high permeability inclusions within a lower permeability matrix. Static data are obtained as measurements of permeability with support consistent to the coarse scale discretization. Dynamic data are advective travel times along streamlines calculated through a fine-scale field and averaged for each observation point at the coarse scale. Parameters estimated at the coarse scale (30 x 20 grid) are the spatially varying proportion of the high permeability phase and the inclusion length and aspect ratio of the high permeability inclusions. From the non-parametric, posterior distributions estimated for these parameters, a recently developed sub-grid algorithm is employed to create an ensemble of realizations representing the fine-scale (3000 x 2000), binary permeability field. Each fine-scale ensemble member is instantiated by convolution of an uncorrelated multiGaussian random field with a Gaussian kernel defined by the estimated inclusion length and aspect ratio. Since the multiGaussian random field is itself a realization of a stochastic process, the procedure for generating fine-scale binary permeability field realizations is also stochastic. Two different methods are hypothesized to perform posterior predictive tests. Different mechanisms for combining multi Gaussian random fields with kernels defined from the MCMC sampling are examined. Posterior predictive accuracy of the estimated parameters is assessed against a simulated ground truth for predictions at both the coarse scale (effective permeabilities) and at the fine scale (advective travel time distributions). The two techniques for conducting posterior predictive tests are compared by their ability to recover the static and dynamic data. The skill of the inference and the method for generating fine-scale binary permeability fields are evaluated through flow calculations on the resulting fields using fine-scale realizations and comparing them against results obtained with the ground truth fine-scale and coarse-scale permeability fields.

58 GEOSCIENCES↗
DOE OSTI2025

Microbial community dynamics in the soil-root continuum are linked with plant species turnover during secondary succession

Grazing exclusion and land abandonment are commonly adopted to restore degraded ecosystems in semiarid and arid regions worldwide. However, the temporal variation in the soil- versus root-associated microbiome over plant species turnover during secondary succession has rarely been quantified. Using the chronosequence restored from fenced grassland and abandoned farmlands on the Loess Plateau of China, we characterized the dynamics of the soil- and root-associated microbiome of host plant with different dominance statuses during secondary succession from 0 to 40 years. Our results revealed that the root microhabitat, the host plant and their interactions were the main contributors to the bacterial community shift (R 2 = 15.5%, 8.1%, and 22.3%, respectively), and plant interspecies replacement had a greater effect on the shift in the root-associated microbial community than intraspecies replacement did during succession. The root-associated bacterial community of pioneer plants was particularly responsive to succession, especially the endosphere community. Endosphere microbial diversity was positively correlated with host plant coverage change, and the diversity and abundance of taxon recruitment into the endosphere of pioneer plants from the surrounding environment decreased as succession progressed. The community assembly processes also indicated that the endosphere microbiota are strongly selected in younger host plants, whereas stochastic processes dominate in aged host plants. Our study provides evidence of the unique response of the root-associated microbiome to the replacement of plant species during secondary succession, and the function of endosphere microbes should be considered when studying plant–microbe feedback.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2024

Force-Free Identification of Minimum-Energy Pathways and Transition States for Stochastic Electronic Structure Theories

Here, the accurate mapping of potential energy surfaces (PESs) is crucial to our understanding of the numerous physical and chemical processes mediated by atomic rearrangements, such as conformational changes and chemical reactions, and the thermodynamic and kinetic feasibility of these processes. Stochastic electronic structure theories, e.g., Quantum Monte Carlo (QMC) methods, enable highly accurate total energy calculations that in principle can be used to construct the PES. However, their stochastic nature poses a challenge to the computation and use of forces and Hessians, which are typically required in algorithms for minimum-energy pathway (MEP) and transition state (TS) identification, such as the nudged elastic band (NEB) algorithm and its climbing image formulation. Here, we present strategies that utilize the surrogate Hessian line-search method, previously developed for QMC structural optimization, to efficiently identify MEP and TS structures without requiring force calculations at the level of the stochastic electronic structure theory. By modifying the surrogate Hessian algorithm to operate in path-orthogonal subspaces and at saddle points, we show that it is possible to identify MEPs and TSs by using a force-free QMC approach. We demonstrate these strategies via two examples, the inversion of the ammonia (NH 3 ) molecule and the nucleophilic substitution (S N 2) reaction F – + CH 3 F → FCH 3 + F – . We validate our results using Density Functional Theory (DFT)- and Coupled Cluster (CCSD, CCSD(T))-based NEB calculations. We then introduce a hybrid DFT-QMC approach to compute thermodynamic and kinetic quantities, free energy differences, rate constants, and equilibrium constants that incorporates stochastically optimized structures and their energies, and show that this scheme improves upon DFT accuracy. Our methods generalize straightforwardly to other systems and other high-accuracy theories that similarly face challenges computing energy gradients, paving the way for highly accurate PES mapping, transition state determination, and thermodynamic and kinetic calculations at significantly reduced computational expense.

Iyer, Gopal R.↗
DOE OSTI2019

Forfeiting the priority effect: turnover defines biofilm community succession

Microbial community succession is a fundamental process that affects underlying functions of almost all ecosystems; yet the roles and fates of the most abundant colonizers are often poorly understood. Does early abundance spur long term persistence? How do deterministic and stochastic processes influence the ecological contribution of colonizers? We performed a succession experiment within a hypersaline ecosystem to investigate how different processes contributed to the turnover of founder species. Bacterial and eukaryotic colonizers were identified during primary succession and tracked through a defined, 79-day biofilm maturation period using 16S and 18S rRNA gene sequencing in combination with high resolution imaging that utilized stable isotope tracers to evaluate successional patterns of primary producers and nitrogen fixers. The majority of the founder species did not maintain high abundance throughout succession. Species replacement (versus loss) was the dominant process shaping community succession. We also asked if different ecological processes acted on bacteria versus Eukaryotes during succession and found deterministic and stochastic forces corresponded more with microeukaryote and bacterial colonization, respectively. Our results show that taxa and functions belonging to different kingdoms, which share habitat in the tight spatial confines of a biofilm, were influenced by different ecological processes and time scales of succession.

Brislawn, Colin J.↗
DOE OSTI2018

ISAP-MATLAB Package for Sensitivity Analysis of High-Dimensional Stochastic Chemical Networks

Stochastic simulation and modeling play an important role to elucidate the fundamental mechanisms in complex biochemical networks. The parametric sensitivity analysis of reaction networks becomes a powerful mathematical and computational tool, yielding information regarding the robustness and the identifiability of model parameters. However, due to overwhelming computational cost, parametric sensitivity analysis is a extremely challenging problem for stochastic models with a high-dimensional parameter space and for which existing approaches are very slow. Here we present an information-theoretic sensitivity analysis in path-space (ISAP) MATLAB package that simulates stochastic processes with various algorithms and most importantly implements a gradient-free approach to quantify the parameter sensitivities of stochastic chemical reaction network dynamics using the pathwise Fisher information matrix (PFIM; Pantazis, Katsoulakis, and Vlachos 2013). The sparse, block-diagonal structure of the PFIM makes its computational complexity scale linearly with the number of model parameters. As a result of the gradientfree and the sparse nature of the PFIM, it is highly suitable for the sensitivity analysis of stochastic reaction networks with a very large number of model parameters, which are typical in the modeling and simulation of complex biochemical phenomena. Finally, the PFIM provides a fast sensitivity screening method (Arampatzis, Katsoulakis, and Pantazis 2015) which allows it to be combined with any existing sensitivity analysis software.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2022

Learning stochastic dynamics with statistics-informed neural network

We introduce a machine-learning framework named statistics-informed neural network (SINN) for learning stochastic dynamics from data. This new architecture was theoretically inspired by a universal approximation theorem for stochastic systems, which we introduce in this paper, and the projection-operator formalism for stochastic modeling. Here, we devise mechanisms for training the neural network model to reproduce the correct statistical behavior of a target stochastic process. Numerical simulation results demonstrate that a well-trained SINN can reliably approximate both Markovian and non-Markovian stochastic dynamics. We demonstrate the applicability of SINN to coarse-graining problems and the modeling of transition dynamics. Furthermore, we show that the obtained reduced-order model can be trained on temporally coarse-grained data and hence is well suited for rare-event simulations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs), especially with arbitrary initial data. We address this problem by taking advantage of recent advances in scientific machine learning and the spectral dynamically orthogonal (DO) and borthogonal (BO) methods for representing stochastic processes. The recently introduced DO/BO methods reduce the SPDE to solving a system of deterministic PDEs and a system of stochastic ordinary differential equations. Specifically, we propose two new physics-informed neural networks (PINNs) for solving time-dependent SPDEs, namely the neural network (NN)-DO/BO methods. The proposed methods incorporate the DO/BO constraints into the loss function (along with the modal decomposition of the SPDE) with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the NN-DO/BO methods can overcome some of the drawbacks of the original DO/BO methods. For example, we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and same computational complexity as for forward problems. Furthermore, we demonstrate the capability of the proposed methods via several numerical examples, namely: (1) A linear stochastic advection equation with deterministic initial condition: we obtain good results with the proposed methods, while the original DO/BO methods cannot be applied directly in this case. (2) Long-time integration of the stochastic Burgers' equation: we show the good performance of NN-DO/BO methods, especially the effectiveness of the NN-BO approach for such problems with many eigenvalue crossings during the whole time evolution, while the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward problem and the inverse problems, including very noisy initial point values, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems, but future work should address the efficiency issue of PINNs for forward problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Code for the manuscript titled "Blackout Diffusion: Generative Diffusion Models in Discrete-State Spaces"

We would like to disclose two scripts, written in Jupyter notebook, in which we implement the "Blackout Diffusion Process" described in the manuscript "Blackout Diffusion: Generative Diffusion Models in Discrete-State Spaces" (LA-UR-23-20509), to be submitted to the International Conference of Machine Learning (ICML). The abstract of the manuscript is append below. == Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used generate samples from Gaussian noise. However, real world data often takes place in discrete-state spaces, which occur in many scientific applications. Here, we develop a theoretical formulation for arbitrary discrete-state Markov processes in the forward diffusion process. We relate the theory to the existing continuous-state Gaussian diffusion and identify the corresponding reverse-time stochastic process and score function in the continuous-time setting, and the reverse-time mapping in the discrete-time setting. As an example of this framework, we introduce "Blackout Diffusion", which learns to produce samples from an empty image instead of from noise. Numerical experiments on the CIFAR-10 dataset confirm the feasibility of generative diffusion modeling in a discrete space. Generalizing from specific (Gaussian) forward processes to a more general framework also sheds light on how to interpret generative diffusion models and their mathematical structure, which we comment on.

Lin, Yen Ting↗
NASA NTRS2007

A Black-Scholes Approach to Satisfying the Demand in a Failure-Prone Manufacturing System

The goal of this paper is to use a financial model and a hedging strategy in a systems application. In particular, the classical Black-Scholes model, which was developed in 1973 to find the fair price of a financial contract, is adapted to satisfy an uncertain demand in a manufacturing system when one of two production machines is unreliable. This financial model together with a hedging strategy are used to develop a closed formula for the production strategies of each machine. The strategy guarantees that the uncertain demand will be met in probability at the final time of the production process. It is assumed that the production efficiency of the unreliable machine can be modeled as a continuous-time stochastic process. Two simple examples illustrate the result.

Chavez-Fuentes, Jorge R.↗
DOE OSTI2017

Control of Networked Traffic Flow Distribution: A Stochastic Distribution System Perspective

At signalized intersections, the traffic queues are controlled by traffic signal control settings and effective traffic lights control would realize both smooth traffic flow and minimize fuel consumption. Funded by the Energy Efficient Mobility Systems (EEMS) program of the Vehicle Technologies Office of the US Department of Energy, we performed a preliminary investigation on the modelling and control framework in context of urban network of signalized intersections. In specific, we developed a recursive input-output traffic queueing models. The queue formation can be modeled as a stochastic process where the number of vehicles entering each intersection is a random number. Further, we proposed a preliminary B-Spline stochastic modelling and control for a one-way single-lane corridor traffic system based on theory of stochastic distribution control that shapes the PDF of the queue length.

33 ADVANCED PROPULSION SYSTEMS↗
DOE OSTI2017

Control of Networked Traffic Flow Distribution - A Stochastic Distribution System Perspective

Networked traffic flow is a common scenario for urban transportation, where the distribution of vehicle queues either at controlled intersections or highway segments reflect the smoothness of the traffic flow in the network. At signalized intersections, the traffic queues are controlled by traffic signal control settings and effective traffic lights control would realize both smooth traffic flow and minimize fuel consumption. Funded by the Energy Efficient Mobility Systems (EEMS) program of the Vehicle Technologies Office of the US Department of Energy, we performed a preliminary investigation on the modelling and control framework in context of urban network of signalized intersections. In specific, we developed a recursive input-output traffic queueing models. The queue formation can be modeled as a stochastic process where the number of vehicles entering each intersection is a random number. Further, we proposed a preliminary B-Spline stochastic model for a one-way single-lane corridor traffic system based on theory of stochastic distribution control.. It has been shown that the developed stochastic model would provide the optimal probability density function (PDF) of the traffic queueing length as a dynamic function of the traffic signal setting parameters. Based upon such a stochastic distribution model, we have proposed a preliminary closed loop framework on stochastic distribution control for the traffic queueing system to make the traffic queueing length PDF follow a target PDF that potentially realizes the smooth traffic flow distribution in a concerned corridor.

Wang, Hong↗
DOE OSTI2024

Epigenetic drift underlies epigenetic clock signals, but displays distinct responses to lifespan interventions, development, and cellular dedifferentiation

Changes in DNA methylation with age are observed across the tree of life. The stereotypical nature of these changes can be modeled to produce epigenetic clocks capable of predicting chronological age with unprecedented accuracy. Despite the predictive ability of epigenetic clocks and their utility as biomarkers in clinical applications, the underlying processes that produce clock signals are not fully resolved, which limits their interpretability. Here, we develop a computational approach to spatially resolve the within read variability or “disorder” in DNA methylation patterns and test if age-associated changes in DNA methylation disorder underlie signals comprising epigenetic clocks. We find that epigenetic clock loci are enriched in regions that both accumulate and lose disorder with age, suggesting a link between DNA methylation disorder and epigenetic clocks. We then develop epigenetic clocks that are based on regional disorder of DNA methylation patterns and compare their performance to other epigenetic clocks by investigating the influences of development, lifespan interventions, and cellular dedifferentiation. We identify common responses as well as critical differences between canonical epigenetic clocks and those based on regional disorder, demonstrating a fundamental decoupling of epigenetic aging processes. Collectively, we identify key linkages between epigenetic disorder and epigenetic clocks and demonstrate the multifaceted nature of epigenetic aging in which stochastic processes occurring at non-random loci produce predictable outcomes.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2024

Determining the N -Representability of a Reduced Density Matrix via Unitary Evolution and Stochastic Sampling

The N-representability problem consists in determining whether, for a given p-body matrix, there exists at least one N-body density matrix from which the p-body matrix can be obtained by contraction, that is, if the given matrix is a p-body reduced density matrix (p-RDM). The knowledge of all necessary and sufficient conditions for a p-body matrix to be N-representable allows the constrained minimization of a many-body Hamiltonian expectation value with respect to the p-body density matrix and, thus, the determination of its exact ground state. However, the number of constraints that complete the N-representability conditions grows exponentially with system size, and hence, the procedure quickly becomes intractable for practical applications. This work introduces a hybrid quantum-stochastic algorithm to effectively replace the N-representability conditions. The algorithm consists of applying to an initial N-body density matrix a sequence of unitary evolution operators constructed from a stochastic process that successively approaches the reduced state of the density matrix on a p-body subsystem, represented by a p-RDM, to a target p-body matrix, potentially a p-RDM. The generators of the evolution operators follow the well-known adaptive derivative-assembled pseudo-Trotter method (ADAPT), while the stochastic component is implemented by using a simulated annealing process. The resulting algorithm is independent of any underlying Hamiltonian, and it can be used to decide whether a given p-body matrix is N-representable, establishing a criterion to determine its quality and correcting it. We apply the proposed hybrid ADAPT algorithm to alleged reduced density matrices from a quantum chemistry electronic Hamiltonian, from the reduced Bardeen–Cooper–Schrieffer model with constant pairing, and from the Heisenberg XXZ spin model. In all cases, the proposed method behaves as expected for 1-RDMs and 2-RDMs, evolving the initial matrices toward different targets.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗