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At least 307 records · Page 17

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker–Planck Equations

The Fokker-Planck (FP) equation is a foundational partial differential equation (PDE) in stochastic processes involving Brownian motions. However, the curse of dimensionality (CoD) poses a formidable challenge when dealing with high-dimensional FP equations. Although Monte Carlo simulation and (vanilla) Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit significant numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimensionality increases, surpassing the precision of numerical simulations and resulting in substantial errors. In addition, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a notoriously difficult Hamilton-Jacobi-Bellman (HJB) equation, which is impractical for PINN learning, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in stochastic differential equations (SDEs). The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling, offering an effective means to overcome the CoD. Three fitting methods, Score Matching (SM), Sliced Score Matching (SSM), and Score-PINN, are introduced, each contributing unique advantages in computational complexity, accuracy, and generality. The proposed score-based SDE solver operates in two stages: first, employing score matching or Score-PINN to acquire the score function; and second, solving the LL via an ordinary differential equation (ODE) using the obtained score function. Comparative evaluations across these methods showcase varying trade-offs. The proposed methodology is evaluated across diverse SDEs, including anisotropic Ornstein-Uhlenbeck processes, geometric Brownian motion, and Brownian motion with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy distributions. The numerical results demonstrate the score-based SDE solver’s stability, speed, and performance across different experimental settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

97 MATHEMATICS AND COMPUTING↗

Geological activity shapes the microbiome in deep-subsurface aquifers by advection

Subsurface environments host diverse microorganisms in fluid-filled fractures; however, little is known about how geological and hydrological processes shape the subterranean biosphere. Here, we sampled three flowing boreholes weekly for 10 mo in a 1478-m-deep fractured rock aquifer to study the role of fracture activity (defined as seismically or aseismically induced fracture aperture change) and advection on fluid-associated microbial community composition. We found that despite a largely stable deep-subsurface fluid microbiome, drastic community-level shifts occurred after events signifying physical changes in the permeable fracture network. The community-level shifts include the emergence of microbial families from undetected to over 50% relative abundance, as well as the replacement of the community in one borehole by the earlier community from a different borehole. Null-model analysis indicates that the observed spatial and temporal community turnover was primarily driven by stochastic processes (as opposed to deterministic processes). We, therefore, conclude that the observed community-level shifts resulted from the physical transport of distinct microbial communities from other fracture(s) that outpaced environmental selection. Given that geological activity is a major cause of fracture activity and that geological activity is ubiquitous across space and time on Earth, our findings suggest that advection induced by geological activity is a general mechanism shaping the microbial biogeography and diversity in deep-subsurface habitats across the globe.

59 BASIC BIOLOGICAL SCIENCES↗

Data-Driven Transition Path Analysis Yields a Statistical Understanding of Sudden Stratospheric Warming Events in an Idealized Model

Abstract Atmospheric regime transitions are highly impactful as drivers of extreme weather events, but pose two formidable modeling challenges: predicting the next event (weather forecasting) and characterizing the statistics of events of a given severity (the risk climatology). Each event has a different duration and spatial structure, making it hard to define an objective “average event.” We argue here that transition path theory (TPT), a stochastic process framework, is an appropriate tool for the task. We demonstrate TPT’s capacities on a wave–mean flow model of sudden stratospheric warmings (SSWs) developed by Holton and Mass, which is idealized enough for transparent TPT analysis but complex enough to demonstrate computational scalability. Whereas a recent article (Finkel et al. 2021) studied near-term SSW predictability, the present article uses TPT to link predictability to long-term SSW frequency. This requires not only forecasting forward in time from an initial condition, but also backward in time to assess the probability of the initial conditions themselves. TPT enables one to condition the dynamics on the regime transition occurring, and thus visualize its physical drivers with a vector field called the reactive current . The reactive current shows that before an SSW, dissipation and stochastic forcing drive a slow decay of vortex strength at lower altitudes. The response of upper-level winds is late and sudden, occurring only after the transition is almost complete from a probabilistic point of view. This case study demonstrates that TPT quantities, visualized in a space of physically meaningful variables, can help one understand the dynamics of regime transitions.

Meteorology & Atmospheric Sciences↗

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integrate them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Preliminary evidence for the influence of physiography and scale upon the autocorrelation function of remotely sensed data

Previously established results demonstrate that LANDSAT data are autocorrelated and can be described by a univariate linear stochastic process known as auto-regressive-integrated-moving-average model of degree 1, 0, 1 or ARIMA (1, 0, 1). This model has two coefficients of interest for interpretation phi(1) and theta(1). In a comparison of LANDSAT thematic mapper simulator (TMS) data and LANDSAT MSS data several results were established: (1) The form of the relatedness as described by this model is not dependent upon system look angle or pixel size. (2) The phi(1) coefficient increases with decreasing pixel size and increasing topographic complexity. (3) Changes in topography have a greater influence upon phi(1) than changes in land cover class. (4) The theta(1) seems to vary with the amount of atmospheric haze. These patterns of variation in phi(1) and theta(1) are potentially exploitable by the remote sensing community to yield stochastically independent sets of observations, characterize topography, and reduce the number of bytes needed to store remotely sensed data.

Labovitz, M. L.↗

Interplanetary dust particles collected from the stratosphere: Physical, chemical, and mineralogical properties and implications for their sources

The suggestion that significant quantities of interplanetary dust are produced by both main-belt asteroids and comets is based on the Infrared Astronomical Satellite (IRAS) detection of dust trails or bands associated with these objects. Gravitational focusing strongly biases all near-Earth collections of interplanetary dust in favor of particles with the lowest geocentric velocities, that is the dust from main-belt asteroids spiraling into the Sun under the influence of Poynting-Robertson radiation drag. The major dust bands in the main-belt appear to be associated with the catastrophic disruptions which produced the Eos, Themis and Koronis families of asteroids. If dust particles are produced in the catastrophic collision process, then Poynting-Robertson radiation drag is such an efficient transport mechanism from the main-belt to 1 AU that near-Earth collections of interplanetary dust should include, and perhaps be dominated by, this material. Interplanetary dust particles from 5 to 100 micrometers in diameter have been recovered from the stratosphere of the Earth by NASA sampling aircraft since the mid-1970s. The densities of a large fraction of these interplanetary dust particles are significantly lower than the densities of their constituent silicate mineral phases, indicating significant porosites. The majority of the particles are chemically and mineralogically similar to, but not identical to, the carbonaceous chondrite meteorites. Most stony interplanetary dust particles have carbon contents exceeding those of Allende, a carbonaceous chondrite meteorite having a low albedo. Higher albedo particles corresponding to S-type asteroids are underrepresented or absent from the stratospheric collections, and primitive carbonaceous particles seem to be overrepresented in the stratospheric collections compared to the fraction of main-belt asteroids classified as primitive. This suggests that much of the interplanetary dust may be generated by a stochastic process, probably preferentially sampling a few most recent collisional events.

Flynn, George J.↗

NASA Tech Briefs, June 2008

Topics covered include: Charge-Control Unit for Testing Lithium-Ion Cells; Measuring Positions of Objects Using Two or More Cameras; Lidar System for Airborne Measurement of Clouds and Aerosols; Radiation-Insensitive Inverse Majority Gates; Reduced-Order Kalman Filtering for Processing Relative Measurements; Spaceborne Processor Array; Instrumentation System Diagnoses a Thermocouple; Chromatic Modulator for a High-Resolution CCD or APS; Commercial Product Activation Using RFID; Cup Cylindrical Waveguide Antenna; Aerobraking Maneuver (ABM) Report Generator; ABM Drag_Pass Report Generator; Transformation of OODT CAS to Perform Larger Tasks; Visualization Component of Vehicle Health Decision Support System; Mars Reconnaissance Orbiter Uplink Analysis Tool; Problem Reporting System; G-Guidance Interface Design for Small Body Mission Simulation; DSN Scheduling Engine; Replacement Sequence of Events Generator; Force-Control Algorithm for Surface Sampling; Tool for Merging Proposals Into DSN Schedules; Micromachined Slits for Imaging Spectrometers; Fabricating Nanodots Using Lift-Off of a Nanopore Template; Making Complex Electrically Conductive Patterns on Cloth; Special Polymer/Carbon Composite Films for Detecting SO2; Nickel-Based Superalloy Resists Embrittlement by Hydrogen; Chemical Passivation of Li+-Conducting Solid Electrolytes; Organic/Inorganic Polymeric Composites for Heat-Transfer Reduction; Composite Cathodes for Dual-Rate Li-Ion Batteries; Improved Descent-Rate Limiting Mechanism; Alignment-Insensitive Lower-Cost Telescope Architecture; Micro-Resistojet for Small Satellites; Using Piezoelectric Devices to Transmit Power through Walls; Miniature Latching Valve; Apparatus for Sampling Surface Contamination; Novel Species of Non-Spore-Forming Bacteria; Chamber for Aerosol Deposition of Bioparticles; Hyperspectral Sun Photometer for Atmospheric Characterization and Vicarious Calibrations; Dynamic Stability and Gravitational Balancing of Multiple Extended Bodies; Simulation of Stochastic Processes by Coupled ODE-PDE; Cluster Inter-Spacecraft Communications; Genetic Algorithm Optimizes Q-LAW Control Parameters; Low-Impact Mating System for Docking Spacecraft; Non-Destructive Evaluation of Materials via Ultraviolet Spectroscopy; Gold-on-Polymer-Based Sensing Films for Detection of Organic and Inorganic Analytes in the Air; and Quantum-Inspired Maximizer.

Source record↗

SU-E-J-115: Using Markov Chain Modeling to Elucidate Patterns in Breast Cancer Metastasis Over Time and Space

Purpose: Traditionally, breast cancer metastasis is described as a process wherein cancer cells spread from the breast to multiple organ systems via hematogenous and lymphatic routes. Mapping organ specific patterns of cancer spread over time is essential to understanding metastatic progression. In order to better predict sites of metastases, here we demonstrate modeling of the patterned migration of metastasis. Methods: We reviewed the clinical history of 453 breast cancer patients from Memorial Sloan Kettering Cancer Center who were non-metastatic at diagnosis but developed metastasis over time. We used the variables of organ site of metastases as well as time to create a Markov chain model of metastasis. We illustrate the probabilities of metastasis occurring at a given anatomic site together with the probability of spread to additional sites. Results: Based on the clinical histories of 453 breast cancer patients who developed metastasis, we have learned (i) how to create the Markov transition matrix governing the probabilities of cancer progression from site to site; (ii) how to create a systemic network diagram governing disease progression modeled as a random walk on a directed graph; (iii) how to classify metastatic sites as ‘sponges’ that tend to only receive cancer cells or ‘spreaders’ that receive and release them; (iv) how to model the time-scales of disease progression as a Weibull probability distribution function; (v) how to perform Monte Carlo simulations of disease progression; and (vi) how to interpret disease progression as an entropy-increasing stochastic process. Conclusion: Based on our modeling, metastatic spread may follow predictable pathways. Mapping metastasis not simply by organ site, but by function as either a ‘spreader’ or ‘sponge’ fundamentally reframes our understanding of metastatic processes. This model serves as a novel platform from which we may integrate the evolving genomic landscape that drives cancer metastasis. PS-OC Trans-Network Project Grant Award for “Data Assimilation and ensemble statistical forecasting methods applied to the MSKCC longitudinal metastatic breast cancer cohort.”.

60 APPLIED LIFE SCIENCES↗

Modeling interval trendlines: Symbolic singular spectrum analysis for interval time series

Abstract In this article we propose an extension of singular spectrum analysis for interval‐valued time series. The proposed methods can be used to decompose and forecast the dynamics governing a set‐valued stochastic process. The resulting components on which the interval time series is decomposed can be understood as interval trendlines, cycles, or noise. Forecasting can be conducted through a linear recurrent method, and we devised generalizations of the decomposition method for the multivariate setting. The performance of the proposed methods is showcased in a simulation study. We apply the proposed methods so to track the dynamics governing the Argentina Stock Market (MERVAL) in real time, in a case study over a period of turbulence that led to discussions of the government of Argentina with the International Monetary Fund.

de Carvalho, Miguel↗

Possible role of interference, protein noise, and sink effects in nonphotochemical quenching in photosynthetic complexes

Here, we analyze theoretically a simple and consistent quantum mechanical model that reveals the possible role of quantum interference, protein noise, and sink effects in the nonphotochemical quenching (NPQ) in light-harvesting complexes (LHCs). The model consists of a network of five interconnected sites (excitonic states of light-sensitive molecules) responsible for the NPQ mechanism. The model also includes the “damaging” and the dissipative channels. The damaging channel is responsible for production of singlet oxygen and other destructive outcomes. In this model, both damaging and “dissipative” charge transfer channels are described by discrete electron energy levels attached to their sinks, that mimic the continuum part of electron energy spectrum. All five excitonic sites interact with the protein environment that is modeled using a stochastic process. Our approach allowed us to derive the exact and closed system of linear ordinary differential equations for the reduced density matrix and its first momentums. Moreover, these equations are solved numerically including for strong interactions between the light-sensitive molecules and protein environment. As an example, we apply our model to demonstrate possible contributions of quantum interference, protein noise, and sink effects in the NPQ mechanism in the CP29 minor LHC. The numerical simulations show that using proper combination of quantum interference effects, properties of noise, and sinks, one can significantly suppress the damaging channel. Finally, our findings demonstrate the possible role of interference, protein noise, and sink effects for modeling, engineering, and optimizing the performance of the NPQ processes in both natural and artificial light-harvesting complexes.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Utilizing computer vision and artificial intelligence algorithms to predict and design the mechanical compression response of direct ink write 3D printed foam replacement structures

Additive Manufacturing (AM) of porous polymeric materials, such as foams, recently became a topic of intensive research due their unique combination of low density, impressive mechanical properties, and stress dissipation capabilities. Conventional methods for fabricating foams rely on complex and stochastic processes, making it challenging to achieve precise architectural control of structured porosity. In contrast, AM provides access to a wide range of printable materials, where precise spatial control over structured porosity can be modulated during the fabrication process enabling the production of foam replacement structures (FRS). Current approaches for designing FRS are based on intuitive understanding of their properties or an extensive number of finite element method (FEM) simulations. These approaches, however, are computationally expensive and time consuming. As such, in this work, we present a novel methodology for determining the mechanical compression response of direct ink write (DIW) 3D printed FRS using a simple cross-sectional image. By obtaining measurement data for a relatively small number of samples, an artificial neural network (ANN) was trained, and a computer vision algorithm was used to make inferences about foam compression characteristics from a single cross-sectional image. Finally, a genetic algorithm (GA) was used to solve the inverse design problem, generating the AM printing parameters that an engineer should use to achieve a desired compression response from a DIW printed FRS. The methods developed herein present an avenue for entirely autonomous design and analysis of additively manufactured structures using artificial intelligence.

36 MATERIALS SCIENCE↗

Kinetic model development and Bayesian uncertainty quantification for the complete reduction of Fe-based oxygen carriers with CH 4 , CO, and H 2 for chemical looping combustion

In this work, three kinetic models are developed and calibrated for the complete multi-step reduction of an Fe-based oxygen carrier (OC) particle with CH 4 , CO, and H 2 , using data from thermogravimetric analysis. The complete reduction rate profiles exhibit complex dynamics whose trajectory is significantly different depending on the reducing gas. A Bayesian model building and parameter estimation framework is applied for simultaneous parameter and model structure uncertainty quantification. The final models show excellent agreement between model predictions and calibration data, as well as new data not used for calibration (for the reduction of the OC with CH 4 ). Parameter uncertainty is quantified by determining joint posterior distribution, and model structure uncertainty is addressed by incorporating Gaussian process stochastic functions (represented by Bayesian smoothing splines) into the kinetic models. The final kinetic models with discrepancy functions are readily employable in equation-oriented simulation and optimization platforms.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolution in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Bayesian inference of heterogeneous epidemic models: Application to COVID-19 spread accounting for long-term care facilities

Here we propose a high dimensional Bayesian inference framework for learning heterogeneous dynamics of a COVID-19 model, with a specific application to the dynamics and severity of COVID-19 inside and outside long-term care (LTC) facilities. We develop a heterogeneous compartmental model that accounts for the heterogeneity of the time-varying spread and severity of COVID-19 inside and outside LTC facilities, which is characterized by time-dependent stochastic processes and time-independent parameters in ~ 1500 dimensions after discretization. To infer these parameters, we use reported data on the number of confirmed, hospitalized, and deceased cases with suitable post-processing in both a deterministic inversion approach with appropriate regularization as a first step, followed by Bayesian inversion with proper prior distributions. To address the curse of dimensionality and the ill-posedness of the high-dimensional inference problem, we propose use of a dimension-independent projected Stein variational gradient descent method, and demonstrate the intrinsic low-dimensionality of the inverse problem. We present inference results with quantified uncertainties for both New Jersey and Texas, which experienced different epidemic phases and patterns. Moreover, we also present forecasting and validation results based on the empirical posterior samples of our inference for the future trajectory of COVID-19.

42 ENGINEERING↗

One-dimensional turbulence modeling of a turbulent counterflow flame with comparison to DNS

The one-dimensional turbulence (ODT) model is applied to a reactant-to-product counterflow configuration and results are compared with DNS data. The model employed herein solves conservation equations for momentum, energy, and species on a one dimensional (1D) domain corresponding to the line spanning the domain between nozzle orifice centers. The effects of turbulent mixing are modeled via a stochastic process, while the Kolmogorov and reactive length and time scales are explicitly resolved and a detailed chemical kinetic mechanism is used. Comparisons between model and DNS results for spatial mean and root-meansquare (RMS) velocity, temperature, and major and minor species profiles are shown. The ODT approach shows qualitatively and quantitatively reasonable agreement with the DNS data. Scatter plots and statistics conditioned on temperature are also compared for heat release rate and all species. ODT is able to capture the range of results depicted by DNS. However, conditional statistics show signs of underignition.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Reduced-order model for microstructure evolution prediction in the electrodes of solid oxide fuel cell with dynamic discrepancy reduced modeling

Microstructure evolution in the electrodes of solid oxide fuel cell is an important degradation mechanism which reduces active sites for redox reaction and the electric conductivity. Phase field models for microstructure evolution simulation are usually expensive for large scale simulations. In this paper, a reduced-order coarsening model is developed using dynamic discrepancy reduced modeling, which reduces the model order by inserting Gaussian process stochastic functions into the dynamic equations of Ostwald ripening. The reduced order model has been calibrated on a dataset generated by a phase field model that has been well validated to experiments. A validating dataset has also been generated with which the model prediction show good agreement. This model is further applied to predict long term microstructure evolution in different SOFC electrodes. Finally, this work is the first attempt of building a degradation model of SOFC using data science techniques.

36 MATERIALS SCIENCE↗

Sensitivity Analysis in the Presence of Intrinsic Stochasticity for Discrete Fracture Network Simulations

Abstract Large‐scale discrete fracture network (DFN) simulators are standard fare for studies involving the sub‐surface transport of particles since direct observation of real world underground fracture networks is generally infeasible. While these simulators have successfully been used in several engineering applications, estimates of output quantities of interest (QoI) — such as breakthrough time of particles reaching the edge of the system — suffer from two distinct types of uncertainty. A run of a DFN simulator requires several parameters to be set that dictate the placement and size of fractures, the density of fractures, and the overall permeability of the system; uncertainty on the proper parameters will lead to uncertainty in the QoI, called epistemic uncertainty. Furthermore, since these input settings to DFN simulators control the stochastic processes which place fractures and govern flow, understanding how this randomness affects the QoI requires several runs of the simulator at distinct random seeds. The uncertainty in the QoI attributed to different realizations (i.e., different seeds) of the same random process (i.e., identical input parameters) leads to a second type of uncertainty, called aleatoric uncertainty. In this paper, we perform a Sensitivity Analysis, which directly attributes the uncertainty observed in the QoI to the epistemic uncertainty from each input parameter and to the aleatoric uncertainty. Beyond the specific takeaways on which input variables influence uncertainty in the QoI the most, a major contribution of this paper is the introduction of a statistically rigorous workflow for characterizing the uncertainty in DFN flow simulations that exhibit heteroskedasticity.

58 GEOSCIENCES↗