Electrophysiological Properties from Computations at a Single Voltage: Testing Theory with Stochastic Simulations
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Michael A. Wilson↗
SEARCH · Engineering Papers
Results for “Stochastic simulations”
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ON THE APPLICATION OF THE AREA METRIC TO VALIDATION EXERCISES OF STOCHASTIC SIMULATIONS.
Abstract not provided.
Source record↗
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↗
Random Process Simulation for stochastic fatigue analysis
A simulation technique is described which directly synthesizes the extrema of a random process and is more efficient than the Gaussian simulation method. Such a technique is particularly useful in stochastic fatigue analysis because the required stress range moment E(R sup m), is a function only of the extrema of the random stress process. The family of autoregressive moving average (ARMA) models is reviewed and an autoregressive model is presented for modeling the extrema of any random process which has a unimodal power spectral density (psd). The proposed autoregressive technique is found to produce rainflow stress range moments which compare favorably with those computed by the Gaussian technique and to average 11.7 times faster than the Gaussian technique. The autoregressive technique is also adapted for processes having bimodal psd's. The adaptation involves using two autoregressive processes to simulate the extrema due to each mode and the superposition of these two extrema sequences. The proposed autoregressive superposition technique is 9 to 13 times faster than the Gaussian technique and produces comparable values for E(R sup m) for bimodal psd's having the frequency of one mode at least 2.5 times that of the other mode.
Larsen, Curtis E.↗
Notes on Monte Carlo Simulation of Neutrons in Stochastic Multiplying Assemblies
In these notes, we provide details for two analog Monte Carlo (MC) methods to aid in obtaining stochastically derived information for characterizing nuclear systems– namely the traditional Event Based Monte Carlo (EBMC) method and a method known as the Stochastic Simulation Algorithm (SSA).
42 ENGINEERING↗
Particle-in-cell simulations of stochastic electron acceleration
The results of a series of particle-in-cell simulations of stochastic wave-particle interaction are presented. The threshold for stochasticity was confirmed. The simulations demonstrate that in a strong magnetic field plasma waves with quiver velocities much less than the speed of light but above a certain threshold can stochastically accelerate electrons to energies far greater than 1 MeV. Moreover, self-consistency effects drive return currents and produce energetic runaway electrons that violate an invariant of motion.
Akimoto, K.↗
RITRACKS: A Software for Simulation of Stochastic Radiation Track Structure, Micro and Nanodosimetry, Radiation Chemistry and DNA Damage for Heavy Ions
The code RITRACKS (Relativistic Ion Tracks) has been developed over the last few years at the NASA Johnson Space Center to simulate the effects of ionizing radiations at the microscopic scale, to understand the effects of space radiation at the biological level. The fundamental part of this code is the stochastic simulation of radiation track structure of heavy ions, an important component of space radiations. The code can calculate many relevant quantities such as the radial dose, voxel dose, and may also be used to calculate the dose in spherical and cylindrical targets of various sizes. Recently, we have incorporated DNA structure and damage simulations at the molecular scale in RITRACKS. The direct effect of radiations is simulated by introducing a slight modification of the existing particle transport algorithms, using the Binary‐Encounter‐Bethe model of ionization cross sections for each molecular orbitals of DNA. The simulation of radiation chemistry is done by a step‐by‐step diffusion‐reaction program based on the Green's functions of the diffusion equation]. This approach is also used to simulate the indirect effect of ionizing radiation on DNA. The software can be installed independently on PC and tablets using the Windows operating system and does not require any coding from the user. It includes a Graphic User Interface (GUI) and a 3D OpenGL visualization interface. The calculations are executed simultaneously (in parallel) on multiple CPUs. The main features of the software will be presented.
Plante, I↗
Simulation of Stochastic Processes by Coupled ODE-PDE
A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.
Zak, Michail↗
Simulations of Stochastic Fluid Dynamics near a Critical Point in the Phase Diagram
Here, we present simulations of stochastic fluid dynamics in the vicinity of a critical endpoint belonging to the universality class of the Ising model. This study is motivated by the challenge of modeling the dynamics of critical fluctuations near a conjectured critical endpoint in the phase diagram of quantum chromodynamics (QCD). We focus on the interaction of shear modes with a conserved scalar density, which is known as model H. We show that the observed dynamical scaling behavior depends on the correlation length and the shear viscosity of the fluid. As the correlation length is increased or the viscosity is decreased we observe a crossover from the dynamical exponent of critical diffusion, z≃4, to the expected scaling exponent of model H, z≃3. We use our method to investigate the time-dependent correlation function of non-Gaussian moments M n (t) of the order parameter. We find that the relaxation time depends in a nontrivial manner on the power n.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
High-Order Finite-Difference Nonlinear Filter Methods for Subsonic Turbulence Simulation with Stochastic Forcing
Numerical stability of high-order filter schemes developed by Yee & Sjogreen is tested on three-dimensional turbulence simulations with stochastic forcing and their performance is compared with that of TVD and WENO schemes. The best performing filter method employs an eighth-order central base scheme with the Kennedy & Gruber skew-symmetric splitting of the inviscid flux derivative, a wavelet-based local flow sensor, a nonlinear filter utilizing the dissipative portion of seventh-order \VENO scheme, and an explicit third - or fourth-order Runge-Kutta time integration. We show that the filter scheme is more computational]y efficient and provides a wider spectral bandwidth compared to the seventh-order WENO scheme. The method also demonstrates robust long-time integration for moderately compressible turbulence. In contrast, the fifth- and seventh order WENO schemes show non-trivial evolution of the velocity and density power spectra. over a. few dozen dynamical times, where both TVD and filter schemes recover a so lid statistically stationary turbulent state
Kritsuk, Alexei G.↗
Nth-plant supply: corn stover supplies and costs in a fleet of biorefineries
Feedstock cost and cost variability is expected to increase with the number of biorefineries. To quantify this effect, this spatial-economic analysis simulates feedstock cost and cost variability of an industry based on corn stover as a function of the number of biorefineries. Results are reported for nine scenarios (a base case and sensitivity analysis of four variables – harvest efficiency, sustainability constraints, opportunity cost, and corn grain yield) under deterministic and stochastic simulations, assuming biorefineries using 658 000 Mg (725 000 tons) year- 1 of corn stover in 2019. The resulting supply curves are highly elastic (i.e. little change in cost) for the first 50 of the 121 biorefineries, with price increases in subsequent biorefineries depending on scenario. In the base-case deterministic scenario, weighted-average stover costs are $66 Mg -1 ($60 ton- 1 ), $69 Mg -1 ($62 ton -1 ), and $156 Mg -1 ($142 ton -1 ), at the first, 60th, and 121st biorefineries, respectively. The stochastic simulations, subject to observed 30-year corn yield variability, follow a similar pattern, with price distributions that vary by scenario. The base-case stochastic simulations illustrate minimal cost variability for the first 60 biorefineries, but rapid increases in cost variability in the second half of potential biorefineries, with similar patterns observed in the other scenarios. Of the four variables explored, price was most sensitive to harvest efficiency, followed by sustainability constraints, corn yield, and opportunity cost. Results suggest that, under conventional logistics, about half of the US corn stover resource is reliably available with minimum cost increase and variability. Interactive visualization is available at https://doi.org/10.11578/1828779.
09 BIOMASS FUELS↗
Analog simulation of stochastic satellite response
A numerical study was performed on the effects of stochastic geometry and random environmental torques on the pointing accuracy of spinning and three-axis stabilized satellites. The Euler equations for the motions of satellites yielded the stochastic principal moments and a Fokker-Planck analog simulation was employed to model the response vector of a rigid satellite. White noise inputs were obtained from a random number generator. Attention was given to both fast and slow spin satellites. Responses grew with time in all cases. The growth was initially exponential and eventually reached stable values. In comparison with other theoretical techniques, the Fokker-Planck model detailed the most responses and showed that spin-stabilization is preferable for satellites with low inertial noise levels.
Huang, T. C.↗
Simulation of Stochastic Mud-Crack Damage Formation in an Environmental Barrier Coating
The integrated Finite Element Analysis–Micromechanics Analysis Code/Ceramics Analysis and Reliability Evaluation of Structures (FEAMAC/CARES) program was used to simulate the formation of mudflat-cracks from thermomechanical loading on a multi-layered Environmental Barrier Coating (EBC) system deposited on a ceramic substrate. FEAMAC/CARES combines MAC/GMC multiscale composite micromechanics code with CARES/Life probabilistic multiaxial failure criteria code and Abaqusfinite element analysis. In this work, step function elastic modulus reduction of randomly damaged finite elements was used to represent discrete cracking events. The use of many small-sized low-aspect-ratio finite elements enabled the depiction of crack boundaries and formation of mudflat patterned damage. Demonstrated examples include finite element models of button–sized disk–shaped 3-D specimen, and a 2-D model of through-the-thickness cross-section. All models were subjected to a progressive cool down from 1300oC to room temperature. Mudflat crack damage in the coating system resulted from the buildup of residual tensile stresses between the individual material constituents from thermal expansion mismatch. A 2-parameter Weibull distribution characterized the coating layer stochastic strength response and the effect of the Weibull modulus on the formation of damage was studied here.
residual tensile stress↗
Statistical Learning for Nonlinear Model Reduction from Local Simulations of Stochastic and Particle- and Agent-Based Systems
Stochastic physical systems across the sciences that have very high-dimensional state spaces, with a large number of fast degrees of freedom that force direct simulators to proceed by integration steps that are orders of magnitude smaller than events of interests (e.g., particle collisions). Examples range from molecular motion to dynamics of large populations of cells. A grand challenge in the simulation and understanding of such systems is the systematic construction of accurate, interpretable, reduced models, enabling faster simulations, revealing fundamental properties of the dynamics, and predicting phenomena of interest that the original simulator could not reached with sufficient accuracy or within a given computational budget. In this projected we developed novel statistical estimation/machine learning techniques for analyzing and building empirical reduced models for important families of high-dimensional stochastic systems, in particular: - we developed techniques for estimating interaction kernels in interacting particle- and agent-based systems, which are ubiquitous in Physics, Biology and many other sciences, given observed trajectories of the system; - we developed techniques for nonlinear model reduction for high-dimensional stochastic systems that have a small number of unknown, nonlinear slow variables, and a large number of fast modes, that are possibly of large magnitude, given observed short trajectories of the system in the form of bursts of trajectories from different initial conditions; - we developed novel techniques for estimating linear dynamical systems on graphs when both the dynamics and the underlying graph are unknown, and we have a sparse set of space-time observations; - we considered the problem of estimating an unknown nonlinear observation function of a standard process (e.g. Brownian motion), so that we can recognized if an observed dynamics is "just" a nonlinear version of a known dynamics; we also developed benchmarks for learning algorithms aimed at learning and classifying diffusion processes.
97 MATHEMATICS AND COMPUTING↗
Generative AI models for learning flow maps of stochastic dynamical systems in bounded domains
Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary interactions. Despite the success of machine learning-based methods in learning SDEs, existing learning methods are not applicable to SDEs in bounded domains because they cannot accurately capture the particle exit dynamics. We present a unified hybrid data-driven approach that combines a conditional diffusion model with an exit prediction neural network to capture both interior stochastic dynamics and boundary exit phenomena. Our ML model consists of two major components: a neural network that learns exit probabilities using binary cross-entropy loss with rigorous convergence guarantees, and a training-free diffusion model that generates state transitions for non-exiting particles using closed-form score functions. The two components are integrated through a probabilistic sampling algorithm that determines particle exit at each time step and generates appropriate state transitions. Here, the performance of the proposed approach is demonstrated via three test cases: a one-dimensional simplified problem for theoretical verification, a two-dimensional advection-diffusion problem in a bounded domain, and a three-dimensional problem of interest to magnetically confined fusion plasmas.
Bounded domains↗
Stochastic-Strength-Based Damage Simulation of Ceramic Matrix Composite Laminates
The Finite Element Analysis-Micromechanics Analysis Code/Ceramics Analysis and Reliability Evaluation of Structures (FEAMAC/CARES) program was used to characterize and predict the progressive damage response of silicon-carbide-fiber-reinforced reaction-bonded silicon nitride matrix (SiC/RBSN) composite laminate tensile specimens. Studied were unidirectional laminates [0] (sub 8), [10] (sub 8), [45] (sub 8), and [90] (sub 8); cross-ply laminates [0 (sub 2) divided by 90 (sub 2),]s; angled-ply laminates [plus 45 (sub 2) divided by -45 (sub 2), ]s; doubled-edge-notched [0] (sub 8), laminates; and central-hole laminates. Results correlated well with the experimental data. This work was performed as a validation and benchmarking exercise of the FEAMAC/CARES program. FEAMAC/CARES simulates stochastic-based discrete-event progressive damage of ceramic matrix composite and polymer matrix composite material structures. It couples three software programs: (1) the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC), (2) the Ceramics Analysis and Reliability Evaluation of Structures Life Prediction Program (CARES/Life), and (3) the Abaqus finite element analysis program. MAC/GMC contributes multiscale modeling capabilities and micromechanics relations to determine stresses and deformations at the microscale of the composite material repeating-unit-cell (RUC). CARES/Life contributes statistical multiaxial failure criteria that can be applied to the individual brittle-material constituents of the RUC, and Abaqus is used to model the overall composite structure. For each FEAMAC/CARES simulation trial, the stochastic nature of brittle material strength results in random, discrete damage events that incrementally progress until ultimate structural failure.
composite structures↗
Two stochastic models for simulation of correlated random processes
Mathematical models for simulation of correlated stochastic processes with stationary Gaussian properties
Hoshiya, M.↗
Adaptive tau-leaping methods for microscopic-lattice kinetic Monte Carlo simulations
Traditional Kinetic Monte Carlo (KMC) approaches, rooted in Gillespie’s stochastic simulation algorithm, become computationally demanding in systems with a large range of timescales. The goal of this work is to propose and study new adaptive lattice-KMC time integration strategies for spatially non-uniform systems. To that end, two novel adaptive tau-leaping methods and their corresponding time integration strategies are developed based on the idea of the “n-fold” direct KMC method. These strategies allow for the simultaneous execution of multiple reactions, advancing time by adaptively selected coarse increments. We present numerical experiments comparing the proposed methods with existing approaches in a catalytic surface kinetics application involving ammonia decomposition.
Bimolecular reactions↗