Reservoir computing with error correction: Long-term behaviors of stochastic dynamical systems
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Mathematics↗
SEARCH · Engineering Papers
Results for “stochastic dynamics”
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Extending relevance vector machine to resolve overtting during Bayesian calibration in nonlinear stochastic dynamics.
Abstract not provided.
Sandhu, Rimple↗
Estimating Latent Fields in Stochastic Dynamical Systems - A Case Study of COVID-19 in New Mexico
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Safta, Cosmin↗
The reproduction number and its probability distribution for stochastic viral dynamics
We consider stochastic models of individual infected cells. The reproduction number, R, is understood as a random variable representing the number of new cells infected by one initial infected cell in an otherwise susceptible (target cell) population. Variability in R results partly from heterogeneity in the viral burst size (the number of viral progeny generated from an infected cell during its lifetime), which depends on the distribution of cellular lifetimes and on the mechanism of virion release. We analyse viral dynamics models with an eclipse phase: the period of time after a cell is infected but before it is capable of releasing virions. The duration of the eclipse, or the subsequent infectious, phase is non-exponential, but composed of stages. We derive the probability distribution of the reproduction number for these viral dynamics models, and show it is a negative binomial distribution in the case of constant viral release from infectious cells, and under the assumption of an excess of target cells. In a deterministic model, the ultimate in-host establishment or extinction of the viral infection depends entirely on whether the mean reproduction number is greater than, or less than, one, respectively. Here, the probability of extinction is determined by the probability distribution of R, not simply its mean value. In particular, we show that in some cases the probability of infection is not an increasing function of the mean reproduction number.
59 BASIC BIOLOGICAL SCIENCES↗
The matrix product approximation for the dynamic cavity method
Stochastic dynamics of classical degrees of freedom, defined on vertices of locally tree-like graphs, can be studied in the framework of the dynamic cavity method which is exact for tree graphs. Such models correspond for example to spin-glass systems, Boolean networks, neural networks, and other technical, biological, and social networks. The central objects in the cavity method are edge messages—conditional probabilities of two vertex variable trajectories. In this paper, we discuss a rather pedagogical derivation for the dynamic cavity method, give a detailed account of the novel matrix product edge message (MPEM) algorithm for the solution of the dynamic cavity equation as introduced, and present optimizations and extensions. Matrix product approximations of the edge messages are constructed recursively in an iteration over time. Computation costs and precision can be tuned by controlling the matrix dimensions of the MPEM in truncations. Without truncations, the dynamics is exact. Data for Glauber–Ising dynamics shows a linear growth of computation costs in time. In contrast to Monte Carlo simulations, the approach has a much better error scaling. Hence, it gives for example access to low probability events and decaying observables like temporal correlations. Here, we discuss optimized truncation schemes and an extension that allows to capture models which have a continuum time limit.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Preliminary study of auto-differentiation algorithm in beam dynamics with stochastic process
Modern particle accelerator optimization requires sophisticated computational methods to address the inherently stochastic nature of beam dynamics. This research develops a framework applying AD to SDEs that specifically addresses beam dynamics challenges in particle accelerators, focusing on accurately modeling and optimizing beam behavior in regimes dominated by stochastic processes. By incorporating key physical phenomena such as synchrotron radiation, wakefield effects, and quantum excitation, the framework aims to provide auto differentiation on the figure of merit of the phase space evolution and beam dynamics. The methodology will enable effective optimization method in a dynamic system with stochastic process.
Accelerator Physics↗
Dynamic Performance Enhancement for Nonlinear Stochastic Systems Using RBF Driven Nonlinear Compensation with Extended Kalman Filter
In this paper, a novel hybrid control method is proposed to enhance the control performance of the PI based control system for a class of nonlinear and non-Gaussian stochastic dynamic processes with unmeasurable states. Firstly, to enhance the tracking performance of the PI controller where the PI parameters are fixed in many actual control systems, the compensative signal is formed using the extended Kalman filter(EKF) based state estimator and driven by the radial basis function (RBF) neural network based compensator. In addition, the weights of RBF is trained to minimize the entropy criterion of tracking error as the process is subjected to non-Gaussian disturbances. Meanwhile, since the precise statistical property of noises is hard to obtain for many industrial processes, the kernel density estimation (KDE) technique is employed in this paper to estimate the entropy. The convergence of RBF network is discussed and the stability of the resulted closed-loop hybrid control system is analyzed in mean square sense. Finally, a numerical example and a practical system testing are given to illustrate the effectiveness of the proposed control method.
stochastic systems, PI Controller, Entropy, Extend↗
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↗
Uncertainty Propagation in Dynamical Systems via Stochastic Collocation on Model Dynamics.
Abstract not provided.
De, Saibal↗
Uncertainty Propagation in Dynamical Systems via Stochastic Collocation on Model Dynamics.
Abstract not provided.
De, Saibal↗
A spatially-resolved model of neutron-irradiated tungsten coupling stochastic cluster dynamics and finite deformation plasticity
Structural materials used in nuclear reactors face severe degradation in mechanical properties, such as hardening and embrittlement. At the microscopic scale, this occurs due to creation and accumulation of irradiation-induced defects and their interaction with system dislocations. Although techniques exist which can model evolution of irradiation defects, for instance kinetic transport theory-based models, their interaction with mechanical deformation of the bulk material has not been investigated extensively. In this work, we demonstrate a novel spatially-resolved multiscale coupling between microscopic irradiation defect evolution, modeled using Stochastic Cluster Dynamics (SCD) and macroscopic mechanical deformation modeled using a finite-deformation plasticity model. SCD is used to determine the statistically averaged defect cluster spacing, dependent on operating conditions such as irradiation dose and temperature. This acts as an initial condition that governs the critical resolved shear stress of dislocation glide in the macroscopic plasticity model. This framework is used to predict mechanical behavior in post-mortem test of irradiated Tungsten samples, which has found its importance as structural material used in nuclear reactors. The results obtained using the coupled approach are in good agreement with experimental data of uniaxial tension tests. The model is able to capture the effect of temperature and irradiation dose on the material hardening. Two methods are proposed to estimate hardness – using Tabor's Law relating uniaxial yield stress to hardness and from flat-punch simulations. The results are in reasonable agreement with hardness data from micro-indentation experiments of irradiated Tungsten samples. Finally, the model is also able to reveal microstructural details such as spatial variation in defect density and local stress.
22 GENERAL STUDIES OF NUCLEAR REACTORS↗
Interpreting experimental measurements of helium bubbles using stochastic cluster dynamics models of heterogeneous nucleation and growth in irradiated ferritic alloys
Among a number of other advantageous features, ferritic/martensitic steels are being considered as fusion reactor structural materials due to their low intrinsic swelling under irradiation. However, under high-energy neutron irradiation, He produced through (n, α) reactions stabilizes vacancy clusters, which then act as seeds for bubble formation and growth, negating the intrinsic swelling resistance of these alloys. Standard models of irradiation damage accumulation and microstructural evolution consider homogeneous nucleation as the basis for bubble formation and growth. However, this generally does not explain the large bubble densities and sizes observed experimentally under a number of different conditions. Here, we propose a more realistic physical model of bubble nucleation, formation, and growth designed to capture recent experimental measurements of He-bubble formation and evolution during co-implantation of He and Fe ions in model ferritic alloys. We find that experimental results are explained only when the following three features are considered simultaneously: (i) heterogeneous nucleation of He-vacancy bubbles at defect sinks (e.g., dislocations, grain boundaries, and second-phase precipitates), (ii) nucleation and growth of bubbles via the ‘trap mutation’ mechanism (i.e., spontaneous production of Frenkel pairs due to absorption of He atoms), and (iii) transition from a growth-limited, He-stabilized bubble regime to a ‘runaway’ void-type growth scenario. The model is implemented into a stochastic cluster dynamics framework that takes advantage of cluster size grouping methods to accelerate the simulations, allowing us to reach 10 dpa of simulated irradiated dose, and to capture cluster sizes in excess of 20 nm. Further, a careful extrapolation exercise conducted assuming classical nucleation theory leads to excellent agreement with the experimental measurements at 50 dpa of irradiation.
36 MATERIALS SCIENCE↗
Optimal mitigation and control over power system dynamics for stochastic grid resilience
Optimal mitigation planning for highly disruptive contingencies to a transmission-level power system requires optimization with dynamic power system constraints, due to the key role of dynamics in system stability to major perturbations. We formulate a generalized disjunctive program to determine optimal grid component hardening choices for protecting against major failures, with differential algebraic constraints representing system dynamics (specifically, differential equations representing generator and load behavior and algebraic equations representing instantaneous power balance over the transmission system). We optionally allow stochastic optimal pre-positioning across all considered failure scenarios, and optimal emergency control within each scenario. This novel formulation allows, for the first time, analyzing the resilience interdependencies of mitigation planning, preventive control, and emergency control. Using all three strategies in concert is particularly effective at maintaining robust power system operation under severe contingencies, as we demonstrate on the western system coordinating council 9-bus test system using synthetic multi-device outage scenarios.
30 DIRECT ENERGY CONVERSION↗
Social network structure and the spread of complex contagions from a population genetics perspective
Ideas, behaviors, and opinions spread through social networks. If the probability of spreading to a new individual is a non-linear function of the fraction of the individuals’ affected neighbors, such a spreading process becomes a “complex contagion”. This non-linearity does not typically appear with physically spreading infections, but instead can emerge when the concept that is spreading is subject to game theoretical considerations (e.g. for choices of strategy or behavior) or psychological effects such as social reinforcement and other forms of peer influence (e.g. for ideas, preferences, or opinions). Here we study how the stochastic dynamics of such complex contagions are affected by the underlying network structure. Motivated by simulations of complex contagions on real social networks, we present a framework for analyzing the statistics of contagions with arbitrary non-linear adoption probabilities based on the mathematical tools of population genetics. The central idea is to use an effective lower-dimensional diffusion process to approximate the statistics of the contagion. This leads to a tradeoff between the effects of ”selection” (microscopic tendencies for an idea to spread or die out), random drift, and network structure. Our framework illustrates intuitively several key properties of complex contagions: stronger community structure and network sparsity can significantly enhance the spread, while broad degree distributions dampen the effect of selection compared to random drift. Finally, we show that some structural features can exhibit critical values that demarcate regimes where global contagions become possible for networks of arbitrary size. Our results draw parallels between the competition of genes in a population and memes in a world of minds and ideas. Our tools provide insight into the spread of information, behaviors, and ideas via social influence, and highlight the role of macroscopic network structure in determining their fate.
59 BASIC BIOLOGICAL SCIENCES↗
Insights into ENSO Diversity from an Intermediate Coupled Model. Part II: Role of Nonlinear Dynamics and Stochastic Forcing
Abstract In this study, we investigate how a single leading linear El Niño–Southern Oscillation (ENSO) mode, as studied in Part I, leads to the irregular coexistence of central Pacific (CP) and eastern Pacific (EP) ENSO, a phenomenon known as ENSO spatiotemporal diversity. This diversity is fundamentally generated by deterministic nonlinear pathways to chaos via the period-doubling route and, more prevailingly, the subharmonic resonance route with the presence of a seasonally varying basic state. When residing in the weakly nonlinear regime, the coupled system sustains a weak periodic oscillation with a mixed CP/EP pattern as captured by the linear ENSO mode. With a stronger nonlinearity effect, the ENSO behavior experiences a period-doubling bifurcation. The single ENSO orbit splits into coexisting CP-like and EP-like ENSO orbits. A sequence of period-doubling bifurcation results in an aperiodic oscillation featuring irregular CP and EP ENSO occurrences. The overlapping of subharmonic resonances between ENSO and the seasonal cycle allows this ENSO irregularity and diversity to be more readily excited. In the strongly nonlinear regime, the coupled system is dominated by regular EP ENSO. The deterministic ENSO spatiotemporal diversity is thus confined to a relatively narrow range corresponding to a moderately unstable ENSO mode. Stochastic forcing broadens this range and allows ENSO diversity to occur when the ENSO mode is weakly subcritical. A close relationship among a weakened mean zonal temperature gradient, stronger ENSO activity, and more (fewer) occurrences of EP (CP) ENSO is noted, indicating that ENSO–mean state interaction may yield ENSO regime modulations on the multidecadal time scale.
Geng, Licheng↗
Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems
The flow-driven spectral chaos (FSC) is a recently developed method for tracking and quantifying uncertainties in the long-time response of stochastic dynamical systems using the spectral approach. The method uses a novel concept called enriched stochastic flow maps as a means to construct an evolving finite-dimensional random function space that is both accurate and computationally efficient in time. In this paper, we present a multi-element version of the FSC method (the ME-FSC method for short) to tackle (mainly) those dynamical systems that are inherently discontinuous over the probability space. In ME-FSC, the random domain is partitioned into several elements, and then the problem is solved separately on each random element using the FSC method. Subsequently, results are aggregated to compute the probability moments of interest using the law of total probability. To demonstrate the effectiveness of the ME-FSC method in dealing with discontinuities and long-time integration of stochastic dynamical systems, four representative numerical examples are presented in this paper, including the Van-der-Pol oscillator problem and the Kraichnan-Orszag three-mode problem. Results show that the ME-FSC method is capable of solving problems that have strong nonlinear dependencies over the probability space, both reliably and at low computational cost.
97 MATHEMATICS AND COMPUTING↗
A Kinetic Monte Carlo Approach for Simulating Cascading Transmission Line Failure
In this work, cascading transmission line failures are studied through a dynamical model of the power system operating under fixed conditions. The power grid is modeled as a stochastic dynamical system where first-principles electromechanical dynamics are excited by small Gaussian disturbances in demand and generation around a specified operating point. In this context, a single line failure is interpreted in a large deviation context as a first escape event across a surface in phase space defined by line security constraints. The resulting system of stochastic differential equations admits a transverse decomposition of the drift, which leads to considerable simplification in evaluating the quasipotential (rate function) and, consequently, computation of exit rates. Tractable expressions for the rate of transmission line failure in a restricted network are derived from large deviation theory arguments and validated against numerical simulations. Extensions to realistic settings are considered, and individual line failure models are aggregated into a Markov model of cascading failure inspired by chemical kinetics. Cascades are generated by traversing a graph composed of weighted edges representing transitions to degraded network topologies. Numerical results indicate that the Markov model can produce cascades with qualitative power-law properties similar to those observed in empirical cascades.
Kinetic Monte Carlo, rare events, Cascading Failur↗
The Phase-Locking of Tropical North Atlantic and the Contribution of ENSO
The Tropical North Atlantic (TNA) is characterized by significant interannual variability in sea surface temperature (SST), which is phase-locked to the boreal spring. In this study, the phase-locking of TNA is investigated by adopting a linear stochastic-dynamical model (SDM) using seasonally modulated TNA feedbacks together with the seasonal modulation of ENSO forcing. In the observations, the role of local TNA feedbacks and ENSO forcing in TNA phase-locking are equivalently important with both preferring the peak of TNA variability to appear in the boreal spring. Besides, the seasonal modulation of TNA feedbacks and ENSO forcing strength are both mainly controlled by thermodynamic processes. In most climate models, the contribution of ENSO on TNA phase-locking is weaker than that in observations. The strength of ENSO-related TNA phase-locking is highly correlated with the relationship between ENSO and TNA, which is mainly determined by the amplitude of ENSO and its teleconnection patterns.
54 ENVIRONMENTAL SCIENCES↗