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At least 703 records · Page 39

The Short-Term Prediction of Universal Time and Length-Of-Day Using Atmospheric Angular Momemtum

Methods to combine the diverse set of geodetic measurements of Earth orientation that are currently available, and to interpolate and extrapolate these data to generate an optimal estimate of Earth orientation, have been under development at JPL for a number of years. The strategy currently in use is a Kalman filtering scheme based on Earth orentation parameters and their excitation functions that incorporates stochastic models of the important physical processes and takes into account the variable form, quality, and temporal density of the data provided by diffent measurement services.

Universal Time↗

Characterization of flow and transport in a fracture network at the EGS Collab field experiment through stochastic modeling of tracer recovery

Energy extraction from subsurface reservoirs is important for addressing the increasing energy demand and environmental concerns such as global warming. However, the characterization of subsurface reservoirs, particularly reservoirs dominated by fracture networks remains a challenge due to the lack of means to directly observe subsurface processes. This study explores the feasibility and efficacy of characterizing fracture flow and transport processes in an enhanced geothermal system (EGS) testbed through stochastic tracer modeling. There are two enabling factors that allow application of stochastic modeling to characterize a subsurface reservoir. First, an abundance of geological and geophysical measurements enables the development of a high-fidelity and well-constrained fracture network model. Second, high-performance computing (HPC) allows running massive realizations efficiently. Six conservative tracer tests were stochastically modeled and produced satisfactory realizations that successfully reproduce field tracer recovery data from each tracer test. The evolution of flow and transport processes in the fracture network was then analyzed from these satisfactory realizations. This work demonstrates that stochastic tracer modeling on a high-fidelity fracture network model is feasible and can provide important insights regarding flow and transport characteristics in subsurface fractured reservoirs.

58 GEOSCIENCES↗

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↗

Knowledge-based processing for aircraft flight control

This Contractor Report documents research in Intelligent Control using knowledge-based processing in a manner dual to methods found in the classic stochastic decision, estimation, and control discipline. Such knowledge-based control has also been called Declarative, and Hybid. Software architectures were sought, employing the parallelism inherent in modern object-oriented modeling and programming. The viewpoint adopted was that Intelligent Control employs a class of domain-specific software architectures having features common over a broad variety of implementations, such as management of aircraft flight, power distribution, etc. As much attention was paid to software engineering issues as to artificial intelligence and control issues. This research considered that particular processing methods from the stochastic and knowledge-based worlds are duals, that is, similar in a broad context. They provide architectural design concepts which serve as bridges between the disparate disciplines of decision, estimation, control, and artificial intelligence. This research was applied to the control of a subsonic transport aircraft in the airport terminal area.

Painter, John H.↗

Comparing (stochastic-selection) ab initio multiple spawning with trajectory surface hopping for the photodynamics of cyclopropanone, fulvene, and dithiane

Ab Initio Multiple Spawning (AIMS) simulates the excited-state dynamics of molecular systems by representing nuclear wavepackets in a basis of coupled traveling Gaussian functions, called trajectory basis functions (TBFs). New TBFs are spawned when nuclear wavepackets enter regions of strong nonadiabaticity, permitting the description of non-Born–Oppenheimer processes. The spawning algorithm is simultaneously the blessing and the curse of the AIMS method: it allows for an accurate description of the transfer of nuclear amplitude between different electronic states, but it also dramatically increases the computational cost of the AIMS dynamics as all TBFs are coupled. Recently, a strategy coined stochastic-selection AIMS (SSAIMS) was devised to limit the ever-growing number of TBFs and tested on simple molecules. In this work, we use the photodynamics of three different molecules—cyclopropanone, fulvene, and 1,2-dithiane—to investigate (i) the potential of SSAIMS to reproduce reference AIMS results for challenging nonadiabatic dynamics, (ii) the compromise achieved by SSAIMS in obtaining accurate results while using the smallest average number of TBFs as possible, and (iii) the performance of SSAIMS in comparison to the mixed quantum/classical method trajectory surface hopping (TSH)—both in terms of its accuracy and computational cost. We show that SSAIMS can accurately reproduce the AIMS results for the three molecules considered at a much cheaper computational cost, often close to that of TSH. We deduce from these tests that an overlap-based criterion for the stochastic-selection process leads to the best agreement with the reference AIMS dynamics for the smallest average number of TBFs.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Quantification of microtubule stutters: dynamic instability behaviors that are strongly associated with catastrophe

Microtubules (MTs) are cytoskeletal fibers that undergo dynamic instability (DI), a remarkable process involving phases of growth and shortening separated by stochastic transitions called catastrophe and rescue. Dissecting DI mechanism(s) requires first characterizing and quantifying these dynamics, a subjective process that often ignores complexity in MT behavior. We present a Statistical Tool for Automated Dynamic Instability Analysis (STADIA) that identifies and quantifies not only growth and shortening, but also a category of intermediate behaviors that we term “stutters.” During stutters, the rate of MT length change tends to be smaller in magnitude than during typical growth or shortening phases. Quantifying stutters and other behaviors with STADIA demonstrates that stutters precede most catastrophes in our in vitro experiments and dimer-scale MT simulations, suggesting that stutters are mechanistically involved in catastrophes. Related to this idea, we show that the anticatastrophe factor CLASP2γ works by promoting the return of stuttering MTs to growth. STADIA enables more comprehensive and data-driven analysis of MT dynamics compared with previous methods. The treatment of stutters as distinct and quantifiable DI behaviors provides new opportunities for analyzing mechanisms of MT dynamics and their regulation by binding proteins.

59 BASIC BIOLOGICAL SCIENCES↗

An explicitly solvable energy-conserving algorithm for pitch-angle scattering in magnetized plasmas

In this work, we develop an Explicitly Solvable Energy-Conserving (ESEC) algorithm for the Stochastic Differential Equation (SDE) describing the pitch-angle scattering process in magnetized plasmas. The Cayley transform is used to calculate both the deterministic gyromotion and stochastic scattering, affording the algorithm to be explicitly solvable and exactly energy conserving. An unusual property of the SDE for pitch-angle scattering is that its coefficients diverge at the zero velocity and do not satisfy the global Lipschitz condition. Consequently, when standard numerical methods, such as the Euler-Maruyama (EM), are applied, numerical convergence is difficult to establish. For the proposed ESEC algorithm, its energy-preserving property enables us to overcome this obstacle. We rigorously prove that the ESEC algorithm is order 1/2 strongly convergent. This result is confirmed by detailed numerical studies. For the case of pitch-angle scattering in a magnetized plasma with a constant magnetic field, the numerical solution is benchmarked against the analytical solution, and excellent agreements are found.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Neural chaos: A spectral stochastic neural operator

Building surrogate models for operators with uncertainty quantification capabilities is essential for many engineering applications where randomness–such as variability in material properties, boundary conditions, and initial conditions–is unavoidable. Polynomial Chaos Expansion (PCE) is widely recognized as a go-to method for constructing stochastic surrogates in both intrusive and non-intrusive ways, and it has recently been used in the context of operator learning. However, its application becomes challenging for complex or high-dimensional processes, as achieving accuracy requires higher-order polynomials, which can increase computational demand and/or the risk of overfitting. Furthermore, PCE requires specialized treatments to manage random variables that are not independent, and these treatments may be problem-dependent or may fail with increasing complexity. Here, in this work, we adopt the same formalism as the spectral expansion used in PCE; however, we replace the classical polynomial basis functions with neural network (NN) basis functions to leverage their expressivity. To achieve this, we propose an algorithm that identifies NN-parameterized basis functions in a purely data-driven manner, without any prior assumptions about the joint distribution of the random variables involved, whether independent or dependent, or about their marginal distributions. The proposed algorithm identifies each NN-parameterized basis function sequentially, ensuring they are orthogonal with respect to the data distribution. The basis functions are constructed directly on the joint stochastic variables without requiring a tensor product structure or assuming independence of the random variables. This approach may offer greater flexibility for complex stochastic models, while simplifying implementation compared to the tensor product structures typically used in PCE to handle random vectors. This is particularly advantageous given the current state of open-source packages, where building and training neural networks can be done with just a few lines of code and extensive community support. We demonstrate the effectiveness of the proposed scheme through several numerical examples of varying complexity and provide comparisons with classical PCE.

Polynomial chaos expansion↗

Modular supply chain optimization considering demand uncertainty to manage risk

Supply chain under demand uncertainty has been a challenging problem due to increased competition and market volatility in modern markets. Flexibility in planning decisions makes modular manufacturing a promising way to address this problem. We report the problem of multiperiod process and supply chain network design is considered under demand uncertainty. A mixed integer two-stage stochastic programming problem is formulated with integer variables indicating the process design and continuous variables to represent the material flow in the supply chain. The problem is solved using a rolling horizon approach. Benders decomposition is used to reduce the computational complexity of the optimization problem. To promote risk-averse decisions, a downside risk measure is incorporated in the model. The results demonstrate the several advantages of modular designs in meeting product demands. A pareto-optimal curve for minimizing the objectives of expected cost and downside risk is obtained.

42 ENGINEERING↗

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↗

Understanding the Drivers of Atlantic Multidecadal Variability using a Stochastic Model Hierarchy

The relative importance of ocean and atmospheric dynamics in generating Atlantic Multidecadal Variability (AMV) remains an open question. Comparisons between climate models with SLAB and fully-dynamic (FULL) ocean components are often used to explore this question, but cannot reveal how individual ocean processes generate these differences. We build a hierarchy of physically interpretable stochastic models to investigate the contribution of two upper-ocean processes to AMV: the role of seasonal variation and mixed-layer entrainment. This interpretability arises from the stochastic model’s simplified representation of sea surface temperature (SST), considering only the local upper ocean response to white-noise atmospheric forcing and its impact on surface heat exchange. We focus on understanding differences between SLAB and FULL non-eddy resolving pre-industrial control simulations of the Community Earth System Model 1 (CESM), and estimate the stochastic model parameters from each respective simulation. Despite its simplicity, the stochastic model reproduces temporal characteristics of SST variability in the SPG, including reemergence, seasonal-to-interannual persistence and power spectra. Furthermore, unrealistically persistent SST of the CESM-SLAB ocean simulation is reproduced in the equivalent stochastic model configuration where the mixed-layer depth (MLD) is constant. The stochastic model also reveals that vertical entrainment primarily damps SST variability, thus explaining why SLAB exhibits larger SST variance than FULL. Here, the stochastic model driven by temporally stochastic, spatially coherent forcing patterns reproduces the canonical AMV pattern. However, the amplitude of low-frequency variability remains underestimated, suggesting a role for ocean dynamics beyond entrainment.

54 ENVIRONMENTAL SCIENCES↗

Evaluation of Improved Pushback Forecasts Derived from Airline Ground Operations Data

Accurate and timely predictions of airline pushbacks can potentially lead to improved performance of automated decision-support tools for airport surface traffic, thus reducing the variability and average duration of costly airline delays. One factor which affects the realization of these benefits is the level of uncertainty inherent in the turn processes. To characterize this inherent uncertainty, three techniques are developed for predicting time-to-go until pushback as a function of available ground-time; elapsed ground-time; and the status (not-started/in-progress/completed) of individual turn processes (cleaning, fueling, etc.). These techniques are tested against a large and detailed dataset covering approximately l0(exp 4) real-world turn operations obtained through collaboration with Deutsche Lufthansa AG. Even after the dataset is filtered to obtain a sample of turn operations with minimal uncertainty, the standard deviation of forecast error for all three techniques is lower-bounded away from zero, indicating that turn operations have a significant stochastic component. This lower-bound result shows that decision-support tools must be designed to incorporate robust mechanisms for coping with pushback demand stochasticity, rather than treating the pushback demand process as a known deterministic input.

Carr, Francis↗

Storage ring nonlinear dynamics optimization with multi-objective multi-generation Gaussian process optimizer

Nonlinear beam dynamics optimization is essential in a low emittance storage ring design. Multi-objective optimization algorithms are needed in order to simultaneously optimize the dynamic aperture and the momentum aperture. In this study we demonstrate the application of a highly efficient stochastic optimization algorithm, the multi-generation Gaussian process optimizer (MG-GPO), to storage ring nonlinear dynamics optimization by successfully applying the method to the SPEAR3 upgrade lattice. It is shown that the new method, owing to its capability of selecting high rank candidates from a large number of trial solutions, converges significantly faster than the commonly used traditional algorithms, multi-objective genetic algorithms (MOGA) and particle swarm optimization (PSO).

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Integrated Arrival and Departure Schedule Optimization Under Uncertainty

In terminal airspace, integrating arrivals and departures with shared waypoints provides the potential of improving operational efficiency by allowing direct routes when possible. Incorporating stochastic evaluation as a post-analysis process of deterministic optimization, and imposing a safety buffer in deterministic optimization, are two ways to learn and alleviate the impact of uncertainty and to avoid unexpected outcomes. This work presents a third and direct way to take uncertainty into consideration during the optimization. The impact of uncertainty was incorporated into cost evaluations when searching for the optimal solutions. The controller intervention count was computed using a heuristic model and served as another stochastic cost besides total delay. Costs under uncertainty were evaluated using Monte Carlo simulations. The Pareto fronts that contain a set of solutions were identified and the trade-off between delays and controller intervention count was shown. Solutions that shared similar delays but had different intervention counts were investigated. The results showed that optimization under uncertainty could identify compromise solutions on Pareto fonts, which is better than deterministic optimization with extra safety buffers. It helps decision-makers reduce controller intervention while achieving low delays.

stochastic optimization↗

TurboRVB: A many-body toolkit for ab initio electronic simulations by quantum Monte Carlo

TurboRVB is a computational package for ab initio Quantum Monte Carlo (QMC) simulations of both molecular and bulk electronic systems. The code implements two types of well established QMC algorithms: Variational Monte Carlo (VMC) and diffusion Monte Carlo in its robust and efficient lattice regularized variant. A key feature of the code is the possibility of using strongly correlated many-body wave functions (WFs), capable of describing several materials with very high accuracy, even when standard mean-field approaches [e.g., density functional theory (DFT)] fail. The electronic WF is obtained by applying a Jastrow factor, which takes into account dynamical correlations, to the most general mean-field ground state, written either as an antisymmetrized geminal power with spin-singlet pairing or as a Pfaffian, including both singlet and triplet correlations. This WF can be viewed as an efficient implementation of the so-called resonating valence bond (RVB) Ansatz, first proposed by Pauling and Anderson in quantum chemistry [L. Pauling, The Nature of the Chemical Bond (Cornell University Press, 1960)] and condensed matter physics [P.W. Anderson, Mat. Res. Bull 8, 153 (1973)], respectively. The RVB Ansatz implemented in TurboRVB has a large variational freedom, including the Jastrow correlated Slater determinant as its simplest, but nontrivial case. Moreover, it has the remarkable advantage of remaining with an affordable computational cost, proportional to the one spent for the evaluation of a single Slater determinant. Therefore, its application to large systems is computationally feasible. The WF is expanded in a localized basis set. Several basis set functions are implemented, such as Gaussian, Slater, and mixed types, with no restriction on the choice of their contraction. The code implements the adjoint algorithmic differentiation that enables a very efficient evaluation of energy derivatives, comprising the ionic forces. Thus, one can perform structural optimizations and molecular dynamics in the canonical NVT ensemble at the VMC level. For the electronic part, a full WF optimization (Jastrow and antisymmetric parts together) is made possible, thanks to state-of-the-art stochastic algorithms for energy minimization. In the optimization procedure, the first guess can be obtained at the mean-field level by a built-in DFT driver. The code was efficiently parallelized by using a hybrid MPI-OpenMP protocol, which is also an ideal environment for exploiting the computational power of modern Graphics Processing Unit accelerators.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Time-dependent behavior of active galactic nuclei with pair production

We study the properties of coupled partial differential equations describing the time-dependent behavior of the photon and electron occupation numbers for conditions likely to be found near active galactic nuclei (AGN). The processes governing electron acceleration are modeled by a stochastic accelerator, and we include acceleration by Alfvenic and whistler turbulence. The acceleration of electrons is limited by Compton and synchrotron losses, and the number density of electrons depends on pair production and annihilation processes. We also treat particle escape from the system. We examine the steady, (possibly) oscillatory, and unstable solutions that arise for various choices of parameters. We examine instabilities related to pair production and trapping and consider the formation of pair jets.

Li, H.↗

Stochastic Simulation of Mudcrack Damage Formation in an Environmental Barrier Coating

The FEAMAC/CARES program, which integrates finite element analysis (FEA) with the MAC/GMC (Micromechanics Analysis Code with Generalized Method of Cells) and the CARES/Life (Ceramics Analysis and Reliability Evaluation of Structures / Life Prediction) programs, was used to simulate the formation of mudcracks during the cooling of a multilayered environmental barrier coating (EBC) deposited on a silicon carbide substrate. FEAMAC/CARES combines the MAC/GMC multiscale micromechanics analysis capability (primarily developed for composite materials) with the CARES/Life probabilistic multiaxial failure criteria (developed for brittle ceramic materials) and Abaqus (Dassault Systèmes) FEA. In this report, elastic modulus reduction of randomly damaged finite elements was used to represent discrete cracking events. The use of many small-sized low-aspect-ratio elements enabled the formation of crack boundaries, leading to development of mudcrack-patterned damage. Finite element models of a disk-shaped three-dimensional specimen and a twodimensional model of a through-the-thickness cross section subjected to progressive cooling from 1,300 °C to an ambient temperature of 23 °C were made. Mudcrack damage in the coating resulted from the buildup of residual tensile stresses between the individual material constituents because of thermal expansion mismatches between coating layers and the substrate. A two-parameter Weibull distribution characterized the coating layer stochastic strength response and allowed the effect of the Weibull modulus on the formation of damage and crack segmentation lengths to be studied. The spontaneous initiation of cracking and crack coalescence resulted in progressively smaller mudcrack cells as cooling progressed, consistent with a fractal-behaved fracture pattern. Other failure modes such as delamination, and possibly spallation, could also be reproduced. The physical basis assumed and the heuristic approach employed, which involves a simple stochastic cellular automaton methodology to approximate the crack growth process, are described. The results ultimately show that a selforganizing mudcrack formation can derive from a Weibull distribution that is used to describe the stochastic strength response of the bulk brittle ceramic material layers of an EBC.

Nemeth, Noel N.↗