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At least 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

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↗
NASA NTRS1972

Adaptive control of stochastic linear systems with unknown parameters

The problem of optimal control of linear discrete-time stochastic dynamical system with unknown and, possibly, stochastically varying parameters is considered on the basis of noisy measurements. It is desired to minimize the expected value of a quadratic cost functional. Since the simultaneous estimation of the state and plant parameters is a nonlinear filtering problem, the extended Kalman filter algorithm is used. Several qualitative and asymptotic properties of the open loop feedback optimal control and the enforced separation scheme are discussed. Simulation results via Monte Carlo method show that, in terms of the performance measure, for stable systems the open loop feedback optimal control system is slightly better than the enforced separation scheme, while for unstable systems the latter scheme is far better.

Ku, R. T.↗
DOE OSTI2021

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↗
DOE OSTI2025

Effective Action for Relativistic Hydrodynamics from the Crooks Fluctuation Theorem

A new effective theory framework for fluctuating hydrodynamics in the relativistic regime is derived using standard thermodynamical principles and general properties of nonequilibrium stochastic dynamics. For the first time, we establish clear and concise conditions for ensuring that the resulting effective theories are causal, stable, and well-posed within general relativity. Here, these properties are independent of spacetime foliation and are valid in the full nonlinear regime. Out-of-equilibrium fluctuations are constrained by a relativistically covariant version of the Crooks fluctuation theorem, which determines how the entropy production is distributed even when the system is driven by an external force. This leads to an emerging Z 2 symmetry responsible for imposing fluctuation-dissipation relations for n-point correlation functions, which matches the standard constraints for the Schwinger-Keldysh effective action.

Fluctuation theorems↗
NASA NTRS1988

A forward method for optimal stochastic nonlinear and adaptive control

A computational approach is taken to solve the optimal nonlinear stochastic control problem. The approach is to systematically solve the stochastic dynamic programming equations forward in time, using a nested stochastic approximation technique. Although computationally intensive, this provides a straightforward numerical solution for this class of problems and provides an alternative to the usual dimensionality problem associated with solving the dynamic programming equations backward in time. It is shown that the cost degrades monotonically as the complexity of the algorithm is reduced. This provides a strategy for suboptimal control with clear performance/computation tradeoffs. A numerical study focusing on a generic optimal stochastic adaptive control example is included to demonstrate the feasibility of the method.

Bayard, David S.↗
NASA NTRS1990

Forward Stochastic Nonlinear Adaptive Control Method

New method of computation for optimal stochastic nonlinear and adaptive control undergoing development. Solves systematically stochastic dynamic programming equations forward in time, using nested-stochastic-approximation technique. Main advantage, simplicity of programming and reduced complexity with clear performance/computation trade-offs.

Bayard, David S.↗
NASA NTRS1975

A survey of design methods for failure detection in dynamic systems

A number of methods for detecting abrupt changes (such as failures) in stochastic dynamical systems are surveyed. The class of linear systems is concentrated on but the basic concepts, if not the detailed analyses, carry over to other classes of systems. The methods surveyed range from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, to the development of jump process formulations. Tradeoffs in complexity versus performance are discussed.

Willsky, A. S.↗
DOE OSTI2022

Kernel learning backward SDE filter for data assimilation

In this paper, we develop a kernel learning backward SDE filter method to estimate the state of a stochastic dynamical system based on its partial noisy observations. A system of forward backward stochastic differential equations is used to propagate the state of the target dynamical model, and Bayesian inference is applied to incorporate the observational information. Further, to characterize the dynamical model in the entire state space, we introduce a kernel learning method to learn a continuous global approximation for the conditional probability density function of the target state by using discrete approximated density values as training data. Numerical experiments demonstrate that the kernel learning backward SDE is highly effective.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1975

A survey of design methods for failure detection in dynamic systems

A number of methods for the detection of abrupt changes (such as failures) in stochastic dynamical systems were surveyed. The class of linear systems were emphasized, but the basic concepts, if not the detailed analyses, carry over to other classes of systems. The methods surveyed range from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, to the development of jump process formulations. Tradeoffs in complexity versus performance are discussed.

Willsky, A. S.↗
DOE OSTI2024

Simulating Open Quantum Systems Using Hamiltonian Simulations

We present a novel method to simulate the Lindblad equation, drawing on the relationship between Lindblad dynamics, stochastic differential equations, and Hamiltonian simulations. We derive a sequence of unitary dynamics in an enlarged Hilbert space that can approximate the Lindblad dynamics up to an arbitrarily high order. This unitary representation can then be simulated using a quantum circuit that involves only Hamiltonian simulation and tracing out the ancilla qubits. There is no need for additional postselection in measurement outcomes, ensuring a success probability of one at each stage. Our method can be directly generalized to the time-dependent setting. We provide numerical examples that simulate both time-independent and time-dependent Lindbladian dynamics with accuracy up to the third order. Published by the American Physical Society 2024

Ding, Zhiyan (ORCID:000000018863403X)↗
NASA NTRS1971

On stochastic control and optimal measurement strategies

The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

Kramer, L. C.↗
NASA NTRS1980

Reduced-order Kalman filtering with incomplete observability

Kalman filtering is considered with reference to linear stochastic dynamic systems without complete observability. It is shown that the canonical decomposition theorem can be extended to the stochastic case and the matrix Riccati equation of the Kalman filter is order-reducible if some states are not observable. The inclusion of unobservable states in Kalman filtering makes the unobservable states 'asymptotically' observable in the filter if these unobservable states are dynamically connected to observable states and asymptotically stable. The reduced-order Kalman filter saves computation time when compared to the conventional Kalman filter.

Yonezawa, K.↗
NASA NTRS1986

Dynamic remapping decisions in multi-phase parallel computations

The effectiveness of any given mapping of workload to processors in a parallel system is dependent on the stochastic behavior of the workload. Program behavior is often characterized by a sequence of phases, with phase changes occurring unpredictably. During a phase, the behavior is fairly stable, but may become quite different during the next phase. Thus a workload assignment generated for one phase may hinder performance during the next phase. We consider the problem of deciding whether to remap a paralled computation in the face of uncertainty in remapping's utility. Fundamentally, it is necessary to balance the expected remapping performance gain against the delay cost of remapping. This paper treats this problem formally by constructing a probabilistic model of a computation with at most two phases. We use stochastic dynamic programming to show that the remapping decision policy which minimizes the expected running time of the computation has an extremely simple structure: the optimal decision at any step is followed by comparing the probability of remapping gain against a threshold. This theoretical result stresses the importance of detecting a phase change, and assessing the possibility of gain from remapping. We also empirically study the sensitivity of optimal performance to imprecise decision threshold. Under a wide range of model parameter values, we find nearly optimal performance if remapping is chosen simply when the gain probability is high. These results strongly suggest that except in extreme cases, the remapping decision problem is essentially that of dynamically determining whether gain can be achieved by remapping after a phase change; precise quantification of the decision model parameters is not necessary.

Nicol, D. M.↗
DOE OSTI2024

Free-energy estimates from nonequilibrium trajectories under varying-temperature protocols

The Jarzynski equality allows the calculation of free-energy differences using values of work measured from nonequilibrium trajectories. The number of trajectories required to accurately estimate free-energy differences in this way grows sharply with the size of work fluctuations, motivating the search for protocols that perform desired transformations with minimum work. However, protocols of this nature can involve varying temperature, to which the Jarzynski equality does not apply. Here, we derive a variant of the Jarzynski equality that applies to varying-temperature protocols, and show that it can have better convergence properties than the standard version of the equality. We derive this modified equality and the associated fluctuation relation within the framework of Markovian stochastic dynamics, complementing related derivations done within the framework of Hamiltonian dynamics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

Modeling and Control Using Stochastic Distribution Control Theory for Intersection Traffic Flow

In this work, we investigated stochastic distribution control theory-based traffic signal optimization to achieve a smooth and uniform flow of vehicles through signalized intersections. In this context, the static and linear dynamic stochastic distribution models were developed to express the relationship between the signal timing and the traffic queue length together with its probability density function. Two stochastic distribution control algorithms were designed to control the signal timing at intersections such that the probability density function of the traffic queue of each intersection road segment is made as narrow and as small as possible. Also, a recursive input-output traffic queue estimation model was proposed, which is data-driven and dynamic in nature, to calculate real-time traffic queue length using traffic signal timings and loop-detector data. The control algorithms were evaluated for a one-signal corridor, two-signal corridor, and 2 x 2 network of signalized intersections. MATLAB simulation examples are provided to demonstrate the use of the proposed algorithms and comparison to the existing widely-used semi-actuated control has been made. Desired results were obtained.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

From Latent Dynamics to Meaningful Representations

While representation learning has been central to the rise of machine learning and artificial intelligence, a key problem remains in making the learnt representations meaningful. For this the typical approach is to regularize the learned representation through prior probability distributions. However such priors are usually unavailable or are ad hoc. To deal with this, recent efforts have shifted towards leveraging the insights from physical principles to guide the learning process. In this spirit, we propose a purely dynamics-constrained representation learning framework. Instead of relying on predefined probabilities, we restrict the latent representation to follow overdamped Langevin dynamics with a learnable transition density — a prior driven by statistical mechanics. We show this is a more natural constraint for representation learning in stochastic dynamical systems, with the crucial ability to uniquely identify the ground truth representation. We validate our framework for different systems including a real-world fluorescent DNA movie dataset. Here, we show that our algorithm can uniquely identify orthogonal, isometric and meaningful latent representations.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
NASA NTRS1974

Analysis of bilinear stochastic systems

Analysis of stochastic dynamical systems that involve multiplicative (bilinear) noise processes is considered. After defining the systems of interest, the evolution of the moments of such systems, the question of stochastic stability, and estimation for bilinear stochastic systems are discussed. Both exact and approximate methods of analysis are introduced, and, in particular, the uses of Lie-theoretic concepts and harmonic analysis are discussed.

Willsky, A. S.↗