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At least 91 records · Page 5
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

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↗
NASA NTRS1997

Stochastic-Dynamical Modeling of Space Time Rainfall

The focus of this research work is the elucidation of the physical origins of the observed extreme-rainfall variability over tropical oceans. The quantitative results of this work may be used to establish links between deterministic models of the mesoscale and synoptic scale with statistical descriptions of the temporal variability of local tropical oceanic rainfall. In addition, they may be used to quantify the influence of measurement error in large-scale forcing and cloud scale observations on the accuracy of local rainfall variability inferences, important for hydrologic studies. A simple statistical-dynamical model, suitable for use in repetitive Monte Carlo experiments, is formulated as a diagnostic tool for this purpose. Stochastic processes with temporal structure and parameters estimated from observed large-scale data represent large-scale forcing.

Georgankakos, Konstantine P.↗
DOE OSTI2023

Variational deep learning of equilibrium transition path ensembles

Here, we present a time-dependent variational method to learn the mechanisms of equilibrium reactive processes and efficiently evaluate their rates within a transition path ensemble. This approach builds off of the variational path sampling methodology by approximating the time-dependent commitment probability within a neural network ansatz. The reaction mechanisms inferred through this approach are elucidated by a novel decomposition of the rate in terms of the components of a stochastic path action conditioned on a transition. This decomposition affords an ability to resolve the typical contribution of each reactive mode and their couplings to the rare event. The associated rate evaluation is variational and systematically improvable through the development of a cumulant expansion. We demonstrate this method in both over- and under-damped stochastic equations of motion, in low-dimensional model systems, and in the isomerization of a solvated alanine dipeptide. In all examples, we find that we can obtain quantitatively accurate estimates of the rates of the reactive events with minimal trajectory statistics and gain unique insights into transitions through the analysis of their commitment probability.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2025

Accelerating multilevel Markov Chain Monte Carlo using machine learning models

Here, this work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian inference often substitute computationally expensive high-fidelity models with machine learning models, thereby introducing approximation errors, our approach offers a computationally efficient alternative by augmenting high-fidelity models with low-fidelity ones within a hierarchical framework. The multilevel approach utilizes the low-fidelity machine learning model (MLM) for inexpensive evaluation of proposed samples thereby improving the acceptance of samples by the high-fidelity model. The hierarchy in our multilevel algorithm is derived from geometric multigrid hierarchy. We utilize an MLM to accelerate the coarse level sampling. Training machine learning model for the coarsest level significantly reduces the computational cost associated with generating training data and training the model. We present an MCMC algorithm to accelerate the coarsest level sampling using MLM and account for the approximation error introduced. We provide theoretical proofs of detailed balance and demonstrate that our multilevel approach constitutes a consistent MCMC algorithm. Additionally, we derive the expression for cost reduction due to machine learning model to facilitate cost analysis of the hierarchical sampling algorithm. Our technique is demonstrated on a standard benchmark inference problem in groundwater flow, where we estimate the probability density of a quantity of interest using a four-level MCMC algorithm. Our proposed algorithm accelerates multilevel sampling by a factor of two while achieving similar accuracy compared to sampling using the standard multilevel algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Solving Inverse Stochastic Problems from Discrete Particle Observations Using the Fokker--Planck Equation and Physics-Informed Neural Networks

The Fokker--Planck (FP) equation governing the evolution of the probability density function (PDF) is applicable to many disciplines, but it requires specification of the coefficients for each case, which can be functions of space-time and not just constants and hence require the development of a data-driven modeling approach. When the data available is directly on the PDF, there exist methods for inverse problems that can be employed to infer the coefficients and thus determine the FP equation and subsequently obtain its solution. Herein, we address a more realistic scenario, where only sparse data are given on the particles' positions at a few time instants, which are not sufficient to accurately construct directly the PDF even at those times from existing methods, e.g., kernel estimation algorithms. To this end, we develop a general framework based on physics-informed neural networks (PINNs) that introduces a new loss function using the Kullback--Leibler divergence to connect the stochastic samples with the FP equation to simultaneously learn the equation and infer the multidimensional PDF at all times. In particular, we consider two types of inverse problems, type I, where the FP equation is known but the initial PDF is unknown, and type II, in which, in addition to the unknown initial PDF, the drift and diffusion terms are also unknown. In both cases, we investigate problems with either Brownian or Lévy noise or a combination of both. Here, we demonstrate the new PINN framework in detail in the one-dimensional (1D) case, but we also provide results for up to five dimensions demonstrating that we can infer both the FP equation and dynamics simultaneously at all times with high accuracy using only very few discrete observations of the particles.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2018

Flood Hazard Assessment from Storm Tides, Rain and Sea Level Rise for a Tidal River Estuary

Cities and towns along the tidal Hudson River are highly vulnerable to flooding through the combination of storm tides and high streamflows, compounded by sea level rise. Here a three-dimensional hydrodynamic model, validated by comparing peak water levels for 76 historical storms, is applied in a probabilistic flood hazard assessment. In simulations, the model merges streamflows and storm tides from tropical cyclones (TCs), offshore extratropical cyclones (ETCs) and inland "wet extratropical" cyclones (WETCs). The climatology of possible ETC and WETC storm events is represented by historical events (1931-2013), and simulations include gauged streamflows and inferred ungauged streamflows (based on watershed area) for the Hudson River and its tributaries. The TC climatology is created using a stochastic statistical model to represent a wider range of storms than is contained in the historical record. TC streamflow hydrographs are simulated for tributaries spaced along the Hudson, modeled as a function of TC attributes (storm track, sea surface temperature, maximum wind speed) using a statistical Bayesian approach. Results show WETCs are important to flood risk in the upper tidal river (e.g., Albany, New York), ETCs are important in the estuary (e.g., New York City) and lower tidal river, and TCs are important at all locations due to their potential for both high surge and extreme rainfall. The raising of floods by sea level rise is shown to be reduced by approximately 30-60 percent at Albany due to the dominance of streamflow for flood risk. This can be explained with simple channel flow dynamics, in which increased depth throughout the river reduces frictional resistance, thereby reducing the water level slope and the upriver water level.

Tidal river↗
NASA NTRS1988

Bayesian inference in geomagnetism

The inverse problem in empirical geomagnetic modeling is investigated, with critical examination of recently published studies. Particular attention is given to the use of Bayesian inference (BI) to select the damping parameter lambda in the uniqueness portion of the inverse problem. The mathematical bases of BI and stochastic inversion are explored, with consideration of bound-softening problems and resolution in linear Gaussian BI. The problem of estimating the radial magnetic field B(r) at the earth core-mantle boundary from surface and satellite measurements is then analyzed in detail, with specific attention to the selection of lambda in the studies of Gubbins (1983) and Gubbins and Bloxham (1985). It is argued that the selection method is inappropriate and leads to lambda values much larger than those that would result if a reasonable bound on the heat flow at the CMB were assumed.

Backus, George E.↗
DOE OSTI2021

Resonant X-ray emission spectroscopy from broadband stochastic pulses at an X-ray free electron laser

Abstract Hard X-ray spectroscopy is an element specific probe of electronic state, but signals are weak and require intense light to study low concentration samples. Free electron laser facilities offer the highest intensity X-rays of any available light source. The light produced at such facilities is stochastic, with spikey, broadband spectra that change drastically from shot to shot. Here, using aqueous ferrocyanide, we show that the resonant X-ray emission (RXES) spectrum can be inferred by correlating for each shot the fluorescence intensity from the sample with spectra of the fluctuating, self-amplified spontaneous emission (SASE) source. We obtain resolved narrow and chemically rich information in core-to-valence transitions of the pre-edge region at the Fe K-edge. Our approach avoids monochromatization, provides higher photon flux to the sample, and allows non-resonant signals like elastic scattering to be simultaneously recorded. The spectra obtained match well with spectra measured using a monochromator. We also show that inaccurate measurements of the stochastic light spectra reduce the measurement efficiency of our approach.

Fuller, Franklin D. (ORCID:0000000237737087)↗
NASA NTRS1993

Load Balancing Using Time Series Analysis for Soft Real Time Systems with Statistically Periodic Loads

This thesis provides design and analysis of techniques for global load balancing on ensemble architectures running soft-real-time object-oriented applications with statistically periodic loads. It focuses on estimating the instantaneous average load over all the processing elements. The major contribution is the use of explicit stochastic process models for both the loading and the averaging itself. These models are exploited via statistical time-series analysis and Bayesian inference to provide improved average load estimates, and thus to facilitate global load balancing. This thesis explains the distributed algorithms used and provides some optimality results. It also describes the algorithms' implementation and gives performance results from simulation. These results show that the authors' techniques allow more accurate estimation of the global system loading, resulting in fewer object migrations than local methods. The authors' method is shown to provide superior performance, relative not only to static load-balancing schemes but also to many adaptive load-balancing methods. Results from a preliminary analysis of another system and from simulation with a synthetic load provide some evidence of more general applicability.

LOAD CONTROL↗
NASA NTRS1993

Load Balancing Using Time Series Analysis for Soft Real Time Systems with Statistically Periodic Loads

This thesis provides design and analysis of techniques for global load balancing on ensemble architectures running soft-real-time object-oriented applications with statistically periodic loads. It focuses on estimating the instantaneous average load over all the processing elements. The major contribution is the use of explicit stochastic process models for both the loading and the averaging itself. These models are exploited via statistical time-series analysis and Bayesian inference to provide improved average load estimates, and thus to facilitate global load balancing. This thesis explains the distributed algorithms used and provides some optimality results. It also describes the algorithms' implementation and gives performance results from simulation. These results show that our techniques allow more accurate estimation of the global system load ing, resulting in fewer object migration than local methods. Our method is shown to provide superior performance, relative not only to static load-balancing schemes but also to many adaptive methods.

REAL TIME↗
DOE OSTI2026

Modulation induced by very-large-scale motions on the inclination angle of wall-attached eddies: an atmospheric surface layer experiment

The forward leaning inclination angle, 𝛾, of coherent turbulent structures is a well-known feature of wall-bounded turbulent flows. Although invariant across friction Reynolds numbers within the range 𝑅𝑒 𝜏 =10 3 −10 6 , 𝛾 can vary significantly across turbulent scales within a high-Reynolds-number flow. Very-large-scale motions (VLSMs) are known to induce significant changes in the instantaneous shear profile, which is a conditioning event that could trigger variability in the inclination angle of smaller coherent turbulent structures. Although this aspect has been extensively studied via numerical and laboratory experiments, few studies have explored this feature for a very-high-Reynolds-number atmospheric flow. In this work, the inclination angle of turbulent structures within the atmospheric surface layer at a very high Reynolds number (𝑅𝑒 𝜏 =7.9 ×10 5 ) is investigated by deploying a scanning Doppler light detection and ranging and a super large particle image velocimetry (SLPIV) apparatus. The inclination angle of wall-attached eddies is inferred either from the two-point correlation of streamwise velocity (𝛾 =41.1∘) or with a scale-dependent approach through the spectral linear stochastic estimator (SLSE). The SLSE (and, thus, the scale-dependent inclination angle) is conditionally evaluated based on the high- and low-momentum events induced by VLSMs, both in the streamwise (𝑢′𝑉𝐿𝑆𝑀) and in the vertical (𝑤′ 𝑉𝐿𝑆𝑀) velocity components. As a result, lower inclination angles (𝛾 =30° −50°) are found for 𝑢$^{'}_{VLSM}$ >0 (𝑤$^{'}_{VLSM}$ <0), while higher values (50° −85°) are ascribed to 𝑢$^{'}_{VLSM}$ <0 (𝑤$^{'}_{VLSM}$ >0). This result emphasises the primary role that VLSMs play in shaping the wall-attached eddy geometry, which, in turn, is crucial to determine the Reynolds stress balance within the wall-attached eddy range.

42 ENGINEERING↗
DOE OSTI2021

Multimessenger cosmology: Correlating cosmic microwave background and stochastic gravitational wave background measurements

Characterizing the physical properties of the stochastic gravitational wave background (SGWB) is a key step towards identifying the nature of its possible origin. We focus our analysis on SGWB anisotropies. The existence of a nontrivial primordial scalar-tensor-tensor (STT) correlation in the squeezed configuration may be inferred from the effect that a long wavelength scalar mode has on the gravitational wave power spectrum: an anisotropic contribution. Crucially, such a contribution is correlated with temperature anisotropies in the cosmic microwave background (CMB). This paper shows that, for inflationary models that generate suitably large STT non-Gaussianities, cross correlating the CMB with the stochastic background of gravitational waves is a very effective probe of early universe physics. The resulting signal can be a smoking gun for primordial SGWB anisotropies.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

Improving Estimation of the Koopman Operator with Kolmogorov–Smirnov Indicator Functions

It has become common to perform kinetic analysis using approximate Koopman operators that transform high-dimensional timeseries of observables into ranked dynamical modes. The key to the practical success of the approach is the identification of a set of observables that form a good basis on which to expand the slow relaxation modes. Good observables are, however, difficult to identify a priori and suboptimal choices can lead to significant underestimations of characteristic time scales. Leveraging the representation of slow dynamics in terms of Hidden Markov Models (HMM), we propose a simple and computationally efficient clustering procedure to infer surrogate observables that form a good basis for slow modes. Here, we apply the approach to an analytically solvable model system as well as on three protein systems of different complexities. We consistently demonstrate that the inferred indicator functions can significantly improve the estimation of the leading eigenvalues of Koopman operators and correctly identify key states and transition time scales of stochastic systems, even when good observables are not known a priori.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2024

Weak-form inference for hybrid dynamical systems in ecology

Species subject to predation and environmental threats commonly exhibit variable periods of population boom and bust over long timescales. Understanding and predicting such behaviour, especially given the inherent heterogeneity and stochasticity of exogenous driving factors over short timescales, is an ongoing challenge. A modelling paradigm gaining popularity in the ecological sciences for such multi-scale effects is to couple short-term continuous dynamics to long-term discrete updates. We develop a data-driven method utilizing weak-form equation learning to extract such hybrid governing equations for population dynamics and to estimate the requisite parameters using sparse intermittent measurements of the discrete and continuous variables. The method produces a set of short-term continuous dynamical system equations parametrized by long-term variables, and long-term discrete equations parametrized by short-term variables, allowing direct assessment of interdependencies between the two timescales. We demonstrate the utility of the method on a variety of ecological scenarios and provide extensive tests using models previously derived for epizootics experienced by the North American spongy moth ( Lymantria dispar dispar ).

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2023

Energetic electron transport in magnetic fields with island chains and stochastic regions

This paper investigates energetic electron transport in magnetized toroidal plasmas with magnetic fields characterized by island chains and regions of stochastic field lines produced by coil perturbations. We report on experiments performed in the DIII-D tokamak, which utilize electron cyclotron heating and current drive pulses to ‘tag’ electron populations within different locations across the discharge. The cross-field transport of these populations is then inferred from electron cyclotron emission measurements and gamma emission signals from scintillator detectors. Two types of energetic particles are distinguished and discussed: non-relativistic suprathermal electrons and relativistic runaway electrons. The magnetic field topology in each discharge is reconstructed with field-line tracing codes, which are also used to determine the location and scale of magnetic islands and stochastic regions. Comparison of simulations and experiments suggests that suprathermal transport is suppressed when the tagging is performed at a smaller radial location than the location of the $q = 1$ island chain and enhanced otherwise. Here q is the safety factor. We further demonstrate that increasing the width of the stochastic region within the edge plasma yields enhancement of the suprathermal electron transport.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2020

Filament-Free Bulk Resistive Memory Enables Deterministic Analogue Switching

Digital computing is nearing its physical limits as computing needs and energy consumption rapidly increase. Analogue-memory-based neuromorphic computing can be orders of magnitude more energy efficient at data-intensive tasks like deep neural networks, but has been limited by the inaccurate and unpredictable switching of analogue resistive memory. Filamentary resistive random access memory (RRAM) suffers from stochastic switching due to the random kinetic motion of discrete defects in the nanometer-sized filament. Here, this stochasticity is overcome by incorporating a solid electrolyte interlayer, in this case, yttria-stabilized zirconia (YSZ), toward eliminating filaments. Filament-free, bulk-RRAM cells instead store analogue states using the bulk point defect concentration, yielding predictable switching because the statistical ensemble behavior of oxygen vacancy defects is deterministic even when individual defects are stochastic. Both experiments and modeling show bulk-RRAM devices using TiO2-X switching layers and YSZ electrolytes yield deterministic and linear analogue switching for efficient inference and training. Bulk-RRAM solves many outstanding issues with memristor unpredictability that have inhibited commercialization, and can, therefore, enable unprecedented new applications for energy-efficient neuromorphic computing. Beyond RRAM, this work shows how harnessing bulk point defects in ionic materials can be used to engineer deterministic nanoelectronic materials and devices.

36 MATERIALS SCIENCE↗
DOE OSTI2026

Scalable Generation of High-fidelity Synthetic Population Ensembles

Used within social simulations, synthetic population ensembles enable uncertainty quantification (UQ) methods for obtaining more robust model inference and prediction. A synthetic population ensemble is a series of plausible virtual reconstructions of an area’s population at the granularity of people and residences, generated stochastically to preserve privacy of the source population survey’s respondents. In this paper, we demonstrate the production of large synthetic population ensembles for the U.S. via Oak Ridge National Laboratory’s UrbanPop framework to support modeling of high spatial resolution energy affordability metrics from nationwide social surveys in collaboration with the fusionACS project. The study involves two scenarios: creating ensembles for (1) 17 U.S. metropolitan areas in 2019 and (2) full U.S. Census Divisions in 2023, with each scenario consisting of 41 population instances (a base realization and 40 replicates). To accomplish this task at scale, we configured an integrated system within a research cloud, comprised of virtual containerizations, GPU-enhanced functionality, and orchestrated deployments of UrbanPop’s maturing Likeness Python ecosystem. Results demonstrate we maintained high-fidelity approximations of residential totals by areas of interest and the demographic characteristics of neighborhoods while reducing manual workflow burdens. Finally, we discuss plans to fine-tune and further develop our automated workflows for truly distributed job orchestration to increase computational efficiency, as well as provide an outlook for broadening applications of the ensembles.

Cluster computing↗
DOE OSTI2021

Inference of Rock Flow and Mechanical Properties from Injection-Induced Microseismic Events During Geologic CO 2 Storage

Monitoring microseismic activities during CO 2 injection into geologic formations is important for ensuring the safety of the storage operations. The resulting data provide insight into the response of the storage formation to CO 2 injection and can be used to infer the underlying rock flow and mechanical properties. In this paper, assimilation of microseismic data is performed for dynamic characterization of the storage formation by using a stochastic simulation model to forecast the microseismic response of a geologic formation during CO 2 injection. Two modeling approaches are adopted to predict the space-time distribution of the injection-induced microseismicity. The first model is based on pore pressure relaxation assumption, while the second model uses coupled flow and geomechanics simulation to establish the complex physical relation between the storage formation properties and the corresponding microseismic responses during CO 2 injection. The stochastic predictive models in each case are used in ensemble data assimilation frameworks to estimate rock properties from the observed microseismic data. Two data assimilation methods are considered: (i) a new ensemble-based stochastic point process filter (EnPPF) that can directly integrate discrete microseismic events, and (ii) a variant of ensemble smoother, known as the ensemble smoother with multiple data assimilation (ES-MDA), which requires continuous representation of microseismic events for assimilation. The two methods are successfully applied to a geologically realistic model of the Farnsworth Field in Texas, with complex geologic flow units and interacting fault systems.

42 ENGINEERING↗