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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
NASA NTRS2019

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

stochastic calculus↗
DOE OSTI2024

SDYN-GANs: Adversarial learning methods for multistep generative models for general order stochastic dynamics

We introduce adversarial learning methods for data-driven generative modeling of dynamics of nth-order stochastic systems. Our approach builds on Generative Adversarial Networks (GANs) with generative model classes based on stable m-step stochastic numerical integrators. From observations of trajectory samples, we introduce methods for learning long-time predictors and stable representations of the dynamics. Our approaches use discriminators based on Maximum Mean Discrepancy (MMD), training protocols using both conditional and marginal distributions, and methods for learning dynamic responses over different time-scales. We show how our approaches can be used for modeling physical systems to learn force-laws, damping coefficients, and noise-related parameters. Our adversarial learning approaches provide methods for obtaining stable generative models for dynamic tasks including long-time prediction and developing simulations for stochastic systems.

• Artificial intelligence (AI) / machine learning ↗
DOE OSTI2024

Determining the N -Representability of a Reduced Density Matrix via Unitary Evolution and Stochastic Sampling

The N-representability problem consists in determining whether, for a given p-body matrix, there exists at least one N-body density matrix from which the p-body matrix can be obtained by contraction, that is, if the given matrix is a p-body reduced density matrix (p-RDM). The knowledge of all necessary and sufficient conditions for a p-body matrix to be N-representable allows the constrained minimization of a many-body Hamiltonian expectation value with respect to the p-body density matrix and, thus, the determination of its exact ground state. However, the number of constraints that complete the N-representability conditions grows exponentially with system size, and hence, the procedure quickly becomes intractable for practical applications. This work introduces a hybrid quantum-stochastic algorithm to effectively replace the N-representability conditions. The algorithm consists of applying to an initial N-body density matrix a sequence of unitary evolution operators constructed from a stochastic process that successively approaches the reduced state of the density matrix on a p-body subsystem, represented by a p-RDM, to a target p-body matrix, potentially a p-RDM. The generators of the evolution operators follow the well-known adaptive derivative-assembled pseudo-Trotter method (ADAPT), while the stochastic component is implemented by using a simulated annealing process. The resulting algorithm is independent of any underlying Hamiltonian, and it can be used to decide whether a given p-body matrix is N-representable, establishing a criterion to determine its quality and correcting it. We apply the proposed hybrid ADAPT algorithm to alleged reduced density matrices from a quantum chemistry electronic Hamiltonian, from the reduced Bardeen–Cooper–Schrieffer model with constant pairing, and from the Heisenberg XXZ spin model. In all cases, the proposed method behaves as expected for 1-RDMs and 2-RDMs, evolving the initial matrices toward different targets.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2026

Substrate-Mediated Evaporation and Stochastic Evolution of Supported Au Nanoparticles

Here, we use in situ transmission electron microscopy with automated tracking to study supported gold nanoparticles (NPs) during high-temperature vacuum annealing. The average mass loss per NP is governed by a flat, nearly size-independent substrate-mediated evaporation profile. On top of this mean shrinkage, individual NPs show significant fluctuations in apparent growth or shrinkage, and NP volume follows a random-walk-like trajectory. To rationalize both the ensemble-mean behavior and the particle-resolved variability, we develop a self-consistent theory that couples substrate-mediated evaporation to collective 2D Ostwald-type mass exchange through a shared adatom field, described in terms of a renormalized screening length and background concentration. In the experimentally relevant regime, the theory predicts an approximately size-independent mean shrinkage rate and clarifies how net mass loss suppresses classical coarsening. Superimposed on this deterministic drift, we quantify stochastic volume trajectories and capture their fluctuation spectrum with a minimal Langevin description consistent with intermittent adatom attachment and detachment events. In addition, we characterize the lateral diffusive motion of NPs, which is responsible for their coalescence. Altogether, our results highlight that stochasticity is intrinsic at the nanoscale and that predicting the evolution of supported NPs at early and intermediate times requires a unified framework combining substrate-mediated evaporation, collective mass exchange, and stochastic fluctuations.

77 NANOSCIENCE AND NANOTECHNOLOGY↗
DOE OSTI2024

Nowcasting Earthquakes With Stochastic Simulations: Information Entropy of Earthquake Catalogs

Earthquake nowcasting has been proposed as a means of tracking the change in large earthquake potential in a seismically active area. The method was developed using observable seismic data, in which probabilities of future large earthquakes can be computed using Receiver Operating Characteristic methods. Furthermore, analysis of the Shannon information content of the earthquake catalogs has been used to show that there is information contained in the catalogs, and that it can vary in time. So an important question remains, where does the information originate? In this paper, we examine this question using stochastic simulations of earthquake catalogs. Our catalog simulations are computed using an Earthquake Rescaled Aftershock Seismicity (“ERAS”) stochastic model. This model is similar in many ways to other stochastic seismicity simulations, but has the advantage that the model has only 2 free parameters to be set, one for the aftershock (Omori-Utsu) time decay, and one for the aftershock spatial migration away from the epicenter. Generating a simulation catalog and fitting the two parameters to the observed catalog such as California takes only a few minutes of wall clock time. While clustering can arise from random, Poisson statistics, we show that significant information in the simulation catalogs arises from the “non-Poisson” power-law aftershock clustering, implying that the practice of de-clustering observed catalogs may remove information that would otherwise be useful in forecasting and nowcasting. We also show that the nowcasting method provides similar results with the ERAS model as it does with observed seismicity.

58 GEOSCIENCES↗
DOE OSTI2025

Simulating Atmospheric Processes in Earth System Models and Quantifying Uncertainties With Deep Learning Multi‐Member and Stochastic Parameterizations

Abstract Deep learning is a powerful tool to represent subgrid processes in climate models, but many application cases have so far used idealized settings and deterministic approaches. Here, we develop stochastic parameterizations with calibrated uncertainty quantification to learn subgrid convective and turbulent processes and surface radiative fluxes of a superparameterization embedded in an Earth System Model (ESM). We explore three methods to construct stochastic parameterizations: (a) a single Deep Neural Network (DNN) with Monte Carlo Dropout; (b) a multi‐member parameterization; and (c) a Variational Encoder Decoder with latent space perturbation. We show that the multi‐member parameterization improves the representation of convective processes, especially in the planetary boundary layer, compared to individual DNNs. The respective uncertainty quantification illustrates that methods (b) and (c) are advantageous compared to a dropout‐based DNN parameterization regarding the spread of convective processes. Hybrid simulations with our best‐performing multi‐member parameterizations remained challenging and crash within the first days. Therefore, we develop a pragmatic partial coupling strategy relying on the superparameterization for condensate emulation. Partial coupling reduces the computational efficiency of hybrid Earth‐like simulations but enables model stability over 5 months with our multi‐member parameterizations. However, our hybrid simulations exhibit biases in thermodynamic fields and differences in precipitation patterns. Despite this, the multi‐member parameterizations enable improvements in reproducing tropical extreme precipitation compared to a traditional convection parameterization. Despite these challenges, our results indicate the potential of a new generation of multi‐member machine learning parameterizations leveraging uncertainty quantification to improve the representation of stochasticity of subgrid effects.

Behrens, Gunnar [Deutsches Zentrum für Luft‐ und R↗
DOE OSTI2024

Noise reduction of stochastic density functional theory for metals

Density Functional Theory (DFT) has become a cornerstone in the modeling of metals. However, accurately simulating metals, particularly under extreme conditions, presents two significant challenges. First, simulating complex metallic systems at low electron temperatures is difficult due to their highly delocalized density matrix. Second, modeling metallic warm-dense materials at very high electron temperatures is challenging because it requires the computation of a large number of partially occupied orbitals. This study demonstrates that both challenges can be effectively addressed using the latest advances in linear-scaling stochastic DFT methodologies. Despite the inherent introduction of noise into all computed properties by stochastic DFT, this research evaluates the efficacy of various noise reduction techniques under different thermal conditions. Our observations indicate that the effectiveness of noise reduction strategies varies significantly with the electron temperature. Furthermore, we provide evidence that the computational cost of stochastic DFT methods scales linearly with system size for metal systems, regardless of the electron temperature regime.

Chemistry↗
DOE OSTI2026

Mixed stochastic-deterministic density functional theoretic decomposition of Kubo–Greenwood conductivities in the projector augmented wave formalism

Pairing the accuracy of the Kohn–Sham density-functional framework with the efficiency of a stochastic algorithmic approach, mixed stochastic-deterministic density functional theory (mDFT) achieves a favorable computational scaling with system sizes and electronic temperatures. We employ the recently developed mDFT formalism to investigate the dynamic charge-transport properties of systems in the warm dense matter regime. The optical conductivity spectra are computed for single- and multi- component mixtures of carbon, hydrogen, and beryllium using two complementary approaches: Kubo–Greenwood in the mDFT picture and real-time time-dependent mDFT. We further devise a decomposition of the Onsager coefficients leading up to the Kubo–Greenwood spectra to exhibit contributions from the deterministic, stochastic, and mixed electronic state transitions at different incident photon energies.

36 MATERIALS SCIENCE↗
DOE OSTI2025

Logical error rates for the surface code under a mixed coherent and stochastic circuit-level noise model inspired by trapped ions

With fault-tolerant quantum computing (FTQC) on the horizon, it is critical to understand sources of logical errors in plausible hardware implementations of quantum error-correcting codes. Detailed error modeling of computational instructions on particular FTQC architectures will enable the better prediction of error propagation in FT-encoded quantum circuits while revealing where greater attention is needed in hardware design. In this work, we consider logical error rates for the surface code implemented on a hypothetical grid-based trapped-ion quantum charge-coupled device architecture. Specifically, we construct logical channels for the idling surface code and examine its diamond error under a mixed coherent and stochastic circuit-level noise model inspired by trapped ions. We include the coherent dephasing noise that is known to accumulate during physical qubit idling and transport in these systems, determining idling and transport durations using the time-resolved output of an open-source trapped-ion surface code compiler. To estimate expectation values of logical Pauli observables following hardware circuits containing non-Clifford sources of noise, we utilize a Monte Carlo technique to sample from an underlying quasiprobability distribution of Clifford circuits that we independently simulate in a phase-sensitive fashion. We verify error suppression up to code distance 𝑑 = 11 at coherent dephasing rates near and below those of current-generation trapped-ion quantum computers and find that logical error rates align with those of analogous fully stochastic simulations in this regime. Exploring higher dephasing rates at 𝑑 = 3−5, we find evidence for growing coherent rotations about all three logical Pauli axes, increased diagonal logical error process matrix elements relative to those of stochastic simulations, and a reduced dephasing rate threshold. Overall, our work paves a way toward realistic hardware emulation of small fault-tolerant quantum processes, e.g., members of an FTQC instruction set.

Quantum benchmarking↗
DOE OSTI2025

Stochastic noise can be helpful for variational quantum algorithms

Saddle points constitute a crucial challenge for first-order gradient descent algorithms. In notions of classical machine learning, they are avoided, for example, by means of stochastic gradient descent methods. In this work, we provide evidence that the saddle-points problem can be naturally avoided in variational quantum algorithms by exploiting the presence of stochasticity. We prove convergence guarantees and present practical examples in numerical simulations and on quantum hardware. We argue that the natural stochasticity of variational algorithms can be beneficial for avoiding strict saddle points, i.e., those saddle points with at least one negative Hessian eigenvalue. This insight that some levels of shot noise could help is expected to add a new perspective to notions of near-term variational quantum algorithms. Published by the American Physical Society 2025

Liu, Junyu↗
DOE OSTI2024

Searching for cosmological stochastic backgrounds by notching out resolvable compact binary foregrounds with next-generation gravitational-wave detectors

Stochastic gravitational-wave backgrounds can be of either cosmological or astrophysical origin. The detection of an astrophysical stochastic gravitational-wave background with ground-based interferometers is expected in the near future. Perhaps even more excitingly, the detection of stochastic backgrounds of cosmological origin by future ground-based interferometers could reveal invaluable information about the early Universe. From this perspective, the astrophysical background is a foreground that can prevent the extraction of this information from the data. In this paper, we revisit a time-frequency domain notching procedure previously proposed to remove the astrophysical foreground in the context of next-generation ground-based detectors, but we consider the more realistic scenario where we remove individually detectable signals by taking into account the uncertainty in the estimation of their parameters. We find that time-frequency domain masks can still efficiently remove the astrophysical foreground and suppress it to about 5% of its original level. Further removal of the foreground formed by unresolvable events (in particular, unresolvable binary neutron stars), which is about 10 times larger than the residual foreground from realistic notching, would require detector sensitivity improvements. Therefore, the main limitation in the search for a cosmological background is the unresolvable foreground itself, and not the residual of the notching procedure.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2024

Analysis and Mitigation of Cascading Failures Using a Stochastic Interaction Graph with Eigen-analysis

In studies on complex network systems using graph theory, eigen-analysis is typically performed on an undirected graph model of the network. However, when analyzing cascading failures in a power system, the interactions among failures suggest the need for a directed graph beyond the topology of the power system to model directions of failure propagation. To accurately quantify failure interactions for effective mitigation strategies, this paper proposes a stochastic interaction graph model and associated eigen-analysis. Different types of modes on failure propagations are defined and characterized by the eigenvalues of a stochastic interaction matrix, whose absolute values are unity, zero, or in between. Finding and interpreting these modes helps identify the probable patterns of failure propagation, either local or widespread, and the participating components based on eigenvectors. Then, by lowering the failure probabilities of critical components highly participating in a mode of widespread failures, cascading can be mitigated. Here, the validity of the proposed stochastic interaction graph model, eigen-analysis and the resulting mitigation strategies is demonstrated using simulated cascading failure data on an NPCC 140-bus system.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2024

Generalized Bayesian MARS: Tools for Stochastic Computer Model Emulation

The multivariate adaptive regression spline (MARS) approach of Friedman and its Bayesian counterpart are effective approaches for the emulation of computer models. The traditional assumption of Gaussian errors limits the usefulness of MARS, and many popular alternatives, when dealing with stochastic computer models. Here, we propose a generalized Bayesian MARS (GBMARS) framework which admits the broad class of generalized hyperbolic distributions as the induced likelihood function. This allows us to develop tools for the emulation of stochastic simulators which are parsimonious, scalable, and interpretable and require minimal tuning, while providing powerful predictive and uncertainty quantification capabilities. GBMARS is capable of robust regression with t distributions, quantile regression with asymmetric Laplace distributions, and a general form of “Normal-Wald” regression in which the shape of the error distribution and the structure of the mean function are learned simultaneously. We demonstrate the effectiveness of GBMARS on various stochastic computer models, and we show that it compares favorably to several popular alternatives.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

SPAROW: Stochastic Programming and Related Optimization Workflows

SAND2026-16703O SPAROW: Stochastic Programming and Related Optimization Workflows is a Python library tool that facilitates the development and solution of stochastic programming problems. It provides a user-friendly class structure for defining stochastic programs through scenario-based representations of uncertainties. SPAROW incorporates multiple optimization strategies, including integer programming with all scenarios, progressive hedging, Benders decomposition, and Snoglode, a novel technique developed by Carnegie Mellon University. It also features interfaces to external solvers and functions that are commonly used in analysis workflows, making it applicable to a wide range of scientific and engineering design challenges, particularly in power grid planning. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Hart, William [Sandia National Lab. (SNL-NM), Albu↗
DOE OSTI2026

Quantum Stochastic Programming [SWR-26-040]

The Quantum Stochastic Programming tool contains quantum computing algorithms for two-stage stochastic optimization, with a focus on the Unit Commitment (UC) problem in power systems. The algorithms combine Discrete Quantum Annealing (DQA) with Quantum Amplitude Estimation (QAE) to compute expected-value objective functions over a probability distribution of wind-power scenarios. Based on: arXiv 2402.15029 - "Quantum algorithms for the two-stage stochastic unit commitment problem"

Maack, Jonathan [National Laboratory of the Rockie↗
DOE OSTI2026

Semi-Analytical Hierarchical Bayesian Inference of Nonlinear Model Structure in Stochastic Dynamics: Applied to Compartmental Models of Infectious Diseases

A Bayesian computational framework for parsimonious inference in stochastic nonlinear dynamical systems is presented. This framework enables the concurrent estimation of system states, time-varying parameters, time-invariant parameters, and the optimal sparsity structure of the model parameters. Because differential equation-based models are often simplified mechanistic or phenomenological representations, robust inference from noisy measurement data requires explicit treatment of model error and uncertainty. Model error and time-varying parameters can be represented as random processes, enabling inference while making minimal assumptions about the underlying sources of discrepancy and variability. Adopting stochastic differential equation representations affords the model significant flexibility, but can also render it susceptible to overfitting during statistical inversion, where the inferred model may track noise rather than the underlying signal. To alleviate the effects of overfitting and to enable the discovery of the optimal sparse representation of the time-invariant parameters, a Bayesian sparse learning algorithm is embedded within the framework. This sparse learning framework adopts an approximate hierarchical Bayesian setting defined by a series of semi-analytical expressions. The model structure inference framework is validated using a stochastic compartmental model for tracking and forecasting active cases of an infectious disease. Compartmental models describe population-level infectious disease dynamics through interactions among population fractions grouped by disease state. Mathematically, such models consist of a system of coupled ordinary differential equations. This example adopts an expressive compartmental model that includes multiple possible interactions between disease states, motivated by early uncertainty surrounding COVID-19 reinfection dynamics and their implications for long-term epidemic forecasting. The sparse learning exercise permits the inference of a priori unknown epidemiological dynamics from simulated public health data, discovering the nested compartmental model that optimizes the trade-off between average data-fit and model complexity. It is shown that inducing sparsity among the model parameters eliminates redundant interactions between compartments, equivalently revealing the optimal coupling structure between differential equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

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↗
DOE OSTI2024

Exploring Interferometry Diagnostics for Optical Stochastic Cooling at FAST/IOTA

Optical Stochastic Cooling (OSC) is an advanced beam-cooling technique that will precede the traditional stochastic cooling. This method leverages optical radiation and high-precision feedback to cool the particles more efficiently than traditional stochastic methods by more than three orders of magnitude. As such, it is an enabler for the development of next generation discovery science machines at the frontiers of energy and intensity. This paper focuses on the development of the second phase of OSC and improving extreme beam cooling technique in accelerators. Along with the assembly and use of an interferometer to provide diagnostics and optimization to OSC systems. The interferometer can allow for the observation and analysis of fringe patterns from a recreated simpler version in the laser room. By leveraging interferometric techniques, OSC can achieve higher efficiency, verification, stability and performance.

Teriba, Folashade↗