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At least 955 records · Page 53

Three-dimensional Reconstruction and Homogenization of Heterogeneous Materials Using Statistical Correlation Functions and FEM

In this study, a previously developed reconstruction methodology is extended to three-dimensional reconstruction of a three-phase microstructure, based on two-point correlation functions and two-point cluster functions. The reconstruction process has been implemented based on hybrid stochastic methodology for simulating the virtual microstructure. While different phases of the heterogeneous medium are represented by different cells, growth of these cells is controlled by optimizing parameters such as rotation, shrinkage, translation, distribution and growth rates of the cells. Based on the reconstructed microstructure, finite element method (FEM) was used to compute the effective elastic modulus and effective thermal conductivity. A statistical approach, based on two-point correlation functions, was also used to directly estimate the effective properties of the developed microstructures. Good agreement between the predicted results from FEM analysis and statistical methods was found confirming the efficiency of the statistical methods for prediction of thermo-mechanical properties of three-phase composites.

36 MATERIALS SCIENCE↗

A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

09 BIOMASS FUELS↗

Force-Free Identification of Minimum-Energy Pathways and Transition States for Stochastic Electronic Structure Theories

Here, the accurate mapping of potential energy surfaces (PESs) is crucial to our understanding of the numerous physical and chemical processes mediated by atomic rearrangements, such as conformational changes and chemical reactions, and the thermodynamic and kinetic feasibility of these processes. Stochastic electronic structure theories, e.g., Quantum Monte Carlo (QMC) methods, enable highly accurate total energy calculations that in principle can be used to construct the PES. However, their stochastic nature poses a challenge to the computation and use of forces and Hessians, which are typically required in algorithms for minimum-energy pathway (MEP) and transition state (TS) identification, such as the nudged elastic band (NEB) algorithm and its climbing image formulation. Here, we present strategies that utilize the surrogate Hessian line-search method, previously developed for QMC structural optimization, to efficiently identify MEP and TS structures without requiring force calculations at the level of the stochastic electronic structure theory. By modifying the surrogate Hessian algorithm to operate in path-orthogonal subspaces and at saddle points, we show that it is possible to identify MEPs and TSs by using a force-free QMC approach. We demonstrate these strategies via two examples, the inversion of the ammonia (NH 3 ) molecule and the nucleophilic substitution (S N 2) reaction F – + CH 3 F → FCH 3 + F – . We validate our results using Density Functional Theory (DFT)- and Coupled Cluster (CCSD, CCSD(T))-based NEB calculations. We then introduce a hybrid DFT-QMC approach to compute thermodynamic and kinetic quantities, free energy differences, rate constants, and equilibrium constants that incorporates stochastically optimized structures and their energies, and show that this scheme improves upon DFT accuracy. Our methods generalize straightforwardly to other systems and other high-accuracy theories that similarly face challenges computing energy gradients, paving the way for highly accurate PES mapping, transition state determination, and thermodynamic and kinetic calculations at significantly reduced computational expense.

Iyer, Gopal R.↗

Bootstrap-determined p values in lattice QCD

We present a general method to determine the probability that stochastic Monte Carlo data, in particular those generated in a lattice QCD calculation, would have been obtained were that data drawn from the distribution predicted by a given theoretical hypothesis. Such a probability, or p -value, is often used as an important heuristic measure of the validity of that hypothesis. The proposed method offers the benefit that it remains usable in cases where the standard Hotelling T 2 methods based on the conventional χ 2 statistic do not apply, such as for uncorrelated fits. Specifically, we analyze q 2 , defined as the correlated χ 2 statistic obtained using an arbitrary covariance matrix estimator, and show how to use the bootstrap as a data-driven method to determine the expected distribution of q 2 for a given hypothesis with minimal assumptions. This distribution can then be used to determine the p -value for a fit to the data. We also describe a bootstrap approach for quantifying the impact upon this p -value of estimating population parameters from a single ensemble of N samples. The overall method is accurate up to a 1 / N bias which we do not attempt to quantify. Published by the American Physical Society 2025

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Collaborative Research: Using ARM Observations to Evaluate GCM Cloud Statistics for Development of Stochastic Cloud-Radiation Parameterizations

The long-range goal of several past and current projects in our DOE-supported research has been the development of new and improved parameterizations of cloud-radiation effects and related processes, using ARM data, and the implementation and testing of these parameterizations in global models. The main objective of the present project being reported on here has been to develop and apply advanced statistical techniques, including Bayesian posterior estimates, to diagnose and evaluate features of both observed and simulated clouds. The research carried out under this project has been novel in two important ways. The first is that it is a key step in the development of practical stochastic cloud-radiation parameterizations, a new category of parameterizations that offers great promise for overcoming many shortcomings of conventional schemes. The second is that this work has brought powerful new tools to bear on the problem, because it has been an interdisciplinary collaboration between a meteorologist with long experience in ARM research (Somerville) and a mathematician who is an expert on a class of advanced statistical techniques that are well-suited for diagnosing model cloud simulations using ARM observations (Shen). The motivation and long-term goal underlying this work is the utilization of stochastic radiative transfer theory (Lane-Veron and Somerville, 2004; Lane et al., 2002) to develop a new class of parametric representations of cloud-radiation interactions and closely related processes for atmospheric models. The theoretical advantage of the stochastic approach is that it can accurately calculate the radiative heating rates through a broken cloud layer without requiring an exact description of the cloud geometry.

58 GEOSCIENCES↗

Asynchronous τ-leaping

Stochastic simulation of cell signaling pathways and genetic regulatory networks has contributed to the understanding of cell function; however, investigation of larger, more complicated systems requires computationally efficient algorithms. τ-leaping methods, which improve efficiency when some molecules have high copy numbers, either use a fixed leap size, which does not adapt to changing state, or recalculate leap size at a heavy computational cost. We present a hybrid simulation method for reaction-diffusion systems which combines exact stochastic simulation and τ-leaping in a dynamic way. Putative times of events are stored in a priority queue, which reduces the cost of each step of the simulation. For every reaction and diffusion channel at each step of the simulation the more efficient of an exact stochastic event or a τ-leap is chosen. This new approach removes the inherent trade-off between speed and accuracy in stiff systems which was present in all τ-leaping methods by allowing each reaction channel to proceed at its own pace. Both directions of reversible reactions and diffusion are combined in a single event, allowing bigger leaps to be taken. This improves efficiency for systems near equilibrium where forward and backward events are approximately equally frequent. Comparison with existing algorithms and behaviour for five test cases of varying complexity shows that the new method is almost as accurate as exact stochastic simulation, scales well for large systems, and for various problems can be significantly faster than τ-leaping.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A Hybrid Stochastic-Interval Operation Strategy for Multi-Energy Microgrids

Increasing deployment of distributed energy resources intensifies interactions among electric, gas, heating, and cooling systems. Inherent uncertainties ranging from internal parameters to external inputs also impose significant challenges on system operation. A coordinated scheduling method is, therefore, desired for facilitating efficient operation of multi-energy microgrids under multiple uncertainties. In this paper, a deterministic coordinated scheduling model is developed first with detailed modeling of system dynamics and device parameters to fully characterize complex interactions among multi-energy carriers. Then, a hybrid stochastic-interval method is proposed to account for heterogeneous uncertainties in decisions of operational strategies. Specifically, performance and efficiency uncertainties of distributed energy resources, and injection uncertainty of renewable sources and multienergy demands are characterized by interval-based uncertain operation regions and probability distributions, respectively. A scenario-based two-stage algorithm is developed to solve the problem so that multiple uncertainties are preserved in the entire decision-making process. Moreover, adjustable operational strategies are determined to hedge uncertainty by considering operators’ risk preferences. The validity of the proposed method is verified by comprehensive case studies on a test system.

hybrid stochastic-interval approach↗

A feasibility study of dynamic adaptive radiotherapy for nonsmall cell lung cancer

Purpose: The final state of the tumor at the end of a radiotherapy course is dependent on the doses given in each fraction during the treatment course. This study investigates the feasibility of using dynamic adaptive radiotherapy (DART) in treating lung cancers assuming CBCT is available to observe midtreatment tumor states. DART adapts treatment plans using a dynamic programming technique to consider the expected changes of the tumor in the optimization process. Methods: DART is constructed using a stochastic control formalism framework. It minimizes the total expected number of tumor cells at the end of a treatment course, which is equivalent to maximizing tumor control probability, subject to the uncertainty inherent in the tumor response. This formulation allows for nonstationary dose distributions as well as nonstationary fractional doses as needed to achieve a series of optimal plans that are conformal to the tumor over time, i.e., spatiotemporally optimal plans. Sixteen phantom cases with various sizes and locations of tumors and organs-at-risk (OAR) were generated using in-house software. Each case was planned with DART and conventional IMRT prescribing 60 Gy in 30 fractions. The observations of the change in the tumor volume over a treatment course were simulated using a two-level cell population model. Monte Carlo simulations of the treatment course for each case were run to account for uncertainty in the tumor response. The same OAR dose constraints were applied for both methods. The frequency of replanning was varied between 1, 2, 5 (weekly), and 29 times (daily). The final average tumor dose and OAR doses have been compared to quantify the potential dosimetric benefits of DART. Results: The average tumor max, min, mean, and D95 doses using DART relative to these using conventional IMRT were 124.0%–125.2%, 102.1%–114.7%, 113.7%–123.4%, and 102.0%–115.9% (range dependent on the frequency of replanning). The average relative maximum doses for the cord and esophagus, mean doses for the heart and lungs, and D05 for the unspecified tissue resulting 84%–102.4%, 99.8%–106.9%, 66.9%–85.6%, 58.2%–78.8%, and 85.2%–94.0%, respectively. Conclusions: It is feasible to apply DART to the treatment of NSCLC using CBCT to observe the midtreatment tumor state. Potential increases in the tumor dose and reductions in the OAR dose, particularly for parallel OARs with mean or dose–volume constraints, could be achieved using DART compared to nonadaptive IMRT.

60 APPLIED LIFE SCIENCES↗

A hybrid approach to the neutron transport K-eigenvalue problem using NDA-based algorithms

In order to provide more physically accurate solutions to the neutron transport equation it has become increasingly popular to use Monte Carlo simulation to model nuclear reactor dynamics. These Monte Carlo methods can be extremely expensive, so we turn to a class of methods known as hybrid methods, which combine known deterministic and stochastic techniques to solve the transport equation. In our work, we show that we can simulate the action of a transport sweep using a Monte Carlo simulation in order to solve the k-eigenvalue problem. We'll accelerate the solution using nonlinear diffusion acceleration (NDA) as in [1,2]. Our work extends the results in [1] to use Monte Carlo simulation as the high-order solver. (authors)

97 MATHEMATICS AND COMPUTING↗

Kinetics of State Switching in Quasi-One-Dimensional Nanosystems. Statistical Model of the Influence of Defects

The role of native and radiation-induced defects in the state switching kinetics for one-dimensional systems (nanowires, molecular single-chain magnets, biological macromolecules, and many others) has been studied. An analytical approach to the description of the influence of randomly located defects on the dynamics of new-phase domains is developed using an analogy with stochastic processes in queueing theory. This method makes it possible to calculate threshold phenomena and the dependence of switching fields on material parameters.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Disease mapping based on stochastic SIR-SI model for Dengue and Chikungunya in Malaysia

This paper describes and demonstrates a method for relative risk estimation which is based on the stochastic SIR-SI vector-borne infectious disease transmission model specifically for Dengue and Chikungunya diseases in Malaysia. Firstly, the common compartmental model for vector-borne infectious disease transmission called the SIR-SI model (susceptible-infective-recovered for human populations; susceptible-infective for vector populations) is presented. This is followed by the explanations on the stochastic SIR-SI model which involve the Bayesian description. This stochastic model then is used in the relative risk formulation in order to obtain the posterior relative risk estimation. Then, this relative estimation model is demonstrated using Dengue and Chikungunya data of Malaysia. The viruses of these diseases are transmitted by the same type of female vector mosquito named Aedes Aegypti and Aedes Albopictus. Finally, the findings of the analysis of relative risk estimation for both Dengue and Chikungunya diseases are presented, compared and displayed in graphs and maps. The distribution from risk maps show the high and low risk area of Dengue and Chikungunya diseases occurrence. This map can be used as a tool for the prevention and control strategies for both diseases.

60 APPLIED LIFE SCIENCES↗

Inferring HIV Escape Rates from Multi-Locus Genotype Data

Cytotoxic T-lymphocytes (CTLs) recognize viral protein fragments displayed by major histocompatibility complex molecules on the surface of virally infected cells and generate an anti-viral response that can kill the infected cells. Virus variants whose protein fragments are not efficiently presented on infected cells or whose fragments are presented but not recognized by CTLs therefore have a competitive advantage and spread rapidly through the population. We present a method that allows a more robust estimation of these escape rates from serially sampled sequence data. The proposed method accounts for competition between multiple escapes by explicitly modeling the accumulation of escape mutations and the stochastic effects of rare multiple mutants. Applying our method to serially sampled HIV sequence data, we estimate rates of HIV escape that are substantially larger than those previously reported. The method can be extended to complex escapes that require compensatory mutations. We expect our method to be applicable in other contexts such as cancer evolution where time series data is also available.

60 APPLIED LIFE SCIENCES↗

Underlying Fundamentals of Kalman Filtering for River Network Modeling

The grand challenge of producing hydrometeorological estimates every time and everywhere has motivated the fusion of sparse observations with dense numerical models, with a particular interest on discharge in river modeling. Ensemble methods are largely preferred as they enable the estimation of error properties, but at the expense of computational load and generally with underestimations. These imperfect stochastic estimates motivate the use of correction methods, that is, error localization and inflation, although the physical justifications for their optimality are limited. The purpose of this study is to use one of the simplest forms of data assimilation when applied to river modeling and reveal the underlying mechanisms impacting its performance. Our framework based on assimilating daily averaged in situ discharge measurements to correct daily averaged runoff was tested over a 4-yr case study of two rivers in Texas. Results show that under optimal conditions of inflation and localization, discharge simulations are consistently improved such that the mean values of Nash–Sutcliffe efficiency are enhanced from211.32 to 0.55 at observed gauges and from212.24 to21.10 at validation gauges. Yet, parameters controlling the inflation and the localization have a large impact on the performance. Further investigations of these sensitivities showed that optimal inflation occurs when compensating exactly for discrepancies in the magnitude of errors while optimal localization matches the distance traveled during one assimilation window. These results may be applicable to more advanced data assimilation methods as well as for larger applications motivated by upcoming river-observing satellite missions, such as NASA’s Surface Water and Ocean Topography mission.

Streamflow↗

Efficient Generalizable Deep Learning

Stochastic optimization is a fundamental field of research for machine learning. Stochastic gradient descent (SGD) and related methods provide a feasible means to train complicated prediction models over large datasets. SGD, however, does not explicitly address the problem of overfitting, which can lead to predictions that perform poorly on new data. This difference between loss performance on unseen testing data verses that of training data defines the generalization gap of a model. We introduce a new computational kernel called Stochastic Hessian Projection (SHP) that uses a maximum likelihood framework to simultaneously estimate gradient noise covariance and local curvature of the loss function. Our analysis illustrates that these quantities affect the evolution of parameter uncertainty and therefore generalizability. We show how these computations allow us to predict the generalization gap without requiring holdout data. Explicitly assessing this metric for generalizability during training may improve machine learning predictions when data is scarce and understanding prediction variability is critical.

42 ENGINEERING↗

Stochastic responses of Van der Pol vibro-impact system with fractional derivative damping excited by Gaussian white noise

This paper focuses on the study of the stochastic Van der Pol vibro-impact system with fractional derivative damping under Gaussian white noise excitation. The equations of the original system are simplified by non-smooth transformation. For the simplified equation, the stochastic averaging approach is applied to solve it. Then, the fractional derivative damping term is facilitated by a numerical scheme, therewith the fourth-order Runge-Kutta method is used to obtain the numerical results. And the numerical simulation results fit the analytical solutions. Therefore, the proposed analytical means to study this system are proved to be feasible. In this context, the effects on the response stationary probability density functions (PDFs) caused by noise excitation, restitution condition, and fractional derivative damping are considered, in addition the stochastic P-bifurcation is also explored in this paper through varying the value of the coefficient of fractional derivative damping and the restitution coefficient. These system parameters not only influence the response PDFs of this system but also can cause the stochastic P-bifurcation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Whitepaper on Uncertainty Quantification for MPACT

The MPACT code provides the ability to perform high-fidelity deterministic calculations to obtain a wide variety of detailed results for very complex reactor core models. However, MPACT currently does not have the capability to propagate the effects of input data uncertainties to provide uncertainties in the calculated results. This white paper discusses a potential method for MPACT uncertainty quantification (UQ) based on stochastic sampling.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Random Process Simulation for stochastic fatigue analysis

A simulation technique is described which directly synthesizes the extrema of a random process and is more efficient than the Gaussian simulation method. Such a technique is particularly useful in stochastic fatigue analysis because the required stress range moment E(R sup m), is a function only of the extrema of the random stress process. The family of autoregressive moving average (ARMA) models is reviewed and an autoregressive model is presented for modeling the extrema of any random process which has a unimodal power spectral density (psd). The proposed autoregressive technique is found to produce rainflow stress range moments which compare favorably with those computed by the Gaussian technique and to average 11.7 times faster than the Gaussian technique. The autoregressive technique is also adapted for processes having bimodal psd's. The adaptation involves using two autoregressive processes to simulate the extrema due to each mode and the superposition of these two extrema sequences. The proposed autoregressive superposition technique is 9 to 13 times faster than the Gaussian technique and produces comparable values for E(R sup m) for bimodal psd's having the frequency of one mode at least 2.5 times that of the other mode.

Larsen, Curtis E.↗

Gradient-based Optimization for Regression in the Functional Tensor-Train Format

We consider the task of low-multilinear-rank functional regression, i.e., learning a low-rank parametric representation of functions from scattered real-valued data. Our first contribution is the development and analysis of gradient-based optimization procedures, including stochastic gradient descent and quasi-Newton methods, for learning the parameters of a functional tensor-train (FT) that yields improved accuracy over standard alternating least squares methods. The functional tensor-train uses the tensor-train (TT) representation of low-rank arrays as an ansatz for a class of low-multilinear-rank functions. The FT is represented by a set of matrix-valued functions that contain a set of univariate functions, and the regression task is to learn the parameters of these univariate functions. Our second contribution demonstrates that using nonlinearly parameterized univariate functions, e.g., symmetric kernels with moving centers, within each core can outperform the standard approach of using a linear expansion of basis functions. Our final contributions are new rank adaptation and group-sparsity regularization procedures to minimize overfitting. We use several benchmark problems to demonstrate at least an order of magnitude lower accuracy with gradient-based optimization methods than ALS in the low-sample number regime. We also demonstrate an order of magnitude reduction in accuracy on a test problem resulting from nonlinear parameterizations over linear parameterizations. Finally we compare regression performance with 22 other nonparametric and parametric regression methods on 10 real-world data sets. We achieve top-five accuracy for seven of the data sets and best accuracy for two of the data sets. These rankings are the best amongst parametric models and competetive with the best non-parametric methods.

97 MATHEMATICS AND COMPUTING↗