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At least 1,027 records · Page 57
All sourcesNASA NTRSDOE OSTI
DOE OSTI2012

First and Second Order Necessary Conditions for Stochastic Optimal Control Problems

In this work we consider a stochastic optimal control problem with either convex control constraints or finitely many equality and inequality constraints over the final state. Using the variational approach, we are able to obtain first and second order expansions for the state and cost function, around a local minimum. This fact allows us to prove general first order necessary condition and, under a geometrical assumption over the constraint set, second order necessary conditions are also established. We end by giving second order optimality conditions for problems with constraints on expectations of the final state.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

A Stochastic Maximum Principle for General Mean-Field Systems

In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and we extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Convergence and Efficiency of Adaptive Importance Sampling Techniques with Partial Biasing

We propose a new Monte Carlo method to efficiently sample a multimodal distribution (known up to a normalization constant). We consider a generalization of the discrete-time Self Healing Umbrella Sampling method, which can also be seen as a generalization of well-tempered metadynamics. The dynamics is based on an adaptive importance technique. The importance function relies on the weights (namely the relative probabilities) of disjoint sets which form a partition of the space. These weights are unknown but are learnt on the fly yielding an adaptive algorithm. In the context of computational statistical physics, the logarithm of these weights is, up to an additive constant, the free-energy, and the discrete valued function defining the partition is called the collective variable. The algorithm falls into the general class of Wang–Landau type methods, and is a generalization of the original Self Healing Umbrella Sampling method in two ways: (i) the updating strategy leads to a larger penalization strength of already visited sets in order to escape more quickly from metastable states, and (ii) the target distribution is biased using only a fraction of the free-energy, in order to increase the effective sample size and reduce the variance of importance sampling estimators. We prove the convergence of the algorithm and analyze numerically its efficiency on a toy example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

A state estimation approach based on stochastic expansions

This paper presents a new approach for state estimation problems. It is based on the representation of random variables using stochastic functions. Its main idea is to expand the state variables in terms of the noise variables of the system, and then estimate the unnoisy value of the state variables by taking the mean value of the stochastic expansion. Moreover, it was shown that in some situations, the proposed approach may be adapted to the determination of the probability distribution of the state noise. For the determination of the coefficients of the expansions, we present three approaches: moment matching (MM), collocation (COL) and variational (VAR). In the numerical analysis section, three examples are analyzed including a discrete linear system, the Influenza in a boarding school and the state estimation problem in the Hodgkin–Huxley’s model. In all these examples, the proposed approach was able to estimate the values of the state variables with precision, i.e., with very low RMS values.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

On an asymptotic viscosity solution property of solutions of discrete Hamilton–Jacobi–Bellman equations

In this paper, we show that a proper limit of solutions of discrete Hamilton–Jacobi–Bellman (dHJB) equations in a random walk model becomes a viscosity solution of a Hamilton–Jacobi–Bellman (HJB) variational inequality in a continuous-time geometric Brownian model. HJB variational inequalities are used to analyze singular stochastic control problems in mathematical finance. By our result, with the help of dHJB equations, we can obtain viscosity solutions of HJB variational inequalities which are usually identified with the value functions of the singular stochastic control problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Stochastic reconstruction and microstructure modeling of SMC chopped fiber composites

Here, to establish an integrated Processing-Microstructure-Property workflow for the prediction of material behaviors, this paper presents a new stochastic pseudo-3D microstructure reconstruction method for Sheet Molding Compounds (SMC) chopped fiber composites. The proposed method captures the bi-level microstructural features of SMC composites. At the higher level, a Voronoi diagram-based algorithm is developed to reconstruct the unique substructure features of SMC fiber tows. The geometry of Voronoi cells is adjusted by a Simulated Annealing (SA) algorithm to match the geometrical statistics of the real fiber tows. At the lower level, the algorithm assigns fiber orientation to each Voronoi cell (which represents a fiber tow). The fiber orientation angles are recovered from a statistical fiber orientation tensor. The proposed method is employed to establish a multi-layer pseudo-3D SMC Representative Volume Element (RVE) model for Finite Element Analysis (FEA) of SMC microstructure. This model enables the prediction of mechanical properties based on the material processing information (e.g. fiber orientation tensor obtained from compression molding simulation), and the microstructure information obtained from microscopic imaging for an SMC composite. Lastly, the predicted properties are successfully validated by experimental tensile tests.

36 MATERIALS SCIENCE↗
DOE OSTI2017

Monte Carlo chord length sampling for d-dimensional Markov binary mixtures

The Chord Length Sampling (CLS) algorithm is a powerful Monte Carlo method that models the effects of stochastic media on particle transport by generating on-the-fly the material interfaces seen by the random walkers during their trajectories. This annealed disorder approach, which formally consists of solving the approximate Levermore–Pomraning equations for linear particle transport, enables a considerable speed-up with respect to transport in quenched disorder, where ensemble-averaging of the Boltzmann equation with respect to all possible realizations is needed. However, CLS intrinsically neglects the correlations induced by the spatial disorder, so that the accuracy of the solutions obtained by using this algorithm must be carefully verified with respect to reference solutions based on quenched disorder realizations. When the disorder is described by Markov mixing statistics, such comparisons have been attempted so far only for one-dimensional geometries, of the rod or slab type. In this work we extend these results to Markov media in two-dimensional (extruded) and three-dimensional geometries, by revisiting the classical set of benchmark configurations originally proposed by Adams, Larsen and Pomraning and extended by Brantley. In particular, we examine the discrepancies between CLS and reference solutions for scalar particle flux and transmission/reflection coefficients as a function of the material properties of the benchmark specifications and of the system dimensionality.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2025

A multidimensional approach to quantum state tomography of photoelectron wavepackets

There is a growing interest in reconstructing the density matrix of photoelectron wavepackets, in particular in complex systems where decoherence can be introduced either by a partial measurement of the system or through coupling with a stochastic environment. To this end, several methods to reconstruct the density matrix, quantum state tomography protocols, have been developed and tested on photoelectrons ejected from noble gases following absorption of extreme ultraviolet (XUV) photons from attosecond pulses. It remains a challenge to obtain model-free, single scan protocols that can reconstruct the density matrix with high fidelities. Current methods require extensive measurements or involve complex fitting of the signal. Efficient single-scan reconstructions would be of great help to increase the number of systems that can be studied. We propose a new and more efficient protocol that is able to reconstruct the continuous variable density matrix of a photoelectron in a single time delay scan. It is based on measuring the coherences of a photoelectron created by absorption of an XUV pulse using a broadband infrared (IR) probe that is scanned in time and a narrowband IR reference that is temporally fixed to the XUV pulse. We illustrate its performance for a Fano resonance in He as well as mixed states in Ar arising from spin-orbit splitting. We show that the protocol results in excellent fidelities and near-perfect estimation of the purity.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2014

Weak ergodicity breaking, irreproducibility, and ageing in anomalous diffusion processes

Single particle traces are standardly evaluated in terms of time averages of the second moment of the position time series r(t). For ergodic processes, one can interpret such results in terms of the known theories for the corresponding ensemble averaged quantities. In anomalous diffusion processes, that are widely observed in nature over many orders of magnitude, the equivalence between (long) time and ensemble averages may be broken (weak ergodicity breaking), and these time averages may no longer be interpreted in terms of ensemble theories. Here we detail some recent results on weakly non-ergodic systems with respect to the time averaged mean squared displacement, the inherent irreproducibility of individual measurements, and methods to determine the exact underlying stochastic process. We also address the phenomenon of ageing, the dependence of physical observables on the time span between initial preparation of the system and the start of the measurement.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2020

Gyrokinetic understanding of the edge pedestal transport driven by resonant magnetic perturbations in a realistic divertor geometry

Self-consistent simulations of neoclassical and electrostatic turbulent transport in a DIII-D H-mode edge plasma under resonant magnetic perturbations (RMPs) have been performed using the global total-f gyrokinetic particle-in-cell code x-point gyrokinetic code (XGC), in order to study density pump-out and electron heat confinement. The RMP field is imported from the extended magneto-hydrodynamics code M3D-C1, taking into account the linear two-fluid plasma response. With both neoclassical and turbulence physics considered together, the XGC simulation reproduces two key features of experimentally observed edge transport under RMPs: increased radial particle transport in the pedestal region that is sufficient to account for the experimental pump-out rate and suppression of the electron heat flux in the steepest part of the edge pedestal. In the simulation, the density fluctuation amplitude of modes moving in the electron diamagnetic direction increases due to interaction with RMPs in the pedestal shoulder and outward, while the electron temperature fluctuation amplitude decreases.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2020

Efficient Langevin dynamics for “noisy” forces

Efficient Boltzmann-sampling using first-principles methods is challenging for extended systems due to the steep scaling of electronic structure methods with the system size. Additionally, stochastic approaches provide a gentler system-size dependency at the cost of introducing “noisy” forces, which could limit the efficiency of the sampling. When the forces are deterministic, the first-order Langevin dynamics (FOLD) offers efficient sampling by combining a well-chosen preconditioning matrix S with a time-step-bias-mitigating propagator [G. Mazzola and S. Sorella, Phys. Rev. Lett. 118, 015703 (2017)]. However, when forces are noisy, S is set equal to the force-covariance matrix, a procedure that severely limits the efficiency and the stability of the sampling. Here, we develop a new, general, optimal, and stable sampling approach for FOLD under noisy forces. We apply it for silicon nanocrystals treated with stochastic density functional theory and show efficiency improvements by an order-of-magnitude.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2017

Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling

A numerical method, called OBSM, was recently proposed which employs overcomplete basis functions to achieve sparse representations. While the method can handle non-stationary response without the need of inverting large covariance matrices, it lacks the capability to quantify uncertainty in predictions. We address this issue by proposing a Bayesian approach which first imposes a normal prior on the large space of linear coefficients, then applies the MCMC algorithm to generate posterior samples for predictions. From these samples, Bayesian credible intervals can then be obtained to assess prediction uncertainty. A key application for the proposed method is the efficient construction of sequential designs. Several sequential design procedures with different infill criteria are proposed based on the generated posterior samples. As a result, numerical studies show that the proposed schemes are capable of solving problems of positive point identification, optimization, and surrogate fitting.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2011

Linear entropy in quantum phase space

We calculate the quantum Renyi entropy in a phase-space representation for either fermions or bosons. This can also be used to calculate purity and fidelity, or the entanglement between two systems. We show that it is possible to calculate the entropy from sampled phase-space distributions in normally ordered representations, although this is not possible for all quantum states. We give an example of the use of this method in an exactly soluble thermal case. The quantum entropy cannot be calculated at all using sampling methods in classical symmetric (Wigner) or antinormally ordered (Husimi) phase spaces, due to inner-product divergences. The preferred method is to use generalized Gaussian phase-space methods, which utilize a distribution over stochastic Green's functions. We illustrate this approach by calculating the reduced entropy and entanglement of bosonic or fermionic modes coupled to a time-evolving, non-Markovian reservoir.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Z 2 topological order and first-order quantum phase transitions in systems with combinatorial gauge symmetry

We study a generalization of the two-dimensional transverse-field Ising model, combining both ferromagnetic and antiferromagnetic two-body interactions, that hosts exact global and local Z 2 gauge symmetries. Using exact diagonalization and stochastic series expansion quantum Monte Carlo methods, we confirm the existence of the topological phase in line with previous theoretical predictions. Our simulation results show that the transition between the confined topological phase and the deconfined paramagnetic phase is of first order, in contrast to the conventional Z 2 lattice gauge model in which the transition maps onto that of the standard Ising model and is continuous. We further generalize the model by replacing the transverse field on the gauge spins with a ferromagnetic X X interaction while keeping the local gauge symmetry intact. We find that the Z 2 topological phase remains stable, while the paramagnetic phase is replaced by a ferromagnetic phase. The topological-ferromagnetic quantum phase transition is also of first order. For both models, we discuss the low-energy spinon and vison excitations of the topological phase and their avoided level crossings associated with the first-order quantum phase transitions.

2-dimensional systems↗
DOE OSTI2021

Quantal diffusion description of isotope production via the multinucleon transfer mechanism in 48 Ca+ 238 U collisions

As an extension of previous work, we calculate the production cross section of heavy neutron-rich isotopes by employing the quantal diffusion description to 48 Ca+ 238 U collisions. The quantal diffusion is deduced from stochastic mean-field approach, and transport properties are determined in terms of time-dependent single-particle wave functions of the time-dependent Hartree-Fock theory. As a result, the approach allows for prediction of production cross sections without any adjustable parameters. Furthermore, the secondary cross sections by particle emission are calculated with the help of the statistical gemini++ code.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2015

Isovector and isoscalar tensor charges of the nucleon from lattice QCD

We present results for the iso-vector and flavor diagonal tensor charges $g$$^{u−d}_{T}$, $g$$^{u}_{T}$, $g$$^{d}_{T}$, and $g$$^{s}_{T}$ needed to probe novel tensor interactions at the TeV scale in neutron and nuclear β-decays and the contribution of the quark electric dipole moment (EDM) to the neutron EDM. The lattice QCD calculations were done using nine ensembles of gauge configurations generated by the MILC collaboration using the HISQ action with 2+1+1 dynamical flavors. These ensembles span three lattice spacings a ≈ 0.06, 0.09 and 0.12 fm and three quark masses corresponding to the pion masses M π ≈ 130, 220 and 310 MeV. Using estimates from these ensembles, we quantify all systematic uncertainties and perform a simultaneous extrapolation in the lattice spacing, volume and light quark masses for the connected contributions. The final estimates of the connected nucleon (proton) tensor charge for the iso-vector combination is $g$$^{u−d}_{T}$ = 1.020(76) in the MS scheme at 2 GeV. The additional disconnected quark loop contributions needed for the flavor-diagonal matrix elements are calculated using a stochastic estimator employing the truncated solver method with the all-mode-averaging technique. We find that the size of the disconnected contribution is smaller than the statistical error in the connected contribution. This allows us to bound the disconnected contribution and include it as an additional uncertainty in the flavor-diagonal charges. After a continuum extrapolation, we find $g$$^{u}_{T}$ = 0.774(66), $g$$^{d}_{T}$ = −0.233(28) and $g$$^{u+d}_{T}$ = 0.541(67). The strangeness tensor charge, that can make a significant contribution to the neutron EDM due to the large ratio ms/mu,d, is $g$$^{s}_{T}$ = 0.008(9) in the continuum limit.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2023

Model averaging approaches to data subset selection

Model averaging is a useful and robust method for dealing with model uncertainty in statistical analysis. Often, it is useful to consider data subset selection at the same time, in which model selection criteria are used to compare models across different subsets of the data. Two different criteria have been proposed in the literature for how the data subsets should be weighted. We compare the two criteria closely in a unified treatment based on the Kullback-Leibler divergence and conclude that one of them is subtly flawed and will tend to yield larger uncertainties due to loss of information. Here, analytical and numerical examples are provided.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗