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At least 109 records · Page 6

A Pseudoreversible Normalizing Flow for Stochastic Dynamical Systems with Various Initial Distributions

Here, we present a pseudoreversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with various initial distributions. The primary objective is to construct an accurate and efficient sampler that can be used as a surrogate model for computationally expensive numerical integration of SDEs, such as those employed in particle simulation. After training, the normalizing flow model can directly generate samples of the SDE’s final state without simulating trajectories. The existing normalizing flow model for SDEs depends on the initial distribution, meaning the model needs to be retrained when the initial distribution changes. The main novelty of our normalizing flow model is that it can learn the conditional distribution of the state, i.e., the distribution of the final state conditional on any initial state, such that the model only needs to be trained once and the trained model can be used to handle various initial distributions. This feature can provide a significant computational saving in studies of how the final state varies with the initial distribution. Additionally, we propose to use a pseudoreversible network architecture to define the normalizing flow model, which has sufficient expressive power and training efficiency for a variety of SDEs in science and engineering, e.g., in particle physics. We provide a rigorous convergence analysis of the pseudoreversible normalizing flow model to the target probability density function in the Kullback–Leibler divergence metric. Numerical experiments are provided to demonstrate the effectiveness of the proposed normalizing flow model.

97 MATHEMATICS AND COMPUTING↗

Stochastic mean-field theory and applications to multinucleon transfer and kinetic energy dissipation processes in heavy-ion collisions

In this Review article, a brief description of the stochastic mean-field (SMF) theory for describing reaction dynamics in low-energy heavy-ion collisions at bombarding energies in the vicinity of the Coulomb barrier is presented. In these collisions, as a result of strong Pauli blocking, binary nucleon collisions do not have a significant effect on the dissipation and fluctuations. At low energies, the mean-field fluctuations, due to initial correlations, have a dominant effect on fluctuations of macroscopic variables. The SMF theory proposes the determination of an ensemble of single-particle density matrices by specifying random initial fluctuations according to a distribution law. Employing an ensemble of single-particle density matrices, not only the mean values but also the distribution functions of the one-body observables can be determined. If the di-nuclear structure is maintained in heavy-ion collisions, such as deep inelastic collisions and fast quasi-fission reactions, a much simpler description of the reaction mechanism can be derived in terms of several macroscopic variables such as mass and charge asymmetry, and relative linear and relative angular momentum. In this case, by geometric projection of the SMF equations, it is possible to derive the quantal Langevin equations for macroscopic variables. As an application of quantal transport description, an analysis of multinucleon transfers and kinetic energy dissipation and fluctuations is presented for selected quasi-fission reactions.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Data and code for Daily and Multi-Day Extreme Rainfall Analysis Under Future Climates Using Stochastic Storm Transposition and NEX-GDDP-CMIP6 Over CONUS

This data package provides inputs, codes, and outputs for a comprehensive analysis of projected changes in extreme precipitation across 10 regions of the continental United States, using 34 downscaled Earth System Models (ESMs) from the NASA Earth Exchange Global Daily Downscaled Projections, Coupled Model Intercomparison Project Phase 6 (NEX-GDDP-CMIP6) dataset. These models are part of the Coupled Model Intercomparison Project Phase 6 (CMIP6), a coordinated climate modeling framework widely used to assess climate change impacts. The analysis applies a stochastic storm transposition method to quantify changes in extreme rainfall under two Shared Socioeconomic Pathway (SSP) climate scenarios—SSP2-4.5 (moderate emissions) and SSP5-8.5 (high emissions)—compared to historical conditions (1995–2014 vs. 2081–2100). The dataset includes rainfall depth estimates for extreme events with return periods from 2 to 500 years across multiple storm durations (1, 3, and 5 days) for each of the 10 U.S. regions. Weighted ensemble statistics are derived from individual ESM performance against historical precipitation patterns, enabling robust uncertainty quantification through both sign-based and permutation-test-based model agreement assessments. Key analyses address: (1) relative changes in extreme precipitation for each climate scenario, (2) differences between SSP scenarios (SSP5-8.5 vs. SSP2-4.5), (3) contrasts between rare and frequent events, and (4) variations between multi-day and daily storm durations. The workflow produces ensemble statistics—median, 5th, 25th, 75th, and 95th percentiles—along with model agreement metrics that identify regions and event types with robust climate change signals. The dataset includes: processed rainfall depth outputs (netCDF format) from the RainyDay Python package, ESM weights from historical performance evaluation using DayMet observations, ensemble statistics across all storm dimensions, and figures summarizing key findings.

54 ENVIRONMENTAL SCIENCES↗

Stochastic finite volume method for uncertainty quantification of transient flow in gas pipeline networks

We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method is based on the Stochastic Finite Volume (SFV) approach and can be applied for uncertainty quantification (UQ) of the dynamical state of fluid flow over actuated transport networks. The numerical scheme has specific advantages for modeling intertemporal uncertainty in time-varying boundary parameters, which cannot be characterized by strict upper and lower (interval) bounds. We describe the scheme for a single pipe, and then formulate the controlled junction Riemann problem (JRP) that enables the extension to general network structures. In conclusion, we demonstrate the method's capabilities and performance characteristics using a standard benchmark test network.

97 MATHEMATICS AND COMPUTING↗

Stochastic symplectic reduced-order modeling for model-form uncertainty quantification in molecular dynamics simulations in various statistical ensembles

Here, this work focuses on the representation of model-form uncertainties in molecular dynamics simulations in various statistical ensembles. In prior contributions, the modeling of such uncertainties was formalized and applied to quantify the impact of, and the error generated by, pair-potential selection in the microcanonical ensemble (NVE). In this work, we extend this formulation and present a linear-subspace reduced-order model for the canonical (NVT) and isobaric (NPT) ensembles. The symplectic reduced-order basis is randomized on the tangent space of the Stiefel manifold to provide topological relationships and capture model-form uncertainty. Using the Large-scale Atomic/Molecular Massively Parallel Simulator (LAMMPS), we assess the relevance of these stochastic reduced-order atomistic models on canonical problems involving a Lennard-Jones fluid and an argon crystal melt.

42 ENGINEERING↗

Multi deep learning-based stochastic microstructure reconstruction and high-fidelity micromechanics simulation of time-dependent ceramic matrix composite response

A multi deep learning-based framework is developed for efficient, automated microstructure reconstruction and generation of stochastic representative volume elements (SRVEs) with periodic boundary conditions (PBCs) for accurate modeling of ceramic matrix composite (CMC) response. The methodology comprises a convolutional neural network coupled with regression layers to act as a vanilla regression network for semantic segmentation of the microstructure, allowing accurate characterization of the phases and their distributions at the microscale. Scanning electron microscope and confocal microscope are used to obtain C/SiNC and SiC/SiNC CMCs micrographs for vanilla regression testing. Microstructure variability in terms of fiber volume fraction and porosity are quantified through the output regression layer, ensuring accurate representation of material variability in SRVE construction. Generative adversarial network (GAN) and its variants are designed to produce high-fidelity SRVE, spanning CMCs microstructure variability space. A circular padding algorithm is developed to generate SRVEs with PBCs during training of GANs. The accuracy of the generated SRVEs is established through micromechanics simulations, where an efficient formulation of the high-fidelity generalized methods of cells (HFGMC) approach is used to compute the effective mechanical properties. Furthermore, an iterative algorithm is implemented in the HFGMC solver to simulate time-dependent deformation of SiC/SiNC subjected to creep loading conditions.

36 MATERIALS SCIENCE↗

An improved stochastic weighted particle method for boundary driven flows

Here, the stochastic weighted particle method (SWPM) is a generalization of the Direct Simulation Monte Carlo (DSMC) method where particle weights are variable and dynamic. SWPM is backed by a strong theoretical foundation but has not been critically evaluated for problems of practical interest. A thorough assessment of SWPM for boundary-driven flows reveals significant numerical artifacts near the boundary, notably a diverging heat flux. To correct the boundary heat flux, two modifications to SWPM are proposed: separated grouping and a spatially-dependent weight transfer function. To gauge the relative efficiency of SWPM in comparison to DSMC, a high-Mach-number wheel flow which forms a strong density gradient is also simulated.

97 MATHEMATICS AND COMPUTING↗

Stochastic fluctuations and the relaxation time in transient relativistic fluids

We argue that the ratio between the shear viscosity and the shear relaxation time, η/τ π , should be defined as a thermodynamic quantity obtained from the equal-time symmetric correlator of the shear-stress tensor. In kinetic theory, we show that this ratio does not depend on the type of interaction. Similarly, an exact expression for this ratio is obtained for holographic gauge theories. We also determine how stochastic fluctuations change η/τ π in transient relativistic hydrodynamics and show that thermal fluctuations do not spoil causality and stability.

Denicol, Gabriel S. [Universidade Federal Fluminen↗

Stochastic modal velocity field in rough-wall turbulence

Stochastically generated instantaneous velocity profiles are used to reproduce the outer region of rough-wall turbulent boundary layers in a range of Reynolds numbers extending from the wind tunnel to field conditions. Each profile consists in a sequence of steps, defined by the modal velocities and representing uniform momentum zones (UMZs), separated by velocity jumps representing the internal shear layers. Height-dependent UMZ is described by a minimal set of attributes: thickness, mid-height elevation, and streamwise (modal) and vertical velocities. These are informed by experimental observations and reproducing the statistical behaviour of rough-wall turbulence and attached eddy scaling, consistent with the corresponding experimental datasets. Sets of independently generated profiles are reorganized in the streamwise direction to form a spatially consistent modal velocity field, starting from any randomly selected profile. The operation allows one to stretch or compress the velocity field in space, increases the size of the domain and adjusts the size of the largest emerging structures to the Reynolds number of the simulated flow. By imposing the autocorrelation function of the modal velocity field to be anchored on the experimental measurements, we obtain a physically based spatial resolution, which is employed in the computation of the velocity spectrum, and second-order structure functions. The results reproduce the Kolmogorov inertial range extending from the UMZ and their attached-eddy vertical organization to the very-large-scale motions (VLSMs) introduced with the reordering process. The dynamic role of VLSM is confirmed in the –u'w' co-spectra and in their vertical derivative, representing a scale-dependent pressure gradient contribution.

42 ENGINEERING↗

Stochastic GW -GPU: Rapid Quasi-Particle Energies for Molecules beyond 10,000 Atoms

StochasticGW is a code for computing accurate quasi-particle (QP) energies of molecules and material systems in the GW approximation. StochasticGW utilizes the stochastic Resolution of the Identity (sROI) technique to enable a massively parallel implementation with computational costs that scale semilinearly with system size, allowing the method to access systems with tens of thousands of electrons. Here, we introduce a new implementation, StochasticGW-GPU, for which the main bottleneck steps have been ported to GPUs and give substantial performance improvements over previous versions of the code. We showcase the new code by computing band gaps of hydrogenated silicon clusters (Si x H y ) containing up to 10,001 atoms and 35,144 electrons, and we obtain individual QP energies with a statistical precision of better than ±0.03 eV with times-to-solution of less than 1 h.

Thomas, Phillip S. [Lawrence Berkeley National Lab↗

Sensitivity Analysis in the Presence of Intrinsic Stochasticity for Discrete Fracture Network Simulations

Abstract Large‐scale discrete fracture network (DFN) simulators are standard fare for studies involving the sub‐surface transport of particles since direct observation of real world underground fracture networks is generally infeasible. While these simulators have successfully been used in several engineering applications, estimates of output quantities of interest (QoI) — such as breakthrough time of particles reaching the edge of the system — suffer from two distinct types of uncertainty. A run of a DFN simulator requires several parameters to be set that dictate the placement and size of fractures, the density of fractures, and the overall permeability of the system; uncertainty on the proper parameters will lead to uncertainty in the QoI, called epistemic uncertainty. Furthermore, since these input settings to DFN simulators control the stochastic processes which place fractures and govern flow, understanding how this randomness affects the QoI requires several runs of the simulator at distinct random seeds. The uncertainty in the QoI attributed to different realizations (i.e., different seeds) of the same random process (i.e., identical input parameters) leads to a second type of uncertainty, called aleatoric uncertainty. In this paper, we perform a Sensitivity Analysis, which directly attributes the uncertainty observed in the QoI to the epistemic uncertainty from each input parameter and to the aleatoric uncertainty. Beyond the specific takeaways on which input variables influence uncertainty in the QoI the most, a major contribution of this paper is the introduction of a statistically rigorous workflow for characterizing the uncertainty in DFN flow simulations that exhibit heteroskedasticity.

58 GEOSCIENCES↗

Stochastic journeys of cell progenies through compartments and the role of self-renewal, symmetric and asymmetric division

Abstract Division and differentiation events by which cell populations with specific functions are generated often take place as part of a developmental programme, which can be represented by a sequence of compartments. A compartment is the set of cells with common characteristics; sharing, for instance, a spatial location or a phenotype. Differentiation events are transitions from one compartment to the next. Cells may also die or divide. We consider three different types of division events: (i) where both daughter cells inherit the mother’s phenotype (self-renewal), (ii) where only one of the daughters changes phenotype (asymmetric division), and (iii) where both daughters change phenotype (symmetric division). The self-renewal probability in each compartment determines whether the progeny of a single cell, moving through the sequence of compartments, is finite or grows without bound. We analyse the progeny stochastic dynamics with probability generating functions. In the case of self-renewal, by following one of the daughters after any division event, we may construct lifelines containing only one cell at any time. We analyse the number of divisions along such lines, and the compartment where lines terminate with a death event. Analysis and numerical simulations are applied to a five-compartment model of the gradual differentiation of hematopoietic stem cells and to a model of thymocyte development: from pre-double positive to single positive (SP) cells with a bifurcation to either SP4 or SP8 in the last compartment of the sequence.

Science & Technology - Other Topics↗

Stochastic Microgrid Scheduling With Chance‐Constrained Resilience Consideration

Traditionally, it is assumed that microgrids transition seamlessly from grid‐connected operation to islanded mode in the event of sudden main grid outages. In reality, the islanding process, especially unintentional islanding, is rarely seamless. Instead, it is subject to voltage and frequency fluctuations caused by the instantaneous disconnection of the point of common coupling (PCC) switch, variations in loads and renewable generation output and even the protection tripping of distributed energy resources (DERs). To mitigate these fluctuations and facilitate a smooth islanding process, we propose a stochastic microgrid scheduling model that incorporates chance‐constrained resilience measures. Specifically, the resilience measure is defined as the probability of successful islanding (PSI), that is, the probability that a microgrid can mitigate the generation‐demand imbalance caused by the disconnection of the PCC switch, variations in load and renewable generation and DER tripping. This measure is modelled using chance constraints. Unlike existing reliability and resilience indices, which typically neglect the possibility of microgrid/DER failure under extreme events and assume their survival while primarily focussing on reducing impact duration or magnitude, the proposed PSI‐based framework explicitly addresses microgrid and DER survival during the islanding transition. The formulated nonlinear chance constraints are approximated using a multiinterval approach and equivalently represented as a mixed‐integer linear programming (MILP) formulation. Case study results validate the proposed method, showing that the PSI estimation error is reduced to less than 8%, compared to approximately 28% with existing methods. Various sensitivity analyses on the DER tripping rate and PSI settings were performed to validate the robustness of the proposed method. In particular, the necessity of accounting for DER tripping in the PSI calculation was demonstrated.

chance constrained optimization↗

FORSE+: Simulating non-Gaussian CMB foregrounds at 3 arcmin in a stochastic way based on a generative adversarial network

We present FORSE+, a Python package that produces non-Gaussian diffuse Galactic thermal dust emission maps at arcminute angular scales and that has the capacity to generate random realizations of small scales. This represents an extension of the FORSE (Foreground Scale Extender) package, which was recently proposed to simulate non-Gaussian small scales of thermal dust emission using generative adversarial networks (GANs). With the input of the large-scale polarization maps from observations, FORSE+ has been trained to produce realistic polarized small scales at 3′ following the statistical properties, mainly the non-Gaussianity, of observed intensity small scales, which are evaluated through Minkowski functionals. Furthermore, by adding different realizations of random components to the large-scale foregrounds, we show that FORSE+ is able to generate small scales in a stochastic way. In both cases, the output small scales have a similar level of non-Gaussianity compared with real observations and correct amplitude scaling as a power law. These realistic new maps will be useful, in the future, to understand the impact of non-Gaussian foregrounds on the measurements of the cosmic microwave background (CMB) signal, particularly on the lensing reconstruction, de-lensing, and the detection of cosmological gravitational waves in CMB polarizationB-modes.

Astronomy & Astrophysics↗

A new effective theory for stochastic relativistic hydrodynamics

Thermal fluctuations are a fundamental feature of dissipative systems that are essential for understanding physics near the expected critical point of QCD and in small systems. When such fluctuations are modeled naively in relativistic systems, strange features can appear such as negative self-correlation functions. We construct an effective theory for nonlinear stochastic relativistic hydrodynamics that ensure a well-posed mathematical formulation. Using Crooks fluctuation theorem, we derive a symmetry of the effective action that incorporates fluctuations through a suitable free energy functional. For divergence type theories, the action can then be fully specified using a single vector generating current. The equations of motion obtained using this procedure are guaranteed to be flux conservative and symmetric hyperbolic when the dynamics is causal. This ensures that these equations are well-posed (for suitable initial data) and are in a form that can easily be simulated, including with Metropolis techniques.

Mullins, Nicki [University of Illinois at Urbana-C↗

Versatile stochastic model for predictive KMC simulation of fcc metal nanostructure evolution with realistic kinetics

Stochastic lattice-gas models provide the natural framework for analysis of the surface diffusion-mediated evolution of crystalline metal nanostructures on the appropriate time scale (often 10 1 –10 4 s) and length scale. Model behavior can be precisely assessed by kinetic Monte Carlo simulation, typically incorporating a rejection-free algorithm to efficiently handle the broad range of Arrhenius rates for hopping of surface atoms. The model should realistically prescribe these rates, or the associated barriers, for a diversity of local surface environments. However, commonly used generic choices for barriers fail, even qualitatively, to simultaneously describe diffusion for different low-index facets, for terrace vs step edge diffusion, etc. We introduce an alternative Unconventional Interaction–Conventional Interaction formalism to prescribe these barriers, which, even with few parameters, can realistically capture most aspects of behavior. Here, the model is illustrated for single-component fcc metal systems, mainly for the case of Ag. It is quite versatile and can be applied to describe both the post-deposition evolution of 2D nanostructures in homoepitaxial thin films (e.g., reshaping and coalescence of 2D islands) and the post-synthesis evolution of 3D nanocrystals (e.g., reshaping of nanocrystals synthesized with various faceted non-equilibrium shapes back to 3D equilibrium Wulff shapes).

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Stochastic machine learning via sigma profiles to build a digital chemical space

This work establishes a different paradigm on digital molecular spaces and their efficient navigation by exploiting sigma profiles. To do so, the remarkable capability of Gaussian processes (GPs), a type of stochastic machine learning model, to correlate and predict physicochemical properties from sigma profiles is demonstrated, outperforming state-of-the-art neural networks previously published. The amount of chemical information encoded in sigma profiles eases the learning burden of machine learning models, permitting the training of GPs on small datasets which, due to their negligible computational cost and ease of implementation, are ideal models to be combined with optimization tools such as gradient search or Bayesian optimization (BO). Gradient search is used to efficiently navigate the sigma profile digital space, quickly converging to local extrema of target physicochemical properties. While this requires the availability of pretrained GP models on existing datasets, such limitations are eliminated with the implementation of BO, which can find global extrema with a limited number of iterations. A remarkable example of this is that of BO toward boiling temperature optimization. Holding no knowledge of chemistry except for the sigma profile and boiling temperature of carbon monoxide (the worst possible initial guess), BO finds the global maximum of the available boiling temperature dataset (over 1,000 molecules encompassing more than 40 families of organic and inorganic compounds) in just 15 iterations (i.e., 15 property measurements), cementing sigma profiles as a powerful digital chemical space for molecular optimization and discovery, particularly when little to no experimental data is initially available.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗