Rapid Updating of Stochastic Models by Use of an Ensemble-Filter Approach
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nuclear (including radiation effects), carbon sequ↗
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Multiple Pursuer-Based Intercept via Forward Stochastic Reachability.
Abstract not provided.
Vinod, Abraham↗
A Stochastic Programming Approach to the Design Optimization of Layered Physical Protection Systems.
Abstract not provided.
Brown, Nathanael J. K.↗
Static assignment of complex stochastic tasks using stochastic majorization
We consider the problem of statically assigning many tasks to a (smaller) system of homogeneous processors, where a task's structure is modeled as a branching process, and all tasks are assumed to have identical behavior. We show how the theory of majorization can be used to obtain a partial order among possible task assignments. Our results show that if the vector of numbers of tasks assigned to each processor under one mapping is majorized by that of another mapping, then the former mapping is better than the latter with respect to a large number of objective functions. In particular, we show how measurements of finishing time, resource utilization, and reliability are all captured by the theory. We also show how the theory may be applied to the problem of partitioning a pool of processors for distribution among parallelizable tasks.
Nicol, David↗
Domain Decomposition of Stochastic PDEs: High Resolution Computational Mesh with Large Stochastic Dimension.
Abstract not provided.
Desai, Ajit↗
Experimental Evidence that Stochasticity Contributes to Bacterial Composition and Functioning in a Decomposer Community
ABSTRACT Stochasticity emerging from random differences in replication, death, mutation, and dispersal is thought to alter the composition of ecological communities. However, the importance of stochastic effects remains somewhat speculative because stochasticity is not directly measured but is instead inferred from unexplained variations in beta-diversity. Here, we performed a field experiment to more directly disentangle the role of stochastic processes, environmental selection, and dispersal in the composition and functioning of a natural bacterial decomposer community in the field. To increase our ability to detect these effects, we reduced initial biological and environmental heterogeneity using replicate nylon litterbags in the field. We then applied two treatments: ambient/added precipitation and bacterial and fungal dispersal using “open” litterbags (made from 18.0-μm-pore-size mesh) (“open bacterial dispersal”) versus bacterial and fungal dispersal using “closed” litterbags (made from 22.0-μm-pore-size mesh) (“closed bacterial dispersal”). After 5 months, we assayed composition and functioning by the use of three subsamples from each litterbag to disentangle stochastic effects from residual variation. Our results indicate that stochasticity via ecological drift can contribute to beta-diversity in bacterial communities. However, residual variation, which had previously been included in stochasticity estimates, accounted for more than four times as much variability. At the same time, stochastic effects on beta-diversity were not attenuated at the functional level, as measured by genetic functional potential and extracellular enzyme activity. Finally, dispersal was found to interact with precipitation availability to influence the degree to which stochasticity contributed to functional variation. Together, our results demonstrate that the ability to quantify stochastic processes is key to understanding microbial diversity and its role in ecosystem functioning. IMPORTANCE Randomness can alter the diversity and composition of ecological communities. Such stochasticity may therefore obscure the relationship between the environment and community composition and hinder our ability to predict the relationship between biodiversity and ecosystem functioning. This study investigated the role of stochastic processes, environmental selection, and dispersal in microbial composition and its functioning on an intact field community. To do this, we used a controlled and replicated experiment that was similar to that used to study population genetics in the laboratory. Our study showed that, while the stochastic effects on taxonomic composition are smaller than expected, the degree to which stochasticity contributes to variability in ecosystem processes may be much higher than previously assumed.
59 BASIC BIOLOGICAL SCIENCES↗
Stochastic embedding DFT: Theory and application to p -nitroaniline in water
Over this past decade, we combined the idea of stochastic resolution of identity with a variety of electronic structure methods. In our stochastic Kohn-Sham density functional theory (DFT) method, the density is an average over multiple stochastic samples, with stochastic errors that decrease as the inverse square root of the number of sampling orbitals. Here in this paper, we develop a stochastic embedding density functional theory method (se-DFT) that selectively reduces the stochastic error (specifically on the forces) for a selected subsystem(s). The motivation, similar to that of other quantum embedding methods, is that for many systems of practical interest, the properties are often determined by only a small subsystem. In stochastic embedding DFT, two sets of orbitals are used: a deterministic one associated with the embedded subspace and the rest, which is described by a stochastic set. The method agrees exactly with deterministic calculations in the limit of a large number of stochastic samples. We apply se-DFT to study a p-nitroaniline molecule in water, where the statistical errors in the forces on the system (the p-nitroaniline molecule) are reduced by an order of magnitude compared with nonembedding stochastic DFT.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Harnessing structural stochasticity in the computational discovery and design of microstructures
This paper presents a deep generative model-based design methodology for tailoring the structural stochasticity of microstructures. Although numerous methods have been established for designing deterministic (periodic) or stochastic microstructures, a systematic design approach that allows the unified treatment of both deterministic and stochastic microstructure design domains has yet to be created. The proposed methodology resolves this issue by learning a unified feature space that embodies diverse structural patterns with continuously varying stochasticity levels. A highly diverse microstructure database is established to incorporate various types of deterministic and stochastic microstructure patterns. A property-aware deep generative model is proposed to learn a unified feature space of the structural characteristics, as well as the relationship between structure features and properties of interest. Autoencoder (AE), Variational Autoencoder (VAE), and Adversarial Autoencoder (AAE) are compared to understand their relative merits in the property-aware learning of the unified feature space. Microstructural designs with tailorable stochasticity and properties are obtained by searching the unified feature space. Multiple design cases are presented to demonstrate the capability of designing microstructures for structural stochasticity and properties. Furthermore, the proposed method is employed to create stochastically graded structures, which manipulate the mechanical behaviors by varying the local stochasticity of the structure.
36 MATERIALS SCIENCE↗
An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians
In this study, we consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their stochastic estimates by, for example, subsampling. We propose a stochastic algorithm based on sequential quadratic programming (SQP) that uses a differentiable exact augmented Lagrangian as the merit function. To motivate our algorithm design, we first revisit and simplify an old SQP method Lucidi developed for solving deterministic problems, which serves as the skeleton of our stochastic algorithm. Based on the simplified deterministic algorithm, we then propose a non-adaptive SQP for dealing with stochastic objective, where the gradient and Hessian are replaced by stochastic estimates but the stepsizes are deterministic and prespecified. Finally, we incorporate a recent stochastic line search procedure Paquette and Scheinberg into the non-adaptive stochastic SQP to adaptively select the random stepsizes, which leads to an adaptive stochastic SQP. The global "almost sure" convergence for both non-adaptive and adaptive SQP methods is established. Numerical experiments on nonlinear problems in CUTEst test set demonstrate the superiority of the adaptive algorithm.
97 MATHEMATICS AND COMPUTING↗
Hybrid approaches for multiple-species stochastic reaction–diffusion models
Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth
The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction–diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction–diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth. - Highlights: • A hybrid method for stochastic multi-scale models of cells populations that extends existing hybrid methods for reaction–diffusion system. • Our analysis unveils non-trivial macroscopic effects triggered by noise at the level of structuring variables. • Our hybrid method hugely speeds up age-structured SSA simulations while preserving stochastic effects.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Conditional Point Sampling: A Monte Carlo Method for Radiation Transport in Stochastic Media.
Current methods for stochastic media transport are either computationally expensive or, by nature, approximate. Moreover, none of the well-developed, benchmarked approximate methods can compute the variance caused by the stochastic mixing, a quantity especially important to safety calculations. Therefore, we derive and apply a new conditional probability function (CPF) for use in the recently developed stochastic media transport algorithm Conditional Point Sampling (CoPS), which 1) leverages the full intra-particle memory of CoPS to yield errorless computation of stochastic media outputs in 1D, binary, Markovian-mixed media, and 2) leverages the full inter-particle memory of CoPS and the recently developed Embedded Variance Deconvolution method to yield computation of the variance in transport outputs caused by stochastic material mixing. Numerical results demonstrate errorless stochastic media transport as compared to reference benchmark solutions with the new CPF for this class of stochastic mixing as well as the ability to compute the variance caused by the stochastic mixing via CoPS. Using previously derived, non-errorless CPFs, CoPS is further found to be more accurate than the atomic mix approximation, Chord Length Sampling (CLS), and most of memory-enhanced versions of CLS surveyed. In addition, we study the compounding behavior of CPF error as a function of cohort size (where a cohort is a group of histories that share intra-particle memory) and recommend that small cohorts be used when computing the variance in transport outputs caused by stochastic mixing.
61 RADIATION PROTECTION AND DOSIMETRY↗
Evaluation of a Stochastic Mixing Scheme in the Deep Convective Gray Zone Using a Tropical Oceanic Deep Convection Case Study
Abstract A stochastic horizontal subgrid‐scale mixing scheme is evaluated in ensemble simulations of a tropical oceanic deep convection case using a horizontal grid spacing (Δ h ) of 3 km. The stochastic scheme, which perturbs the horizontal mixing coefficient according to a prescribed spatiotemporal autocorrelation scale, is found to generally increase mesoscale organization and convective intensity relative to a non‐stochastic control simulation. Perturbations applied at relatively short autocorrelation scales induce differences relative to the control that are more systematic than those from perturbations applied at relatively long scales that yield more variable outcomes. A simulation with mixing enhanced by a constant factor of 4 significantly increases mesoscale organization and convective intensity, while turning off horizontal subgrid‐scale mixing decreases both. Total rainfall is modulated by a combination of mesoscale organization, areal coverage of convection, and convective intensity. The stochastic simulations tend to behave more similarly to the constant enhanced mixing simulation owing to greater impacts from enhanced mixing as compared to reduced mixing. The impacts of stochastic mixing are robust, ascertained by comparing the stochastic mixing ensembles with a non‐stochastic mixing ensemble that has grid‐scale noise added to the initial thermodynamic field. Compared to radar observations and a higher resolution Δ h = 1 km simulation, stochastic mixing seemingly degrades the simulation performance. These results imply that stochastic mixing produces non‐negligible impacts on convective system properties and evolution but does not lead to an improved representation of convective cloud characteristics in the case studied here.
54 ENVIRONMENTAL SCIENCES↗
Optimal Control for Stochastic Delay Evolution Equations
In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.
97 MATHEMATICS AND COMPUTING↗
Stochastic superparameterization in quasigeostrophic turbulence
In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent cascades of energy from the unresolved to the resolved scales resulting in complex patterns of waves, jets, and vortices. Conventional superparameterization simulates large scale dynamics on a coarse grid in a physical domain, and couples these dynamics to high-resolution simulations on periodic domains embedded in the coarse grid. Stochastic superparameterization replaces the nonlinear, deterministic eddy equations on periodic embedded domains by quasilinear stochastic approximations on formally infinite embedded domains. The result is a seamless algorithm which never uses a small scale grid and is far cheaper than conventional SP, but with significant success in difficult test problems. Various design choices in the algorithm are investigated in detail here, including decoupling the timescale of evolution on the embedded domains from the length of the time step used on the coarse grid, and sensitivity to certain assumed properties of the eddies (e.g. the shape of the assumed eddy energy spectrum). We present four closures based on stochastic superparameterization which elucidate the properties of the underlying framework: a ‘null hypothesis’ stochastic closure that uncouples the eddies from the mean, a stochastic closure with nonlinearly coupled eddies and mean, a nonlinear deterministic closure, and a stochastic closure based on energy conservation. The different algorithms are compared and contrasted on a stringent test suite for quasigeostrophic turbulence involving two-layer dynamics on a β-plane forced by an imposed background shear. The success of the algorithms developed here suggests that they may be fruitfully applied to more realistic situations. They are expected to be particularly useful in providing accurate and efficient stochastic parameterizations for use in ensemble-based state estimation and prediction.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗