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At least 145 records · Page 8

An Online Approach to Solve the Dynamic Vehicle Routing Problem with Stochastic Trip Requests for Paratransit Services

Many transit agencies operating paratransit and microtransit services have to respond to trip requests that arrive in real-time, which entails solving hard combinatorial and sequential decision-making problems under uncertainty. To avoid decisions that lead to significant inefficiency in the long term, vehicles should be allocated to requests by optimizing a non-myopic utility function or by batching requests together and optimizing a myopic utility function. While the former approach is typically offline, the latter can be performed online. We point out two major issues with such approaches when applied to paratransit services in practice. First, it is difficult to batch paratransit requests together as they are temporally sparse. Second, the environment in which transit agencies operate changes dynamically (e.g., traffic conditions can change over time), causing the estimates that are learned offline to become stale. To address these challenges, we propose a fully online approach to solve the dynamic vehicle routing problem (DVRP) with time windows and stochastic trip requests that is robust to changing environmental dynamics by construction. We focus on scenarios where requests are relatively sparse—our problem is motivated by applications to paratransit services. We formulate DVRP as a Markov decision process and use Monte Carlo tree search to evaluate actions for any given state. Accounting for stochastic requests while optimizing a non-myopic utility function is computationally challenging; indeed, the action space for such a problem is intractably large in practice. To tackle the large action space, we leverage the structure of the problem to design heuristics that can sample promising actions for the tree search. Our experiments using real-world data from our partner agency show that the proposed approach outperforms existing state-of-the-art approaches both in terms of performance and robustness.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Measurement and feedback-driven adaptive dynamics in the classical and quantum kicked top

In classical dynamical systems, stochastic feedback can stabilize otherwise unstable periodic orbits, giving rise to distinct controlled and uncontrolled phases as the rate of control application is varied. In this work, we apply these control protocols in classical, semiclassical, and quantum regimes to the kicked top, a paradigmatic model of quantum chaos. The quantum kicked top, modeled as the dynamics of a spin-S object, naturally interpolates between these regimes with the spin size S acting as an effective Planck constant. We show that the dynamics of the kicked top in classical, semiclassical, and fully quantum limits can all be controlled using stochastic feedback protocols. Comparing the full quantum dynamics to a truncated Wigner approximation that captures quantum noise but neglects interference beyond the Ehrenfest time, we find that low-moment observables are largely accounted for semiclassically, while the remaining discrepancy in higher moments is consistent with contributions from interference and possibly nonlinearities in rare trajectories that explore the compact phase space. We also find rapid purification in the numerics studied for all rates of control considered, suggesting that control quenches the top's ability to encode a qubit of quantum information even in the uncontrolled phase.

Prasad, Mahaveer [Tata Inst.; Singapore U. Tech. D↗

Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets

We study multistage distributionally robust mixed-integer programs under endogenous uncertainty, where the probability distribution of stage-wise uncertainty depends on the decisions made in previous stages. We first consider two ambiguity sets defined by decision-dependent bounds on the first and second moments of uncertain parameters and by mean and covariance matrix that exactly match decision-dependent empirical ones, respectively. For both sets, we show that the subproblem in each stage can be recast as a mixed-integer linear program (MILP). Moreover, we extend the general moment-based ambiguity set in to the multistage decision-dependent setting, and derive mixed-integer semidefinite programming (MISDP) reformulations of stage-wise subproblems. We develop methods for attaining lower and upper bounds of the optimal objective value of the multistage MISDPs, and approximate them using a series of MILPs. We deploy the Stochastic Dual Dynamic integer Programming (SDDiP) method for solving the problem under the three ambiguity sets with risk-neutral or risk-averse objective functions, and conduct numerical studies on multistage facility-location instances having diverse sizes under different parameter and uncertainty settings. Furthermore, our results show that the SDDiP quickly finds optimal solutions for moderate-sized instances under the first two ambiguity sets, and also finds good approximate bounds for the multistage MISDPs derived under the third ambiguity set. We also demonstrate the efficacy of incorporating decision-dependent distributional ambiguity in multistage decision-making processes.

97 MATHEMATICS AND COMPUTING↗

Instability and turbulent relaxation in a stochastic magnetic field

An analysis of instability dynamics in a stochastic magnetic field is presented for the tractable case of the resistive interchange. Externally prescribed static magnetic perturbations convert the eigenmode problem to a stochastic differential equation, which is solved by the method of averaging. The dynamics are rendered multi-scale, due to the size disparity between the test mode and magnetic perturbations. Maintaining quasi-neutrality at all orders requires that small-scale convective cell turbulence be driven by disparate scale interaction. Here, the cells in turn produce turbulent mixing of vorticity and pressure, which is calculated by fluctuation-dissipation type analyses, and are relevant to pump-out phenomena. The development of correlation between the ambient magnetic perturbations and the cells is demonstrated, showing that turbulence will 'lock on' to ambient stochasticity. Magnetic perturbations are shown to produce a magnetic braking effect on vorticity generation at large scale. Detailed testable predictions are presented. The relations of these findings to the results of available simulations and recent experiments are discussed.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems

We consider a high-dimensional nonlinear computational model of a dynamical system, parameterized by a vector-valued control parameter, in the presence of uncertainties represented by an uncontrolled parameter modeled by a vector-valued random variable, and possibly with stochastic excitation. The objective is to construct a statistical surrogate model where the input is any deterministic value of the control parameter, and the output is a vector-valued observation of the computational model, which is a random vector whose probability measure is updated using a target dataset. To construct this statistical surrogate model, the stochastic response of the computational model must be built, which is a vector-valued time-discretized stochastic process in high dimension, depending on the control parameter. It is assumed that the computational cost of a single evaluation of the deterministic model is high. For the probabilistic updating, we consider a subset of the components of the observation of the computational model, defined as the “identification observation” of the computational model, for which a small target dataset is available. Therefore, the target dataset is associated with partial observability, corresponding to an incomplete data case. Given a prior probability model of the random control and uncontrolled parameters, a training dataset is constructed, consisting of realizations of the random triplet composed of the stochastic response, the random identification observation, and the random control parameter. Since the computational cost of a single evaluation of the deterministic model is assumed to be large, the training dataset is also of small size. The main challenges in this problem are the high dimensionality, partial observability leading to incomplete data in the target dataset for the identification observation of the computational model (which is not sufficient to identify the computational stochastic responses), and the availability of a small training dataset. To address these challenges, we propose a methodology based on statistical methods for constructing necessary reduced representations, direct probabilistic learning under constraints using probabilistic learning on manifolds (PLoM) constrained by the target dataset, and the use of a weak formulation of the Fourier transform of probability measures. Statistical conditioning is also employed to explore the learned dataset. The constructed predictive statistical surrogate model can be implemented in the context of online computation. Here, we apply this approach to a problem of nonlinear stochastic dynamics in high dimensions within the framework of deformable solids mechanics.

Engineering↗

Probabilistic Structural Analysis Theory Development

The objective of the Probabilistic Structural Analysis Methods (PSAM) project is to develop analysis techniques and computer programs for predicting the probabilistic response of critical structural components for current and future space propulsion systems. This technology will play a central role in establishing system performance and durability. The first year's technical activity is concentrating on probabilistic finite element formulation strategy and code development. Work is also in progress to survey critical materials and space shuttle mian engine components. The probabilistic finite element computer program NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) is being developed. The final probabilistic code will have, in the general case, the capability of performing nonlinear dynamic of stochastic structures. It is the goal of the approximate methods effort to increase problem solving efficiency relative to finite element methods by using energy methods to generate trial solutions which satisfy the structural boundary conditions. These approximate methods will be less computer intensive relative to the finite element approach.

Burnside, O. H.↗

Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

Deep neural networks have been successfully employed in an extensive variety of research areas, including solving partial differential equations. Despite its significant success, there are some challenges in effectively training DNN, such as avoiding overfitting in over-parameterized DNNs and accelerating the optimization in DNNs with pathological curvature. Here, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an adaptive empirical method. That is, one will alternatively sample from the posterior using preconditioned stochastic gradient Langevin Dynamics (PSGLD), and optimize the latent variables via stochastic approximation. The sparsity of the network is achieved while optimizing the hyperparameters with adaptive searching and penalizing. A popular SG-MCMC approach is Stochastic gradient Langevin dynamics (SGLD). However, considering the complex geometry in the model parameter space in nonconvex learning, updating parameters using a universal step size in each component as in SGLD may cause slow mixing. To address this issue, we apply a computationally manageable preconditioner in the updating rule, which provides a step-size parameter to adapt to local geometric properties. Moreover, by smoothly optimizing the hyperparameter in the preconditioning matrix, our proposed algorithm ensures a decreasing bias, which is introduced by ignoring the correction term in the preconditioned SGLD. According to the existing theoretical framework, we show that the proposed algorithm can asymptotically converge to the correct distribution with a controllable bias under mild conditions. Numerical tests are performed on both synthetic regression problems and learning solutions of elliptic PDE, which demonstrate the accuracy and efficiency of the present work.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The chaotic dynamics of comets and the problems of the Oort cloud

The dynamic properties of comets entering the planetary zone from the Oort cloud are discussed. Even a very slight influence of the large planets can trigger stochastic cometary dynamics. Multiple interactions of comets with the large planets produce diffusion of the parameters of cometary orbits and a mean increase in the semi-major axis of comets. Comets are lifted towards the Oort cloud, where collisions with stars begin to play a substantial role. The transport of comets differs greatly from the customary law of diffusion and noticeably alter cometary distribution.

Sagdeev, Roald Z.↗

Stochastic feedback and the regulation of biological rhythms

We propose a general approach to the question of how biological rhythms spontaneously self-regulate, based on the concept of "stochastic feedback". We illustrate this approach by considering at a coarse-grained level the neuroautonomic regulation of the heart rate. The model generates complex dynamics and successfully acounts for key characteristics of cardiac variability, including the l/f power spectrum, the functional form and scaling of the distribution of variations, and correlations in the Fourier phases indicating nonlinear dynamics.

NASA Discipline Cardiopulmonary↗

Stochastic equation of motion approach to fermionic dissipative dynamics. I. Formalism

In this work, we establish formally exact stochastic equation of motion (SEOM) theory to describe the dissipative dynamics of fermionic open systems. The construction of the SEOM is based on a stochastic decoupling of the dissipative interaction between the system and fermionic environment, and the influence of environmental fluctuations on the reduced system dynamics is characterized by stochastic Grassmann fields. Meanwhile, numerical realization of the time-dependent Grassmann fields has remained a long-standing challenge. To solve this problem, we propose a minimal auxiliary space (MAS) mapping scheme with which the stochastic Grassmann fields are represented by conventional c-number fields along with a set of pseudo-levels. This eventually leads to a numerically feasible MAS-SEOM method. The important properties of the MAS-SEOM are analyzed by making connection to the well-established time-dependent perturbation theory and the hierarchical equations of motion theory. The MAS-SEOM method provides a potentially promising approach for the accurate and efficient simulation of fermionic open systems at ultra-low temperatures.

Han, Lu (ORCID:0000000339002225)↗

Generation of Tunable Stochastic Sequences Using the Insulator–Metal Transition

Probabilistic computing is a paradigm in which data are not represented by stable bits, but rather by the probability of a metastable bit to be in a particular state. The development of this technology has been hindered by the availability of hardware capable of generating stochastic and tunable sequences of “1s” and “0s”. The options are currently limited to complex CMOS circuitry and, recently, magnetic tunnel junctions. Here, we demonstrate that metal–insulator transitions can also be used for this purpose. We use an electrical pump/probe protocol and take advantage of the stochastic relaxation dynamics in VO 2 to induce random metallization events. A simple latch circuit converts the metallization sequence into a random stream of 1s and 0s. The resetting pulse in between probes decorrelates successive events, providing a true stochastic digital sequence.

97 MATHEMATICS AND COMPUTING↗

Characterizing the multisectoral impacts of future global hydrologic variability

There is significant uncertainty in how global water supply will evolve in the future, due to uncertain climate, socioeconomic, and land use change drivers and variability of hydrologic processes. It is critical to characterize the potential impacts of uncertainty in future water supply given its importance for food and energy production. In this work, we introduce a framework that integrates stochastic hydrology and human-environmental systems to characterize uncertainty in future water supply and its multisector impacts. We develop a global stochastic watershed model and demonstrate that this model can generate a large ensemble of realizations of basin-scale runoff with global coverage that preserves the mean, variance, and spatial correlation of a historical benchmark. We couple this model with a well-known human-environmental systems model to explore the impacts of runoff variability on the water and agricultural sectors across spatial scales. We find that the impacts of future hydrologic variability vary across sectors and regions. Impacts are felt most strongly in the water and agricultural sectors for basins that are expected to have unsustainable water use in the future, such as the Indus River basin. For this basin, we find that the variability in future irrigation water withdrawals and irrigated cropland increase over time due to uncertainty in renewable water supply. We also use the Indus basin to show how our stochastic ensemble can be leveraged to explore the global multisector consequences of local extreme runoff conditions. This work introduces a novel technique to explore the propagation of future hydrologic variability across human and natural systems and spatial scales.

54 ENVIRONMENTAL SCIENCES↗

Operation Optimization Using Reinforcement Learning with Integrated Artificial Reasoning Framework

In large and complex systems, operational decision-making requires a systematic analysis with a vast amount of data from both process parameters and component status monitoring. In this paper, we present an integrated artificial reasoning approach for system state transition models that can help operational decision-making with explainable and traceable reasoning. The integrated artificial reasoning framework is a physics-based approach of defining the system structure in a Bayesian network, so we leveraged it in a Markov decision process (MDP) for finding optimal operational solutions. In our proposed framework, the MDP is implemented on a dynamic Bayesian network (DBN), which represents causalities in a system. The multilevel flow modeling was utilized in order to extract these causalities in a more efficient and objective manner. Since multilevel flow modeling is based on the fundamental energy and mass conservation laws, the target system is decomposed into several mass, energy, and information structures, which serve as the basis for a DBN. The MDP consists of the processes of finding a solution for the Bellman equation, which can be derived from the conditional probability equations of the constructed DBN. System operators can capture stochastic system dynamics as multiple subsystem state transitions based on their physical relations and uncertainties coming from the component degradation process or random failures. We analyzed a simplified example system to illustrate finding an optimal operational policy with this approach.

Kim, Junyung↗

Propagating Parameter Uncertainty in Power System Nonlinear Dynamic Simulations Using a Koopman Operator-Based Surrogate Model

In this work, we propose a Koopman operator-based surrogate model for propagating parameter uncertainties in power system nonlinear dynamic simulations. First, we augment a priori known state-space model by reformulating parameters deemed uncertain as pseudo-state variables. Then, we apply the Koopman operator theory to the resulting state-space model and obtain a linear dynamical system model. This transformation allows us to analyze the evolution of the system dynamics through its Koopman eigenfunctions, eigenvalues, and modes. Of particular importance for this letter, the obtained linear dynamical system is a surrogate that enables the evaluation of parameter uncertainties by simply perturbing the initial conditions of the Koopman eigenfunctions associated with the pseudo-state variables. Simulations carried out on the New England test system reveal the excellent performance of the proposed method in terms of accuracy and computational efficiency.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Multi-Period Active Distribution Network Planning Using Multi-Stage Stochastic Programming and Nested Decomposition by SDDIP

This paper presents a multi-period active distribution network planning (ADNP) with distributed generation (DG). The objective of the proposed ADNP is to minimize the total planning cost, subject to both investment and operation constraints. The paper proposes a multi-stage stochastic optimization model to address DG uncertainties over several periods, in which the decisions are made sequentially by only using the present-stage information. A nested decomposition method is proposed which applies the stochastic dual dynamic integer programming (SDDIP) method to address computational intractabilities of the proposed ADNP approach. The presented numerical results and discussions on a 33-bus distribution system and a large-scale 906-bus system verify the effectiveness of the proposed ADNP method and its solution method.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Decision-making based on Markov decision process in integrated artificial reasoning framework—Part I: Theory

This paper presents a decision-making framework based on an integrated artificial reasoning framework and Markov decision process (MDP). The integrated artificial reasoning framework provides a physics-based approach that converts system information into state transition models, and the analysis result will be represented by the transition probabilities that can be used with an MDP to find a traceable and explainable optimal pathway. A dynamic Bayesian network (DBN) is well suited for representing the structure of an MDP. The causality information among process variables (or among subsystems) is mathematically represented in a DBN by the conditional probabilities of the node’s states provided different probabilities of the parent node’s states. To define node states in a physically understandable manner, we used multilevel flow modeling (MFM). An MFM follows the fundamental energy and mass conservation laws and supports the selection of process variables that represent the system of interest so that causal relations among process variables are properly captured. An MFM-based DBN supports developing state transition models in an MDP to capture the effect of process variables of system having physical relations. The operators of the target system can capture stochastic system dynamics as multiple subsystem state transitions based on their physical relations and uncertainties coming from component degradation or random failures. We analyzed a simplified exemplary system to illustrate an optimal operational policy using the suggested approach.

Markov decision process↗

MLMOD: Machine Learning Methods for Data-Driven Modeling in LAMMPS

MLMOD is a software package for incorporating machine learning approaches and models into simulations of microscale mechanics and molecular dynamics in LAMMPS. Recent machine learning approaches provide promising data-driven approaches for learning representations for system behaviors from experimental data and high fidelity simulations. The package facilitates learning and using data-driven models for (i) dynamics of the system at larger spatial-temporal scales (ii) interactions between system components, (iii) features yielding coarser degrees of freedom, and (iv) features for new quantities of interest characterizing system behaviors. MLMOD provides hooks in LAMMPS for (i) modeling dynamics and time-step integration, (ii) modeling interactions, and (iii) computing quantities of interest characterizing system states. The package allows for use of machine learning methods with general model classes including Neural Networks, Gaussian Process Regression, Kernel Models, and other approaches. Here we discuss our prototype C++/Python package, aims, and example usage. For related papers, examples, updates, and additional information see https://github.com/atzberg/mlmod and http://atzberger.org/.

97 MATHEMATICS AND COMPUTING↗

Dynamics of coupled thermoacoustic modes: Noise and frequency spacing effects

Practical combustion systems consist of multiple thermoacoustic modes that are linearly stable or unstable at a wide range of frequencies. When coupled, the modal interactions are a strong function of the frequency spacing between them – having very significant implications on interpretation of linear stability or instability of modes from experimental data. Frequency spacing between the modes particularly influences the stability and existence of potential limit cycle solutions. In this paper, we extend earlier deterministic studies to include the effects of noise, studying how deterministic dynamics change with the addition of noise and the simultaneous impact of frequency spacing (i.e., closely, or widely spaced). Specifically, this paper characterizes three key effects of noise, which are (1) distribution of limit cycle amplitudes (“diffusion”), (2) shift in the average limit cycle amplitudes (“noise induced drift”), and (3) introduction of new bifurcations that are not present in the deterministic system. Key conclusions from this work are that in highly noisy practical environments, a deterministic/ low noise analysis will not be sufficient to explain even critical qualitative features of the system – such as existence of stable limit cycles or their amplitudes. Furthermore, the nature of noise-induced effects on nonlinear modal interactions can be fundamentally different for degenerate, closely spaced, and widely spaced modes.

42 ENGINEERING↗