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At least 1,603 records · Page 89
All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Continuation of probability density functions using a generalized Lyapunov approach

Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining probability density functions of systems of stochastic partial differential equations near fixed points, under a small noise approximation. Key innovation is the efficient solution of a generalized Lyapunov equation using an iterative method involving low-rank approximations. We apply and illustrate the capabilities of the method using a problem in physical oceanography, i.e. the occurrence of multiple steady states of the Atlantic Ocean circulation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2012

The effects of additive outliers on time Series Components and robust estimation: a case study on the oymapinar dam, turkey

In this paper, the behaviour of the body of the Oymapinar Dam (Antalya, Turkey) resulting from reservoir water level changes was investigated by time series analysis. First, the possible best fitting methods for determining the existing additive outliers in series were investigated. For this purpose, a time series with known parameters consisting of trend, periodical and stochastic components was obtained. Then, a new time series with additive outlier(s) was created by adding outlier(s) to series with known parameters. The parameters of the components were determined by the least squares method and it was seen that outlier(s) affect the components of the series. It was found that the correct data were contaminated by an outlier to a similar degree as the autoregressive model. The outliers affecting the components were determined by Andrews, Bisquare, Cauchy, Huber and Welsch estimators in trend analysis. The results show that the parameters of the trend were not affected by outliers and the results produced by the estimators are numerically close to each other. Thus, series of the outlier(s) of the Oymapinar Dam were determined by Bisquare estimator in a trend analysis. As a result of series analysis it was determined that the linear trend resulted from a long-term periodical of changes and the dam body responded periodically depending on the water level changes.

42 ENGINEERING↗
NASA NTRS1984

Approaches to optimization of SS/TDMA time slot assignment

Reduction techniques for traffic matrices are explored in some detail. These matrices arise in satellite switched time-division multiple access (SS/TDMA) techniques whereby switching of uplink and downlink beams is required to facilitate interconnectivity of beam zones. A traffic matrix is given to represent that traffic to be transmitted from n uplink beams to n downlink beams within a TDMA frame typically of 1 ms duration. The frame is divided into segments of time and during each segment a portion of the traffic is represented by a switching mode. This time slot assignment is characterized by a mode matrix in which there is not more than a single non-zero entry on each line (row or column) of the matrix. Investigation is confined to decomposition of an n x n traffic matrix by mode matrices with a requirement that the decomposition be 100 percent efficient or, equivalently, that the line(s) in the original traffic matrix whose sum is maximal (called critical line(s)) remain maximal as mode matrices are subtracted throughout the decomposition process. A method of decomposition of an n x n traffic matrix by mode matrices results in a number of steps that is bounded by n(2) - 2n + 2. It is shown that this upper bound exists for an n x n matrix wherein all the lines are maximal (called a quasi doubly stochastic (QDS) matrix) or for an n x n matrix that is completely arbitrary. That is, the fact that no method can exist with a lower upper bound is shown for both QDS and arbitrary matrices, in an elementary and straightforward manner.

Wade, T. O.↗
DOE OSTI2021

Convective and turbulent motions in non-precipitating Cu. Part 1: Method of separation of convective and turbulent motions

Atmospheric motions in clouds and cloud surroundings have a wide range of scales, from several kilometers to centimeters. These motions have different impacts on cloud dynamics and microphysics. Larger-scale motions (hereafter referred to as convective motions) are responsible for mass transport over distances comparable with cloud scale, while motions of smaller scales (hereafter referred to as turbulent motions) are stochastic and responsible for mixing and cloud dilution. This distinction substantially simplifies the analysis of dynamic and microphysical processes in clouds. The present research is Part I of the study aimed at describing the method for separating the motion scale into a convective component and a turbulent component. An idealized flow is constructed, which is a sum of an initially prescribed field of the convective velocity with updrafts in the cloud core and downdrafts outside the core, and a stochastic turbulent velocity field obeying the turbulent properties, including the -5/3 law and the 2/3 structure function law. A wavelet method is developed allowing separation of the velocity field into the convective and turbulent components, with parameter values being in a good agreement with those prescribed initially. The efficiency of the method is demonstrated by an example of a vertical velocity field of a cumulus cloud simulated using the System for Atmospheric Modeling (SAM) with bin microphysics and resolution of 10 m. It is shown that vertical velocity in clouds indeed can be represented as a sum of convective velocity (forming zone of cloud updrafts and subsiding shell) and a stochastic velocity obeying laws of homogeneous and isotropic turbulence.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2021

Probabilistic learning on manifolds constrained by nonlinear partial differential equations for small datasets

A novel extension of the Probabilistic Learning on Manifolds (PLoM) is presented. It makes it possible to synthesize solutions to a wide range of nonlinear stochastic boundary value problems described by partial differential equations (PDEs) for which a stochastic computational model (SCM) is available and which depend on a vector-valued random control parameter. The cost of a single numerical evaluation of this SCM is assumed to be such that only a limited number of points can be computed for constructing the training dataset (small data). Each point of the training dataset is made up of realizations from a vector-valued stochastic process (the stochastic solution) and the associated random control parameter on which it depends. The presented PLoM constrained by PDE allows for generating a large number of learned realizations of the stochastic process and its corresponding random control parameter. These learned realizations are generated so as to minimize the vector-valued random residual of the PDE in the mean-square sense. Appropriate novel methods are developed to solve this challenging problem. Three applications are presented. The first one is a simple uncertain nonlinear dynamical system with a nonstationary stochastic excitation. The second one concerns the 2D nonlinear unsteady Navier–Stokes equations for incompressible flows in which the Reynolds number is the random control parameter. Here, the last one deals with the nonlinear dynamics of a 3D elastic structure with uncertainties. The results obtained make it possible to validate the PLoM constrained by stochastic PDE but also provide further validation of the PLoM without constraint.

Machine learning↗
DOE OSTI2014

The panchromatic Hubble Andromeda Treasury. V. Ages and masses of the year 1 stellar clusters

We present ages and masses for 601 star clusters in M31 from the analysis of the six filter integrated light measurements from near-ultraviolet to near-infrared wavelengths, made as part of the Panchromatic Hubble Andromeda Treasury (PHAT). We derive the ages and masses using a probabilistic technique, which accounts for the effects of stochastic sampling of the stellar initial mass function. Tests on synthetic data show that this method, in conjunction with the exquisite sensitivity of the PHAT observations and their broad wavelength baseline, provides robust age and mass recovery for clusters ranging from ∼10{sup 2} to 2 × 10{sup 6} M {sub ☉}. We find that the cluster age distribution is consistent with being uniform over the past 100 Myr, which suggests a weak effect of cluster disruption within M31. The age distribution of older (>100 Myr) clusters falls toward old ages, consistent with a power-law decline of index –1, likely from a combination of fading and disruption of the clusters. We find that the mass distribution of the whole sample can be well described by a single power law with a spectral index of –1.9 ± 0.1 over the range of 10{sup 3}-3 × 10{sup 5} M {sub ☉}. However, if we subdivide the sample by galactocentric radius, we find that the age distributions remain unchanged. However, the mass spectral index varies significantly, showing best-fit values between –2.2 and –1.8, with the shallower slope in the highest star formation intensity regions. We explore the robustness of our study to potential systematics and conclude that the cluster mass function may vary with respect to environment.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2013

A semi-intrusive deterministic approach to uncertainty quantification in non-linear fluid flow problems

This paper deals with the formulation of a semi-intrusive (SI) method allowing the computation of statistics of linear and non linear PDEs solutions. This method shows to be very efficient to deal with probability density function of whatsoever form, long-term integration and discontinuities in stochastic space. Given a stochastic PDE where randomness is defined on Ω, starting from (i) a description of the solution in term of a space variables, (ii) a numerical scheme defined for any event ω∈Ω and (iii) a (family) of random variables that may be correlated, the solution is numerically described by its conditional expectancies of point values or cell averages and its evaluation constructed from the deterministic scheme. One of the tools is a tessellation of the random space as in finite volume methods for the space variables. Then, using these conditional expectancies and the geometrical description of the tessellation, a piecewise polynomial approximation in the random variables is computed using a reconstruction method that is standard for high order finite volume space, except that the measure is no longer the standard Lebesgue measure but the probability measure. This reconstruction is then used to formulate a scheme on the numerical approximation of the solution from the deterministic scheme. This new approach is said semi-intrusive because it requires only a limited amount of modification in a deterministic solver to quantify uncertainty on the state when the solver includes uncertain variables. The effectiveness of this method is illustrated for a modified version of Kraichnan–Orszag three-mode problem where a discontinuous pdf is associated to the stochastic variable, and for a nozzle flow with shocks. The results have been analyzed in terms of accuracy and probability measure flexibility. Finally, the importance of the probabilistic reconstruction in the stochastic space is shown up on an example where the exact solution is computable, the viscous Burgers equation.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Hierarchical Stochastic Simulation Algorithm for SBML Models of Genetic Circuits

This paper describes a hierarchical stochastic simulation algorithm, which has been implemented within iBioSim, a tool used to model, analyze, and visualize genetic circuits. Many biological analysis tools flatten out hierarchy before simulation, but there are many disadvantages associated with this approach. First, the memory required to represent the model can quickly expand in the process. Second, the flattening process is computationally expensive. Finally, when modeling a dynamic cellular population within iBioSim, inlining the hierarchy of the model is inefficient since models must grow dynamically over time. This paper discusses a new approach to handle hierarchy on the fly to make the tool faster and more memory-efficient. This approach yields significant performance improvements as compared to the former flat analysis method.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2015

A Semi-linear Backward Parabolic Cauchy Problem with Unbounded Coefficients of Hamilton–Jacobi–Bellman Type and Applications to Optimal Control

We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear backward parabolic Cauchy problem, where the differential equation is the Hamilton–Jacobi–Bellman equation of a suitable optimal control problem. Via backward stochastic differential equations, we show that the mild solution is indeed the value function of the controlled equation and that the feedback law is verified.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Sampling the isothermal-isobaric ensemble by Langevin dynamics

We present a new method of conducting fully flexible-cell molecular dynamics simulation in isothermal-isobaric ensemble based on Langevin equations of motion. The stochastic coupling to all particle and cell degrees of freedoms is introduced in a correct way, in the sense that the stationary configurational distribution is proved to be consistent with that of the isothermal-isobaric ensemble. In order to apply the proposed method in computer simulations, a second order symmetric numerical integration scheme is developed by Trotter’s splitting of the single-step propagator. Moreover, a practical guide of choosing working parameters is suggested for user specified thermo- and baro-coupling time scales. The method and software implementation are carefully validated by a numerical example.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2013

LIMITS ON THE STOCHASTIC GRAVITATIONAL WAVE BACKGROUND FROM THE NORTH AMERICAN NANOHERTZ OBSERVATORY FOR GRAVITATIONAL WAVES

We present an analysis of high-precision pulsar timing data taken as part of the North American Nanohertz Observatory for Gravitational Waves (NANOGrav) project. We have observed 17 pulsars for a span of roughly five years using the Green Bank and Arecibo radio telescopes. We analyze these data using standard pulsar timing models, with the addition of time-variable dispersion measure and frequency-variable pulse shape terms. Sub-microsecond timing residuals are obtained in nearly all cases, and the best rms timing residuals in this set are {approx}30-50 ns. We present methods for analyzing post-fit timing residuals for the presence of a gravitational wave signal with a specified spectral shape. These optimally take into account the timing fluctuation power removed by the model fit, and can be applied to either data from a single pulsar, or to a set of pulsars to detect a correlated signal. We apply these methods to our data set to set an upper limit on the strength of the nHz-frequency stochastic supermassive black hole gravitational wave background of h{sub c} (1 yr{sup -1}) < 7 Multiplication-Sign 10{sup -15} (95%). This result is dominated by the timing of the two best pulsars in the set, PSRs J1713+0747 and J1909-3744.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2017

Brownian dynamics of confined suspensions of active microrollers

In this study, we develop efficient numerical methods for performing many-body Brownian dynamics simulations of a recently observed fingering instability in an active suspension of colloidal rollers sedimented above a wall [M. Driscoll, B. Delmotte, M. Youssef, S. Sacanna, A. Donev, and P. Chaikin, Nat. Phys. (2016), preprint arXiv:1609.08673. We present a stochastic Adams-Bashforth integrator for the equations of Brownian dynamics, which has the same cost but is more accurate than the widely used Euler-Maruyama scheme, and use a random finite difference to capture the stochastic drift proportional to the divergence of the configuration-dependent mobility matrix. We generate the Brownian increments using a Krylov method and show that for particles confined to remain in the vicinity of a no-slip wall by gravity or active flows, the number of iterations is independent of the number of particles. Our numerical experiments with active rollers show that the thermal fluctuations set the characteristic height of the colloids above the wall, both in the initial condition and the subsequent evolution dominated by active flows. Finally, the characteristic height in turn controls the time scale and wavelength for the development of the fingering instability

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

AN EFFICIENT APPROXIMATION TO THE LIKELIHOOD FOR GRAVITATIONAL WAVE STOCHASTIC BACKGROUND DETECTION USING PULSAR TIMING DATA

Direct detection of gravitational waves by pulsar timing arrays will become feasible over the next few years. In the low frequency regime (10{sup -7} Hz-10{sup -9} Hz), we expect that a superposition of gravitational waves from many sources will manifest itself as an isotropic stochastic gravitational wave background. Currently, a number of techniques exist to detect such a signal; however, many detection methods are computationally challenging. Here we introduce an approximation to the full likelihood function for a pulsar timing array that results in computational savings proportional to the square of the number of pulsars in the array. Through a series of simulations we show that the approximate likelihood function reproduces results obtained from the full likelihood function. We further show, both analytically and through simulations, that, on average, this approximate likelihood function gives unbiased parameter estimates for astrophysically realistic stochastic background amplitudes.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRSDate not supplied

Quantum-Compatible Variational Segmentation for Image-to-Image Wildfire Detection Using Satellite Data

Wildfire occurrences have been increasing for the past decade, leaving devastating traces across the world. In the recent efforts, remote sensing and airborne missions have been utilized to better understand and manage wildfires. This has resulted in an exponential increase in volume of remote sensing data, which has pushed the need for intelligent automation of data extraction for wildfire studies. Machine learning offers accurate automation in detecting such natural anomalies and enable decision-makers to take actions in a timely manner. Recent advances in machine learning algorithms, namely probabilistic generative methods, allow researchers and decisionmakers to step beyond detection and study “what-if” scenarios for wildfire occurrences. Additionally, they offer better imitations to the stochastic behavior of nature, and wildfire events. However, optimizing the performance of these probabilistic generative models is a computationally expensive process, specially using digital computers. On the other hand, quantum computers have recently shown a promise to reduce computationally costly training of such models and provide performance improvements. There is a body of research investigating the potential for improved machine learning methods in which key operations are performed on a quantum computer. In this study, we propose a probabilistic image-toimage segmentation approach combining a very well-known segmentation method, U-NET, with a Conditional Variational Auto-Encoder (CVAE) to not only detect wildfires but also describe the stochasticity of the phenomenon and be capable of running “what-if” scenarios. Our proposed model is compatible with training on quantum computers, which results in a quantum-assisted image-to-image segmentation approach and can be used to benchmark the potential benefit of quantum computing over the classical one.

quantum↗
DOE OSTI2024

Online Learning of Effective Turbine Wind Speed in Wind Farms

To develop better wind farm controllers that can meet more complex objectives, methods of modeling the wind turbine wakes at low computational expense are needed. Gaussian process (GP) regression offers a computationally inexpensive framework for learning complex functions from noisy measurements with very few datapoints. In this work, an online learning approach is presented to learn the rotor-averaged wind velocity at downstream wind turbines with GPs, using the available datastream of wind field measurements and wind turbine control set-points. This framework can readily be integrated into model-based controls methods because the model a) is updated online at low computational expense, b) assumes a mathematically favorable Gaussian form, and c) explicitly quantifies the stochastic nature of the wake field so that the trade-off between exploration and exploitation, and the uncertainty in the prediction, can be utilized. We show that a GP-learned model can match true values with errors within 0.5% on average, with as few as 5 training data points.

Gaussian process↗
DOE OSTI2023

Nucleation-mediated reshaping of facetted metallic nanocrystals: Breakdown of the classical free energy picture

Shape stability is key to avoiding degradation of performance for metallic nanocrystals synthesized with facetted non-equilibrium shapes to optimize properties for catalysis, plasmonics, and so on. Reshaping of facetted nanocrystals is controlled by the surface diffusion-mediated nucleation and growth of new outer layers of atoms. Here, Kinetic Monte Carlo (KMC) simulation of a realistic stochastic atomistic-level model is applied to precisely track the reshaping of Pd octahedra and nanocubes. Unexpectedly, separate constrained equilibrium Monte Carlo analysis of the free energy profile during reshaping reveals a fundamental failure of the classical nucleation theory (CNT) prediction for the reshaping barrier and rate. Why? Nucleation barriers can be relatively low for these processes, so the system is not locally equilibrated before crossing the barrier, as assumed in CNT. This claim is supported by an analysis of a first-passage problem for reshaping within a master equation framework for the model that reasonably captures the behavior in KMC simulations.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2023

Variational deep learning of equilibrium transition path ensembles

Here, we present a time-dependent variational method to learn the mechanisms of equilibrium reactive processes and efficiently evaluate their rates within a transition path ensemble. This approach builds off of the variational path sampling methodology by approximating the time-dependent commitment probability within a neural network ansatz. The reaction mechanisms inferred through this approach are elucidated by a novel decomposition of the rate in terms of the components of a stochastic path action conditioned on a transition. This decomposition affords an ability to resolve the typical contribution of each reactive mode and their couplings to the rare event. The associated rate evaluation is variational and systematically improvable through the development of a cumulant expansion. We demonstrate this method in both over- and under-damped stochastic equations of motion, in low-dimensional model systems, and in the isomerization of a solvated alanine dipeptide. In all examples, we find that we can obtain quantitatively accurate estimates of the rates of the reactive events with minimal trajectory statistics and gain unique insights into transitions through the analysis of their commitment probability.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗