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At least 163 records · Page 9
All sourcesNASA NTRSDOE OSTI
DOE OSTI2019

Stochastic multiscale flux basis for Stokes-Darcy flows

Three algorithms are developed for uncertainty quantification in modeling coupled Stokes and Darcy flows. The porous media may consist of multiple regions with different properties. The permeability is modeled as a non-stationary stochastic variable, with its log represented as a sum of local Karhunen-Loève (KL) expansions. The problem is approximated by stochastic collocation on either tensor-product or sparse grids, coupled with a multiscale mortar mixed finite element method for the spatial discretization. A non-overlapping domain decomposition algorithm reduces the global problem to a coarse scale mortar interface problem, which is solved by an iterative solver, for each stochastic realization. In the traditional domain decomposition implementation, each subdomain solves a local Dirichlet or Neumann problem in every interface iteration. To reduce this cost, two additional algorithms based on deterministic or stochastic multiscale flux basis are introduced. The basis consists of the local flux (or velocity trace) responses from each mortar degree of freedom. It is computed for each subdomain independently before the interface iteration begins. The use of the multiscale flux basis avoids the need for subdomain solves on each iteration. The deterministic basis is computed at each stochastic collocation and used only at this realization. The stochastic basis is formed by further looping over all local realizations of a subdomain's KL region before the stochastic collocation begins. It is used over multiple realizations. Numerical tests are presented to illustrate the performance of the three algorithms, with the stochastic multiscale flux basis showing significant savings in computational cost compared to the other two algorithms.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Stochasticity in the Switching of Nanodisks for Probabilistic Computing

Stochasticity in magnetic nanodevices is an essential characteristic for harnessing these devices to computing based on population coding or the building blocks of probabilistic computing, p-bits. A magnetic tunneling junction (MTJ) consisting of a patterned magnetic element is considered a promising computing unit in the concept of artificial neurons and p-bits. A comprehensive understanding of the stochasticity in the switching of patterned magnetic elements is crucial for realizing MTJ-based probabilistic computing technology. In the present work, the stochastic behavior in the switching process of a perpendicularly magnetized Co/Pt disk within an array was directly observed utilizing full-field soft X-ray microscopy. Within 50 repeated hysteretic cycles, the stochastic magnetization switching of individual Co/Pt disks within disk arrays is identified. We found that the stochasticity in the magnetization switching of disks considerably depends on the disk size. The stochasticity initially decreases as the disk radius gets bigger from 125 to 375 nm (region I), then increases with further enlarging the disk size to 625 nm (region II). The variance of thermal fluctuation relevant to the disk size and the multilevel switching within a disk are severely involved in the observed size-dependent stochasticity. Furthermore, this work provides the way for controlling the stochasticity in the switching of nanopatterned elements, which is a key aspect of MTJ-based probabilistic computing.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2020

Learning and meta-learning of stochastic advection–diffusion–reaction systems from sparse measurements

Physics-informed neural networks (PINNs) were recently proposed in [18] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution, while a PDE-induced NN is coupled to the solution NN, and all differential operators are treated using automatic differentiation. Here, we first employ the standard PINN and a stochastic version, sPINN, to solve forward and inverse problems governed by a non-linear advection–diffusion–reaction (ADR) equation, assuming we have some sparse measurements of the concentration field at random or pre-selected locations. Subsequently, we attempt to optimise the hyper-parameters of sPINN by using the Bayesian optimisation method (meta-learning) and compare the results with the empirically selected hyper-parameters of sPINN. In particular, for the first part in solving the inverse deterministic ADR, we assume that we only have a few high-fidelity measurements, whereas the rest of the data is of lower fidelity. Hence, the PINN is trained using a composite multi-fidelity network, first introduced in [12], that learns the correlations between the multi-fidelity data and predicts the unknown values of diffusivity, transport velocity and two reaction constants as well as the concentration field. For the stochastic ADR, we employ a Karhunen–Loève (KL) expansion to represent the stochastic diffusivity, and arbitrary polynomial chaos (aPC) to represent the stochastic solution. Correspondingly, we design multiple NNs to represent the mean of the solution and learn each aPC mode separately, whereas we employ a separate NN to represent the mean of diffusivity and another NN to learn all modes of the KL expansion. For the inverse problem, in addition to stochastic diffusivity and concentration fields, we also aim to obtain the (unknown) deterministic values of transport velocity and reaction constants. The available data correspond to 7spatial points for the diffusivity and 20 space–time points for the solution, both sampled 2000 times. We obtain good accuracy for the deterministic parameters of the order of 1–2% and excellent accuracy for the mean and variance of the stochastic fields, better than three digits of accuracy. In the second part, we consider the previous stochastic inverse problem, and we use Bayesian optimisation to find five hyper-parameters of sPINN, namely the width, depth and learning rate of two NNs for learning the modes. Here, we obtain much deeper and wider optimal NNs compared to the manual tuning, leading to even better accuracy, i.e., errors less than 1% for the deterministic values, and about an order of magnitude less for the stochastic fields.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Bounds on galaxy stochasticity from halo occupation distribution modeling

The joint probability distribution of matter overdensity and galaxy counts in cells is a powerful probe of cosmology, and the extent to which variance in galaxy counts at fixed matter density deviates from Poisson shot noise is not fully understood. The lack of informed bounds on this stochasticity is currently the limiting factor in constraining cosmology with the galaxy–matter probability distribution function (PDF). We investigate stochasticity in the conditional distribution of galaxy counts along lines of sight with fixed matter density, and we present a halo occupation distribution (HOD)-based approach for obtaining plausible ranges for stochasticity parameters. To probe the high-dimensional space of possible galaxy–matter connections, we derive a set of HODs that conserve the galaxies’ linear bias and number density to produce RED M A G I C-like galaxy catalogs within the A BACUS S UMMIT suite of N -body simulations. We study the impact of individual HOD parameters and cosmology on stochasticity and perform a Monte Carlo search in HOD parameter space subject to the constraints on bias and density. In mock catalogs generated by the selected HODs, shot noise in galaxy counts spans both sub-Poisson and super-Poisson values, ranging from 80% to 133% of Poisson variance for cells with mean matter density. Nearly all of the derived HODs show a positive relationship between local matter density and stochasticity. For galaxy catalogs with higher stochasticity, modeling galaxy bias to second order is required for an accurate description of the conditional PDF of galaxy counts at fixed matter density. The presence of galaxy assembly bias also substantially extends the range of stochasticity in the super-Poisson direction. This HOD-based approach leverages degrees of freedom in the galaxy–halo connection to obtain informed bounds on nuisance model parameters and can be adapted to study other parametrizations of shot noise in galaxy counts, in particular to motivate prior ranges on stochasticity for cosmological analyses.

Britt, Dylan (ORCID:000000019905601X)↗
DOE OSTI2020

Stochasticity in microbiology: managing unpredictability to reach the Sustainable Development Goals

Pure (single) cultures of microorganisms and mixed microbial communities (microbiomes) have been important for centuries in providing renewable energy, clean water and food products to human society and will continue to play a crucial role to pursue the Sustainable Development Goals. To use microorganisms effectively, microbial engineered processes require adequate control. Microbial communities are shaped by manageable deterministic processes, but also by stochastic processes, which can promote unforeseeable variations and adaptations. Here, we highlight the impact of stochasticity in single culture and microbiome engineering. First, we discuss the concepts and mechanisms of stochasticity in relation to microbial ecology of single cultures and microbiomes. Second, we discuss the consequences of stochasticity in relation to process performance and human health, which are reflected in key disadvantages and important opportunities. Third, we propose a suitable decision tool to deal with stochasticity in which monitoring of stochasticity and setting the boundaries of stochasticity by regulators are central aspects. Stochasticity may give rise to some risks, such as the presence of pathogens in microbiomes. We argue here that by taking the necessary precautions and through clever monitoring and interpretation, these risks can be mitigated.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2017

Stochastic Community Assembly: Does It Matter in Microbial Ecology?

Understanding the mechanisms controlling community diversity, functions, succession, and biogeography is a central, but poorly understood, topic in ecology, particularly in microbial ecology. Although stochastic processes are believed to play nonnegligible roles in shaping community structure, their importance relative to deterministic processes is hotly debated. The importance of ecological stochasticity in shaping microbial community structure is far less appreciated. Some of the main reasons for such heavy debates are the difficulty in defining stochasticity and the diverse methods used for delineating stochasticity. Here in this paper, we provide a critical review and synthesis of data from the most recent studies on stochastic community assembly in microbial ecology. We then describe both stochastic and deterministic components embedded in various ecological processes, including selection, dispersal, diversification, and drift. We also describe different approaches for inferring stochasticity from observational diversity patterns and highlight experimental approaches for delineating ecological stochasticity in microbial communities. In addition, we highlight research challenges, gaps, and future directions for microbial community assembly research.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2022

Understanding the Drivers of Atlantic Multidecadal Variability using a Stochastic Model Hierarchy

The relative importance of ocean and atmospheric dynamics in generating Atlantic Multidecadal Variability (AMV) remains an open question. Comparisons between climate models with SLAB and fully-dynamic (FULL) ocean components are often used to explore this question, but cannot reveal how individual ocean processes generate these differences. We build a hierarchy of physically interpretable stochastic models to investigate the contribution of two upper-ocean processes to AMV: the role of seasonal variation and mixed-layer entrainment. This interpretability arises from the stochastic model’s simplified representation of sea surface temperature (SST), considering only the local upper ocean response to white-noise atmospheric forcing and its impact on surface heat exchange. We focus on understanding differences between SLAB and FULL non-eddy resolving pre-industrial control simulations of the Community Earth System Model 1 (CESM), and estimate the stochastic model parameters from each respective simulation. Despite its simplicity, the stochastic model reproduces temporal characteristics of SST variability in the SPG, including reemergence, seasonal-to-interannual persistence and power spectra. Furthermore, unrealistically persistent SST of the CESM-SLAB ocean simulation is reproduced in the equivalent stochastic model configuration where the mixed-layer depth (MLD) is constant. The stochastic model also reveals that vertical entrainment primarily damps SST variability, thus explaining why SLAB exhibits larger SST variance than FULL. Here, the stochastic model driven by temporally stochastic, spatially coherent forcing patterns reproduces the canonical AMV pattern. However, the amplitude of low-frequency variability remains underestimated, suggesting a role for ocean dynamics beyond entrainment.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2023

Stochastic Unit Commitment: Model Reduction via Learning

As weather-dependent renewable generation increases its share in the generation mix of most electric energy systems, a stochastic unit commitment becomes the natural day-ahead scheduling tool. However, such a tool is generally computationally intractable if a detailed uncertainty description is considered. Taking this into account, we proposed a learning method to make the stochastic unit commitment problem tractable. Here, recent advances in statistical learning and machine learning to address optimization problems can be advantageously applied to the rather intractable stochastic unit commitment problem. Considering these advances, we explore simple learning techniques to drastically reduce the size of a stochastic unit commitment problem without significantly altering its optimal solution. The considered stochastic unit commitment problem is formulated as a two-stage stochastic programming problem. The first stage represents commitment decisions, while the second one represents the operation conditions under different scenarios. Taking into account historical solved instances (or proxies for them), we reduce the size (measured by numbers of constraints and variables) of the stochastic unit commitment problem by (i) fixing unchanged binary variables and by (ii) eliminating inactive inequality constraints. Our numerical results show that the reduced problem generally requires significantly less time to solve while obtaining high-quality solutions, which are very close to or indistinguishable from the one obtained by solving the original problem. We use an Illinois 200-bus system to illustrate and characterize the performance of the proposed problem-reduction method.

42 ENGINEERING↗
DOE OSTI2021

Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems

For decades, uncertainty quantification techniques based on the spectral approach have been demonstrated to be computationally more efficient than the Monte Carlo method for a wide variety of problems, particularly when the dimensionality of the probability space is relatively low. The time-dependent generalized polynomial chaos (TD-gPC) is one such technique that uses an evolving orthogonal basis to better represent the stochastic part of the solution space in time. Here in this paper, we present a new numerical method that uses the concept of enriched stochastic flow maps to track the evolution of the stochastic part of the solution space in time. The computational cost of this proposed flow-driven stochastic chaos (FSC) method is an order of magnitude lower than TD-gPC for comparable solution accuracy. This gain in computational cost is realized because, unlike most existing methods, the number of basis vectors required to track the stochastic part of the solution space does not depend upon the dimensionality of the probability space. Four representative numerical examples are presented to demonstrate the performance of the FSC method for long-time integration of second-order stochastic dynamical systems in the context of stochastic dynamics of structures.

FSC↗
DOE OSTI2021

A modular methodology for time-domain stochastic seismic wave propagation

Presented here is a modular methodology for time-domain stochastic seismic wave propagation analysis. Presented methodology is designed to analyse uncertain seismic motions as an input, propagating through uncertain material. Traditional approach for uncertain wave propagation relies on models that include deep bedrock, local soil site, and their random process and random field information. Such models can become quite large and computationally intractable. The modular approach proposed herein features two step approach that allows separate consideration of the deep bedrock and local site along with corresponding random field information. In this work, the first step considers an auxiliary stochastic motions problem in the bedrock. Stochastic local site response can then be simulated in a reduced domain within certain depth from the surface. Application of uncertain seismic motions at depth, for local uncertain site response is done using stochastic effective forces developed through the Domain Reduction Method. By using Hermite polynomial chaos expansion to represent the non-Gaussian random field of material parameters and non-stationary random process of seismic motion, the proposed modular methodology is formulated using intrusive stochastic Galerkin approach, as seen in the Stochastic Elastic–Plastic Finite Element Method (SEPFEM). Developed modular methodology is illustrated using a 1-D stochastic seismic wave propagation analysis with three cases, and simulation results are also verified with results from conventional approach.

58 GEOSCIENCES↗
DOE OSTI2016

Global climate impacts of stochastic deep convection parameterization in the NCAR CAM5

In this paper, the stochastic deep convection parameterization of Plant and Craig (PC) is implemented in the Community Atmospheric Model version 5 (CAM5) to incorporate the stochastic processes of convection into the Zhang-McFarlane (ZM) deterministic deep convective scheme. Its impacts on deep convection, shallow convection, large-scale precipitation and associated dynamic and thermodynamic fields are investigated. Results show that with the introduction of the PC stochastic parameterization, deep convection is decreased while shallow convection is enhanced. The decrease in deep convection is mainly caused by the stochastic process and the spatial averaging of input quantities for the PC scheme. More detrained liquid water associated with more shallow convection leads to significant increase in liquid water and ice water paths, which increases large-scale precipitation in tropical regions. Specific humidity, relative humidity, zonal wind in the tropics, and precipitable water are all improved. The simulation of shortwave cloud forcing (SWCF) is also improved. The PC stochastic parameterization decreases the global mean SWCF from -52.25 W/m 2 in the standard CAM5 to -48.86 W/m 2 , close to -47.16 W/m 2 in observations. The improvement in SWCF over the tropics is due to decreased low cloud fraction simulated by the stochastic scheme. Sensitivity tests of tuning parameters are also performed to investigate the sensitivity of simulated climatology to uncertain parameters in the stochastic deep convection scheme.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2014

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.

36 MATERIALS SCIENCE↗
DOE OSTI2014

Ignition probability of polymer-bonded explosives accounting for multiple sources of material stochasticity

Accounting for the combined effect of multiple sources of stochasticity in material attributes, we develop an approach that computationally predicts the probability of ignition of polymer-bonded explosives (PBXs) under impact loading. The probabilistic nature of the specific ignition processes is assumed to arise from two sources of stochasticity. The first source involves random variations in material microstructural morphology; the second source involves random fluctuations in grain-binder interfacial bonding strength. The effect of the first source of stochasticity is analyzed with multiple sets of statistically similar microstructures and constant interfacial bonding strength. Subsequently, each of the microstructures in the multiple sets is assigned multiple instantiations of randomly varying grain-binder interfacial strengths to analyze the effect of the second source of stochasticity. Critical hotspot size-temperature states reaching the threshold for ignition are calculated through finite element simulations that explicitly account for microstructure and bulk and interfacial dissipation to quantify the time to criticality (t{sub c}) of individual samples, allowing the probability distribution of the time to criticality that results from each source of stochastic variation for a material to be analyzed. Two probability superposition models are considered to combine the effects of the multiple sources of stochasticity. The first is a parallel and series combination model, and the second is a nested probability function model. Results show that the nested Weibull distribution provides an accurate description of the combined ignition probability. The approach developed here represents a general framework for analyzing the stochasticity in the material behavior that arises out of multiple types of uncertainty associated with the structure, design, synthesis and processing of materials.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2014

Role of stochastic heating in wakefield acceleration when optical injection is used

The dynamics of an electron in two counterpropagating waves is investigated. Conditions for stochastic acceleration are derived. The possibility of stochastic heating is confirmed when two waves interact with low density plasma by performing PIC (Particle In Cell) code simulations. It is shown that stochastic heating can play an important role in laser wakefield acceleration. When considering low density plasma interacting with a high intensity wave perturbed by a low intensity counterpropagating wave, stochastic heating can provide electrons with the right momentum for trapping in the wakefield. The influence of stochastic acceleration on the trapping of electrons is compared to the one of the beatwave force which is responsible for cold injection. To do so, several polarizations for the colliding pulses are considered. For some value of the plasma density and pulse duration, a transition from an injection due to stochastic acceleration to a cold injection dominated regime—regarding the trapped charge—has been observed from 2D and 3D PIC code simulations. This transition is ruled by the ratio of the interaction length of the pulses to the longitudinal size of the bubble. When the interaction length of the laser pulses reaches the radius of the accelerating cavity stochastic heating becomes dominant, and might be necessary to get electrons trapped into the wakefield, when wakefield inhibition grows with plasma density.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2014

On square-wave-driven stochastic resonance for energy harvesting in a bistable system

Stochastic resonance is a physical phenomenon through which the throughput of energy within an oscillator excited by a stochastic source can be boosted by adding a small modulating excitation. This study investigates the feasibility of implementing square-wave-driven stochastic resonance to enhance energy harvesting. The motivating hypothesis was that such stochastic resonance can be efficiently realized in a bistable mechanism. However, the condition for the occurrence of stochastic resonance is conventionally defined by the Kramers rate. This definition is inadequate because of the necessity and difficulty in estimating white noise density. A bistable mechanism has been designed using an explicit analytical model which implies a new approach for achieving stochastic resonance in the paper. Experimental tests confirm that the addition of a small-scale force to the bistable system excited by a random signal apparently leads to a corresponding amplification of the response that we now term square-wave-driven stochastic resonance. The study therefore indicates that this approach may be a promising way to improve the performance of an energy harvester under certain forms of random excitation.

36 MATERIALS SCIENCE↗
DOE OSTI2015

Multivariate moment closure techniques for stochastic kinetic models

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Quantum stochastic calculus associated with quadratic quantum noises

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

A general framework for quantitatively assessing ecological stochasticity

Understanding the community assembly mechanisms controlling biodiversity patterns is a central issue in ecology. Although it is generally accepted that both deterministic and stochastic processes play important roles in community assembly, quantifying their relative importance is challenging. Here we propose a general mathematical framework to quantify ecological stochasticity under different situations in which deterministic factors drive the communities more similar or dissimilar than null expectation. An index, normalized stochasticity ratio ( NST ), was developed with 50% as the boundary point between more deterministic (<50%) and more stochastic (>50%) assembly. NST was tested with simulated communities by considering abiotic filtering, competition, environmental noise, and spatial scales. All tested approaches showed limited performance at large spatial scales or under very high environmental noise. However, in all of the other simulated scenarios, NST showed high accuracy (0.90 to 1.00) and precision (0.91 to 0.99), with averages of 0.37 higher accuracy (0.1 to 0.7) and 0.33 higher precision (0.0 to 1.8) than previous approaches. NST was also applied to estimate stochasticity in the succession of a groundwater microbial community in response to organic carbon (vegetable oil) injection. Our results showed that community assembly was shifted from more deterministic ( NST = 21%) to more stochastic ( NST = 70%) right after organic carbon input. As the vegetable oil was consumed, the community gradually returned to be more deterministic ( NST = 27%). In addition, our results demonstrated that null model algorithms and community similarity metrics had strong effects on quantifying ecological stochasticity.

54 ENVIRONMENTAL SCIENCES↗