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All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

Fokker-Planck Equation Governing the Distribution of Walkers in Auxiliary-Field Quantum Monte Carlo

Auxiliary-field quantum Monte Carlo (AFQMC) is typically formulated as an open-ended random walk in an overcomplete space of Slater determinants, implemented through a Langevin equation. However, the explicit form of the underlying Fokker-Planck equation governing the walker population distribution has remained unknown. Here, in this Letter, we derive the Fokker-Planck equation for AFQMC and propose a novel numerical scheme to solve it. The solution of the Fokker-Planck equation reveals the wave function actually sampled by the AFQMC algorithm. Interestingly, we find that even when the exact ground state is used as a guiding wave function in constrained path AFQMC, contrary to the common assumption, the wave function sampled by AFQMC is not exact. Beyond clarifying several fundamental aspects of AFQMC, the availability of a Fokker-Planck equation formulation opens new avenues for systematically improving its accuracy, which we outline in this Letter.

Monte Carlo methods↗
DOE OSTI2025

Dynamics of heavy quarks in strongly coupled $\mathcal{N}$ = 4 SYM plasma

We calculate the probability distribution P(k) for a heavy quark with velocity v propagating through strongly coupled N = 4 SYM plasma in the ’t Hooft limit (N c → ∞, λ = g 2 N c → ∞) at a temperature T to acquire a momentum k due to interactions with the plasma. This distribution encodes the well-known drag coefficient η D and the transverse and longitudinal momentum diffusion coefficients κ T and κ L . The jet quenching parameter $\hat{q}$ can be extracted from P(k) for v = 1. Going beyond these known Gaussian characteristics of P(k), our calculation determines all of the higher order and mixed moments to leading order in 1/$\sqrt{λ}$ for the first time. These non-Gaussian features of P(k) include qualitatively novel correlations between longitudinal energy loss and transverse momentum broadening at nonzero v. We show that all higher moments scale characteristically with an effective temperature of the boosted plasma in the heavy quark rest frame, and we demonstrate that these non-Gaussian characteristics can be sizable in magnitude and even dominant in physically relevant situations. We use these results to derive a Kolmogorov equation for the evolution of the probability distribution for the total momentum of a heavy quark that propagates through strongly coupled plasma. This evolution equation accounts for all higher order correlations between transverse momentum broadening and longitudinal energy loss, which we have calculated from first principles. It reduces to a Fokker-Planck equation when truncated to only include the effects of η D , κ T and κ L . Remarkably, while heavy quarks do not reach kinetic equilibrium with the plasma if evolved with this Fokker-Planck equation, by showing that the Boltzmann distribution is a static solution of the all-order Kolmogorov equation that we have derived we demonstrate that heavy quarks do reach kinetic equilibrium if evolved with this equation. Our results thus provide a dynamically complete framework for understanding the thermalization of a heavy quark that may be initially far from equilibrium in the strongly coupled N = 4 SYM plasma — as well as new insight into heavy quark transport and equilibration in quark-gluon plasma.

Holography and Hydrodynamics↗
DOE OSTI2025

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker–Planck Equations

The Fokker-Planck (FP) equation is a foundational partial differential equation (PDE) in stochastic processes involving Brownian motions. However, the curse of dimensionality (CoD) poses a formidable challenge when dealing with high-dimensional FP equations. Although Monte Carlo simulation and (vanilla) Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit significant numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimensionality increases, surpassing the precision of numerical simulations and resulting in substantial errors. In addition, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a notoriously difficult Hamilton-Jacobi-Bellman (HJB) equation, which is impractical for PINN learning, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in stochastic differential equations (SDEs). The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling, offering an effective means to overcome the CoD. Three fitting methods, Score Matching (SM), Sliced Score Matching (SSM), and Score-PINN, are introduced, each contributing unique advantages in computational complexity, accuracy, and generality. The proposed score-based SDE solver operates in two stages: first, employing score matching or Score-PINN to acquire the score function; and second, solving the LL via an ordinary differential equation (ODE) using the obtained score function. Comparative evaluations across these methods showcase varying trade-offs. The proposed methodology is evaluated across diverse SDEs, including anisotropic Ornstein-Uhlenbeck processes, geometric Brownian motion, and Brownian motion with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy distributions. The numerical results demonstrate the score-based SDE solver’s stability, speed, and performance across different experimental settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Langevin and Fokker-Planck analyses for diffusion-mediated passing of circular and discorectangular species in two-dimensional channels

The propensity for pairs of diffusing species to pass each other within narrow channels or pores is of basic interest as a first-passage-type problem. It is also of relevance for solution-phase transport in nanoporous materials, and in particular for catalytic conversion reactions where high yield requires that product species can efficiently pass reactant species to exit the pores. Here, we analyze a two-dimensional model with nonoverlapping circular and discorectangular species confined to a rectangular channel, and where passing is mediated by Brownian dynamics in an implicit solvent. For narrower channels where passing is still possible, the discorectangle must align with the channel to pass the circular species. Behavior of the passing propensity, 𝑃, can be assessed by strongly damped Langevin simulations, or within an equivalent Fokker-Planck equation (FPE) formalism. The latter corresponds to a diffusion problem in a “higher-dimensional channel” with a constriction. We assess the variation of the passing propensity, 𝑃, for a broad range of channel width including its scaling just above the threshold where passing is sterically blocked. Analysis of 𝑃 versus the rotational diffusion coefficient 𝐷 𝑟 of the discorectangle reveals a significant decrease in 𝑃 for lower 𝐷 𝑟 for moderate channel width. This prompts a direct analysis of the regime where 𝐷 𝑟 → 0 , for which the FPE can be reduced to a three-dimensional diffusion problem, precise analysis of which is facilitated by adaptive-mesh finite element methods. The dependence of 𝑃 on the aspect ratio of the discorectangle is also assessed.

Rahman, Md Khaledur [Ames Laboratory (AMES), Ames,↗
DOE OSTI2025

Relaxation times for disoriented isospin condensates in high energy heavy ion collisions

Fluctuations between charged and neutral kaons measured by the ALICE Collaboration in Pb-Pb collisions at the CERN Large Hadron Collider (LHC) exceed conventional explanations. Previously it was shown that if the scalar condensate is accompanied by an electrically neutral isospin-1 field then the combination can produce large equilibrium fluctuations where ⟨$\overline{𝑢}$ ⁢𝑢⟩≠⟨ $\overline{𝑑}$𝑑⟩. Hadronizing strange and antistrange quarks might then strongly fluctuate between charged ($\overline{𝑢}$⁢𝑠 or $\overline{𝑠}$⁢𝑢) and neutral (𝑑⁢$\overline{𝑠}$⁢ or 𝑠⁢$\overline{𝑑}$) kaons. Here, we estimate the times for the condensates to achieve their equilibrium probability distributions within causal volumes in high energy heavy ion collisions. This is achieved by modeling the temperature dependence of the condensates, mesonic collective excitations, decay rates of the associated fields, and employing the Langevin and Fokker-Planck equations. Within this model, we find that the equilibration times are short compared with the expansion time, making disoriented isospin condensates a viable explanation for the anomalous fluctuations observed at the LHC.

Quark-gluon plasma↗
DOE OSTI2026

Formation and Redshift Evolution of Dark Matter Spikes

Dark matter density spikes forming around adiabatically growing black holes can dramatically enhance indirect and direct detection signals. Canonical predictions, however, assume a zero-mass seed in a purely dark matter environment and do not track the long-term dynamical impact of surrounding stars. We present a semi-analytic framework that first generalizes adiabatic spike formation to include finite seed masses, stellar cusps, and non-circular orbits, and then studies the subsequent cosmic evolution by solving coupled Fokker-Planck equations for the dark matter and stellar phase-space distributions, with a heating rate modulated by the cosmic star formation rate. Starting conservatively from canonical Gondolo-Silk spikes and marginalizing over astrophysical uncertainties, we find that stellar gravitational heating drives the inner slope towards $γ_χ\simeq 1.5$ within a few Gyrs (e.g by $z \lesssim 2$ for spikes formed at $z\simeq 10$), yielding overdensities two to four orders of magnitude below canonical expectations but still well above an NFW-like cusp. We provide redshift-dependent benchmarks for the column density and $J$-factor relevant to scattering, decay and annihilation signatures. Any robust interpretation of indirect dark matter signals from galactic nuclei must account for this evolution.

Herrera, Gonzalo [MIT, LNS; MIT, MKI; Harvard U.]↗
DOE OSTI2025

Preserving nonlinear constraints in variational flow filtering data assimilation

Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems of interest obey nonlinear physical constraints, and the corresponding dynamics is confined to a certain sub-manifold of the state space. Standard data assimilation techniques applied to such systems yield posterior states lying outside the manifold, violating the physical constraints. This work focuses on particle flow filters which use stochastic differential equations to evolve state samples from a prior distribution to samples from an observation-informed posterior distribution. The variational Fokker-Planck (VFP)—a generic particle flow filtering framework—is extended to incorporate non-linear, equality state constraints in the analysis. To this end, two algorithmic approaches that modify the VFP stochastic differential equation are discussed: (i) VFPSTAB, to inexactly preserve constraints with the addition of a stabilizing drift term, and (ii) VFPDAE, to exactly preserve constraints by treating the VFP dynamics as a stochastic differential-algebraic equation (SDAE). Additionally, an implicit-explicit time integrator is developed to evolve the VFPDAE dynamics. The strength of the proposed approach for constraint preservation in data assimilation is demonstrated on three test problems: the double pendulum, Korteweg-de-Vries, and the incompressible Navier-Stokes equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Bias-Variance Trade-Off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs

Physics-Informed Neural Networks (PINNs) have triggered a paradigm shift in scientific computing, leveraging mesh-free properties and robust approximation capabilities. While proving effective for low-dimensional partial differential equations (PDEs), the computational cost of PINNs remains a hurdle in high-dimensional scenarios. This is particularly pronounced when computing high-order and high-dimensional derivatives in the physics-informed loss. Randomized Smoothing PINN (RS-PINN) introduces Gaussian noise for stochastic smoothing of the original neural net model, enabling the use of Monte Carlo methods for derivative approximation, which eliminates the need for costly automatic differentiation. Despite its computational efficiency, especially in the approximation of high-dimensional derivatives, RS-PINN introduces biases in both loss and gradients, negatively impacting convergence, especially when coupled with stochastic gradient descent (SGD) algorithms. We present a comprehensive analysis of biases in RS-PINN, attributing them to the nonlinearity of the Mean Squared Error (MSE) loss as well as the intrinsic nonlinearity of the PDE itself. We propose tailored bias correction techniques, delineating their application based on the order of PDE nonlinearity. The derivation of an unbiased RS-PINN allows for a detailed examination of its advantages and disadvantages compared to the biased version. Specifically, the biased version has a lower variance and runs faster than the unbiased version, but it is less accurate due to the bias. To optimize the bias-variance trade-off, we combine the two approaches in a hybrid method that balances the rapid convergence of the biased version with the high accuracy of the unbiased version. In addition to methodological contributions, we present an enhanced implementation of RS-PINN. Extensive experiments on diverse high-dimensional PDEs, including Fokker-Planck, Hamilton-Jacobi-Bellman (HJB), viscous Burgers’, Allen-Cahn, and Sine-Gordon equations, illustrate the bias-variance trade-off and highlight the effectiveness of the hybrid RS-PINN. Empirical guidelines are provided for selecting biased, unbiased, or hybrid versions, depending on the dimensionality and nonlinearity of the specific PDE problem.

97 MATHEMATICS AND COMPUTING↗