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A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.

97 MATHEMATICS AND COMPUTING

Hierarchical Gaussian Random Field Sampling for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and the Karhunen–Loève Decomposition

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRFs) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods, such as those based on stochastic partial differential equations (SPDEs), often reduce the dimensionality of the sample space at the cost of accuracy of inference. Other approaches, such that those based on Karhunen-Loève (KL) expansions, offer sample space dimensionality reduction but sacrifice GRF representation accuracy and ergodicity of the Markov chain Monte Carlo (MCMC) sampler and are computationally expensive for high-dimensional problems. The proposed method integrates the dimensionality reduction capabilities of KL expansions with the scalability of SPDE-based sampling, thereby providing a robust, unified framework for high-dimensional uncertainty quantification (UQ) that is scalable and accurate, preserves ergodicity, and offers dimensionality reduction of the sample space. The hierarchy in our multilevel algorithm is derived from the geometric multigrid hierarchy. By constructing a hierarchical decomposition that maintains the covariance structure across the levels in the hierarchy, the approach enables efficient coarse-to-fine sampling while ensuring that all samples are drawn from the desired distribution. The effectiveness of the proposed method is demonstrated on a benchmark subsurface flow problem, demonstrating its effectiveness in improving computational efficiency and statistical accuracy. Furthermore, our proposed technique is more efficient and accurate and displays better convergence properties than existing methods for high-dimensional Bayesian inference problems.

Gaussian random fields

Accelerating multilevel Markov Chain Monte Carlo using machine learning models

Here, this work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian inference often substitute computationally expensive high-fidelity models with machine learning models, thereby introducing approximation errors, our approach offers a computationally efficient alternative by augmenting high-fidelity models with low-fidelity ones within a hierarchical framework. The multilevel approach utilizes the low-fidelity machine learning model (MLM) for inexpensive evaluation of proposed samples thereby improving the acceptance of samples by the high-fidelity model. The hierarchy in our multilevel algorithm is derived from geometric multigrid hierarchy. We utilize an MLM to accelerate the coarse level sampling. Training machine learning model for the coarsest level significantly reduces the computational cost associated with generating training data and training the model. We present an MCMC algorithm to accelerate the coarsest level sampling using MLM and account for the approximation error introduced. We provide theoretical proofs of detailed balance and demonstrate that our multilevel approach constitutes a consistent MCMC algorithm. Additionally, we derive the expression for cost reduction due to machine learning model to facilitate cost analysis of the hierarchical sampling algorithm. Our technique is demonstrated on a standard benchmark inference problem in groundwater flow, where we estimate the probability density of a quantity of interest using a four-level MCMC algorithm. Our proposed algorithm accelerates multilevel sampling by a factor of two while achieving similar accuracy compared to sampling using the standard multilevel algorithm.

97 MATHEMATICS AND COMPUTING

Assimilating partial observation to enhance feedback control of stochastic dynamical systems

Here, in this paper, we present a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage partial observation of the state process, a common occurrence in practical scenarios. Traditional stochastic optimal control methods assume full state observation, which is often not feasible in real-world fluid dynamics control problems. Our approach underscores the significance of utilizing observational data to inform control policy design. Specifically, we introduce a kernel learning backward stochastic differential equation (SDE) filter to enhance data assimilation efficiency and propose a sample-wise stochastic optimization method within the stochastic maximum principle framework. We demonstrate the efficacy and accuracy of our method in the control of advection-diffusion-reaction flow problem and the Dubins airplane maneuvering problem with model uncertainty.

data driven

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

Adaptive Uncertainty Quantification for Stochastic Hyperbolic Conservation Laws

Here, we propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents sampling schemes or simulation ensembles while also preserving fundamental properties, in particular hyperbolicity of the resulting systems and conservation of the discrete solutions. Furthermore, we augment the existing SFV theory with a priori convergence results for statistical quantities, in particular push-forward densities, which we demonstrate through numerical experiments. By linking refinement indicators to regions of the physical and stochastic spaces, we drive anisotropic refinements of the discretizations, introducing new degrees of freedom where deemed profitable. To illustrate our proposed method, we consider a series of numerical examples for nonlinear hyperbolic PDEs based on Burgers’ and Euler’s equations.

97 MATHEMATICS AND COMPUTING

A multidimensional approach to quantum state tomography of photoelectron wavepackets

There is a growing interest in reconstructing the density matrix of photoelectron wavepackets, in particular in complex systems where decoherence can be introduced either by a partial measurement of the system or through coupling with a stochastic environment. To this end, several methods to reconstruct the density matrix, quantum state tomography protocols, have been developed and tested on photoelectrons ejected from noble gases following absorption of extreme ultraviolet (XUV) photons from attosecond pulses. It remains a challenge to obtain model-free, single scan protocols that can reconstruct the density matrix with high fidelities. Current methods require extensive measurements or involve complex fitting of the signal. Efficient single-scan reconstructions would be of great help to increase the number of systems that can be studied. We propose a new and more efficient protocol that is able to reconstruct the continuous variable density matrix of a photoelectron in a single time delay scan. It is based on measuring the coherences of a photoelectron created by absorption of an XUV pulse using a broadband infrared (IR) probe that is scanned in time and a narrowband IR reference that is temporally fixed to the XUV pulse. We illustrate its performance for a Fano resonance in He as well as mixed states in Ar arising from spin-orbit splitting. We show that the protocol results in excellent fidelities and near-perfect estimation of the purity.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS

Stochastic finite volume method for uncertainty quantification of transient flow in gas pipeline networks

We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method is based on the Stochastic Finite Volume (SFV) approach and can be applied for uncertainty quantification (UQ) of the dynamical state of fluid flow over actuated transport networks. The numerical scheme has specific advantages for modeling intertemporal uncertainty in time-varying boundary parameters, which cannot be characterized by strict upper and lower (interval) bounds. We describe the scheme for a single pipe, and then formulate the controlled junction Riemann problem (JRP) that enables the extension to general network structures. In conclusion, we demonstrate the method's capabilities and performance characteristics using a standard benchmark test network.

97 MATHEMATICS AND COMPUTING

A fluctuating hydrodynamics model for nanoscale surfactant-laden interfaces

A multispecies diffuse interface model is formulated in a fluctuating hydrodynamics framework for the purpose of simulating surfactant interfaces at the nanoscale. The model generalizes previous work to ternary mixtures, employing a Cahn-Hilliard free energy density combined with incompressible, isothermal fluctuating hydrodynamics where dissipative fluxes include both deterministic and stochastic terms. The intermolecular parameters in the free energy are chosen such that one species acts as a partially miscible surfactant. From Laplace pressure measurements, we show that in this model the surface tension decreases linearly with surfactant concentration, leading to Marangoni convection for interfaces with concentration gradients. In the capillary wave spectrum for interfaces with and without surfactant, we find that for the former, the spectrum deviates significantly from classical capillary wave theory, presumably due to Gibbs elasticity. In non-equilibrium simulations of the Rayleigh-Plateau instability, deterministic simulations showed that the surfactant delays pinching of a fluid cylinder into droplets. However, stochastic simulations indicate that thermal fluctuations disrupt the surfactant's stabilizing effect. Similarly, the spreading of a patch of surfactant, driven by Marangoni convection, was found to be partially suppressed by thermal fluctuations.

Capillary waves

Stochastic room temperature creep of 316 L stainless steel

The creep behavior of 316 L stainless steel at room temperature was evaluated as a function of time and applied stress using a new high-throughput approach. Several common creep models were evaluated against the observations, leading to deeper analysis of a stress-dependent modified logarithmic creep model. Within this model, multiple sources of uncertainty were compared. Aleatoric stochastic variation between samples under nominally identical conditions was identified as the primary contributor to uncertainty in creep response. Under any particular set of conditions, the sample-to-sample variability in creep strain was as high as a factor of two, highlighting the engineering importance of characterizing large statistical datasets. The model's extrapolation capabilities were assessed by comparing predictions derived from calibration on partial, shorter-duration subsets of the data. In conclusion, these findings underscore the importance of accounting for stochastic effects in predictive modeling of aging phenomena.

High-throughput

Noise reduction of stochastic density functional theory for metals

Density Functional Theory (DFT) has become a cornerstone in the modeling of metals. However, accurately simulating metals, particularly under extreme conditions, presents two significant challenges. First, simulating complex metallic systems at low electron temperatures is difficult due to their highly delocalized density matrix. Second, modeling metallic warm-dense materials at very high electron temperatures is challenging because it requires the computation of a large number of partially occupied orbitals. This study demonstrates that both challenges can be effectively addressed using the latest advances in linear-scaling stochastic DFT methodologies. Despite the inherent introduction of noise into all computed properties by stochastic DFT, this research evaluates the efficacy of various noise reduction techniques under different thermal conditions. Our observations indicate that the effectiveness of noise reduction strategies varies significantly with the electron temperature. Furthermore, we provide evidence that the computational cost of stochastic DFT methods scales linearly with system size for metal systems, regardless of the electron temperature regime.

Chemistry

Multi-Modal Bayesian Neural Network Surrogates with Conjugate Last-Layer Estimation

As data collection and simulation capabilities advance, multi-modal learning, the task of learning from multiple modalities and sources of data, is becoming an increasingly important area of research. Surrogate models that learn from data of multiple auxiliary modalities to support the modeling of a highly expensive quantity of interest have the potential to aid outer loop applications such as optimization, inverse problems, or sensitivity analyses when multi-modal data are available. We develop two multi-modal Bayesian neural network surrogate models and leverage conditionally conjugate distributions in the last layer to estimate model parameters using stochastic variational inference (SVI). We provide a method to perform this conjugate SVI estimation in the presence of partially missing observations. Here, we demonstrate improved prediction accuracy and uncertainty quantification compared to unimodal surrogate models for both scalar and time series data.

97 MATHEMATICS AND COMPUTING

Accurate data-driven surrogates of dynamical systems for forward propagation of uncertainty

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the distributions of the high-dimensional solution fields of a model with stochastic input parameters. However, due to the highly nonlinear nature of the parameter-to-solution map in even the simplest dynamical systems, the constructed SC surrogates are often inaccurate. Here, this work presents an alternative approach, where we apply the SC approximation over the dynamics of the model, rather than the solution. By combining the data-driven sparse identification of nonlinear dynamics framework with SC, we construct dynamics surrogates and integrate them through time to construct the surrogate solutions. We demonstrate that the SC-over-dynamics framework leads to smaller errors, both in terms of the approximated system trajectories as well as the model state distributions, when compared against full-field SC applied to the solutions directly. We present numerical evidence of this improvement using three test problems: a chaotic ordinary differential equation, and two partial differential equations from solid mechanics.

42 ENGINEERING

Convergence Analysis for an Online Data-Driven Feedback Control Algorithm

This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation component, estimating the controlled system’s state via indirect observations, alongside an efficient stochastic maximum principle-type optimal control solver. By integrating weak convergence techniques for the particle filter with convergence analysis for the stochastic maximum principle control solver, we derive a weak convergence result for the optimization procedure in search of optimal data-driven feedback control. Numerical experiments are performed to validate the theoretical findings.

97 MATHEMATICS AND COMPUTING

Large-scale white noise and cosmology

The generation of white noise on large scales is a generic property of the dynamics of physical systems described by local nonlinear partial differential equations. Nonlinearities prevent the small-scale dynamics from being erased by smoothing. Unresolved small-scale dynamics act as an uncorrelated (white or Poissonian) noise (seemingly stochastic but actually deterministic) contribution to large-scale dynamics. This white noise exists even when the dynamics is very nearly linear. In cases where the power spectrum is sub-Poissonian on large scales, this noise will dominate on the largest scale power no matter the amplitude of the inhomogeneities. Such is the case in the standard model of cosmology, where the primordial density power spectrum is expected to have an almost Harrison-Zel’dovich, P [ k ] ∼ k , spectrum on a much broader range of scales than can be observed. Even though linear gravitational evolution dominates nonlinear corrections by a factor of ∼ 10 5 , the nonobservation of white noise on the Hubble scale precludes the extrapolation of this power law below the comoving 1 pc scale. More generally, observation or nonobservation of large-scale white noise provides a powerful probe of the Universe on very small scales in the early Universe. Gravitational radiation, phase transitions, vorticity, and running of the spectral index are all phenomena that can be probed with large-scale white noise. Large-scale white noise is a nonoptional feature of all cosmological models but one which has not heretofore been appreciated.

Barenboim, Gabriela [Valencia U., IFIC; Valencia U

A meshless stochastic method for Poisson–Nernst–Planck equations

A plethora of biological, physical, and chemical phenomena involve transport of charged particles (ions). Its continuum-scale description relies on the Poisson–Nernst–Planck (PNP) system, which encapsulates the conservation of mass and charge. The numerical solution of these coupled partial differential equations is challenging and suffers from both the curse of dimensionality and difficulty in efficiently parallelizing. We present a novel particle-based framework to solve the full PNP system by simulating a drift–diffusion process with time- and space-varying drift. We leverage Green’s functions, kernel-independent fast multipole methods, and kernel density estimation to solve the PNP system in a meshless manner, capable of handling discontinuous initial states. The method is embarrassingly parallel, and the computational cost scales linearly with the number of particles and dimension. We use a series of numerical experiments to demonstrate both the method’s convergence with respect to the number of particles and computational cost vis-à-vis a traditional partial differential equation solver.

Chemistry

ACRRF High-Bay Dose Calculations using MCNP (Part A)

Analytical tools and models have been developed as a starting point for directly assessing dose in the Annular Core Research Reactor Facility (ACRRF) due to reactor operation. Key results include peak dose along the Central Cavity (CC) centerline (beamline) at the cavity level, dose throughout the High-Bay (HB), and dose on the facility roof for partially-shielded reactor operation where the 4” insert is removed from the CC Shield Plug (SP). Model results in the beamline are benchmarked against measured doses from passive dosimetry evaluations. Personnel total (neutron and gamma) dose in the ACRRF HB is calculated using Monte Carlo N-Particle (MCNP). Various CC and SP configurations are analyzed, including unshielded (no SP) and partially shielded (SP installed but 4” insert removed). Novel application of Variance Reduction (VR) techniques, namely the Surface Source Write (SSW) and Surface Source Read (SSR) capabilities in MCNP, enable impressive resolution (in a Monte Carlo modeling sense) of dose throughout much the facility. The VR techniques reduce stochastic error for challenging tallies, with more advanced techniques explored in the companion to this report (Part B) [1]. Supplementary studies (including a verification analysis) and pedagogic evaluations in Part B involve neutron spectra, angular distributions, and the dose impact of facility characteristics. With the SP 4” insert removed and the Lead-Boron (44”) Bucket (LB–44) in the reactor cavity, Total Effective Dose (TED) within the CC beamline is ≈140 rem per 300 MJ of reactor yield (or 3900 rem per hour at 100% Steady-State (SS) power). With no SP (unshielded) and a Free-Field (FF) cavity, TED within the beamline is ≈610 rem per 300 MJ (or 17000 rem per hour at 100% SS power). Due to the predicted collimation of radiation by the reactor pool (and partial SP, if present), beamline dose is much greater than the scattered radiation field surrounding the cavity and reactor tank. Comparisons are made to beamline dosimetry measurements to validate the model. Model predictions agree reasonably well (⪅10%) with measured quantities of neutron fluence, gamma fluence, and spectral metrics. Away from the beamline, comparisons made to previous dose measurements in the HB agreement within an order of magnitude.

61 RADIATION PROTECTION AND DOSIMETRY

Structure–Property Relationships of Recycled Lithium-Ion Battery Cathodes: Microstructure Optimization Using Virtual Materials Testing

The increasing demand for sustainable battery technologies requires effective recycling strategies for end-of-life lithium-ion battery cathodes. In this study, virtual materials testing, a well-established framework for modeling conventionally manufactured NMC-based cathodes, is applied to partially recycled cathodes. To this end, virtual cathodes consisting of mixtures of pristine and recycled NMC particles are utilized to systematically analyze structure–property relationships depending on mixing ratios and different spatial arrangement strategies. For this purpose, a stochastic 3D model is developed that is capable of generating virtual cathodes with arbitrary volume fractions of active materials and mixing ratios of pristine and recycled NMC particles. Particularly, the stochastic 3D model can mimic the different size distributions of pristine and recycled particles that are observed in image data. Additionally, the model allows the structuring of pristine and recycled NMC either uniformly mixed or layer-wise arranged, mimicking single- and dual-layer cathodes. Subsequently, a systematic computational analysis is conducted to assess the influence of increasing active material ratios of recycled particles, ranging from 0 % to 100 %, while maintaining a constant overall active material volume fraction. The impact of particle mixing on cathode performance is evaluated by examining transport-relevant geometrical descriptors and effective properties, such as geodesic tortuosity, specific surface area, and tortuosity factor.

25 ENERGY STORAGE