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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems

Uncertainty quantification techniques such as the time-dependent generalized polynomial chaos (TD-gPC) use an adaptive orthogonal basis to better represent the stochastic part of the solution space (aka random function space) in time. However, because the random function space is constructed using tensor products, TD-gPC-based methods are known to suffer from the curse of dimensionality. Here, we introduce a new numerical method called the flow-driven spectral chaos (FSC) which overcomes this curse of dimensionality at the random-function-space level. The proposed method is not only computationally more efficient than existing TD-gPC-based methods but is also far more accurate. The FSC method uses the concept of enriched stochastic flow maps to track the evolution of a finite-dimensional random function space efficiently in time. To transfer the probability information from one random function space to another, two approaches are developed and studied herein. In the first approach, the probability information is transferred in the mean-square sense, whereas in the second approach the transfer is done exactly using a new theorem that was developed for this purpose. The FSC method can quantify uncertainties with high fidelity, especially for the long-time response of stochastic dynamical systems governed by ODEs of arbitrary order. Six representative numerical examples, including a nonlinear problem (the Van-der-Pol oscillator), are presented to demonstrate the performance of the FSC method and corroborate the claims of its superior numerical properties. Finally, a parametric, high-dimensional stochastic problem is used to demonstrate that when the FSC method is used in conjunction with Monte Carlo integration, the curse of dimensionality can be overcome altogether.

(nonlinear) stochastic dynamical systems↗
DOE OSTI2025

Generative AI models for learning flow maps of stochastic dynamical systems in bounded domains

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary interactions. Despite the success of machine learning-based methods in learning SDEs, existing learning methods are not applicable to SDEs in bounded domains because they cannot accurately capture the particle exit dynamics. We present a unified hybrid data-driven approach that combines a conditional diffusion model with an exit prediction neural network to capture both interior stochastic dynamics and boundary exit phenomena. Our ML model consists of two major components: a neural network that learns exit probabilities using binary cross-entropy loss with rigorous convergence guarantees, and a training-free diffusion model that generates state transitions for non-exiting particles using closed-form score functions. The two components are integrated through a probabilistic sampling algorithm that determines particle exit at each time step and generates appropriate state transitions. Here, the performance of the proposed approach is demonstrated via three test cases: a one-dimensional simplified problem for theoretical verification, a two-dimensional advection-diffusion problem in a bounded domain, and a three-dimensional problem of interest to magnetically confined fusion plasmas.

Bounded domains↗
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 OSTI2020

Probabilistic evolution of stochastic dynamical systems: A meso-scale perspective

Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features are used to quantify and propagate uncertainties associated with the initial conditions, external excitations, etc. From a probabilistic modeling standing point, two broad classes of methods exist, i.e. macro-scale methods and micro-scale methods. Classically, macro-scale methods such as statistical moments-based strategies are usually too coarse to capture the multi-mode shape or tails of a non-Gaussian distribution. Micro-scale methods such as random samples-based approaches, on the other hand, become computationally very challenging in dealing with high-dimensional stochastic systems. In view of these potential limitations, a meso-scale scheme is proposed here that utilizes a meso-scale statistical structure to describe the dynamical evolution from a probabilistic perspective. The significance of this statistical structure is twofold. First, it can be tailored to any arbitrary random space. Second, it not only maintains the probability evolution around sample trajectories but also requires fewer meso-scale components than the micro-scale samples. To demonstrate the efficacy of the proposed meso-scale scheme, a set of examples of increasing complexity are provided. Connections to the benchmark stochastic models as conservative and Markov models along with practical implementation guidelines are presented.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Learning stochastic dynamics with statistics-informed neural network

We introduce a machine-learning framework named statistics-informed neural network (SINN) for learning stochastic dynamics from data. This new architecture was theoretically inspired by a universal approximation theorem for stochastic systems, which we introduce in this paper, and the projection-operator formalism for stochastic modeling. Here, we devise mechanisms for training the neural network model to reproduce the correct statistical behavior of a target stochastic process. Numerical simulation results demonstrate that a well-trained SINN can reliably approximate both Markovian and non-Markovian stochastic dynamics. We demonstrate the applicability of SINN to coarse-graining problems and the modeling of transition dynamics. Furthermore, we show that the obtained reduced-order model can be trained on temporally coarse-grained data and hence is well suited for rare-event simulations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Learning stochastic dynamics and predicting emergent behavior using transformers

We show that a neural network originally designed for language processing can learn the dynamical rules of a stochastic system by observation of a single dynamical trajectory of the system, and can accurately predict its emergent behavior under conditions not observed during training. We consider a lattice model of active matter undergoing continuous-time Monte Carlo dynamics, simulated at a density at which its steady state comprises small, dispersed clusters. We train a neural network called a transformer on a single trajectory of the model. The transformer, which we show has the capacity to represent dynamical rules that are numerous and nonlocal, learns that the dynamics of this model consists of a small number of processes. Forward-propagated trajectories of the trained transformer, at densities not encountered during training, exhibit motility-induced phase separation and so predict the existence of a nonequilibrium phase transition. Transformers have the flexibility to learn dynamical rules from observation without explicit enumeration of rates or coarse-graining of configuration space, and so the procedure used here can be applied to a wide range of physical systems, including those with large and complex dynamical generators.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Identifying stochastic dynamics via finite expression methods

Modeling stochastic differential equations (SDEs) is crucial for understanding complex dynamical systems in various scientific fields. Recent methods often employ neural network-based models, which typically represent SDEs through a combination of deterministic and stochastic terms. However, these models usually lack interpretability and have difficulty in generalizing beyond their training domain. Here, this paper introduces the Finite Expression Method (FEX), a symbolic learning approach designed to derive interpretable mathematical representations of the deterministic component of SDEs. For the stochastic component, we integrate FEX with advanced generative modeling techniques to provide a comprehensive representation of SDEs. The numerical experiments on linear, nonlinear, and multidimensional SDEs demonstrate that FEX generalizes well beyond the training domain and delivers more accurate long-term predictions compared to neural network-based methods. The symbolic expressions identified by FEX not only improve prediction accuracy but also offer valuable scientific insights into the underlying dynamics of the systems.

Complex dynamical systems↗
DOE OSTI2020

Improved Predictability of the Indian Ocean Dipole Using a Stochastic Dynamical Model Compared to the North American Multimodel Ensemble Forecast

This study assesses the predictive skill of eight North American Multimodel Ensemble (NMME) models in predicting the Indian Ocean dipole (IOD). We find that the forecasted ensemble-mean IOD–El Niño–Southern Oscillation (ENSO) relationship deteriorates away from the observed relationship with increasing lead time, which might be one reason that limits the IOD predictive skill in coupled models. We are able to improve the IOD predictive skill using a recently developed stochastic dynamical model (SDM) forced by forecasted ENSO conditions. The results are consistent with the previous result that operational IOD predictability beyond persistence at lead times beyond one season is mostly controlled by ENSO predictability and the signal-to-noise ratio of the Indo-Pacific climate system. The multimodel ensemble (MME) investigated here is found to be of superior skill compared to each individual model at most lead times. Importantly, the skill of the SDM IOD predictions forced with forecasted ENSO conditions were either similar or better than those of the MME IOD forecasts. Moreover, the SDM forced with observed ENSO conditions exhibits significantly higher IOD prediction skill than the MME at longer lead times, suggesting the large potential skill increase that could be achieved by improving operational ENSO forecasts. We find that both cold and warm biases of the predicted Niño-3.4 index may cause false alarms of negative and positive IOD events, respectively, in NMME models. Many false alarms for IOD forecasts at lead times longer than one season in the original forecasts disappear or are significantly reduced in the SDM forced by forecasted ENSO conditions.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2020

Sequential Bayesian Parameter Estimation of Stochastic Dynamic Load Models

In this paper we focus on the parameter estimation of dynamic load models with stochastic terms-in particular, load models where protection settings are uncertain, such as in aggregated air conditioning units. We show how the uncertainty in the aggregated protection characteristics can be formulated as a stochastic differential equation with process noise. We cast the parameter inversion within a Bayesian parameter estimation framework, and we present methods to include process noise. We demonstrate the benefits of considering stochasticity in the parameter estimation and the risks of ignoring it.

Bayesian Statistics↗
DOE OSTI2024

SDYN-GANs: Adversarial learning methods for multistep generative models for general order stochastic dynamics

We introduce adversarial learning methods for data-driven generative modeling of dynamics of nth-order stochastic systems. Our approach builds on Generative Adversarial Networks (GANs) with generative model classes based on stable m-step stochastic numerical integrators. From observations of trajectory samples, we introduce methods for learning long-time predictors and stable representations of the dynamics. Our approaches use discriminators based on Maximum Mean Discrepancy (MMD), training protocols using both conditional and marginal distributions, and methods for learning dynamic responses over different time-scales. We show how our approaches can be used for modeling physical systems to learn force-laws, damping coefficients, and noise-related parameters. Our adversarial learning approaches provide methods for obtaining stable generative models for dynamic tasks including long-time prediction and developing simulations for stochastic systems.

• Artificial intelligence (AI) / machine learning ↗
DOE OSTI2026

Semi-Analytical Hierarchical Bayesian Inference of Nonlinear Model Structure in Stochastic Dynamics: Applied to Compartmental Models of Infectious Diseases

A Bayesian computational framework for parsimonious inference in stochastic nonlinear dynamical systems is presented. This framework enables the concurrent estimation of system states, time-varying parameters, time-invariant parameters, and the optimal sparsity structure of the model parameters. Because differential equation-based models are often simplified mechanistic or phenomenological representations, robust inference from noisy measurement data requires explicit treatment of model error and uncertainty. Model error and time-varying parameters can be represented as random processes, enabling inference while making minimal assumptions about the underlying sources of discrepancy and variability. Adopting stochastic differential equation representations affords the model significant flexibility, but can also render it susceptible to overfitting during statistical inversion, where the inferred model may track noise rather than the underlying signal. To alleviate the effects of overfitting and to enable the discovery of the optimal sparse representation of the time-invariant parameters, a Bayesian sparse learning algorithm is embedded within the framework. This sparse learning framework adopts an approximate hierarchical Bayesian setting defined by a series of semi-analytical expressions. The model structure inference framework is validated using a stochastic compartmental model for tracking and forecasting active cases of an infectious disease. Compartmental models describe population-level infectious disease dynamics through interactions among population fractions grouped by disease state. Mathematically, such models consist of a system of coupled ordinary differential equations. This example adopts an expressive compartmental model that includes multiple possible interactions between disease states, motivated by early uncertainty surrounding COVID-19 reinfection dynamics and their implications for long-term epidemic forecasting. The sparse learning exercise permits the inference of a priori unknown epidemiological dynamics from simulated public health data, discovering the nested compartmental model that optimizes the trade-off between average data-fit and model complexity. It is shown that inducing sparsity among the model parameters eliminates redundant interactions between compartments, equivalently revealing the optimal coupling structure between differential equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Photoinduced correlations in stochastic dynamics of a solid-state ionic conductor

Photoexcitation by ultrashort laser pulses plays a crucial role in controlling reaction pathways, creating nonequilibrium material properties, and probing complex molecular dynamics. The photoresponse following a laser pulse is generally nonidentical between exposures due to spatiotemporal fluctuations or the stochastic nature of dynamical pathways. However, most ultrafast pump-probe experiments struggle to distinguish intrinsic sample fluctuations from extrinsic apparatus noise, often missing deviations from the averaged response. Leveraging the stability and high photon flux of time-resolved X-ray micro-diffraction at a synchrotron, we characterized stochastic photoinduced dynamics in a solid-state ionic conductor. By analyzing temporal evolutions of the lattice parameter of a single grain, we found that shot-to-shot fluctuations are not independent. Instead, correlations exist between nonequilibrium lattice trajectories following adjacent shots, with a characteristic correlation length of approximately 1500 shots, corresponding to an energy barrier of 0.4 ± 0.1 eV, close to the activation energy of lithium-ion diffusion.

36 MATERIALS SCIENCE↗
DOE OSTI2021

Observability Analysis of a Power System Stochastic Dynamic Model Using a Derivative-Free Approach

Serving as a prerequisite to power system dynamic state estimation, the observability analysis of a power system dynamic model has recently attracted the attention of many power engineers. However, because this model is typically nonlinear and large-scale, the analysis of its observability is a challenge to the traditional derivative-based methods. Indeed, the linear-approximation-based approach may provide unreliable results while the nonlinear-technique-based approach inevitably faces extremely complicated derivations. Furthermore, because power systems are intrinsically stochastic, the traditional deterministic approaches may lead to inaccurate observability analyses. In this work, facing these challenges, we propose a novel polynomial-chaos-based derivative-free observability analysis approach that not only is free of any linear approximations, but also accounts for the stochasticity of the dynamic model while bringing a low implementation complexity. Furthermore, this approach enables us to quantify the degree of observability of a stochastic model, what conventional deterministic methods cannot do. The excellent performance of the proposed method has been demonstrated by performing extensive simulations using a synchronous generator model with IEEE-DC1A exciter and the TGOV1 turbine governor.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2024

A Pseudoreversible Normalizing Flow for Stochastic Dynamical Systems with Various Initial Distributions

Here, we present a pseudoreversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with various initial distributions. The primary objective is to construct an accurate and efficient sampler that can be used as a surrogate model for computationally expensive numerical integration of SDEs, such as those employed in particle simulation. After training, the normalizing flow model can directly generate samples of the SDE’s final state without simulating trajectories. The existing normalizing flow model for SDEs depends on the initial distribution, meaning the model needs to be retrained when the initial distribution changes. The main novelty of our normalizing flow model is that it can learn the conditional distribution of the state, i.e., the distribution of the final state conditional on any initial state, such that the model only needs to be trained once and the trained model can be used to handle various initial distributions. This feature can provide a significant computational saving in studies of how the final state varies with the initial distribution. Additionally, we propose to use a pseudoreversible network architecture to define the normalizing flow model, which has sufficient expressive power and training efficiency for a variety of SDEs in science and engineering, e.g., in particle physics. We provide a rigorous convergence analysis of the pseudoreversible normalizing flow model to the target probability density function in the Kullback–Leibler divergence metric. Numerical experiments are provided to demonstrate the effectiveness of the proposed normalizing flow model.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Time-Resolved Stochastic Dynamics of Quantum Thermal Machines

Steady-state quantum thermal machines are typically characterized by a continuous flow of heat between different reservoirs. However, at the level of discrete stochastic realizations, heat flow is unraveled as a series of abrupt quantum jumps, each representing an exchange of finite quanta with the environment. Here, in this work, we present a framework that resolves the dynamics of quantum thermal machines into cycles classified as enginelike, coolinglike, or idle. We analyze the statistics of individual cycle types and their durations, enabling us to determine both the fraction of cycles useful for thermodynamic tasks and the average waiting time between cycles of a given type. Central to our analysis is the notion of intermittency, which captures the operational consistency of the machine by assessing the frequency and distribution of idle cycles. Our framework offers a novel approach to characterizing thermal machines, with significant relevance to experiments involving mesoscopic transport through quantum dots.

full counting statistics↗
DOE OSTI2022

GFINNs: GENERIC formalism informed neural networks for deterministic and stochastic dynamical systems

Here we propose the GENERIC formalism informed neural networks (GFINNs) that obey the symmetric degeneracy conditions of the GENERIC formalism. GFINNs comprise two modules, each of which contains two components. We model each component using a neural network whose architecture is designed to satisfy the required conditions. The component-wise architecture design provides flexible ways of leveraging available physics information into neural networks. We prove theoretically that GFINNs are sufficiently expressive to learn the underlying equations, hence establishing the universal approximation theorem. We demonstrate the performance of GFINNs in three simulation problems: gas containers exchanging heat and volume, thermoelastic double pendulum and the Langevin dynamics. In all the examples, GFINNs outperform existing methods, hence demonstrating good accuracy in predictions for both deterministic and stochastic systems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

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↗