Modeling the behavior of elastic materials with stochastic microstructure

Even in the simple linear elastic range, the material behavior is not deterministic, but fluctuates randomly around some expectation values. The knowledge about this characteristic is obviously trivial from an experimentalist’s point of view. However, it is not considered in the vast majority of material models in which “only” deterministic behavior is taken into account. One very promising approach to the inclusion of stochastic effects in modeling of materials is provided by the Karhunen-Lo`eve expansion. It has been used, for example, in the stochastic finite element method, where it yields results of the desired kind, but unfortunately at drastically increased numerical costs. This contribution aims to propose a new ansatz that is based on a stochastic series expansion, but at the Gauß point level. Appropriate energy relaxation allows to derive the distribution of a synthesized stress measure, together with explicit formulas for the expectation and variance. The total procedure only needs negligibly more computation effort than a simple elastic calculation. We also present an outlook on how the original approach in [7] can be applied to inelastic material

Path integrals and symmetry breaking for optimal control theory

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a linear equation. The transformation is similar to the transformation used to relate the classical Hamilton-Jacobi equation to the Schr\"odinger equation. As a result of the linearity, the usual backward computation can be replaced by a forward diffusion process, that can be computed by stochastic integration or by the evaluation of a path integral. It is shown, how in the deterministic limit the PMP formalism is recovered. The significance of the path integral approach is that it forms the basis for a number of efficient computational methods, such as MC sampling, the Laplace approximation and the variational approximation. We show the effectiveness of the first two methods in number of examples. Examples are given that show the qualitative difference between stochastic and deterministic control and the occurrence of symmetry breaking as a function of the noise.Comment: 21 pages, 6 figures, submitted to JSTA

The validity of quasi steady-state approximations in discrete stochastic simulations

In biochemical networks, reactions often occur on disparate timescales and can be characterized as either "fast" or "slow." The quasi-steady state approximation (QSSA) utilizes timescale separation to project models of biochemical networks onto lower-dimensional slow manifolds. As a result, fast elementary reactions are not modeled explicitly, and their effect is captured by non-elementary reaction rate functions (e.g. Hill functions). The accuracy of the QSSA applied to deterministic systems depends on how well timescales are separated. Recently, it has been proposed to use the non-elementary rate functions obtained via the deterministic QSSA to define propensity functions in stochastic simulations of biochemical networks. In this approach, termed the stochastic QSSA, fast reactions that are part of non-elementary reactions are not simulated, greatly reducing computation time. However, it is unclear when the stochastic QSSA provides an accurate approximation of the original stochastic simulation. We show that, unlike the deterministic QSSA, the validity of the stochastic QSSA does not follow from timescale separation alone, but also depends on the sensitivity of the non-elementary reaction rate functions to changes in the slow species. The stochastic QSSA becomes more accurate when this sensitivity is small. Different types of QSSAs result in non-elementary functions with different sensitivities, and the total QSSA results in less sensitive functions than the standard or the pre-factor QSSA. We prove that, as a result, the stochastic QSSA becomes more accurate when non-elementary reaction functions are obtained using the total QSSA. Our work provides a novel condition for the validity of the QSSA in stochastic simulations of biochemical reaction networks with disparate timescales.Comment: 21 pages, 4 figure

A time dependent performance model for multihop wireless networks with CBR traffic

In this paper, we develop a performance modeling technique for analyzing the time varying network layer queueing behavior of multihop wireless networks with constant bit rate traffic. Our approach is a hybrid of fluid flow queueing modeling and a time varying connectivity matrix. Network queues are modeled using fluid-flow based differential equation models which are solved using numerical methods, while node mobility is modeled using deterministic or stochastic modeling of adjacency matrix elements. Numerical and simulation experiments show that the new approach can provide reasonably accurate results with significant improvements in the computation time compared to standard simulation tools. © 2010 IEEE

A Scalable Approach to Performing Multiplication and Matrix Dot-Products in Unary

Stochastic computing is a paradigm in which logical operations are performed on randomly generated bit streams. Complex arithmetic operations can be executed by simple logic circuits, resulting in a much smaller area footprint compared to conventional binary counterparts. However, the random or pseudorandom sources required for generating the bit streams are costly in terms of area and offset the advantages. Additionally, due to the inherent randomness, the computation lacks precision, limiting the applicability of this paradigm. Importantly, achieving reasonable accuracy in stochastic computing involves high latency. Recently, deterministic approaches to stochastic computing have been proposed, demonstrating that randomness is not a requirement. By structuring the computation deterministically, exact results can be obtained, and the latency greatly reduced. The bit stream generated adheres to a "unary" encoding, retaining the non-positional nature of the bits while discarding the random bit generation of traditional stochastic computing. This deterministic approach overcomes many drawbacks of stochastic computing, although the latency increases quadratically with each level of logic, becoming unmanageable beyond a few levels. In this paper, we present a method for approximating the results of the deterministic method while maintaining low latency at each level. This improvement comes at the cost of additional logic, but we demonstrate that the increase in area scales with the square root of n, where n represents the equivalent number of binary bits of precision. Our new approach is general, efficient, composable, and applicable to all arithmetic operations performed with stochastic logic. We show that this approach outperforms other stochastic designs for matrix multiplication (dot-product), which is an integral step in nearly all machine learning algorithms.Comment: 25 pages, 8 figure

Inertial Stochastic PALM (iSPALM) and Applications in Machine Learning

Inertial algorithms for minimizing nonsmooth and nonconvex functions as the inertial proximal alternating linearized minimization algorithm (iPALM) have demonstrated their superiority with respect to computation time over their non inertial variants. In many problems in imaging and machine learning, the objective functions have a special form involving huge data which encourage the application of stochastic algorithms. While algorithms based on stochastic gradient descent are still used in the majority of applications, recently also stochastic algorithms for minimizing nonsmooth and nonconvex functions were proposed. In this paper, we derive an inertial variant of a stochastic PALM algorithm with variance-reduced gradient estimator, called iSPALM, and prove linear convergence of the algorithm under certain assumptions. Our inertial approach can be seen as generalization of momentum methods widely used to speed up and stabilize optimization algorithms, in particular in machine learning, to nonsmooth problems. Numerical experiments for learning the weights of a so-called proximal neural network and the parameters of Student-t mixture models show that our new algorithm outperforms both stochastic PALM and its deterministic counterparts

A stochastic model updating method for parameter variability quantification based on response surface models and Monte Carlo simulation

Stochastic model updating must be considered for quantifying uncertainties inherently existing in real-world engineering structures. By this means the statistical properties,instead of deterministic values, of structural parameters can be sought indicating the parameter variability. However, the implementation of stochastic model updating is much more complicated than that of deterministic methods particularly in the aspects of theoretical complexity and low computational efficiency. This study attempts to propose a simple and cost-efficient method by decomposing a stochastic updating process into a series of deterministic ones with the aid of response surface models and Monte Carlo simulation. The response surface models are used as surrogates for original FE models in the interest of programming simplification, fast response computation and easy inverse optimization. Monte Carlo simulation is adopted for generating samples from the assumed or measured probability distributions of responses. Each sample corresponds to an individual deterministic inverse process predicting the deterministic values of parameters. Then the parameter means and variances can be statistically estimated based on all the parameter predictions by running all the samples. Meanwhile, the analysis of variance approach is employed for the evaluation of parameter variability significance. The proposed method has been demonstrated firstly on a numerical beam and then a set of nominally identical steel plates tested in the laboratory. It is found that compared with the existing stochastic model updating methods, the proposed method presents similar accuracy while its primary merits consist in its simple implementation and cost efficiency in response computation and inverse optimization