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At least 181 records · Page 10

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↗

Blob velocities and sizes in the Alcator C-Mod scrape-off layer for ohmic and high confinement mode plasmas

An improved time delay estimation method is used to calculate the velocity of cross-field blob motion in the scrape-off layer of Alcator C-Mod for an ohmic and two high confinement (H-mode) plasmas; an edge localized mode free and an enhanced D-alpha H-mode. The gas puff imaging data analysis results are interpreted in the framework of a stochastic model that describes the fluctuations as a super-position of uncorrelated blob-like structures. In all confinement modes investigated, the scrape-off layer is dominated by large amplitude, blob-like filaments moving radially outwards with velocities in the range from 400 to 1000 m/s. Blobs in high confinement mode plasmas have similar velocities and sizes as in ohmic plasma, which is consistent with the close similarity of conditionally averaged burst shapes and frequency spectra for the confinement modes investigated.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

High fidelity multiphysics tightly coupled model for a lead cooled fast reactor concept and application to statistical calculation of hot channel factors

A tightly coupled multiphysics code system is established using the MOOSE framework for hot channel factor (HCF) evaluation on a Lead Fast Reactor (LFR) concept. The coupled system is driven by the Griffin multiphysics coupling capability under which the MOOSE Heat Transfer module and NekRS computational fluid dynamics solver are coupled for conjugate heat transfer using the Cardinal application. The coupled capability is demonstrated on an LFR assembly model based on materials and geometry of a prototypical lead-cooled fast reactor design by Westinghouse Electric Company, LLC. Moreover, the work integrates the Multiphysics Object Oriented Simulation Environment (MOOSE) Stochastic Tools Module (STM) to perform calculations for statistical analysis of HCF. Furthermore, the coupling strategy and workflow demonstrated in this paper is not only useful for predicting accurate hot channel factors for different kinds of advanced reactors but also for other engineering applications such as control rod worth assessment, generation of high-fidelity database for Artificial intelligence (AI)/machine learning (ML) training, design optimization and multi-resolution modeling.

Cardinal↗

Relaxor Ferroelectric-Like Spatiotemporal Memory in Field-Driven Lipid Bilayers

Lipid membranes are often regarded as passive barriers, yet their nonlinear dielectric response remains poorly understood. Using all-atom molecular dynamics, we show that fully hydrated dipalmitoylphosphatidylcholine bilayers exhibit relaxor ferroelectric-like behavior under time-dependent electric fields. Unlike crystalline relaxors, which are bipolar and display little remanent polarization, lipid bilayers exhibit a unipolar polarization response: even an alternating current field produces persistent, asymmetric polarization. Furthermore, the underlying free-energy landscape contains two distinct minima, a nonpolarized state and a unipolarly polarized state, between which stochastic thermally activated transitions occur. Directionally resolved Van Hove analysis reveals pronounced anisotropy arising from out-of-plane electric dipole alignment, interleaflet coupling, and lateral polarization domains. Each field cycle nucleates polarization at distinct sites and monitors their relaxation, marking a crossover from thermal fluctuations to field-sustained polarization. Remarkably, these polarized domains persist after field removal, generating long-lived, spatially coherent dipolar patterns that encode nanoscale polarization memory. Potassium chloride amplifies these effects via dielectric screening and a modified hydration structure, enhancing electric dipole flexibility and cooperativity. Together, these results establish protein-free bilayers as nonlinear, history-dependent dielectrics capable of sustaining field-tunable electromechanical coupling, providing an emergent physical foundation for nanoscale information storage and memory phenomena reminiscent of short- and long-term plasticity in soft neuromorphic systems.

Insulators↗

Yield Estimation of the August 2020 Beirut Explosion by Using Physics‐Based Propagation Simulations of Regional Infrasound

Abstract The August 2020 Beirut explosion is the largest single‐fired ammonium nitrate explosion documented in history. The massive explosion excited loud infrasound in the atmosphere, and clear waveforms were recorded by a regional infrasound array at an epicentral distance of 100 km, allowing for accurate measurements of explosion energy. We estimate the explosion size based on the infrasound waveform inversion. Unlike conventional inversions using empirical models, we perform full 3‐D finite‐difference simulations to obtain a physics‐based propagation model for the inversion. Accurate numerical modeling of infrasound is challenging as the propagation is substantially affected by the turbulent atmosphere. Instead of a single deterministic prediction, we provide a range of waveform predictions by running multiple simulations with stochastic weather forecast models, which allows for comprehensive uncertainty analysis of numerical modeling and estimated yields. Finally, we expand the yield estimation technique for seismoacoustic analysis and demonstrate the substantial advantage of the joint approach.

58 GEOSCIENCES↗

A New Modeling Approach for a Priori Uncertainties of Laser Tracker Angle Measurements

Methods for modeling the uncertainty in laser tracker angle measurements vary within the metrology industry, leading to confusion and questionable stochastic modeling for survey network adjustments and error propagation analysis. Interpreting the published laser tracker manufacturer performance specifications to determine an a priori sigma value for weighting azimuth and zenith angle measurements can be confusing and has led to differing implementations. Furthermore, this paper proposes a unique way to model survey network a priori laser tracker angular uncertainties based on laser tracker manufacturers’ published maximum permissible error (MPE) values referenced to current standards for weighting survey network measurements. This paper’s proposed model takes into account the disparate effects that pointing errors, target centering errors, and leveling errors have on azimuth and zenith angular uncertainties for measurements with steep sightings and at near ranges.

42 ENGINEERING↗

High-throughput bend-strengths of ultra-small polysilicon MEMS components

The strength distribution of polysilicon bend specimens, approximately 10 μm in size, is measured using a high-throughput microelectromechanical system fabrication and testing method. The distribution is predicted from reference tests on tensile specimens and finite element analysis of the bend specimen geometry incorporated into a stochastic extreme-value strength framework. Agreement between experiment and prediction suggests that the ultra-small specimens may be at the limit of extreme-value scaling and contain only one strength-controlling flaw/specimen.

Cook, Robert F. (ORCID:0000000304228881)↗

Effect of void positioning on the detonation sensitivity of a heterogeneous energetic material

We show although it is well-established that voids profoundly influence the initiation and reaction behaviors of heterogeneous energetic materials such as polymer-bonded explosives (PBX) and propellants, there has been little study of how void location in different constituents in the microstructures of such materials affect the macroscale behavior. Here, we use three-dimensional (3D) mesoscale simulations to study how void placement within the reactive grains versus the polymer binder influences the shock-to-detonation transition (SDT) in a polymer-bonded explosive. The material studied here has a microstructure comprised of 75% PETN (pentaerythritol tetranitrate) grains and 25% HTPB (hydroxyl-terminated polybutadiene) polymer binder by volume. Porosities up to 10% in the form of spherical voids distributed in both the grains and polymer are considered. An Arrhenius reactive burn relation is used to model the chemical kinetics of the PETN grains under shock loading, thereby resolving the heterogeneous detonation behavior of the PBX. The influence of void location on the shock initiation sensitivity of the material is quantitatively ranked by comparing the predicted run distance to detonation (RDD) for each sample. The analysis includes inherent quantification of uncertainties arising from the stochastic variations in the microstructure morphologies and void distributions by using statistically equivalent microstructure sample sets (SEMSS), leading to probabilistic formulations for the RDD as a function of shock pressure. The calculations reveal that the location of voids in the composite microstructure significantly affects the RDD. Specifically, voids exclusively within the grains cause the PBX to be more sensitive (having shorter RDD) than voids in the polymer binder. Unique probabilistic relationships are derived to map the probability of observing RDD for each void location material case, allowing for prediction of initiation behavior anywhere in the shock pressure – RDD space. These findings agree with trends reported in the literature.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

MHD-induced SOL filaments and divertor heat flux striations in NSTX

Magnetohydrodynamic (MHD) activity in NSTX has been found to induce striated heat flux patterns at the divertor. These striated heat fluxes were previously interpreted as strike-point splitting caused by stochastic magnetic lobes near the X-point. Recent analysis indicates that MHD can directly generate filaments in the scrape-off layer (SOL), and the MHD-related filaments are consistent with the rotation and the frequency of the MHD. Magnetic field line tracing from the mid-plane of the MHD-related filaments to the divertor is consistent with the location of striated heat fluxes on the divertor. Additionally, gas puff imaging (GPI) diagnostic data shows the generation of regular blobs following each edge harmonic oscillation (EHO) toroidal mode number n = 1 perturbation, which indicates that the MHD perturbation directly drives the blobs. These blobs are responsible for the divertor heat flux striations. Here, this finding provides a new framework for understanding MHD-induced edge transport and has important implications for heat-load control in NSTX-U and future spherical tokamaks.

MHD↗

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↗

Developing and Testing a Novel Stochastic Ice Microphysics Parameterization for Cloud and Climate Models Using ARM Field Campaign Data (Final Progress Report)

The major goals of this project were: 1) to use field campaign measurements from DOE’s Atmospheric Radiation Measurement (ARM) program to characterize variability of important parameters describing properties of ice particles in the atmosphere; 2) based on this observational analysis, to develop a parameterization scheme for weather and climate models that stochastically varies these parameters, and implement the new scheme into a weather model called the Weather Research and Forecasting model (WRF); 3) to use WRF coupled with the new stochastic scheme to simulate ARM field campaign thunderstorm cases and analyze how accounting for this parameter variability affects the model simulations. This work was performed jointly between the National Center for Atmospheric Research, University of Oklahoma, and University of Utah. To accomplish these goals, we extended an approach previously developed to characterize the variability in the size distribution of ice particles to parameters that are explicitly represented in models (i.e., relationships between ice particle mass and size, and between particle fall velocity and size). Our project was, to our knowledge, the first to apply observationally-constrained estimates of this parameter variability describing mass-size and fall velocity-size in a modeling framework. Our results showed efficacy of the approach, evaluated using ARM observations. Similarly, to our knowledge, work in this project was the first to propose and evaluate in detail a stochastic approach for unresolved turbulent mixing in high-resolution model simulations against detailed, benchmark large eddy simulations and ARM observations. Results showed some promising behavior, particularly with increased mixing and dilution of air in thunderstorm cores with surrounding environmental air, bringing the stochastic simulations closer to the benchmark large eddy simulations; however, results were somewhat degraded using stochastic mixing compared to observations from the AMIE/DYNAMO field campaign. This project also further refined and applied a modeling methodology called “piggybacking” that can robustly separate dynamical and thermodynamic impacts of model changes, and comparison studies of different models based on cases developed from ARM observations. Finally, this project directly supported three graduate students who completed their PhDs as well as a postdoctoral research fellow.

54 ENVIRONMENTAL SCIENCES↗

Quasi-mode evolution in a stochastic magnetic field

Abstract We present a multi-scale model of quasi-mode evolution in a stochastic magnetic field. The similarity between a quasi-mode and a ballooning mode enables us to address the challenges arising from the disparate geometries in the theories of ballooning modes in the presence of resonant magnetic perturbations. We obtain useful insights into our understanding of ballooning mode dynamics in a stochastic background. To maintain quasi-neutrality at all scales, the beat between the quasi-mode and the stochastic magnetic field drives microturbulence, which drives the turbulent background that promotes mixing and damps the quasi-mode. As a result of the broad mode structure of the quasi-mode, the turbulent viscosity and the turbulent diffusivity produced by the microturbulence are larger than those in our related study on resistive interchange modes. The stochastic magnetic field can also enhance the effective plasma inertia and reduce the effective drive, thereby slowing the mode growth. A nontrivial correlation between the microturbulence and the magnetic perturbations is shown to develop. This could account for the reduction in the Jensen–Shannon complexity of pedestal turbulence in the Resonant Magnetic Perturbation Edge-Localized Mode suppression phase observed in recent experiments. Directions for future experimental and theoretical studies are suggested.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Modular supply chain optimization considering demand uncertainty to manage risk

Supply chain under demand uncertainty has been a challenging problem due to increased competition and market volatility in modern markets. Flexibility in planning decisions makes modular manufacturing a promising way to address this problem. We report the problem of multiperiod process and supply chain network design is considered under demand uncertainty. A mixed integer two-stage stochastic programming problem is formulated with integer variables indicating the process design and continuous variables to represent the material flow in the supply chain. The problem is solved using a rolling horizon approach. Benders decomposition is used to reduce the computational complexity of the optimization problem. To promote risk-averse decisions, a downside risk measure is incorporated in the model. The results demonstrate the several advantages of modular designs in meeting product demands. A pareto-optimal curve for minimizing the objectives of expected cost and downside risk is obtained.

42 ENGINEERING↗

Integrating HPC, AI, and Workflows for Scientific Data Analysis: Report from Dagstuhl Seminar 23352

The Dagstuhl Seminar 23352, titled “Integrating HPC, AI, and Workflows for Scientific Data Analysis,” held from August 27 to September 1, 2023, was a significant event focusing on the synergy between High-Performance Computing (HPC), Artificial Intelligence (AI), and scientific workflow technologies. The seminar recognized that modern Big Data analysis in science rests on three pillars: workflow technologies for reproducibility and steering, AI and Machine Learning (ML) for versatile analysis, and HPC for handling large data sets. These elements, while crucial, have traditionally been researched separately, leading to gaps in their integration. The seminar aimed to bridge these gaps, acknowledging the challenges and opportunities at the intersection of these technologies. The event highlighted the complex interplay between HPC, workflows, and ML, noting how ML has increasingly been integrated into scientific workflows, thereby enhancing resource demands and bringing new requirements to HPC architectures, like support for GPUs and iterative computations. The seminar also addressed the challenges in adapting HPC for large-scale ML tasks, including in areas like deep learning, and the need for workflow systems to evolve to leverage ML in data analysis fully. Moreover, the seminar explored how ML could optimize scientific workflow systems and HPC operations, such as through improved scheduling and fault tolerance. A key focus was on identifying prestigious use cases of ML in HPC and understanding their unique, unmet requirements. The stochastic nature of ML and its impact on the reproducibility of data analysis on HPC systems was also a topic of discussion.

97 MATHEMATICS AND COMPUTING↗

Sensitivity Analysis of Irradiated Fueled Experiments using the MOOSE Framework [Slides]

Modeling and simulation (M&S) methods are able to predict uncertainties in experimental parameters (e.g., power and fission density) during irradiation. A shortfall exists in predicting how sensitive some of the parameters will behave during the experimental process. Sensitivity and Uncertainty Quantification (SUQ) is critical in support of qualification and licensing reactor fuels. The application of a method to quantify the uncertainty in these experiments is critical to the prediction of their performance. In this work, we propose the use of a polynomial chaos expansion (PCE) method to quantify the sensitive parameters in these simulations and, in an extension, their experimental surrogates. We propose to perform M&S using PCE uncertainty quantification on a previously irradiated fueled experiment in order to provide a validation case for Griffin and expand its use as a verification and validation (V&V) tool for experiments with a neutronics component. Griffin is an advanced, deterministic neutronics analysis code built using the MOOSE (multiphysics object-oriented simulation environment) framework which can provide state-of-the-art neutronic analysis on M&S of experiments. We will use the stochastic tools module (STM) in MOOSE to provide PCE uncertainty quantification on the proposed experimental setup. Idaho National Laboratory (INL) does not yet have an in-house developed code with V&V approval for experiments performed on-site; this work would provide a necessary addition of support for experiments performed at INL. The Nuclear Regulatory Commission (NRC) has explicitly requested uncertainties in calculated values such as fuel power and burnup, and the development of this capability would benefit the relationship between INL and the NRC.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Probabilistic Forecast of All-Sky Solar Radiation Using Enhanced WRF-Solar: Preprint

This study presents enhancements of the Weather Research and Forecasting model with solar extensions (WRF-Solar) to provide probabilistic forecasts of solar radiation. Our approach builds ensemble WRF-Solar runs by introducing stochastic perturbations of variables that produce the largest uncertainties in predicting surface irradiance and clouds. The key variables are identified using tangent linear sensitivity analysis of six physics packages responsible for all-sky irradiance variability. An optimal strategy to stochastically perturb the selected variables is developed and applied to WRF-Solar to generate ensemble members for day-ahead solar prediction. The National Solar Radiation Database (NSRDB) is used to validate the ensemble forecast at arbitrary locations on the model grid. Preliminary results indicate that the proposed technique can potentially produce WRF-Solar ensembles providing reliable information of solar prediction uncertainty. This study describes the implemented methodology and initial results as well as future research to improve ensemble-based probabilistic forecasts with WRF-Solar.

all-sky↗

Modeling Stochastic Variability in Multiband Time-series Data

In preparation for the era of time-domain astronomy with upcoming large-scale surveys, we propose a state-space representation of a multivariate damped random walk process as a tool to analyze irregularly-spaced multifilter light curves with heteroscedastic measurement errors. We adopt a computationally efficient and scalable Kalman filtering approach to evaluate the likelihood function, leading to maximum O(k 3 n) complexity, where k is the number of available bands and n is the number of unique observation times across the k bands. This is a significant computational advantage over a commonly used univariate Gaussian process that can stack up all multiband light curves in one vector with maximum O(k 3 n 3 ) complexity. Using such efficient likelihood computation, we provide both maximum likelihood estimates and Bayesian posterior samples of the model parameters. Three numerical illustrations are presented: (i) analyzing simulated five-band light curves for a comparison with independent single-band fits; (ii) analyzing five-band light curves of a quasar obtained from the Sloan Digital Sky Survey Stripe 82 to estimate short-term variability and timescale; (iii) analyzing gravitationally lensed g- and r-band light curves of Q0957+561 to infer the time delay. Two R packages, Rdrw and timedelay, are publicly available to fit the proposed models.

79 ASTRONOMY AND ASTROPHYSICS↗

Analysis of Variance of Functional Data (F-ANOVA) [Slides]

Goals: What is Analysis of Variance (ANOVA); Extending Analysis of Variance to Function Data (F-ANOVA); The role of stochastic processes in F-ANOVA; One and Two Sample Problems for F-ANOVA; One-Way F-ANOVA.

97 MATHEMATICS AND COMPUTING↗