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At least 199 records · Page 11

On unifying randomized methods for inverse problems

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems with Gaussian priors by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a sample average approximation (SAA). More importantly, we are able to prove a single theoretical result that guarantees the asymptotic convergence for a variety of randomized methods. Additionally, viewing randomized methods as an SAA enables us to prove, for the first time, a single non-asymptotic error result that holds for randomized methods under consideration. Another important consequence of our unified framework is that it allows us to discover new randomization methods. Here, we present various numerical results for linear, nonlinear, algebraic, and PDE-constrained inverse problems that verify the theoretical convergence results and provide a discussion on the apparently different convergence rates and the behavior for various randomized methods.

42 ENGINEERING↗

Method and apparatus for constructing informative outcomes to guide multi-policy decision making

In Multi-Policy Decision-Making (MPDM), many computationally-expensive forward simulations are performed in order to predict the performance of a set of candidate policies. In risk-aware formulations of MPDM, only the worst outcomes affect the decision making process, and efficiently finding these influential outcomes becomes the core challenge. Recently, stochastic gradient optimization algorithms, using a heuristic function, were shown to be significantly superior to random sampling. In this disclosure, it was shown that accurate gradients can be computed-even through a complex forward simulation—using approaches similar to those in dep networks. The proposed approach finds influential outcomes more reliably, and is faster than earlier methods, allowing one to evaluate more policies while simultaneously eliminating the need to design an easily-differentiable heuristic function.

Olson, Edwin↗

Resource frugal optimizer for quantum machine learning

Quantum-enhanced data science, also known as quantum machine learning (QML), is of growing interest as an application of near-term quantum computers. Variational QML algorithms have the potential to solve practical problems on real hardware, particularly when involving quantum data. However, training these algorithms can be challenging and calls for tailored optimization procedures. Specifically, QML applications can require a large shot-count overhead due to the large datasets involved. In this work, we advocate for simultaneous random sampling over both the dataset as well as the measurement operators that define the loss function. We consider a highly general loss function that encompasses many QML applications, and we show how to construct an unbiased estimator of its gradient. This allows us to propose a shot-frugal gradient descent optimizer called Refoqus (REsource Frugal Optimizer for QUantum Stochastic gradient descent). Our numerics indicate that Refoqus can save several orders of magnitude in shot cost, even relative to optimizers that sample over measurement operators alone.

97 MATHEMATICS AND COMPUTING↗

Stochastic modeling and statistical calibration with model error and scarce data

This paper introduces a procedure to assess the predictive accuracy of stochastic models subject to model error and sparse data. Model error is introduced as uncertainty on the coefficients of appropriate polynomial chaos expansions (PCE). The error associated with finite sample size allows us to conceive of these coefficients as statistics of the data that we describe as random variables whose influence on output quantities of interest is evaluated through the extended polynomial chaos expansion (EPCE). A Bayesian data assimilation scheme is introduced to update these expansions by considering the resulting nested chaos expansion as a hierarchical probabilistic model. Stochastic models of quantities of interest (QoI) are thus constructed and efficiently evaluated. Here, the Metropolis–Hastings Markov chain Monte Carlo procedure is used to sample the posterior. Two illustrative analytical and numerical problems are used to demonstrate the proposed approach.

Bayesian inference↗

State Estimation for Distribution Networks with Asynchronous Sensors Using Stochastic Descent: Preprint

This paper investigates the problem of state estimation for distribution networks with asynchronous sensors comprising of a mix of smart meters and phasor measurement units (PMUs) with multiple sampling and reporting rates. We consider two independent scenarios of state estimation and tracking, with either voltages or currents as states. With these two sets, we investigate estimation under (a) full data, assuming all measurements are available and (b) limited data, where an online algorithmic approach is adopted to estimate the possibly time-varying states by processing measurements as and when available. The proposed algorithm, inspired by the classical Stochastic Gradient Descent (SGD) approach updates the states based on the previous estimate and the newly available measurements. Finally, we demonstrate the estimation and tracking efficacy through numerical simulations on the IEEE-37 test network, while also highlighting how estimation with currents as states leads to faster convergence.

asynchronous sensors↗

From individual leaves to forest stands: importance of niche, distance decay, and stochasticity vary by ecosystem type and functional group for fungal community composition

Abstract Community assembly is influenced by environmental niche processes as well as stochastic processes that can be spatially dependent (e.g. dispersal limitation) or independent (e.g. priority effects). Here, we sampled senesced tree leaves as unit habitats to investigate fungal community assembly at two spatial scales: (i) small neighborhoods of overlapping leaves from differing tree species and (ii) forest stands of differing ecosystem types. Among forest stands, ecosystem type explained the most variation in community composition. Among adjacent leaves within stands, variability in fungal composition was surprisingly high. Leaf type was more important in stands with high soil fertility and dominated by differing tree mycorrhizal types (sugar maple vs. basswood or red oak), whereas distance decay was more important in oak-dominated forest stands with low soil fertility. Abundance of functional groups was explained by environmental factors, but predictors of taxonomic composition within differing functional groups were highly variable. These results suggest that fungal community assembly processes are clearest for functional group abundances and large spatial scales. Understanding fungal community assembly at smaller spatial scales will benefit from further study focusing on differences in drivers for different ecosystems and functional groups, as well as the importance of spatially independent factors such as priority effects.

59 BASIC BIOLOGICAL SCIENCES↗

Benchmarking Optimizers for Qumode State Preparation with Variational Quantum Algorithms

Quantum state preparation involves preparing a target state from an initial system, a process integral to applications such as quantum machine learning and solving systems of linear equations. Recently, there has been a growing interest in qumodes due to advancements in the field and their potential applications. However there is a notable gap in the literature specifically addressing this area. This paper aims to bridge this gap by providing performance benchmarks of various optimizers used in state preparation with Variational Quantum Algorithms. We conducted extensive testing across multiple scenarios, including different target states, both ideal and sampling simulations, and varying numbers of basis gate layers. Our evaluations offer insights into the complexity of learning each type of target state and demonstrate that some optimizers perform better than others in this context. Notably, the Powell optimizer was found to be exceptionally robust against sampling errors, making it a preferred choice in scenarios prone to such inaccuracies. Additionally, the Simultaneous Perturbation Stochastic Approximation optimizer was distinguished for its efficiency and ability to handle increased parameter dimensionality effectively.

Kan, Shuwen [Fordham University]↗

Processing Aleatory and Epistemic Uncertainties in Experimental Data From Sparse Replicate Tests of Stochastic Systems for Real-Space Model Validation

This paper presents a practical methodology for propagating and processing uncertainties associated with random measurement and estimation errors (that vary from test-to-test) and systematic measurement and estimation errors (uncertain but similar from test-to-test) in inputs and outputs of replicate tests to characterize response variability of stochastically varying test units. Also treated are test condition control variability from test-to-test and sampling uncertainty due to limited numbers of replicate tests. These aleatory variabilities and epistemic uncertainties result in uncertainty on computed statistics of output response quantities. The methodology was developed in the context of processing experimental data for “real-space” (RS) model validation comparisons against model-predicted statistics and uncertainty thereof. The methodology is flexible and sufficient for many types of experimental and data uncertainty, offering the most extensive data uncertainty quantification (UQ) treatment of any model validation method the authors are aware of. It handles both interval and probabilistic uncertainty descriptions and can be performed with relatively little computational cost through use of simple and effective dimension- and order-adaptive polynomial response surfaces in a Monte Carlo (MC) uncertainty propagation approach. A key feature of the progressively upgraded response surfaces is that they enable estimation of propagation error contributed by the surrogate model. Sensitivity analysis of the relative contributions of the various uncertainty sources to the total uncertainty of statistical estimates is also presented. Finally, the methodologies are demonstrated on real experimental validation data involving all the mentioned sources and types of error and uncertainty in five replicate tests of pressure vessels heated and pressurized to failure. Simple spreadsheet procedures are used for all processing operations.

97 MATHEMATICS AND COMPUTING↗

Binary Quantum Control Optimization with Uncertain Hamiltonians

Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum controls under uncertainties. In this paper, we consider a stochastic discrete optimization formulation of a discretized binary optimal quantum control problem involving Hamiltonians with predictable uncertainties. We propose a sample-based reformulation that optimizes both risk-neutral and risk-averse measurements of control policies, and solve these with two gradient-based algorithms using sum-up-rounding approaches. Furthermore, we discuss the differentiability of the objective function and prove upper bounds of the gaps between the optimal solutions to binary control problems and their continuous relaxations. We conduct numerical simulations on various sized problem instances based on two applications of quantum pulse optimization; we evaluate different strategies to mitigate the impact of uncertainties in quantum systems. In conclusion, we demonstrate that the controls of our stochastic optimization model achieve significantly higher quality and robustness compared with the controls of a deterministic model.

conditional value-at-risk (CVaR)↗

Selecting samples of galaxies with fewer Fingers-of-God

The radial positions of galaxies inferred from their measured redshift appear distorted due to their peculiar velocities. We argue that the contribution from stochastic velocities — which gives rise to `Fingers-of-God' (FoG) anisotropy in the inferred maps — does not lend itself to perturbative modelling already on scales targeted by current experiments. To get around this limitation, we propose to remove FoG using data-driven indicators of their abundance that are local in nature and thus avoid selection biases. In particular, we show that the scale where the measured power spectrum quadrupole changes sign is tightly anti-correlated with both the satellite fraction and the velocity dispersion, and can thus be used to select galaxy samples with fewer FoG. In addition, we show that excluding galaxies in haloes more massive than a given mass threshold can help to discard many of the most problematic galaxies. Such selection could be achieved in practice using maps of the thermal Sunyaev-Zel'dovich distortion of the cosmic microwave background frequency spectrum. These techniques could potentially improve reconstructions of the large-scale velocity and displacement fields from the redshift-space positions of galaxies. They may also extend the reach of perturbative models for galaxy clustering, though in practice we find only marginal gains when fitting one-loop EFTofLSS models to simulations with mitigated FoG due to the relevance of other effects entering at two-loop order.

cosmological parameters from LSS↗

Evidence of Skewness and Sub-Gaussian Character in Temperature-Dependent Distributions of One Million Electronic Excitation Energies in PbS Quantum Dots

Obtaining statistical distributions by sampling a large number of conformations is vital for an accurate description of temperature-dependent properties of chemical systems. However, constructing distributions with 105??106 samples is computationally challenging because of the prohibitively high computational cost of performing rst-principles quantum-mechanical calculations. In this work, we present a new technique called the Eective Stochastic Potential Conguration Interaction Singles (ESP-CIS) method to obtain excitation energies. The ESP-CIS method uses random matrix theory for the construction of an eective stochastic representation of the Fock operator and combines it with linear-response theory. Here, we perform excitation calculations on PbS quantum dots (0.75-1.75 nm) at temperatures of 200-400 K. Results from a total of 15 million excitation energy calculations (1 million samples for each of the three dots at ve dierent temperatures) revealed the distributions to be sub-Gaussian in nature with negative skewness. The distributions progressively became red-shifted with increasing temperature. The study shows that random distortions in structure from the minimum-energy geometry of these quantum dots are more likely to lower the excitation energies.

Scher, Jeremy A.↗

Polycyclic aromatic hydrocarbons in samples of Ryugu formed in the interstellar medium

Polycyclic aromatic hydrocarbons (PAHs) contain ≲20% of the carbon in the interstellar medium. They are potentially produced in circumstellar environments (at temperatures ≳1000 kelvin), by (~10 kelvin) interstellar clouds, or by processing of carbon-rich dust grains. We report isotopic properties of PAHs extracted from samples of the asteroid Ryugu and the meteorite Murchison. The doubly- 13 C substituted compositions (Δ2× 13 C values) of the PAHs naphthalene, fluoranthene, and pyrene are 9 to 51‰ higher than values expected for a stochastic distribution of isotopes. The Δ2× 13 C values are higher than expected if the PAHs formed in a circumstellar environment, but consistent with formation in the interstellar medium. By contrast, the PAHs phenanthrene and anthracene in Ryugu samples have Δ2× 13 C values consistent with formation by higher-temperature reactions.

Science & Technology - Other Topics↗

Uncertainty quantification and sensitivity analysis of a nuclear thermal propulsion reactor startup sequence

The research presented in this article describes progress in applying stochastic methods, uncertainty quantification, parametric studies, and variance-based sensitivity analysis (also known as Sobol sensitivity analysis) to a full-core model of a nuclear thermal propulsion (NTP) system simulated via the radiation transport code Griffin to simulate neutronics. Our goal is to develop a reduced-order (surrogate) model that can be rapidly sampled with perturbations to multiple input parameters. In this NTP system, reactivity and power feedback affect the rotation of control drums (CDs), which is itself controlled by a hybrid proportional-integral-derivative (PID) controller actuated by the power demand and reactivity feedback from the numerical model. This model uses reactor kinetic feedback (mean generation time [Λ] and effective delayed neutron fraction [ β eff ] from a transient Griffin simulation executed via Griffin’s improved quasi-static solver to provide the kinetic parameters) as inputs to functions that control the CD rotation angle. By investigating numerous stochastic approaches, we developed a dual-purpose surrogate model of the NTP system, using polynomial regression in the Multiphysics Object-Oriented Simulation Environment (MOOSE) Stochastic Tools Module (STM). The trained model can be rapidly sampled while simultaneously perturbing various input parameters, such as coefficients on the PID control or temperature (directly affecting the neutron cross section). The surrogate model delivers accurate (within 5%) results at speeds orders of magnitude faster (minutes, not days of computational time) than the base model. Once the surrogate model has been trained, distributions of the uncertain parameters can be changed at will to investigate the effects of perturbing multiple inputs as well as the effects of these inputs on the model output. For example, coefficients used in the PID control system may vary due to some type of physical interference, or uncertainty may exist in the temperature of the neutron cross sections in various regions of the reactor. A distribution can be placed on these parameters, and operational boundaries can be determined. The goal of this work is to support development of an advanced control system for operating CDs in a functioning NTP system. This work is a scoping study of the MOOSE STM.

21 - SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLAN↗

OzDES Reverberation Mapping Programme: Mg ii lags and R − L relation

ABSTRACT The correlation between the broad line region radius and continuum luminosity (R–L relation) of active galactic nuclei (AGNs) is critical for single-epoch mass estimates of supermassive black holes (SMBHs). At z ∼ 1–2, where AGN activity peaks, the R–L relation is constrained by the reverberation mapping (RM) lags of the Mg ii line. We present 25 Mg ii lags from the Australian Dark Energy Survey RM project based on 6 yr of monitoring. We define quantitative criteria to select good lag measurements and verify their reliability with simulations based on both the damped random walk stochastic model and the rescaled, resampled versions of the observed light curves of local, well-measured AGN. Our sample significantly increases the number of Mg ii lags and extends the R–L relation to higher redshifts and luminosities. The relative iron line strength $\mathcal {R}_{\rm Fe}$ has little impact on the R–L relation. The best-fitting Mg iiR–L relation has a slope α = 0.39 ± 0.08 with an intrinsic scatter $\sigma _{\rm rl} = 0.15^{+0.03}_{-0.02}$ . The slope is consistent with previous measurements and shallower than the H β R–L relation. The intrinsic scatter of the new R–L relation is substantially smaller than previous studies and comparable to the intrinsic scatter of the H β R–L relation. Our new R–L relation will enable more precise single-epoch mass estimates and SMBH demographic studies at cosmic noon.

79 ASTRONOMY AND ASTROPHYSICS↗

Multiscale simulation of spatially correlated microstructure via a latent space representation

When deformation gradients act on the scale of the microstructure of a part due to geometry and loading, spatial correlations and finite-size effects in simulation cells cannot be neglected. We propose a multiscale method that accounts for these effects using a variational autoencoder to encode the structure–property map of the stochastic volume elements making up the statistical description of the part. In this paradigm the autoencoder can be used to directly encode the microstructure or, alternatively, its latent space can be sampled to provide likely realizations. Furthermore, we demonstrate the method on three examples using the common additively manufactured material AlSi10Mg in: (a) a comparison with direct numerical simulation of the part microstructure, (b) a push forward of microstructural uncertainty to performance quantities of interest, and (c) a simulation of functional gradation of a part with stochastic microstructure.

Elastoplasticity↗

Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey

Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a sampling-based approach that has widely used for quantification and propagation of uncertainties. However, the standard MC method is often time-consuming if the simulation-based model is computationally intensive. This article gives an overview of modern MC methods to address the existing challenges of the standard MC in the context of UQ. Specifically, multilevel Monte Carlo (MLMC) extending the concept of control variates achieves a significant reduction of the computational cost by performing most evaluations with low accuracy and corresponding low cost, and relatively few evaluations at high accuracy and corresponding high cost. Multifidelity Monte Carlo (MFMC) accelerates the convergence of standard Monte Carlo by generalizing the control variates with different models having varying fidelities and varying computational costs. Multimodel Monte Carlo method (MMMC), having a different setting of MLMC and MFMC, aims to address the issue of UQ and propagation when data for characterizing probability distributions are limited. Multimodel inference combined with importance sampling is proposed for quantifying and efficiently propagating the uncertainties resulting from small data sets. All of these three modern MC methods achieve a significant improvement of computational efficiency for probabilistic UQ, particularly uncertainty propagation. Finally, an algorithm summary and the corresponding code implementation are provided for each of the modern MC methods. The extension and application of these methods are discussed in detail.

97 MATHEMATICS AND COMPUTING↗

Geostatistical Mapping of Salinity Conditioned on Borehole Logs, Montebello Oil Field, California

We present a geostatistics-based stochastic salinity estimation framework for the Montebello Oil Field that capitalizes on available total dissolved solids (TDS) data from groundwater samples as well as electrical resistivity (ER) data from borehole logging. Data from TDS samples (n = 4924) was coded into an indicator framework based on falling below four selected thresholds (500, 1000, 3000, and 10,000 mg/L). Collocated TDS-ER data from the surrounding groundwater basin were then employed to produce a kernel density estimator to establish conditional probabilities for ER data (n = 8 boreholes) falling below the selected TDS thresholds within the Montebello Oil Field area. Directional variograms were estimated from these indicator coded data, and 500 TDS realizations from conditional indicator simulation were generated for the subsurface region above the Montebello Oil Field reservoir. Simulations were summarized as 3D maps of median TDS, most likely salinity class, and probability for exceeding each of the specified TDS thresholds. Results suggested TDS was below 500 mg/L in most of the study area, with a trend toward higher values (500 to 1000 mg/L) to the southwest; consistent with the average regional groundwater flow direction. Discrete localized zones of TDS greater than 1000 mg/L were observed, with one of these zones in the greater than 10,000 mg/L range; however, these areas were not prevalent. The probabilistic approach used here is adaptable and is readily modified to include additional data and types and can be employed in time-lapse salinity modeling through Bayesian updating.

54 ENVIRONMENTAL SCIENCES↗

Probabilistic modeling approach for tracking each collision and breakup of computational parcels

A modeling approach for binary collision and particle breakup is presented for a stochastic particle model in which a computational parcel represents a number of similar physical particles. Presented in this report includes sampling from a distribution of discrete data, parcel number reduction, probabilistic calculation of collision rates, and various particle-particle interactions. Modeling of elastic scattering, coalescence and agglomeration, and breakup are discussed for solid-solid, solid-liquid, and liquid-liquid particle collisions. Numerical procedures are also summarized.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗