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At least 253 records · Page 14

Quantum mechanical closure of partial differential equations with symmetries

We develop a statistical framework for the dynamical closure of spatiotemporal dynamics governed by partial differential equations. Employing the mathematical framework of quantum mechanics to embed the original classical dynamics into a quantum mechanical representation, we use the space of quantum density operators to model the unresolved degrees of freedom of the original dynamics in a statistical sense, and the framework of quantum measurement to predict their contributions to the resolved dynamics. The embedded dynamics is discretized by a positivity preserving process, leading to a compressed representation that is invariant under the dynamical symmetries of the resolved dynamics. We present a data based formulation of the closure scheme and apply it to a closure problem for the shallow water equations. The numerical results demonstrate that our closure model can accurately predict the main features of the true dynamics, including for out of sample initial conditions.

Delay embedding↗

Geometric Tail Approximation for Reliability and Survivability

A common problem in developing high-reliability systems is estimating the reliability for a population of components that cannot be 100% tested. The radiation survivability of a population of components is often estimated by testing a very small sample to some multiple of the required specification level, known as an overtest. Given a successful test with a sufficient overtest margin, the population of components is assumed to have the required survivability or radiation reliability. However, no mathematical justification for such claims has been crafted without making aggressive assumptions regarding the statistics of the unknown distribution. Here we illustrate a new approach that leverages geometric bounding arguments founded on relatively modest distribution assumptions to produce conservative estimates of component reliability.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems

We consider a high-dimensional nonlinear computational model of a dynamical system, parameterized by a vector-valued control parameter, in the presence of uncertainties represented by an uncontrolled parameter modeled by a vector-valued random variable, and possibly with stochastic excitation. The objective is to construct a statistical surrogate model where the input is any deterministic value of the control parameter, and the output is a vector-valued observation of the computational model, which is a random vector whose probability measure is updated using a target dataset. To construct this statistical surrogate model, the stochastic response of the computational model must be built, which is a vector-valued time-discretized stochastic process in high dimension, depending on the control parameter. It is assumed that the computational cost of a single evaluation of the deterministic model is high. For the probabilistic updating, we consider a subset of the components of the observation of the computational model, defined as the “identification observation” of the computational model, for which a small target dataset is available. Therefore, the target dataset is associated with partial observability, corresponding to an incomplete data case. Given a prior probability model of the random control and uncontrolled parameters, a training dataset is constructed, consisting of realizations of the random triplet composed of the stochastic response, the random identification observation, and the random control parameter. Since the computational cost of a single evaluation of the deterministic model is assumed to be large, the training dataset is also of small size. The main challenges in this problem are the high dimensionality, partial observability leading to incomplete data in the target dataset for the identification observation of the computational model (which is not sufficient to identify the computational stochastic responses), and the availability of a small training dataset. To address these challenges, we propose a methodology based on statistical methods for constructing necessary reduced representations, direct probabilistic learning under constraints using probabilistic learning on manifolds (PLoM) constrained by the target dataset, and the use of a weak formulation of the Fourier transform of probability measures. Statistical conditioning is also employed to explore the learned dataset. The constructed predictive statistical surrogate model can be implemented in the context of online computation. Here, we apply this approach to a problem of nonlinear stochastic dynamics in high dimensions within the framework of deformable solids mechanics.

Engineering↗

Graph link prediction in computer networks using Poisson matrix factorisation

Graph link prediction is an important task in cybersecurity: relationships between entities within a computer network, such as users interacting with computers or system libraries and the corresponding processes that use them, can provide key insights into adversary behaviour. Poisson matrix factorisation (PMF) is a popular model for link prediction in large networks, particularly useful for its scalability. In this article PMF is extended to include scenarios that are commonly encountered in cybersecurity applications. Specifically, an extension is proposed to explicitly handle binary adjacency matrices and include known categorical covariates associated with the graph nodes. A seasonal PMF model is also presented to handle seasonal networks. To allow the methods to scale to large graphs, variational methods are discussed for performing fast inference. The results show an improved performance over the standard PMF model and other statistical network models.

97 MATHEMATICS AND COMPUTING↗

Simultaneous inference of equation of state parameters and unknown data errors with uncertainty quantification via hierarchical Bayesian posterior maximization

Equations of state (EOSs) are a key component in running hydrodynamic simulations as they relate the thermodynamic states for the material. The Davis reactants EOS is commonly used for modeling high explosives (HEs), and the EOS model parameters are calibrated using material specific data. The calibrations are often performed with uncertainty quantification via Bayesian inference to account for uncertainty in the data and generate ensembles of likely parameters. However, there are relatively few HE data sets to use for calibration and many are historical and lack error information. In this work, we simultaneously calibrate the Davis reactants EOS model parameters and unknown data error terms for the high explosive PBX 9501. To quantify the uncertainty in the models and the data, we use a Bayesian framework for the calibration and compute the hierarchical Bayesian posterior distribution with both a posteriori maximization approach and Markov Chain Monte Carlo. In general, we find that, given our assumptions, the two approaches result in similar calibrated parameters, posterior covariance matrices, and insights about the parameters but that the posterior maximization requires far less computational resources.

97 MATHEMATICS AND COMPUTING↗

Stochastic Gradient-Based Distributed Bayesian Estimation in Cooperative Sensor Networks

Distributed Bayesian inference provides a full quantification of uncertainty offering numerous advantages over point estimates that autonomous sensor networks are able to exploit. However, fully-decentralized Bayesian inference often requires large communication overheads and low network latency, resources that are not typically available in practical applications. In this paper, we propose a decentralized Bayesian inference approach based on stochastic gradient Langevin dynamics, which produces full posterior distributions at each of the nodes with significantly lower communication overhead. We provide analytical results on convergence of the proposed distributed algorithm to the centralized posterior, under typical network constraints. Finally, we also provide extensive simulation results to demonstrate the validity of the proposed approach.

42 ENGINEERING↗

Scalar Field Comparison with Topological Descriptors: Properties and Applications for Scientific Visualization

In topological data analysis and visualization, topological descriptors such as persistence diagrams, merge trees, contour trees, Reeb graphs, and Morse–Smale complexes play an essential role in capturing the shape of scalar field data. Herein we present a state–of–the–art report on scalar field comparison using topological descriptors. We provide a taxonomy of existing approaches based on visualization tasks associated with three categories of data: single fields, time–varying fields, and ensembles. These tasks include symmetry detection, periodicity detection, key event/feature detection, feature tracking, clustering, and structure statistics. Our main contributions include the formulation of a set of desirable mathematical and computational properties of comparative measures, and the classification of visualization tasks and applications that are enabled by these measures.

97 MATHEMATICS AND COMPUTING↗

Essential Statistical Concepts

Statistical methods are an essential element to making quality measurements, allowing the organization and interrogation of data in a structured way. This introductory chapter describes key concepts of measurement statistics that are used in many nondestructive assay (NDA) methods and is intended as a primer to the reading list provided in the reference section. (Croft and Burr 2016; Smith 1991; Smith 2013; Taylor 1997; Triola 2017). The textbooks by Triola on elementary statistics (Figure 1), Taylor, and Smith (2013) introduce uncertainty analysis in the physical sciences. Smith (1991) provides a rigorous introduction with examples to correlated variables. These texts collectively offer an excellent foundation for understanding essential statistical concepts.

97 MATHEMATICS AND COMPUTING↗

Model for redundant-sensor signal errors

Report describes application of order statistics to analysis of failure modes in redundant systems. Report provides detailed mathematical discussion of approach, accompanied by graphs and equations. Techniques are relevant to process that demand high reliability, such as manufacture of dangerous chemicals. It also includes discussion of quad-redundant system.

Sowada, D. J.↗

Computing Reliabilities Of Ceramic Components Subject To Fracture

CARES calculates fast-fracture reliability or failure probability of macroscopically isotropic ceramic components. Program uses results from commercial structural-analysis program (MSC/NASTRAN or ANSYS) to evaluate reliability of component in presence of inherent surface- and/or volume-type flaws. Computes measure of reliability by use of finite-element mathematical model applicable to multiple materials in sense model made function of statistical characterizations of many ceramic materials. Reliability analysis uses element stress, temperature, area, and volume outputs, obtained from two-dimensional shell and three-dimensional solid isoparametric or axisymmetric finite elements. Written in FORTRAN 77.

Nemeth, N. N.↗

Determining the accuracy of maximum likelihood parameter estimates with colored residuals

An important part of building high fidelity mathematical models based on measured data is calculating the accuracy associated with statistical estimates of the model parameters. Indeed, without some idea of the accuracy of parameter estimates, the estimates themselves have limited value. In this work, an expression based on theoretical analysis was developed to properly compute parameter accuracy measures for maximum likelihood estimates with colored residuals. This result is important because experience from the analysis of measured data reveals that the residuals from maximum likelihood estimation are almost always colored. The calculations involved can be appended to conventional maximum likelihood estimation algorithms. Simulated data runs were used to show that the parameter accuracy measures computed with this technique accurately reflect the quality of the parameter estimates from maximum likelihood estimation without the need for analysis of the output residuals in the frequency domain or heuristically determined multiplication factors. The result is general, although the application studied here is maximum likelihood estimation of aerodynamic model parameters from flight test data.

Morelli, Eugene A.↗

The Multiphoton Interaction of Lambda Model Atom and Two-Mode Fields

The system of two-mode fields interacting with atom by means of multiphotons is addressed, and the non-classical statistic quality of two-mode fields with interaction is discussed. Through mathematical calculation, some new rules of non-classical effects of two-mode fields which evolue with time, are established.

Liu, Tang-Kun↗

Determining the Accuracy of Aerodynamic Model Parameters Estimated from Flight Test Data

An important part of building mathematical models based on measured data is calculating the accuracy associated with statistical estimates of the model parameters. Indeed, without some idea of this accuracy, the parameter estimates themselves have limited value. In this work, an expression for computing quantitatively correct parameter accuracy measures for maximum likelihood parameter estimates with colored residuals is developed and validated. This result is important because experience in analyzing flight test data reveals that the output residuals from maximum likelihood estimation are almost always colored. The calculations involved can be appended to conventional maximum likelihood estimation algorithms. Monte Carlo simulation runs were used to show that parameter accuracy measures from the new technique accurately reflect the quality of the parameter estimates from maximum likelihood estimation without the need for correction factors or frequency domain analysis of the output residuals. The technique was applied to flight test data from repeated maneuvers flown on the F-18 High Alpha Research Vehicle (HARV). As in the simulated cases, parameter accuracy measures from the new technique were in agreement with the scatter in the parameter estimates from repeated maneuvers, while conventional parameter accuracy measures were optimistic.

Morelli, Eugene A.↗

Accuracy of Aerodynamic Model Parameters Estimated from Flight Test Data

An important put of building mathematical models based on measured date is calculating the accuracy associated with statistical estimates of the model parameters. Indeed, without some idea of this accuracy, the parameter estimates themselves have limited value. An expression is developed for computing quantitatively correct parameter accuracy measures for maximum likelihood parameter estimates when the output residuals are colored. This result is important because experience in analyzing flight test data reveals that the output residuals from maximum likelihood estimation are almost always colored. The calculations involved can be appended to conventional maximum likelihood estimation algorithms. Monte Carlo simulation runs were used to show that parameter accuracy measures from the new technique accurately reflect the quality of the parameter estimates from maximum likelihood estimation without the need for correction factors or frequency domain analysis of the output residuals. The technique was applied to flight test data from repeated maneuvers flown on the F-18 High Alpha Research Vehicle. As in the simulated cases, parameter accuracy measures from the new technique were in agreement with the scatter in the parameter estimates from repeated maneuvers, whereas conventional parameter accuracy measures were optimistic.

Morelli, Eugene A.↗

Initiation-promotion model of tumor prevalence in mice from space radiation exposures

Exposures in space consist of low-level background components from galactic cosmic rays (GCR), occasional intense-energetic solar-particle events, periodic passes through geomagnetic-trapped radiation, and exposure from possible onboard nuclear-propulsion engines. Risk models for astronaut exposure from such diverse components and modalities must be developed to assure adequate protection in future NASA missions. The low-level background exposures (GCR), including relativistic heavy ions (HZE), will be the ultimate limiting factor for astronaut career exposure. We consider herein a two-mutation, initiation-promotion, radiation-carcinogenesis model in mice in which the initiation stage is represented by a linear kinetics model of cellular repair/misrepair, including the track-structure model for heavy ion action cross-sections. The model is validated by comparison with the harderian gland tumor experiments of Alpen et al. for various ion beams. We apply the initiation-promotion model to exposures from galactic cosmic rays, using models of the cosmic-ray environment and heavy ion transport, and consider the effects of the age of the mice prior to and after the exposure and of the length of time in space on predictions of relative risk. Our results indicate that biophysical models of age-dependent radiation hazard will provide a better understanding of GCR risk than models that rely strictly on estimates of the initial slopes of these radiations.

NASA Discipline Radiation Health↗