Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “stochastic approximation”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 253 records · Page 14

Differentiable Predictions for Large Scale Structure with SHAMNet

In simulation-based models of the galaxy-halo connection, theoretical predictions for galaxy clustering and lensing are typically made based on Monte Carlo realizations of a mock universe. In this paper, we use Subhalo Abundance Matching (SHAM) as a toy model to introduce an alternative to stochastic predictions based on mock population, demonstrating how to make simulation-based predictions for clustering and lensing that are both exact and differentiable with respect to the parameters of the model. Conventional implementations of SHAM are based on iterative algorithms such as Richardson-Lucy deconvolution; here we use the JAX library for automatic differentiation to train SHAMNet, a neural network that accurately approximates the stellar-to-halo mass relation (SMHM) defined by abundance matching. In our approach to making differentiable predictions of large-scale structure, we map parameterized PDFs onto each simulated halo, and calculate gradients of summary statistics of the galaxy distribution by using autodiff to propagate the gradients of the SMHM through the statistical estimators used to measure one- and two-point functions. Our techniques are quite general, and we conclude with an overview of how they can be applied in tandem with more complex, higher-dimensional models, creating the capability to make differentiable predictions for the multi-wavelength universe of galaxies.

79 ASTRONOMY AND ASTROPHYSICS↗

The neutron number probability distribution in coupled lumped assemblies

Here, the validity of the gamma distribution in describing the neutron number probability distribution function for both isolated and coupled multiplying assemblies when constrained to reproduce the true mean and variance is investigated in lumped geometry by numerical comparison with kinetic Monte Carlo simulations. The mean and variance are obtained from numerical solution of moment equations constructed from the relevant forward Master equation with assembly coupling coefficients obtained from a view factor method. Numerical results for a two-group, two coupled assemblies model, with static and dynamic reactivity insertion, show that except for subcritical assemblies, the gamma distribution well-approximates the number distribution. Differences in the fast and thermal neutron population shapes are explained in terms of effective source strengths due to downscatter and coupling.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Calibration verification for stochastic agent-based disease spread models

Accurate disease spread modeling is crucial for identifying the severity of outbreaks and planning effective mitigation efforts. To be reliable when applied to new outbreaks, model calibration techniques must be robust. However, current methods frequently forgo calibration verification (a stand-alone process evaluating the calibration procedure) and instead use overall model validation (a process comparing calibrated model results to data) to check calibration processes, which may conceal errors in calibration. In this work, we develop a stochastic agent-based disease spread model to act as a testing environment as we test two calibration methods using simulation-based calibration, which is a synthetic data calibration verification method. The first calibration method is a Bayesian inference approach using an empirically-constructed likelihood and Markov chain Monte Carlo (MCMC) sampling, while the second method is a likelihood-free approach using approximate Bayesian computation (ABC). Simulation-based calibration suggests that there are challenges with the empirical likelihood calculation used in the first calibration method in this context. These issues are alleviated in the ABC approach. Despite these challenges, we note that the first calibration method performs well in a synthetic data model validation test similar to those common in disease spread modeling literature. We conclude that stand-alone calibration verification using synthetic data may benefit epidemiological researchers in identifying model calibration challenges that may be difficult to identify with other commonly used model validation techniques.

60 APPLIED LIFE SCIENCES↗

A Hybrid Method for Tensor Decompositions that Leverages Stochastic and Deterministic Optimization

In this paper, we propose a hybrid method that uses stochastic and deterministic search to compute the maximum likelihood estimator of a low-rank count tensor with Poisson loss via state-of-theart local methods. Our approach is inspired by Simulated Annealing for global optimization and allows for fine-grain parameter tuning as well as adaptive updates to algorithm parameters. We present numerical results that indicate our hybrid approach can compute better approximations to the maximum likelihood estimator with less computation than the state-of-the-art methods by themselves.

97 MATHEMATICS AND COMPUTING↗

"Spectrally gapped" random walks on networks: a Mean First Passage Time formula

We derive an approximate but explicit formula for the Mean First Passage Time of a random walker between a source and a target node of a directed and weighted network. The formula does not require any matrix inversion, and it takes as only input the transition probabilities into the target node. It is derived from the calculation of the average resolvent of a deformed ensemble of random sub-stochastic matrices H=\langle H\rangle +\delta H H = ⟨ H ⟩ + δ H , with \langle H\rangle ⟨ H ⟩ rank- 1 1 and non-negative. The accuracy of the formula depends on the spectral gap of the reduced transition matrix, and it is tested numerically on several instances of (weighted) networks away from the high sparsity regime, with an excellent agreement.

97 MATHEMATICS AND COMPUTING↗

Monte Carlo Explicitly Correlated Second-Order Many-Body Green’s Function Calculations of Semiconductor Band Gaps

A systematically converging series of ab initio, post-density-functional, size-consistent, electron-correlated approximations is desired for predictive computing of felectronic band structures of insulating, semiconducting, and metallic solids. A series that meets all of these desiderata (except the applicability to metals) is ab initio many-body Green's function theory based on Gaussian-type-orbital (GTO) basis sets. Here, its leading-order approximation, the second-order Green's function (GF2) method in the diagonal and frequency-independent approximations with the aug-cc-pVDZ basis set, is applied to the fundamental band gaps of three semiconductors (diamond, silicon, and silicon carbide in the zincblende structure) using cluster models. Corrections are made to the basis-set-incompleteness errors by the explicit-correlation (F12) ansatz (GF2-F12) for the valence band edges. The crystals are modeled as surface-passivated clusters of increasing sizes, whose wave functions are expanded by up to 2709 GTO basis functions. Immense computational costs of these calculations are overcome by the highly scalable stochastic algorithm of the Monte Carlo GF2-F12 method, whose operation cost per state increases only as a cubic power of system size, which has a tiny memory footprint and easily achieves near-perfect parallel efficiency on thousands of CPUs or on hundreds of GPUs. The correlated, F12-corrected highest-occupied and lowest-unoccupied molecular-orbital energy (HOMO-LUMO) gap is 5.78 ± 0.07 eV for C 87 H 76 as compared with the experimental value of the fundamental (indirect) band gap of bulk diamond at 5.48 eV. The correlated, F12-corrected HOMO-LUMO gaps for Si 75 H 76 and Si 32 C 43 H 76 are 2.56 ± 0.15 eV and 3.50 ± 0.12 eV, respectively, which are expected to decrease further with increasing cluster sizes. As a result, the experimental fundamental (indirect) band gaps of bulk silicon and silicon carbide are 1.17 eV and 2.42 eV, respectively.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Multigrid deflation for Lattice QCD

Computing the trace of the inverse of large matrices is typically addressed through statistical methods. Deflating out the lowest eigenvectors or singular vectors of the matrix reduces the variance of the trace estimator. This work summarizes our efforts to reduce the computational cost of computing the deflation space while achieving the desired variance reduction for Lattice QCD applications. Previous efforts computed the lower part of the singular spectrum of the Dirac operator by using an eigensolver preconditioned with a multigrid linear system solver. Despite the improvement in performance in those applications, as the problem size grows the runtime and storage demands of this approach will eventually dominate the stochastic estimation part of the computation. In this work, we propose to compute the deflation space in one of the following two ways. First, by using an inexact eigensolver on the Hermitian, but maximally indefinite, operator. Second, by exploiting the fact that the multigrid prolongator for this operator is rich in components toward the lower part of the singular spectrum. We show experimentally that the inexact eigensolver can approximate the lower part of the spectrum even for ill-conditioned operators. Also, the deflation based on the multigrid prolongator is more efficient to compute and apply, and, despite its limited ability to approximate the fine level spectrum, it obtains similar variance reduction on the trace estimator as deflating with approximate eigenvectors from the fine level operator.

97 MATHEMATICS AND COMPUTING↗

Coherent Transfer of Lattice Entropy via Extreme Nonlinear Phononics in Metal Halide Perovskites

Entropy transfer in metal halide perovskites, characterized by significant lattice anharmonicity and low stiffness, underlies the remarkable properties observed in their optoelectronic applications, ranging from solar cells to lasers. The conventional view of this transfer involves stochastic processes occurring within a thermal bath of phonons, where the lattice arrangement and energy flow from higher- to lower-frequency modes. Here, we unveil a comprehensive chronological sequence detailing a conceptually distinct coherent transfer of entropy in a prototypical perovskite CH 3 NH 3 Pbl 3 . The terahertz periodic modulation imposes vibrational coherence into electronic states, leading to the emergence of mixed (vibronic) quantum beat between approximately 3 and 0.3 THz. We highlight a well-structured bidirectional time-frequency transfer of these diverse phonon modes, each developing at different times and transitioning from high to low frequencies from 3 to 0.3 THz, before reversing direction and ascending to around 0.8 THz. First-principles molecular dynamics simulations disentangle a complex web of coherent-phononic coupling pathways and identify the salient roles of the initial modes in shaping entropy evolution at later stages. Capitalizing on coherent entropy transfer and dynamic anharmonicity presents a compelling opportunity to exceed the fundamental thermodynamic (Shockley-Queisser) limit of photoconversion efficiency and to pioneer novel optoelectronic functionalities. Published by the American Physical Society 2024

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Self‐Potential Tomography Preconditioned by Particle Swarm Optimization—Application to Monitoring Hyporheic Exchange in a Bedrock River

Abstract A self‐potential (SP) data‐inversion algorithm was developed and tested on an analytical model of electrical‐potential profile data attributed to single and multiple polarized electrical sources. The developed algorithm was then validated by an application to SP‐monitoring field data measured on the floodplain of East Fork Poplar Creek, Oak Ridge, Tennessee, to image electrical sources in areas conducive to preferential flow into the flood plain from the bedrock‐lined riverbed. The algorithm combined stochastic source‐localization by particle‐swarm‐optimization (PSO) of electrical sources characterized by simplified geometries with source tomography by regularized weighted least‐squares minimization of a quadratic objective function. Prior information was incorporated by preconditioning the tomography algorithm by PSO results. Variable percentages of random noise were added to analytical‐model data to evaluate the algorithm performance. Results indicated that true parameters of single‐source models were inverted and approximated with small residual error, whereas inversion of analytical‐model data representing multiple electrical sources accurately approximated the locations of the sources but miscalculated some parameters because of the non‐uniqueness of the inverse‐model solution. Source tomography applied to analytical model data during testing produced a spatially continuous parameter field that identified the locations of point‐scale synthetic dipole sources of electrical current flow with varying degrees of accuracy depending on the prior information incorporated into the tomography. When applied to SP‐monitoring field data, the algorithm imaged electrical sources within a known fault that intersects the bedrock riverbed and flood plain of East Fork Poplar Creek and depicted dynamic electrical conditions attributed to hyporheic exchange.

54 ENVIRONMENTAL SCIENCES↗

Classical shadows for quantum process tomography on near-term quantum computers

Quantum process tomography is a powerful tool for understanding quantum channels and characterizing the properties of quantum devices. Inspired by recent advances using classical shadows in quantum state tomography [H.-Y. Huang, R. Kueng, and J. Preskill, .], we have developed ShadowQPT, a classical shadow method for quantum process tomography. We introduce two related formulations with and without ancilla qubits. ShadowQPT stochastically reconstructs the Choi matrix of the device allowing for an classical evaluation of the device on arbitrary inputs with respect to arbitrary outputs. Using shadows, we then show how to compute overlaps, generate all k -weight reduced processes, and perform reconstruction via Hamiltonian learning. These latter two tasks are efficient for large systems as the number of quantum measurements needed scales only logarithmically with the number of qubits. A number of additional approximations and improvements are developed, including the use of a pair-factorized Clifford shadow and a series of postprocessing techniques that significantly enhance the accuracy for recovering the quantum channel. We have implemented ShadowQPT using both Pauli and Clifford measurements on the IonQ trapped ion quantum computer for quantum processes up to n = 4 qubits, and we achieved good performance. Published by the American Physical Society 2024

Levy, Ryan (ORCID:0000000349527156)↗

A Predictor-Corrector Strategy for Adaptivity in Dynamical Low-Rank Approximations

Here, in this paper, we present a predictor-corrector strategy for constructing rank-adaptive, dynamical low-rank approximations (DLRAs) of matrix-valued ODE systems. The strategy is a compromise between (i) low-rank step-truncation approaches that alternately evolve and compress solutions and (ii) strict DLRA approaches that augment the low-rank manifold using subspaces generated locally in time by the DLRA integrator. The strategy is based on an analysis of the error between a forward temporal update into the ambient full-rank space, which is typically computed in a step-truncation approach before recompressing, and the standard DLRA update, which is forced to live in a low-rank manifold. We use this error, without requiring its full-rank representation, to correct the DLRA solution. A key ingredient for maintaining a low-rank representation of the error is a randomized SVD, which introduces some degree of stochastic variability into the implementation. The strategy is formulated and implemented in the context of discontinuous Galerkin spatial discretizations of PDEs and applied to several versions of DLRA methods found in the literature as well as a new variant. Numerical experiments comparing the predictor-corrector strategy to other methods demonstrate robustness to overcome shortcomings of step truncation or strict DLRA approaches: The former may require more memory than is strictly needed, while the latter may miss transients solution features that cannot be recovered. The effect of randomization, tolerances, and other implementation parameters is also explored.

97 MATHEMATICS AND COMPUTING↗

Blackout Diffusion: Generative Diffusion Models in Discrete-State Spaces

Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state spaces, including many scientific applications. Here, we develop a theoretical formulation for arbitrary discrete-state Markov processes in the forward diffusion process using exact (as opposed to variational) analysis. We relate the theory to the existing continuous-state Gaussian diffusion as well as other approaches to discrete diffusion, and identify the corresponding reverse-time stochastic process and score function in the continuous-time setting, and the reverse-time mapping in the discrete-time setting. As an example of this framework, we introduce “Blackout Diffusion”, which learns to produce samples from an empty image instead of from noise. Numerical experiments on the CIFAR-10, Binarized MNIST, and CelebA datasets confirm the feasibility of our approach. Generalizing from specific (Gaussian) forward processes to discrete-state processes without a variational approximation sheds light on how to interpret diffusion models, which we discuss.

Santos, Javier E.↗

Muon tracking in a LiquidO opaque scintillator detector

LiquidO is an innovative radiation detector concept. The core idea is to exploit stochastic light confinement in a highly scattering medium to self-segment the detector volume. In this paper, we demonstrate event-by-event muon tracking in a LiquidO opaque scintillator detector prototype. The detector consists of a 30 mm cubic scintillator volume instrumented with 64 wavelength-shifting fibres arranged in an 8 × 8 grid with a 3.2 mm pitch and read out by silicon photomultipliers. A wax-based opaque scintillator with a scattering length of approximately 0.5 mm is used. The tracking performance of this LiquidO detector is characterised with cosmic-ray muons and the position resolution is demonstrated to be 450 μm per row of fibres. These results highlight the potential of LiquidO opaque scintillator detectors to achieve fine spatial resolution, enabling precise particle tracking and imaging.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Impact of nuclear data covariance libraries on uncertainty quantification of sodium cooled fast reactor simulation

Uncertainty quantification in core modelling to assess reactor performance is a regular practice to identify design safety limits. Best-estimate plus uncertainty (BEPU) methods are commonly used to propagate uncertainties to core responses from input parameters, characterized by variance-covariance libraries. This study evaluates the impact of different covariance libraries on the uncertainty associated with core safety parameters and their propagation through reactor transient modelling for a metallic core (ABR-1000). The COMAC-1.0, COMMARA-2.0, and COMMARA-2.1 covariance libraries are used to propagate nuclear data uncertainties to neutron feedback coefficients using the Generalized Perturbation Theory, then through transient safety analyses to establish the confidence interval for safety performance of the reactor using stochastic sampling. The considered transients include Unprotected Transient Over Power and Unprotected Loss Of Flow. Most influential nuclide and reaction pairs in different variance-covariance libraries are identified and their impact on the uncertainty of safety parameters are evaluated. Significant differences were observed between uncertainties from COMAC compared to COMMARA libraries. Uncertainties from COMMARA libraries were consistently larger than COMAC for all cases. For structure, coolant density feedback coefficients and control rod worth, total nuclear data uncertainties were approximately 50% larger for COMMARA than COMAC. Differences were also observed in identification of top contributors of uncertainty in terms of reaction-cross sections. For instance, largest contribution to total uncertainty of radial expansion coefficient from COMMARA-2.0 and 2.1 originates from Na{sup 23} P1 Elastic cross section (0.81%) but from Pu{sup 239} Fission (0.53%) with COM C-1.0. Such differences are evaluated in this research for all quantities of interest. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Predicting rare events using neural networks and short-trajectory data

Estimating the likelihood, timing, and nature of events is a major goal of modeling stochastic dynamical systems. When the event is rare in comparison with the timescales of simulation and/or measurement needed to resolve the elemental dynamics, accurate prediction from direct observations becomes challenging. In such cases a more effective approach is to cast statistics of interest as solutions to Feynman-Kac equations (partial differential equations). Here, we develop an approach to solve Feynman-Kac equations by training neural networks on short-trajectory data. Our approach is based on a Markov approximation but otherwise avoids assumptions about the underlying model and dynamics. This makes it applicable to treating complex computational models and observational data. Additionally, we illustrate the advantages of our method using a low-dimensional model that facilitates visualization, and this analysis motivates an adaptive sampling strategy that allows on-the-fly identification of and addition of data to regions important for predicting the statistics of interest. Finally, we demonstrate that we can compute accurate statistics for a 75-dimensional model of sudden stratospheric warming. This system provides a stringent test bed for our method.

97 MATHEMATICS AND COMPUTING↗

Is the Matrix Completion of Reduced Density Matrices Unique?

Reduced density matrices are central to describing observables in many-body quantum systems. In electronic structure theory, the two-particle reduced density matrix (2-RDM) suffices to determine the energy and other key properties. Recent work has used matrix completion, leveraging the low-rank structure of RDMs and approximate theoretical models, to reconstruct the 2-RDM from partial data and thus reduce the computational cost. However, matrix completion is, in general, an under-determined problem. Revisiting Rosina’s theorem (Rosina, M. Queen’s Papers on Pure and Applied Mathematics , 1968, No. 11, 369), we here show that the matrix completion is unique under certain conditions, identifying the subset of 2-RDM elements that enables its exact reconstruction from incomplete information. Building on this, we introduce a hybrid quantum–stochastic algorithm that achieves exact matrix completion, demonstrated through applications to the Fermi–Hubbard model.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Scalable multilevel Monte Carlo methods exploiting parallel redistribution on coarse levels

Here, we study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the number of MPI processes used on the finest level. The overall procedure generates coarse elements (general unstructured unions of fine grid elements) within the framework of element-based algebraic multigrid methods (or AMGe) studied previously. The AMGe-generated coarse spaces have the ability to exhibit approximation properties of the same order as the fine-level spaces since by construction they contain the piecewise polynomials of the same order as on the fine level. These approximation properties are key for the successful use of AMGe in multilevel solvers for nonlinear partial differential equations as well as for multilevel Monte Carlo (MLMC) simulations. The ability to coarsen without being constrained by the number of MPI processes, as described in the present paper, allows to improve the scalability of these solvers as well as the overall MLMC method. The paper illustrates this latter fact with detailed scalability study of MLMC simulations applied to model Darcy equations with a stochastic log-normal permeability field.

AMGe↗

An efficient method to propagate model uncertainty when inverting seismic data for time domain seismic moment tensors

SUMMARY We present a computationally efficient method to approximately propagate uncertainty when linearly inverting seismic data for point source, time variable moment tensor components. The method is based on the assumption that the data residual, given by the difference between the observed seismic data and the data predicated by a linear inversion, contains the effects of both data and model uncertainty. Our method uses a distribution of data residuals, added directly to the data, in a pseudo-Monte Carlo scheme. Using the assumption that the data residual is a stochastic process, we use the well-known Karhunen–Loève (KL) theorem to construct a distribution of data residuals, where the required basis functions are constructed using Fourier series. The Fourier series are scaled by a product of a random variable and the real-valued spectral amplitudes of the original data residual’s spectrum. Thus, the Fourier series and spectral amplitudes are eigenfunction-eigenvalue pairs used in the KL-based construction of data residual distribution. Using tests with synthetic data, we show that our method compares closely with a Finite Difference Monte Carlo (FDMC) method that we presented previously. More importantly, the method presented here is computationally several orders of magnitude faster than our previous FDMC method, and requires no a priori assumptions of model and/or data uncertainty.

Poppeliers, Christian (ORCID:0000000159526849)↗