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At least 289 records · Page 16

Towards Off-policy Evaluation as a Prerequisite for Real-world Reinforcement Learning in Building Control

We present an initial study of off-policy evaluation (OPE), a problem prerequisite to real-world reinforcement learning (RL), in the context of building control. OPE is the problem of estimating a policy's performance without running it on the actual system, using historical data from the existing controller. It enables the control engineers to ensure a new, pretrained policy satisfies the performance requirements and safety constraints of a real-world system, prior to interacting with it. While many methods have been developed for OPE, no study has evaluated which ones are suitable for building operational data, which are generated by deterministic policies and have limited coverage of the state-action space. After reviewing existing works and their assumptions, we adopted the approximate model (AM) method. Furthermore, we used bootstrapping to quantify uncertainty and correct for bias. In a simulation study, we evaluated the proposed approach on 10 policies pretrained with imitation learning. On average, the AM method estimated the energy and comfort costs with 1.84% and 14.1% error, respectively.

Chen, B↗

Rare Events via Cross-Entropy Population Monte Carlo

Rare events are events that happen with very low frequency. Estimating rare event probabilities using Monte Carlo techniques is computationally expensive, often to the point of intractability, and special methods are required. Importance sampling (IS) is a well known technique that uses a proposal distribution in place of a target distribution to lower the variance of the estimator. Key to the success of IS methods is the choice of a proposal distribution, or the parameters governing the distribution. Adaptive importance sampling improves the parameters of a family or population of proposal distributions iteratively through trials. We present a novel cross-entropy population Monte Carlo algorithm, which adapts the parameters of proposals through the cross-entropy method. The proposed method stands apart from previous work in that we are not optimizing a mixture distribution. Instead, we leverage deterministic mixture weights and optimize the distributions individually through a reinterpretation of the typical derivation of the cross-entropy method. Demonstrations on rare event examples show that the algorithm can outperform existing resampling based population Monte Carlo methods, especially for higher-dimensional problems. Finally, we also demonstrate efficacy on a conjunction analysis problem.

97 MATHEMATICS AND COMPUTING↗

Analyzing Stochastic Computer Models: A Review with Opportunities

In modern science, computer models are often used to understand complex phenomena and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer models-providing a catalogue of statistical methods for practitioners, an introductory view for statisticians (whether familiar with deterministic computer models or not), and an emphasis on open questions of relevance to practitioners and statisticians. Gaussian process surrogate models take center stage in this review, and these, along with several extensions needed for stochastic settings, are explained. The basic issues of designing a stochastic computer experiment and calibrating a stochastic computer model are prominent in the discussion. Instructive examples, with data and code, are used to describe the implementation of, and results from, various methods.

agent based model↗

New perspectives on superparameterization for geophysical turbulence

This is a research expository paper regarding superparameterization, a class of multi-scale numerical methods designed to cope with the intermittent multi-scale effects of inhomogeneous geophysical turbulence where energy often inverse-cascades from the unresolved scales to the large scales through the effects of waves, jets, vortices, and latent heat release from moist processes. Original as well as sparse space–time superparameterization algorithms are discussed for the important case of moist atmospheric convection including the role of multi-scale asymptotic methods in providing self-consistent constraints on superparameterization algorithms and related deterministic and stochastic multi-cloud parameterizations. Test models for the statistical numerical analysis of superparameterization algorithms are discussed both to elucidate the performance of the basic algorithms and to test their potential role in efficient multi-scale data assimilation. The very recent development of grid-free seamless stochastic superparameterization methods for geophysical turbulence appropriate for “eddy-permitting” mesoscale ocean turbulence is presented here including a general formulation and illustrative applications to two-layer quasigeostrophic turbulence, and another difficult test case involving one-dimensional models of dispersive wave turbulence. This last test case has randomly generated solitons as coherent structures which collapse and radiate wave energy back to the larger scales, resulting in strong direct and inverse turbulent energy cascades.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises

The Fokker–Planck equation (FPE) is an important deterministic tool for investigating stochastic dynamical systems. In this paper, we consider the space-time fractional FPE driven by multiplicative Marcus Lévy noises. Efficient numerical schemes are presented to solve the equations. Stability and convergence of the methods are also discussed. We give some numerical experiments to validate our schemes, and examine the effects of parameters on solutions. Additionally, we analyze the maximal likely trajectories and the critical time for the change of the most probability location.

Mathematics↗

A fixed mass method for the Kramers-Moyal expansion—Application to time series with outliers

Extraction of stochastic and deterministic components from empirical data—necessary for the reconstruction of the dynamics of the system—is discussed. We determine both components using the Kramers-Moyal expansion. In our earlier papers, we obtained large fluctuations in the magnitude of both terms for rare or extreme valued events in the data. Calculations for such events are burdened by an unsatisfactory quality of the statistics. In general, the method is sensitive to the binning procedure applied for the construction of histograms. Instead of the commonly used constant width of bins, we use here a constant number of counts for each bin. This approach—the fixed mass method—allows to include in the calculation events, which do not yield satisfactory statistics in the fixed bin width method. The method developed is general. To demonstrate its properties, here, we present the modified Kramers-Moyal expansion method and discuss its properties by the application of the fixed mass method to four representative heart rate variability recordings with different numbers of ectopic beats. These beats may be rare events as well as outlying, i.e., very small or very large heart cycle lengths. The properties of ectopic beats are important not only for medical diagnostic purposes but the occurrence of ectopic beats is a general example of the kind of variability that occurs in a signal with outliers. To show that the method is general, we also present results for two examples of data from very different areas of science: daily temperatures at a large European city and recordings of traffics on a highway. Using the fixed mass method, to assess the dynamics leading to the outlying events we studied the occurrence of higher order terms of the Kramers-Moyal expansion in the recordings. We found that the higher order terms of the Kramers-Moyal expansion are negligible for heart rate variability. This finding opens the possibility of the application of the Langevin equation to the whole range of empirical signals containing rare or outlying events. Note, however, that the higher order terms are non-negligible for the other data studied here and for it the Langevin equation is not applicable as a model.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A Kinematic Rupture Model Generator Using Irikura's Recipe

In this project we developed GEN_SRF4 a computer program for generating kinematic rupture models, compatible with the SRF format, using Irikura and Miyake (2011) asperity-­based earthquake rupture model (IM2011, hereafter). IM2011, also known as Irkura’s recipe, has been widely used to model and simulate ground motion from earthquakes in Japan. An essential part of the method is its kinematic rupture generation technique, which is based on a deterministic rupture asperity modeling approach. The source model simplicity and efficiency of IM2011 at reproducing ground motion from earthquakes recorded in Japan makes it attractive to developers and users of the Southern California Earthquake Center Broadband Platform (SCEC BB platform). Besides writing the code the objective of our study was to test the transportability of IM2011 to broadband simulation methods used by the SCEC BB platform. Here we test it using the Graves and Pitarka (2010) method, implemented in the platform. We performed broadband (0.1- -10 Hz) ground motion simulations for a M6.7 scenario earthquake using rupture models produced with both GEN_SRF4 and rupture generator of Graves and Pitarka (2016), (GP2016 hereafter). In the simulations we used the same Green’s functions, and same high frequency approach for calculating the low-­frequency and high-­frequency parts of ground motion, respectively.

58 GEOSCIENCES↗

Efficient solution of the Wigner–Liouville equation using a spectral decomposition of the force field

The Wigner–Liouville equation is reformulated using a spectral decomposition of the classical force field instead of the potential energy. The latter is shown to simplify the Wigner–Liouville kernel both conceptually and numerically as the spectral force Wigner–Liouville equation avoids the numerical evaluation of the highly oscillatory Wigner kernel which is nonlocal in both position and momentum. The quantum mechanical evolution is instead governed by a term local in space and non-local in momentum, where the non-locality in momentum has only a limited range. An interpretation of the time evolution in terms of two processes is presented; a classical evolution under the influence of the averaged driving field, and a probability-preserving quantum-mechanical generation and annihilation term. Using the inherent stability and reduced complexity, a direct deterministic numerical implementation using Chebyshev and Fourier pseudo-spectral methods is detailed. For the purpose of illustration, we present results for the time-evolution of a one-dimensional resonant tunneling diode driven out of equilibrium.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Bottom-up fabrication of scalable room-temperature diamond quantum computing and sensing technologies

The nitrogen-vacancy (NV) centre in diamond is a premier solid-state defect for quantum information processing and metrology. An integrated diamond quantum device harnesses the collective properties of multiple NV centres, enabling room-temperature quantum computing and sensing. While large-scale devices are poised to fill an important gap in the burgeoning quantum technology landscape, their practical realisation has not been achieved using current top-down fabrication techniques such as ion implantation. Consequently, this necessitates the development of a bottom-up fabrication technique, which is scalable, deterministic, and possesses atomic-scale precision. Informed by existing methods for fabricating phosphorous defect qubits in silicon, we envision a hydrogen depassivation lithography technique for atomically-precise manufacturing of nitrogen-vacancy centres in diamond. This perspective article outlines a viable multi-step procedure for realising scalable fabrication of diamond quantum devices and identifies the key challenges in its development.

CVD↗

A Comparison of Monte Carlo and Deterministic Solvers for keff and Sensitivity Calculations

Verification and validation of our solutions for calculating the neutron reactivity for nuclear materials is a key issue to address for many applications, including criticality safety, research reactors, power reactors, and nuclear security. Neutronics codes solve variations of the Boltzmann transport equation. The two main variants are Monte Carlo versus deterministic solutions, e.g. the MCNP [1] versus PARTISN [2] codes, respectively. There have been many studies over the decades that examined the accuracy of such solvers and the general conclusion is that when the problems are well-posed, either solver can produce accurate results. However, the devil is always in the details. The current study examines the issue of self-shielding and the stress it puts on deterministic solvers. Most Monte Carlo neutronics codes use continuous-energy descriptions of the neutron interaction data that are not subject to this effect. The issue of self-shielding occurs because of the discretisation of data used by the deterministic solutions. Multigroup data used in these solvers are the average cross section and scattering parameters over an energy range. Resonances in cross sections can occur that change the likelihood of interaction by one to three orders of magnitude over a small energy range. Self-shielding is the numerical effect that the average cross section in groups with strong resonances can be strongly affected as neutrons within that material are preferentially absorbed or scattered out of the resonance energies. This affects both the average cross section and the scattering matrix.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DG-IMEX Stochastic Galerkin Schemes for Linear Transport Equation with Random Inputs and Diffusive Scalings

In this paper, we consider the linear transport equation under diffusive scaling and with random inputs. The method is based on the generalized polynomial chaos approach in the stochastic Galerkin framework. Several theoretical aspects will be addressed. Additionally, a uniform numerical stability with respect to the Knudsen number ϵ, and a uniform in ϵ error estimate is given. For temporal and spatial discretizations, we apply the implicit–explicit scheme under the micro–macro decomposition framework and the discontinuous Galerkin method, as proposed in Jang et al. (SIAM J Numer Anal 52:2048–2072, 2014) for deterministic problem. Lastly, we provide a rigorous proof of the stochastic asymptotic-preserving (sAP) property. Extensive numerical experiments that validate the accuracy and sAP of the method are conducted.

97 MATHEMATICS AND COMPUTING↗

Implementation of Krylov acceleration method for 3D S{sub N} transport code AETIUS with unstructured tetrahedral mesh - 25557

We have been developing an in-house deterministic neutron and gamma transport solver, AETIUS (An Easy modeling Transport code using Unstructured tetrahedral mesh, Shared memory parallel). To achieve fast results, BiCGStab (one of the Krylov acceleration methods) was implemented as a within-group iteration solver. In this paper, two test problems (simple double cube problem and helical tube in the outer cube problem) were used to verify the acceleration performance. The number of iterations and the calculation time were demonstrated and compared with the source iteration. (authors)

61 RADIATION PROTECTION AND DOSIMETRY↗

Stability and accuracy of 3D neutron transport simulations using the 2D/1D method in MPACT

A consistent “2D/1D” neutron transport method is derived from the 3D Boltzmann transport equation, to calculate fuel-pin-resolved neutron fluxes for realistic full-core Pressurized Water Reactor (PWR) problems. The 2D/1D method employs the Method of Characteristics to discretize the radial variables and a lower order transport solution to discretize the axial variable. This paper describes the theory of the 2D/1D method and its implementation in the MPACT code, which has become the whole-core deterministic neutron transport solver for the Consortium for Advanced Simulations of Light Water Reactors (CASL) core simulator VERA-CS. Several applications have been performed on both leadership-class and industry-class computing clusters. Results are presented for whole-core solutions of the Watts Bar Nuclear Power Station Unit 1 and compared to both continuous-energy Monte Carlo results and plant data.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Tensor Decompositions for Count Data that Leverage Stochastic and Deterministic Optimization

There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank, nonnegative CPD model to Poisson-distributed count data is of particular interest. Several popular algorithms use local search methods to approximate the global maximum likelihood estimator from local minima. Simultaneously, a recent trend in theoretical computer science and numerical linear algebra leverages randomization to solve very large, hard problems. The typical approach is to use randomization for a fast approximation and determinism for refinement to yield effective algorithms with theoretical guarantees. Two popular algorithms for Poisson CPD reflect that emergent dichotomy: CP Alternating Poisson Regression is a deterministic algorithm and Generalized Canonical Polyadic decomposition makes use of stochastic algorithms in several variants. This work extends recent work to develop two new methods that leverage randomized and deterministic algorithms for improved accuracy and performance.

97 MATHEMATICS AND COMPUTING↗

Quantifying the Uncertainty in Deterministic Phonon Transport Calculations of Thermal Conductivity using Polynomial Chaos Expansions

The nature of computational simulations requires the inclusion of an uncertainty analysis, as we have limited knowledge of all physically determined input parameters for a computationally simulated problem. We rely on uncertainty quantification (UQ) to characterize our confidence in the outcomes. Quantifying uncertainty can provide a basis for certifications in high-consequence decisions, such as nuclear reactor design, and is a fundamental component of model validation. We employ a previously developed method of uncertainty quantification, polynomial chaos expansion with stochastic collocation (PCE-SC), applied to deterministic phonon transport simulations. In these simulations, we use the neutron transport code Rattlesnake, which solves the Self-Adjoint Angular Flux (SAAF) formulation of the transport equation with a continuous finite element (CFEM) spatial discretization and discrete ordinates, spherical harmonics angular discretizations. Rattlesnake was developed in the multi-physics object oriented simulation environment (MOOSE) framework. We have previously shown Rattlesnake to be effective in simulating phonon transport. We aim to provide a deterministic phonon transport framework for heterogeneous nuclear fuel with fission product defects to predict thermal conductivity (?). A first principles, physics-based calculation of thermal conductivity must involve factors such as the microstructure of nuclear fuel, which constantly changes during the fission process through the formation of isotopic decay products. Heat transport in oxide nuclear fuels is dominated by phonon transport. Impurities in the bulk material influence the transport of energy at the fundamental level, altering the scattering behavior of phonons and electrons. Conventionally, heat transport follows classical physics based on the heat equation derived from Fourier's law q = -k∇T, where q is heat flux, k is thermal conductivity and ∇T is a temperature gradient. However, Fourier's law is a macroscopic empirical law in which the thermal conductivity? does not have a mechanistic connection to the underpinning heat transport processes. Thermal conductivity of a material depends both on the material's intrinsic ability to transport heat and a variety of resistive effects caused by defects in the material. Thus ab initio prediction of the macroscopic conductivity - the property of interest for safe reactor operation - requires simulating detailed processes of heat transport, and then determining the effective thermal conductivity of the simulated material from the resulting heat flux under the imposed temperature difference. The thermal conductivity of a bulk, homogeneous, dielectric material can be well estimated by the mechanistically derived expression: k{sub bulk} = 1/3 C{sub ν}νgλ (2), where C{sub ν}, νg, and λ are the volumetric specific heat, phonon speed, and phonon mean free path, respectively. In these problems the relevant parameter is the material's acoustic thickness, its characteristic distance L relative to the phonon mean free path λ. In Eq. (2) the largest source of uncertainty is λ. While propagating uncertainty in λ to uncertainty in k through Eq. (2) is trivial, systems with extrinsic scattering require more sophisticated approaches. At the microscopic level, uncertainty in λ changes both a material's intrinsic thermal conductivity. Our goal is to propagate the uncertainty in λ through the deterministic transport computation of k. Because there are a small number of uncertain input quantities, we use the method of polynomial chaos expansion (PCE), which expresses solutions in the form of spectral expansions of an uncertain variable. This approach combines both intrusive and nonintrusive methods of uncertainty propagation techniques and results in a unique formulation which is very effective and efficient for problems with few uncertain parameters. Uncertainty Quantification and Sensitivity Analysis We use PCE-SC to measure propagation of uncertainty in a 3-D phonon transport problem of homogeneous silicon, to compute the mean and variance in temperature, heat flux and thermal conductivity. (authors)

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Nonlinear Elimination Applied to Radiation Diffusion

We apply a nonlinearly preconditioned, quasi-Newton framework to accelerate the numerical solution of the thermal radiative transfer (TRT) equations. This framework was inspired by the unpublished method that has existed for years in Teton, Lawrence Livermore National Laboratory’s deterministic TRT code. In this paper, we cast this iteration scheme within a formal nonlinear preconditioning framework and compare its performance against other iteration schemes in the framework. With proper choices of iteration controls for the various levels of the solver, we can recover the standard linearized one-step method, a full nonlinear Newton scheme, as well as the method in Teton. In brief, the nonlinear preconditioning TRT scheme formally eliminates the material temperature equation from the nonlinear system in a nonlinear analog of a Schur complement. This nonlinear elimination step involves solving a decoupled nonlinear equation for each spatial degree of freedom and is therefore inexpensive. By applying a quasi-Newton iteration scheme on the new system, we obtain a three-level iteration scheme that is at least as efficient as commonly used TRT schemes. The new method allows full convergence to the nonlinear backward Euler time-discretized system, increasing accuracy and robustness, while using a similar number of linear iterations as the more common linearized one-step methods Eq. (4).

77 NANOSCIENCE AND NANOTECHNOLOGY↗

A stochastic Galerkin method for first-order quasilinear hyperbolic systems with uncertainty

This paper is concerned with generalized polynomial chaos (gPC) approximation for first-order quasilinear hyperbolic systems with uncertainty. The one-dimensional (1D) hyperbolic system is first symmetrized with the aid of left eigenvector matrix of the Jacobian matrix. Then the gPC stochastic Galerkin method is applied to derive a provably symmetrically hyperbolic equations for the gPC expansion coefficients. The resulting deterministic gPC Galerkin system is discretized by a path-conservative finite volume WENO scheme in space and a third-order total variation diminishing Runge–Kutta method in time. The method is further extended to two-dimensional (2D) quasilinear hyperbolic system with uncertainty, where the symmetric hyperbolicity of the one-dimensional gPC Galerkin system is carried over via an operator splitting technique. Several numerical experiments are conducted to demonstrate the accuracy and effectiveness of the proposed gPC stochastic Galerkin method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Adiabatic phase-conserving processes for executing quantum operations with ultracold atoms

We have studied the regimes of deterministic single-atom Rydberg excitation in the conditions of Rydberg blockade and the methods of compensation for the dynamic phase of the wave function during the adiabatic passage. Using these methods, we have proposed schemes of single-qubit and two-qubit quantum states with mesoscopic atomic ensembles containing a random number of atoms, considred as quibits. The double adiabatic passage of the Förster resonance for two interacting atoms with a deterministic phase shift can be used for the implementation of two-qubit gates with reduced sensitivity of the gate fidelity to the fluctuations of the interatomic distance. (paper)

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗