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At least 37 records · Page 2

Mapping variations of redshift distributions with probability integral transforms

We present a method for mapping variations between probability distribution functions and apply this method within the context of measuring galaxy redshift distributions from imaging survey data. This method, which we name PITPZ for the probability integral transformations it relies on, uses a difference in curves between distribution functions in an ensemble as a transformation to apply to another distribution function, thus transferring the variation in the ensemble to the latter distribution function. This procedure is broadly applicable to the problem of uncertainty propagation. In the context of redshift distributions, for example, the uncertainty contribution due to certain effects can be studied effectively only in simulations, thus necessitating a transfer of variation measured in simulations to the redshift distributions measured from data. We illustrate the use of PITPZ by using the method to propagate photometric calibration uncertainty to redshift distributions of the Dark Energy Survey Year 3 weak lensing source galaxies. For this test case, we find that PITPZ yields a lensing amplitude uncertainty estimate due to photometric calibration error within 1 per cent of the truth, compared to as much as a 30 per cent underestimate when using traditional methods.

79 ASTRONOMY AND ASTROPHYSICS↗

Bounds on galaxy stochasticity from halo occupation distribution modeling

The joint probability distribution of matter overdensity and galaxy counts in cells is a powerful probe of cosmology, and the extent to which variance in galaxy counts at fixed matter density deviates from Poisson shot noise is not fully understood. The lack of informed bounds on this stochasticity is currently the limiting factor in constraining cosmology with the galaxy–matter probability distribution function (PDF). We investigate stochasticity in the conditional distribution of galaxy counts along lines of sight with fixed matter density, and we present a halo occupation distribution (HOD)-based approach for obtaining plausible ranges for stochasticity parameters. To probe the high-dimensional space of possible galaxy–matter connections, we derive a set of HODs that conserve the galaxies’ linear bias and number density to produce RED M A G I C-like galaxy catalogs within the A BACUS S UMMIT suite of N -body simulations. We study the impact of individual HOD parameters and cosmology on stochasticity and perform a Monte Carlo search in HOD parameter space subject to the constraints on bias and density. In mock catalogs generated by the selected HODs, shot noise in galaxy counts spans both sub-Poisson and super-Poisson values, ranging from 80% to 133% of Poisson variance for cells with mean matter density. Nearly all of the derived HODs show a positive relationship between local matter density and stochasticity. For galaxy catalogs with higher stochasticity, modeling galaxy bias to second order is required for an accurate description of the conditional PDF of galaxy counts at fixed matter density. The presence of galaxy assembly bias also substantially extends the range of stochasticity in the super-Poisson direction. This HOD-based approach leverages degrees of freedom in the galaxy–halo connection to obtain informed bounds on nuisance model parameters and can be adapted to study other parametrizations of shot noise in galaxy counts, in particular to motivate prior ranges on stochasticity for cosmological analyses.

Britt, Dylan (ORCID:000000019905601X)↗

Mesh objective stochastic simulations of quasibrittle fracture

Continuum finite element (FE) modeling of damage and failure of quasibrittle structures suffers from the spurious mesh sensitivity due to strain localization. Here this issue has been addressed for deterministic analysis through the development of localization limiters. Here this study proposes a mechanism-based model to mitigate the mesh sensitivity in stochastic FE simulations of quasibrittle fracture. The interest is placed on the analysis of large-size structures, where the mesh size is conveniently chosen to be larger than the width of the fracture process zone as well as the correlation length of the random fields of constitutive properties. The present model is formulated within the framework of continuum damage mechanics. Two localization parameters are introduced to describe the evolution of the damage pattern of each finite element. These parameters are used to guide the energy regularization of the constitutive law, as well as to formulate the mesh-dependent probability distributions of constitutive properties. Depending on the prevailing damage pattern, different energy regularization schemes and mesh dependence of the probability distribution functions are used in the constitutive law. The model is applied to simulate the stochastic failure behavior of quasibrittle structures of different geometries featuring different failure processes including damage initiation, localization, and propagation. It is shown that using fixed probability distribution functions of constitutive properties could lead to strong mesh dependence of the prediction of the mean and variance of the structural load capacity. The probability distribution functions of constitutive properties must be linked to the damage pattern, which may evolve during the failure process. Such a mechanism-based modeling of the probability distributions of constitutive properties is essential for mitigating the spurious mesh sensitivity in stochastic FE analysis of quasibrittle fracture.

42 ENGINEERING↗

An efficient method to estimate the probability density of seismic Green's functions

We present a computationally efficient method to approximate the probability distribution of seismic Green's functions given the uncertainty of an Earth model. The method is based on the Karhunen-Loève (KL) theorem and an approximation of the Green's function (or seismogram) covariance. Using Monte Carlo (MC) simulations as a control case, we demonstrate that our KL-based method can accurately reproduce a probability distribution of seismograms that results from an uncertain Earth model for a MC-derived seismogram covariance. We then describe a method to estimate the covariance of the seismograms resulting from those Earth models that is not based on MC simulations. We use the estimated Green's function covariance in conjunction with our KL-based method to produce a Green's function probability distribution, and compare that distribution to a Green's function probability distribution produced using a MC finite difference method. We find that the Green's function probability distribution approximated using our KL-based method generally mimics that produced using the MC simulations, especially for direct-arriving body waves. However the accuracy of the KL-based method generally decreases for later times in the simulated Green's function distribution.

58 GEOSCIENCES↗

Beyond the universal Dyson singularity for 1-D chains with hopping disorder

We study a simple non-interacting nearest neighbor tight-binding model in one dimension with disorder, where the hopping terms are chosen randomly. This model exhibits a well-known singularity at the band center both in the density of states and localization length. If the probability distribution of the hopping terms is well-behaved, then the singularities exhibit universal behavior, the functional form of which was first discovered by Freeman Dyson in the context of a chain of classical harmonic oscillators. We show here that this universal form can be violated in a tunable manner if the hopping elements are chosen from a divergent probability distribution. We also demonstrate a connection between a breakdown of universality in this quantum problem and an analogous scenario in the classical domain — that of random walks and diffusion with anomalous exponents.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Spoofing Cross-Entropy Measure in Boson Sampling

Cross-entropy (XE) measure is a widely used benchmark to demonstrate quantum computational advantage from sampling problems, such as random circuit sampling using superconducting qubits and boson sampling (BS). We present a heuristic classical algorithm that attains a better XE than the current BS experiments in a verifiable regime and is likely to attain a better XE score than the near-future BS experiments in a reasonable running time. The key idea behind the algorithm is that there exist distributions that correlate with the ideal BS probability distribution and that can be efficiently computed. The correlation and the computability of the distribution enable us to postselect heavy outcomes of the ideal probability distribution without computing the ideal probability, which essentially leads to a large XE. Our method scores a better XE than the recent Gaussian BS experiments when implemented at intermediate, verifiable system sizes. Much like current state-of-the-art experiments, we cannot verify that our spoofer works for quantum-advantage-size systems. However, we demonstrate that our approach works for much larger system sizes in fermion sampling, where we can efficiently compute output probabilities. Finally, we provide analytic evidence that the classical algorithm is likely to spoof noisy BS efficiently.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Optimizing aircraft flows at airports using data driven predicted capabilities

A method for safe and efficient use of airport runway capacity includes receiving, at an air traffic control system at an airport, airport data related to movement areas of the airport, time data related to a time period, aircraft data related to a plurality of aircraft expected to operate into and out of the airport during the time period, and environmental data related to environmental conditions predicted for the airport during the time period. The method further includes computing a probability distribution for inter-aircraft spacing by applying the airport data, the time data, the aircraft data, and the environmental data to a trained Bayesian network, producing the probability distribution for the inter-aircraft spacing as an output observation of the trained Bayesian network, and, using the probability distribution and a confidence value, identifying an inter-aircraft spacing value for the plurality of aircraft expected to operate into and out of the airport during the time period.

Sweet, Douglas↗

Improved multifidelity Monte Carlo estimators based on normalizing flows and dimensionality reduction techniques

Here, we study the problem of multifidelity uncertainty propagation for computationally expensive models. In particular, we consider the general setting where the high-fidelity and low-fidelity models have a dissimilar parameterization both in terms of number of random inputs and their probability distributions, which can be either known in closed form or provided through samples. We derive novel multifidelity Monte Carlo estimators which rely on a shared subspace between the high-fidelity and low-fidelity models where the parameters follow the same probability distribution, i.e., a standard Gaussian. We build the shared space employing normalizing flows to map different probability distributions into a common one, together with linear and nonlinear dimensionality reduction techniques, active subspaces and autoencoders, respectively, which capture the subspaces where the models vary the most. We then compose the existing low-fidelity model with these transformations and construct modified models with an increased correlation with the high-fidelity model, which therefore yield multifidelity estimators with reduced variance. A series of numerical experiments illustrate the properties and advantages of our approaches.

97 MATHEMATICS AND COMPUTING↗

Uncertainty Propagation within Chained Models for Machine Learning Reconstruction of Neutrino-LAr Interactions

Sequential or chained models are increasingly prevalent in machine learning for scientific applications, due to their flexibility and ease of development. Chained models are particularly useful when a task is separable into distinct steps with a hierarchy of meaningful intermediate representations. In reliability-critical tasks, it is important to quantify the confidence of model inferences. However, chained models pose an additional challenge for uncertainty quantification, especially when input uncertainties need to be propagated. In such cases, a fully uncertainty-aware chain of models is required, where each step accepts a probability distribution over the input space, and produces a probability distribution over the output space. In this work, we present a case study for adapting a single model within an existing chain, designed for reconstruction within neutrino-Argon interactions, developed for neutrino oscillation experiments such as MicroBooNE, ICARUS, and the future DUNE experiment. We test the performance of an input uncertainty-enabled model against an uncertainty-blinded model using a method for generating synthetic noise. By comparing these two, we assess the increase in inference quality achieved by exposing models to upstream uncertainty estimates.

97 MATHEMATICS AND COMPUTING↗

State of Stress Uncertainty Quantification and Geomechanical Risk Analysis for Subsurface Engineering

All subsurface stress measurement methods available for deep subsurface applications are indirect and involve a significant amount of uncertainty. Quantifying these uncertainties is critical for applications where the state of stress is a component of a risk analysis with significant safety, environmental, and economic considerations. A publicly available and open source tool called the State of Stress Analysis Tool (SOSAT) has been developed to aid in performing a Bayesian uncertainty quantification and geomechanical risk analysis using many types of commonly available data. A new feature of this tool is using data from the FutureGen 2.0 site. The new feature of the tool was uses information about the absence or presence of borehole breakouts to constrain the state of stress. This new feature allows the user to specify probability distributions for the relevant parameters such as the drilling mud pressure, temperature, and the formation strength properties. The tool computes the posterior joint probability distribution of the horizontal principal stresses. Using random samples from this posterior distribution the tool then computes the probability of activating a critically oriented fault at a range of pore pressures. This latter feature can be used to aid in the assessment of the risk of induced seismicity and leakage in geologic carbon sequestration and enhanced geothermal systems.

Burghardt, Jeffrey A.↗

Determination of proton PDF uncertainties with Markov chain Monte Carlo

We present an analysis of parton distribution functions (PDFs) of the proton using Markov chain Monte Carlo (MCMC) methods. The MCMC approach naturally implements Bayes’ theorem and, thus, provides a means to directly sample the underlying probability distribution—in this case, the probability distribution of the PDF parameters. This allows for a straightforward propagation of the resulting uncertainties into any PDF-dependent observable, preserving their simple probabilistic interpretation. In our analysis we include a broad set of deep inelastic scattering data from HERA, BCDMS and NMC experiments along with the Drell-Yan, 𝑊 and 𝑍 boson data from LHC and Tevatron experiments, which combined with theoretical calculations at next-to-next-to-leading order in QCD allow for realistic determination of PDFs. The main focus of this analysis is to explore alternative methods for PDF uncertainty estimation that are more firmly grounded in statistical principles. We show that the flexibility of the Bayes framework, allowing one, e.g., to account for non-Gaussianity or inconsistencies of datasets, is crucial to extract realistic uncertainties when such assumptions are not fulfilled. We also demonstrate that MCMC allows one to determine the Δ⁢𝜒 2 value corresponding to a given confidence level in the sample, which can, in turn, be used as a statistically well-founded tolerance criterion used in the Hessian method, thus addressing one of its main long-standing drawbacks.

Risse, Peter Clemens [Universität Münster (Germany↗

Learning the temporal evolution of multivariate densities via normalizing flows

In this work, we propose a method to learn multivariate probability distributions using sample path data from stochastic differential equations. Specifically, we consider temporally evolving probability distributions (e.g., those produced by integrating local or nonlocal Fokker–Planck equations). Here, we analyze this evolution through machine learning assisted construction of a time-dependent mapping that takes a reference distribution (say, a Gaussian) to each and every instance of our evolving distribution. If the reference distribution is the initial condition of a Fokker–Planck equation, what we learn is the time-T map of the corresponding solution. Specifically, the learned map is a multivariate normalizing flow that deforms the support of the reference density to the support of each and every density snapshot in time. We demonstrate that this approach can approximate probability density function evolutions in time from observed sampled data for systems driven by both Brownian and Lévy noise. We present examples with two- and three-dimensional, uni- and multimodal distributions to validate the method.

97 MATHEMATICS AND COMPUTING↗

Evolution of the age-included nearest pair distribution in disperse multiphase flows

The age of the nearest particle pair is introduced as the difference between the current time and the most recent time when the nearest particle pair was formed. The evolution equation for the age-included nearest pair distribution function is derived. With the assumption of random destruction of the nearest particle pairs, the evolution equation predicts the exponential probability distribution of the ages of the nearest particle pairs. Particle-resolved numerical simulations with moving particles are performed to verify this prediction. The equation is then used to derive the evolution equation for the particle–fluid–particle (PFP) stress, which is known to be related to hyperbolicity of the two-fluid equations. It is found that the relaxation time of the age probability distribution is also the relaxation time for the PFP stress. Guided by the closure terms in the PFP stress evolution equation, we study kinematics of the nearest particle pairs in the particle-resolved simulations for flows caused by sedimentation of the particles with initially isotropic and homogeneous particle distributions. At the steady states, the particle Reynolds numbers are around 20. Anisotropy and inhomogeneity of particle distributions are seen to develop in these flows. The mean distances to the nearest particles and evolution of the distribution of the Voronoi cell volumes are studied. We also found the PFP stress is closely related to the changes in these inter-particle scale quantities.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Assessing North Atlantic Tropical Cyclone Rainfall Hazard Using Engineered-Synthetic Storms and a Physics-Based Tropical Cyclone Rainfall Model

In this study, we design a statistical method to couple observations with a physics-based tropical cyclone (TC) rainfall model (TCR) and engineered-synthetic storms for assessing TC rainfall hazard. We first propose a bias-correction method to minimize the errors induced by TCR via matching the probability distribution of TCR-simulated historical TC rainfall with gauge observations. Then we assign occurrence probabilities to engineered-synthetic storms to reflect local climatology, through a resampling method that matches the probability distribution of a newly proposed storm parameter named rainfall potential (POT) in the synthetic dataset with that in the observation. POT is constructed to include several important storm parameters for TC rainfall such as TC intensity, duration, and distance and environmental humidity near landfall, and it is shown to be correlated with TCR-simulated rainfall. The proposed method has a satisfactory performance in reproducing the rainfall hazard curve in various locations in the continental United States; it is an improvement over the traditional joint probability method (JPM) for TC rainfall hazard assessment.

54 ENVIRONMENTAL SCIENCES↗

Discrepancy quantification between experimental and simulated data of CO 2 adsorption isotherm using hierarchical Bayesian estimation

Here, to quantitatively analyze the inconsistencies commonly observed between experimental and simulated adsorption isotherms, parameter estimation of adsorption isotherm models was conducted by hierarchical Bayesian estimation with parameter uncertainties being quantified as probability distributions. The estimation method was implemented using Markov Chain Monte Carlo (MCMC) to analyze multiple data sets obtained from different sources, including a publicly available database. To describe the discrepancies of experimental and simulated adsorption data, the simulation data was set as the reference to which experimental measurements were compared. We applied the proposed approach to analyze CO 2 adsorption isotherms that are measured and simulated on zeolite 13X and MIL-101(Cr). In these case studies, the discrepancy of CO 2 adsorption isotherm was successfully quantified between experimental measurements and predictions given by molecular simulations using Grand Canonical Monte Carlo (GCMC), where uncertainties were quantified as probability distributions. Furthermore, experimental data sets that agree well with the GCMC simulation have been identified, providing insights into experimental and measurement methods as well as choosing the right assumptions in the molecular simulation.

42 ENGINEERING↗

Representing Complex Systems as Graphs for Debugging and Predictive Maintenance-Preliminary Thoughts

Representing complex systems as graphs enables use of mathematical tools to identify faults or predict failures. Graph nodes correspond to individual modules or subsystems, and edges link coupled system parts. ‘Probes’ measure the node outputs, monitoring the system health for unexpected behavior. Assuming one cannot probe every point, within a system, the fault correlates to a region—not necessarily the specific location. Bayesian networks trained to understand fault patterns can accurately identify the source. The diagnostic tool described aides debugging by pinpointing system failure causes. For predictive maintenance, probe data develop probability distribution functions describing subsystem mean time to failure. Unit lifetime can be estimated through these probability distributions. Two approaches include using Bayesian classifiers to infer the system failure source and developing maintenance schedules by treating systems as collections of random variables. When failure behavior does not follow a closed form function, use of similarity models is proposed.

97 MATHEMATICS AND COMPUTING↗

A functional global sensitivity measure and efficient reliability sensitivity analysis with respect to statistical parameters

Sensitivity analysis and reliability assessment are two important aspects of structural and system safety. Epistemic uncertainty with respect to probabilistic model of input parameters due to lack of knowledge is present in many scarce-data applications and complicates the characterization of uncertainty in model response. In this article, we present two importance measures to evaluate the impact of distribution parameters on the probability distribution function (PDF) of the output and the failure probability. The epistemic uncertainty associated with the distribution parameters is modeled as random variables. Additionally, a modified extended polynomial chaos expansion (MEPCE) approach is introduced in which aleatory and epistemic random variables are modeled and propagated simultaneously while allowing the separate assessment for any single epistemic variable. A MEPCE-based kernel density estimation (KDE) construction provides a composite map from each epistemic variable to the response PDF. The functional global sensitivity index of the PDF with respect to the distribution parameters is thus derived, as a function of output, which is both more informative and more efficient than standard scalar sensitivity measures. Reliability sensitivity indices can be readily evaluated by integrating the global sensitivity index function over the failure zone. Three illustrative examples are used to demonstrate the proposed methodology.

42 ENGINEERING↗