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At least 433 records · Page 24

Broken Ergodicity in MHD Turbulence in a Spherical Domain

Broken ergodicity (BE) occurs in Fourier method numerical simulations of ideal, homogeneous, incompressible magnetohydrodynamic (MHD) turbulence. Although naive statistical theory predicts that Fourier coefficients of fluid velocity and magnetic field are zero-mean random variables, numerical simulations clearly show that low-wave-number coefficients have non-zero mean values that can be very large compared to the associated standard deviation. In other words, large-scale coherent structure (i.e., broken ergodicity) in homogeneous MHD turbulence can spontaneously grow out of random initial conditions. Eigenanalysis of the modal covariance matrices in the probability density functions of ideal statistical theory leads to a theoretical explanation of observed BE in homogeneous MHD turbulence. Since dissipation is minimal at the largest scales, BE is also relevant for resistive magnetofluids, as evidenced in numerical simulations. Here, we move beyond model magnetofluids confined by periodic boxes to examine BE in rotating magnetofluids in spherical domains using spherical harmonic expansions along with suitable boundary conditions. We present theoretical results for 3-D and 2-D spherical models and also present computational results from dynamical simulations of 2-D MHD turbulence on a rotating spherical surface. MHD turbulence on a 2-D sphere is affected by Coriolus forces, while MHD turbulence on a 2-D plane is not, so that 2-D spherical models are a useful (and simpler) intermediate stage on the path to understanding the much more complex 3-D spherical case.

Shebalin, John V.↗

Discovery and Analysis of Rare High-Impact Failure Modes using Adversarial RL-Informed Sampling

Adaptive learning agents have tremendous potential to handle critical tasks currently performed by humans. Unfortunately, due to their complexity, it can be difficult to verify that these learning agents do not have critical failure modes. Standard verification and validation methods often do not apply directly to learning agents and Monte Carlo methods have difficulty covering even a small fraction of the state space, especially in multiagent systems or over long time horizons. To overcome this difficulty, we demonstrate an adaptive stress-testing method based on reinforcement learning of correlations that raise the probability of failure. This approach has three key properties: (1) it is able to find rare failure modes with far greater sample efficiency than Monte Carlo methods, (2) it can estimate the true probability of a failure mode despite the inherent bias in the learning method, and (3) it is capable of learning and resampling compact representations of multimodal failure spaces. These properties are important in practice as we need to find disparate failure modes while accounting for their actual relevance. This is a significant advantage over traditional adaptive stress testing methods that give abstract likelihoods of particular failure instances, but cannot estimate the probability of a broader failure mode. We test our algorithm on a simple problem from the aviation domain where an autonomous aircraft lands in gusty wind conditions. The results suggest that we can find failure modes with far fewer samples than the Monte Carlo approach and simultaneously estimate the probability of failure.

reinforcement learning↗

Stochastic Price Generation for Evaluating Wholesale Electricity Market Bidding Strategies

This work presents a novel method for generating electricity price scenarios from statistical properties of past electricity prices using a hybrid statistical and reduced-form stochastic model. Previous work in applying stochastic differential equations (SDE) to model electricity prices has focused on daily average prices. To extend stochastic price generation methods to hourly or sub-hourly pricing, we address several weaknesses in the state-of-the-art: (1) we replace the mean-reversion component of the SDE with an ARIMA process that is better able to characterize the daily and weekly trends; (2) we extend the price-spike, or jump process to account for conditional probabilities of price spikes occurring in consecutive time steps by replacing the traditional Poisson process for modeling jumps with a generalized point process model inspired by brain neuron models; and (3) we replace the traditional method of estimating spike intensity with empirical variance with a Markov process based on observed price spike intensity transitions. The method is demonstrated with electricity prices from the US ERCOT market and a use-case example is provided for bidding an energy storage unit into the day-ahead and real-time energy markets of ERCOT using stochastic optimization methods. Results show that the the synthetic price model out performs a (naive) persistence forecast model by resulting in 24% to 47% more in profits over 168 simulated days.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Publication Bias ( The "File-Drawer Problem") in Scientific Inference

Publication bias arises whenever the probability that a study is published depends on the statistical significance of its results. This bias, often called the file-drawer effect since the unpublished results are imagined to be tucked away in researchers' file cabinets, is potentially a severe impediment to combining the statistical results of studies collected from the literature. With almost any reasonable quantitative model for publication bias, only a small number of studies lost in the file-drawer will produce a significant bias. This result contradicts the well known Fail Safe File Drawer (FSFD) method for setting limits on the potential harm of publication bias, widely used in social, medical and psychic research. This method incorrectly treats the file drawer as unbiased, and almost always miss-estimates the seriousness of publication bias. A large body of not only psychic research, but medical and social science studies, has mistakenly relied on this method to validate claimed discoveries. Statistical combination can be trusted only if it is known with certainty that all studies that have been carried out are included. Such certainty is virtually impossible to achieve in literature surveys.

Scargle, Jeffrey D.↗

Sensitivity Analysis and Uncertainty Quantification of a Mars Ascent Vehicle Concept

The design of a conceptual Mars ascent vehicle is a challenging problem. In order to aid the vehicle and mission concept design it is important to understand the driving design parameters and the expected performance in the presence of model errors and uncertainties. An existing six degree of freedom simulation model is analyzed on a statistical basis using the methods available in the Design Analysis Kit for Optimization and Terascale Applications toolkit. The methods utilized include conventional Monte Carlo techniques, metamodeling via polynomial chaos expansions, and global variance-based sensitivity analyses. Two additional analysis methods referred to as “Monte Carlo filtering” and ”Classification trees” are used to determine which uncertain parameters are driving the performance of the vehicle. Monte Carlo filtering provides a methodology to determine which parameters cause qualitatively different behavior while the classification trees use heuristics to partition the input space and assign probabilities to each partition. These methods serve as qualitative descriptors of model sensitivity while variance-based global sensitivity analysis seeks a quantitative mapping from total output variance to the variance of individual inputs. Application of these techniques to several outputs of a Mars ascent vehicle concept simulation indicates that only a select few input factors dominate their variance.

Noyes, Connor↗

A Bayesian approach to strong lens finding in the era of wide-area surveys

ABSTRACT The arrival of the Vera C. Rubin Observatory’s Legacy Survey of Space and Time (LSST), Euclid-Wide and Roman wide-area sensitive surveys will herald a new era in strong lens science in which the number of strong lenses known is expected to rise from $\mathcal {O}(10^3)$ to $\mathcal {O}(10^5)$. However, current lens-finding methods still require time-consuming follow-up visual inspection by strong lens experts to remove false positives which is only set to increase with these surveys. In this work, we demonstrate a range of methods to produce calibrated probabilities to help determine the veracity of any given lens candidate. To do this we use the classifications from citizen science and multiple neural networks for galaxies selected from the Hyper Suprime-Cam survey. Our methodology is not restricted to particular classifier types and could be applied to any strong lens classifier which produces quantitative scores. Using these calibrated probabilities, we generate an ensemble classifier, combining citizen science, and neural network lens finders. We find such an ensemble can provide improved classification over the individual classifiers. We find a false-positive rate of 10−3 can be achieved with a completeness of 46 per cent, compared to 34 per cent for the best individual classifier. Given the large number of galaxy–galaxy strong lenses anticipated in LSST, such improvement would still produce significant numbers of false positives, in which case using calibrated probabilities will be essential for population analysis of large populations of lenses and to help prioritize candidates for follow-up.

79 ASTRONOMY AND ASTROPHYSICS↗

Advanced probabilistic methods for quantifying the effects of various uncertainties in structural response

The effects of actual variations, also called uncertainties, in geometry and material properties on the structural response of a space shuttle main engine turbopump blade are evaluated. A normal distribution was assumed to represent the uncertainties statistically. Uncertainties were assumed to be totally random, partially correlated, and fully correlated. The magnitude of these uncertainties were represented in terms of mean and variance. Blade responses, recorded in terms of displacements, natural frequencies, and maximum stress, was evaluated and plotted in the form of probabilistic distributions under combined uncertainties. These distributions provide an estimate of the range of magnitudes of the response and probability of occurrence of a given response. Most importantly, these distributions provide the information needed to estimate quantitatively the risk in a structural design.

Nagpal, Vinod K.↗

A dynamic likelihood approach to filtering transport processes: advection-diffusion dynamics

A Bayesian data assimilation scheme is formulated for advection-dominated advective and diffusive evolutionary problems, based upon the Dynamic Likelihood (DLF) approach to filtering. The DLF was developed specifically for hyperbolic problems –waves–, and in this paper, it is extended via a split step formulation, to handle advection-diffusion problems. In the dynamic likelihood approach, observations and their statistics are used to propagate probabilities along characteristics, evolving the likelihood in time. The estimate posterior thus inherits phase information. For advection-diffusion the advective part of the time evolution is handled on the basis of observations alone, while the diffusive part is informed through the model as well as observations. We expect, and indeed show here, that in advection-dominated problems, the DLF approach produces better estimates than other assimilation approaches, particularly when the observations are sparse and have low uncertainty. The added computational expense of the method is cubic in the total number of observations over time, which is on the same order of magnitude as a standard Kalman filter and can be mitigated by bounding the number of forward propagated observations, discarding the least informative data.

97 MATHEMATICS AND COMPUTING↗

Statistics for laminar flamelet modeling

Statistical information required to support modeling of turbulent premixed combustion by laminar flamelet methods is extracted from a database of the results of Direct Numerical Simulation of turbulent flames. The simulations were carried out previously by Rutland (1989) using a pseudo-spectral code on a three dimensional mesh of 128 points in each direction. One-step Arrhenius chemistry was employed together with small heat release. A framework for the interpretation of the data is provided by the Bray-Moss-Libby model for the mean turbulent reaction rate. Probability density functions are obtained over surfaces of the constant reaction progress variable for the tangential strain rate and the principal curvature. New insights are gained which will greatly aid the development of modeling approaches.

Cant, R. S.↗

Projection pursuit adaptation on polynomial chaos expansions

Here, the present work addresses the issue of accurate stochastic approximations in high-dimensional parametric space using tools from uncertainty quantification (UQ). The basis adaptation method and its accelerated algorithm in polynomial chaos expansions (PCE) were recently proposed to construct low-dimensional approximations adapted to specific quantities of interest (QoI). The present paper addresses one difficulty with these adaptations, namely their reliance on quadrature point sampling, which limits the reusability of potentially expensive samples. Projection pursuit (PP) is a statistical tool to find the “interesting” projections in high-dimensional data and thus bypass the curse-of-dimensionality. In the present work, we combine the fundamental ideas of basis adaptation and projection pursuit regression (PPR) to propose a novel method to simultaneously learn the optimal low-dimensional spaces and PCE representation from given data. While this projection pursuit adaptation (PPA) can be entirely data-driven, the constructed approximation exhibits mean-square convergence to the solution of an underlying governing equation and thus captures the supports and probability distributions associated with the physics constraints. The proposed approach is demonstrated on a borehole problem and a structural dynamics problem, demonstrating the versatility of the method and its ability to discover low-dimensional manifolds with high accuracy with limited data. In addition, the method can learn surrogate models for different quantities of interest while reusing the same data set.

97 MATHEMATICS AND COMPUTING↗

Focusing of waves in turbulent inhomogeneous media

A stochastic method using geometrical acoustics is employed to investigate the growth of a large fluctuation in the amplitude of high-frequency waves or shocks propagating through turbulent, inhomogeneous media. Nonlinear terms are retained in the analysis to correctly model focusing and growth of singular fluctuations in the amplitude. A two-dimensional analysis reveals that fluctuations in the ray-tube area grow exponentially and every ray displays caustics. Probability densities for the appearance of caustics are provided, and moments of the ray-tube area distribution and amplitude-related statistics are formulated for distances far into the region of caustic formation. Finally, a relationship is defined between theoretical predictions and measurements on an image plane.

Kulkarny, V. A.↗

Analysis Methods and Results for Weak Gamma-Ray Bursts in the BATSE Data

We report initial results on the statistical properties of the dimmest gamma-ray bursts (GRBs) observed with the Burst and Transient Source Experiment (BATSE), using new ground-based methods to obtain a sample of GRBs from 502 days of BATSE data. Using the most sensitive ground-based detection of GRBs, the sample extends to GRBs much fainter than those detected by the on-board trigger, but because of the temporal resolution of the data, the sample is limited to GRBs of duration of at least 2(approx.)s. For each detected event, Bayesian probabilities are calculated for the event to belong to each of seven classes of differing physical origins. The sample of GRB candidates is defined by the requirement that the Bayesian probability for belonging to the GRB class is higher than 0.5. The intensity distribution of the GRB sample is corrected using a Monte Carlo simulation of the post-flight detection efficiency. The dimmest BATSE bursts of the sample continue the hardness-intensity trend seen in brighter GREs and are consistent with isotropy.

Mitrofanov, I. G.↗

Retrospective Analysis and Bayesian Model Averaging of CMIP6 Precipitation in the Nile River Basin

The Nile River basin is one of the global hotspots vulnerable to climate change impacts because of a fast-growing population and geopolitical tensions. Previous studies demonstrated that general circulation models (GCMs) frequently show disagreement in the sign of change in annual precipitation projections. Here, we first evaluate the performance of 20 GCMs from phase six of the Coupled Model Intercomparison Project (CMIP6) benchmarked against a high-spatial-resolution precipitation dataset dating back to 1983 from Precipitation Estimation from Remotely Sensed Information Using Artificial Neural Networks–Climate Data Record (PERSIANN-CDR). Next, a Bayesian model averaging (BMA) approach is adopted to derive probability distributions of precipitation projections in the Nile basin. Retrospective analysis reveals that most GCMs exhibit considerable (up to 64% of mean annual precipitation) and spatially heterogenous bias in simulating annual precipitation. Moreover, it is shown that all GCMs underestimate interannual variability; thus, the ensemble range is underdispersive and is a poor indicator of uncertainty. The projected changes from the BMA model show that the value and sign of change vary considerably across the Nile basin. Specifically, it is found that projected changes in the two headwaters basins, namely, the Blue Nile and Upper White Nile, are 0.03% and -1.65%, respectively; both are statistically insignificant at α = 0.05. The uncertainty range estimated from the BMA model shows that the probability of a precipitation decrease is much higher in the Upper White Nile basin whereas projected change in the Blue Nile is highly uncertain both in magnitude and sign of change.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Deep Convective Cloud Calibration Sensitivity Studies in Support of Radiometrically Scaling GEO Imagers With VIIRS

The NASA CERES SYN1deg product provides the scientific community regional hourly TOA and surface broadband fluxes and clouds. For consistent geostationary (GEO) derived fluxes and clouds the GEO imagers are radiometrically scaled to the Aqua-MODIS calibration reference. The CERES project utilizes GEO and MODIS or VIIRS analogous channel coincident, collocated, and co-angled radiance pairs as the primary method to inter-calibrate the GEO imagers. Tropical deep convective clouds (DCC) are bright, near Lambertian, top of atmosphere pseudo invariant Earth targets that do not rely on coincident ray-matched radiance pairs to radiometrically scale sensors to a common calibration reference. The DCC invariant target (DCC-IT) methodology collectively analyzes all tropical DCC identified pixel radiances by way of probability density function (PDF) distributions. Perfectly inter-calibrated sensor pairs should reveal nearly identical PDF distributions given the same DCC identification criterion. The PDF median, mean, mode, and inflection point statistics were tested as a function of DCC identification criterion using SNPP-VIIRS and Himawari-8 AHI 0.65μm channel radiances during January 2019. It was found that the PDF inflection point provided inter-calibration factors within 0.25% that were nearly independent of DCC identification criterion. The PDF median provided inter-calibration factors within 0.25% for the coldest BT and most stringent homogeneity factors. The PDF mean and mode statistics were inadequate under any DCC conditions. It is critical for the DCC pixel radiances to be anisotropically corrected. The DCC-IT methodology will also be tested for other visible and SWIR bands.

DCC↗

Evaluation of an efficient statistical transport model for turbulent droplet dispersion in dilute combusting sprays

Evaluation of an efficient statistical transport model for turbulent droplet dispersion is made for a dilute spray of methanol droplets injected into a turbulent, axisymmnetric methane-fuelled diffusion flame burning in stagnant air. In the dispersion model, a computational parcel representing a group of physical particles (droplets) is considered to have a normal probability density function (pdf) in space. The mean is determined by Lagrangian tracking through a sequence of stochastically generated turbulent eddies and the variance is evaluated from a statistical formulation based on the linearized particle equations of motion. The basic validity of this model is established through comparison with available experimental data and with theoretical predictions using a conventional stochastic direct modeling approach. The conclusion of the evaluation is that the proposed dispersion model compares favorably with experimental data and provides a valid technique for simulating turbulent combusting sprays with significant computational savings over conventional methods.

Litchford, Ron J.↗

Invariant two-dimensional structures of vorticity field in nonviscous fluid

It is shown that a fluid flow which are invariant under translations along their vorticity field directions can be described in terms of a formally 2D system. Its nonviscous behavior of the scalar vorticity is governed by Hamiltonian dynamics, similar to the 2D line vortex case. Applying a statistical mechanical method, the equilibrium distribution of the vorticity field for such a general 2D system is shown to obey a nonlinear partial differential equation that is a generalization of the sinh-Poisson equation derived by Montgomery and Joyce (1973, 1974). Thus, if the domain containing the fluid is finite, similar negative temperature states may occur and the distribution of the vorticity intensity may become localized in space. The results are believed to have applications in studying large-scale partial and temporal properties of flows having small but nonzero viscosity. The analysis can probably be extended to other fluid systems with curved magnetic field lines.

Chen, Hudong↗

Response to Comment on "Does the Earth Have an Adaptive Infrared IRIS?"

Harrison's (2001) Comment on the Methodology in Lindzen et al (2001) has prompted re-examination of several aspects of study. Probably the most significant disagreement in our conclusions is due to our different approaches to minimizing the influence of long-time-scale variations in the variables A and T on the results. Given the strength of the annual cycle and the 20-month period covered by the data, we believe that removing monthly means is a better approach to minimizing the long-time-scale behavior of the data than removal of the linear trend, which might actually add spurious long- time- scale variability into the modified data. We have also indicated how our statistical methods of establishing statistical significance differ. More definitive conclusions may only possible after more data have been analyzed, but we feel that our results are robust enough to encourage further study of this phenomenon.

Bell, Thomas L.↗

Influence of Coronal Abundance Variations

The PI of this project was Jeff Scargle of NASA/Ames. Co-I's were Alma Connors of Eureka Scientific/Wellesley, and myself. Part of the work was subcontracted to Eureka Scientific via SAO, with Vinay Kashyap as PI. This project was originally assigned grant number NCC2-1206, and was later changed to NCC2-1350 for administrative reasons. The goal of the project was to obtain, derive, and develop statistical and data analysis tools that would be of use in the analyses of high-resolution, high-sensitivity data that are becoming available with new instruments. This is envisioned as a cross-disciplinary effort with a number of "collaborators" including some at SA0 (Aneta Siemiginowska, Peter Freeman) and at the Harvard Statistics department (David van Dyk, Rostislav Protassov, Xiao-li Meng, Epaminondas Sourlas, et al). We have developed a new tool to reliably measure the metallicities of thermal plasma. It is unfeasible to obtain high-resolution grating spectra for most stars, and one must make the best possible determination based on lower-resolution, CCD-type spectra. It has been noticed that most analyses of such spectra have resulted in measured metallicities that were significantly lower than when compared with analyses of high- resolution grating data where available (see, e.g., Brickhouse et al., 2000, ApJ 530,387). Such results have led to the proposal of the existence of so-called Metal Abundance Deficient, or "MAD" stars (e.g., Drake, J.J., 1996, Cool Stars 9, ASP Conf.Ser. 109, 203). We however find that much of these analyses may be systematically underestimating the metallicities, and using a newly developed method to correctly treat the low-counts regime at the high-energy tail of the stellar spectra (van Dyk et al. 2001, ApJ 548,224), have found that the metallicities of these stars are generally comparable to their photospheric values. The results were reported at the AAS (Sourlas, Yu, van Dyk, Kashyap, and Drake, 2000, BAAS 196, v32, #54.02), and at the conference on Statistical Challenges in Modem Astronomy (Sourlas, van Dyk, Kashyap, Drake, and Pease, 2003, SCMA 111, Eds. E.D.Feigelson, G.J.Babu, New York:Springer, p489-490). We also described the limitations of one of the most egregiously misused and misapplied statistical tests in astrophysical literature, the F-test for verifying model components (Protassov, van Dyk, Connors, Kashyap, and Siemiginowska, 2002, ApJ, 571,545). Indeed, a search through the ApJ archives turned up 170 papers in the 5 previous years that used the F-test explicitly in some form or the other, and with the vast majority of them not using it correctly! Indeed, looking at just 4 issues of the ApJ in 2001, we found 13 instances of its use, of which nine were demonstrably incorrect. Clearly, it is difficult to understate the importance of this issue. We also worked on speeding up Bayes Blocks and Sparse Bayes Blocks algorithms to make them more tractable for large searches. We also supported staistics students and postdocs in both explicit physics- model-based (spectra with tens of thousands of atomic lines) and "model-free" -- i.e. non-parametric or semi-parametric -- algorithms. Work on using more of the latter is just beginning; while using multi-scale methods for Poisson imaging has come to hition. In fact, "An Image Restoration Technique with Error Estimates", by D. Esch, A. Connors, M. Karovska, and D. van Dyk, was published by ApJ (Esch et a1.2004, ApJ, 610, 1213). The code has been delivered to M. Karovska for CXC; and is available for beta-testing upon request. The other large project we worked on was on the self-consistent modeling of logN-logs curves in the Poisson limit. logN-logs curves are a fundamental tool in the study of source populations, luminosity functions, and cosmological parameters. However, their determination is hampered by statistical effects such as the Eddington bias, incompleteness due to detection efficiency, faint source flux fluctuations, etc. We have develed a new and powerful method using the full Poisson machinery that allows us to model the logN-logs distribution of X-ray sources in a self-consistent manner. Because we properly account for all the above statistical effects, our modeling is valid over the full range of the data, and not just for strong sources, as is normally done. Using a Bayesian approach and modeling the fluxes with known functional forms such as simple or broken power-laws, and conditioning the expected photon counts on the fluxes, the background contamination, effective area, detector vignetting, and detection probability, we can delve deeply into the low counts regime and extend the usefulness of medium sensitivity surveys such as ChAMP by orders of magnitude. The built-in flexibility of the algorithm also allows a simultaneous analysis of multiple datasets. We have applied this analysis to a set a Chandra observations (Sourlas, Kashyap, Zezas, van Dyk, 2004, HEAD #8, #16.32)

Scargle, Jeffrey D.↗