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At least 451 records · Page 25

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↗

Dispersion-enhanced sequential batch sampling for adaptive contour estimation

In computer simulation and optimal design, sequential batch sampling offers an appealing way to iteratively stipulate optimal sampling points based upon existing selections and efficiently construct surrogate modeling. Nonetheless, the issue of near duplicates poses tremendous quandary for sequential learning. It refers to the situation that selected critical points cluster together in each sampling batch, which are individually but not collectively informative towards the optimal design. Near duplicates severely diminish the computational efficiency as they barely contribute extra information towards update of the surrogate. To address this issue, we impose a dispersion criterion on concurrent selection of sampling points, which essentially forces a sparse distribution of critical points in each batch, and demonstrate the effectiveness of this approach in adaptive contour estimation. Specifically, we adopt Gaussian process surrogate to emulate the simulator, acquire variance reduction of the critical region from new sampling points as a dispersion criterion, and combine it with the modified expected improvement (EI) function for critical batch selection. The critical region here is the proximity of the contour of interest. This proposed approach is vindicated in numerical examples of a two-dimensional four-branch function, a four-dimensional function with a disjoint contour of interest and a time-delay dynamic system.

97 MATHEMATICS AND COMPUTING↗

Amplified spontaneous emission spectrum at the output of a diode amplifier saturated by an input monochromatic wave

Expressions for the amplitudes of amplified spontaneous emission waves in a diode amplifier near the frequency ω{sub 0} of a 'strong' input monochromatic wave have been derived in terms of a random function of a stationary Gaussian process. We have found expressions for the spectral density of the amplitudes and shown that, on the red side of the spectrum with respect to frequency ω{sub 0}, spontaneous emission waves obtain additional nonlinear gain, induced by the strong wave, whereas on the blue side of the spectrum an additional loss is induced. Such behaviour of the amplitudes of amplified waves agrees with previous results. (lasers)

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

aphBO-2GP-3B: a budgeted asynchronous parallel multi-acquisition functions for constrained Bayesian optimization on high-performing computing architecture

High-fidelity complex engineering simulations are often predictive, but also computationally expensive and often require substantial computational efforts. The mitigation of computational burden is usually enabled through parallelism in high-performance cluster (HPC) architecture. Optimization problems associated with these applications is a challenging problem due to the high computational cost of the high-fidelity simulations. In this paper, an asynchronous parallel constrained Bayesian optimization method is proposed to efficiently solve the computationally expensive simulation-based optimization problems on the HPC platform, with a budgeted computational resource, where the maximum number of simulations is a constant. The advantage of this method are three-fold. Firstly, the efficiency of the Bayesian optimization is improved, where multiple input locations are evaluated parallel in an asynchronous manner to accelerate the optimization convergence with respect to physical runtime. This efficiency feature is further improved so that when each of the inputs is finished, another input is queried without waiting for the whole batch to complete. Second, the proposed method can handle both known and unknown constraints. Third, the proposed method samples several acquisition functions based on their rewards using a modified GP-Hedge scheme. The proposed framework is termed aphBO-2GP-3B, which means asynchronous parallel hedge Bayesian optimization with two Gaussian processes and three batches. The numerical performance of the proposed framework aphBO-2GP-3B is comprehensively benchmarked using 16 numerical examples, compared against other 6 parallel Bayesian optimization variants and 1 parallel Monte Carlo as a baseline, and demonstrated using two real-world high-fidelity expensive industrial applications. The first engineering application is based on finite element analysis (FEA) and the second one is based on computational fluid dynamics (CFD) simulations.

97 MATHEMATICS AND COMPUTING↗

Probing the cosmic distance duality relation using time delay lenses

The construction of the cosmic distance-duality relation (CDDR) has been widely studied. However, its consistency with various new observables remains a topic of interest. We present a new way to constrain the CDDR η( z ) using different dynamic and geometric properties of strong gravitational lenses (SGL) along with SNe Ia observations. We use a sample of 102 SGL with the measurement of corresponding velocity dispersion σ{sub 0} and Einstein radius θ {sub E} . In addition, we also use a dataset of 12 two image lensing systems containing the measure of time delay Δ t between source images. Jointly these two datasets give us the angular diameter distance D {sub A} {sub ol} of the lens. Further, for luminosity distance, we use the 740 observations from JLA compilation of SNe Ia. To study the combined behavior of these datasets we use a model independent method, Gaussian Process (GP). We also check the efficiency of GP by applying it on simulated datasets, which are generated in a phenomenological way by using realistic cosmological error bars. Finally, we conclude that the combined bounds from the SGL and SNe Ia observation do not favor any deviation of CDDR and are in concordance with the standard value (η=1) within 2σ confidence region, which further strengthens the theoretical acceptance of CDDR.

79 ASTRONOMY AND ASTROPHYSICS↗

Machine-learning-informed scattering correlation analysis of sheared colloids

We have carried out theoretical analysis, Monte Carlo simulations and machine-learning analysis to quantify microscopic rearrangements of dilute dispersions of spherical colloidal particles from coherent scattering intensity. Both monodisperse and polydisperse dispersions of colloids were created and underwent a rearrangement consisting of an affine simple shear and non-affine rearrangement using the Monte Carlo method. We calculated the coherent scattering intensity of the dispersions and the correlation function of intensity before and after the rearrangement and generated a large data set of angular correlation functions for varying system parameters, including number density, polydispersity, shear strain and non-affine rearrangement. Singular value decomposition of the data set shows the feasibility of machine-learning inversion from the correlation function for the polydispersity, shear strain and non-affine rearrangement using only three parameters. A Gaussian process regressor is then trained on the data set and can retrieve the affine shear strain, non-affine rearrangement and polydispersity with relative errors of 3%, 1% and 6%, respectively. Altogether, our model provides a framework for quantitative studies of both steady and non-steady microscopic dynamics of colloidal dispersions using coherent scattering methods.

Gaussian process regression↗

Featureless adaptive optimization accelerates functional electronic materials design

Electronic materials that exhibit phase transitions between metastable states (e.g., metal-insulator transition materials with abrupt electrical resistivity transformations) are challenging to decode. For these materials, conventional machine learning methods display limited predictive capability due to data scarcity and the absence of features that impede model training. In this article, we demonstrate a discovery strategy based on multi-objective Bayesian optimization to directly circumvent these bottlenecks by utilizing latent variable Gaussian processes combined with high-fidelity electronic structure calculations for validation in the chalcogenide lacunar spinel family. We directly and simultaneously learn phase stability and bandgap tunability from chemical composition alone to efficiently discover all superior compositions on the design Pareto front. Previously unidentified electronic transitions also emerge from our featureless adaptive optimization engine. Our methodology readily generalizes to optimization of multiple properties, enabling co-design of complex multifunctional materials, especially where prior data is sparse.

36 MATERIALS SCIENCE↗

Simultaneous Optical Transmission Spectroscopy of a Terrestrial, Habitable-zone Exoplanet with Two Ground-based Multiobject Spectrographs

Investigating the atmospheres of rocky exoplanets is key to performing comparative planetology between these worlds and the terrestrial planets that reside in the inner solar system. Terrestrial exoplanet atmospheres exhibit weak signals, and attempting to detect them pushes at the boundaries of what is possible for current instrumentation. We focus on the habitable-zone terrestrial exoplanet LHS 1140b. Given its 25-day orbital period and 2 hr transit duration, capturing transits of LHS 1140b is challenging. We observed two transits of this object, approximately 1 yr apart, which yielded four data sets thanks to our simultaneous use of the IMACS and LDSS3C multiobject spectrographs mounted on the twin Magellan telescopes at Las Campanas Observatory. We present a jointly fit white light curve, as well as jointly fit 20 nm wavelength-binned light curves from which we construct a transmission spectrum. Binning the joint white light-curve residuals to 3-minute time bins gives an rms of 145 ppm; binning down to 10-minute time bins gives an rms of 77 ppm. Our median uncertainty in R{sub p}{sup 2}/R{sub s}{sup 2} in the 20 nm wavelength bins is 260 ppm, and we achieve an average precision of 1.3× the photon noise when fitting the wavelength-binned light curves with a Gaussian process regression. Our precision on R{sub p}{sup 2}/R{sub s}{sup 2} is a factor of four larger than the feature amplitudes of a clear, hydrogen-dominated atmosphere, meaning that we are not able to test realistic models of LHS 1140b’s atmosphere. The techniques and caveats presented here are applicable to the growing sample of terrestrial worlds in the Transiting Exoplanet Survey Satellite era, as well as to the upcoming generation of ground-based giant segmented mirror telescopes.

79 ASTRONOMY AND ASTROPHYSICS↗

Machine learning with bond information for local structure optimizations in surface science

Local optimization of adsorption systems inherently involves different scales: within the substrate, within the molecule, and between the molecule and the substrate. In this work, we show how the explicit modeling of different characteristics of the bonds in these systems improves the performance of machine learning methods for optimization. Furthermore, we introduce an anisotropic kernel in the Gaussian process regression framework that guides the search for the local minimum, and we show its overall good performance across different types of atomic systems. The method shows a speed-up of up to a factor of two compared with the fastest standard optimization methods on adsorption systems. Additionally, we show that a limited memory approach is not only beneficial in terms of overall computational resources but can also result in a further reduction of energy and force calculations.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Spatial and temporal prediction of radiation dose rates near Fukushima Daiichi Nuclear Power Plant

In this paper, we have developed a methodology to estimate the spatiotemporal distribution of radiation air dose rates around the Fukushima Daiichi Nuclear Power Plant (FDNPP). In our exploratory data analysis, we found that (1) the temporal evolution of dose rates is composed of a log-linear decay trend and fluctuations of air dose rates that are spatially correlated among adjacent monitoring posts; and (2) the slope of the log-linear environmental decay trend can be represented as a function of the apparent initial dose rates, coordinate position, land-use type, and soil type. From these observations, we first estimated the log-linear decay trend at each location based on these predictors, using the random forest method. We then developed a modified Kalman filter coupled with a Gaussian process model to estimate the dose-rate time series at a given location and time. We applied this method to the Fukushima evacuation zone (as of March 2017), which included 17 monitoring post locations (with monitoring datasets collected between 2014 and 2018) and generated a time series of dose-rate maps. Our results show that this approach allows us to produce accurate spatial and temporal predictions of radiation dose-rate maps using limited spatiotemporal measurements.

61 RADIATION PROTECTION AND DOSIMETRY↗

Recipes for when physics fails: recovering robust learning of physics informed neural networks

Abstract Physics-informed neural networks (PINNs) have been shown to be effective in solving partial differential equations by capturing the physics induced constraints as a part of the training loss function. This paper shows that a PINN can be sensitive to errors in training data and overfit itself in dynamically propagating these errors over the domain of the solution of the PDE. It also shows how physical regularizations based on continuity criteria and conservation laws fail to address this issue and rather introduce problems of their own causing the deep network to converge to a physics-obeying local minimum instead of the global minimum. We introduce Gaussian process (GP) based smoothing that recovers the performance of a PINN and promises a robust architecture against noise/errors in measurements. Additionally, we illustrate an inexpensive method of quantifying the evolution of uncertainty based on the variance estimation of GPs on boundary data. Robust PINN performance is also shown to be achievable by choice of sparse sets of inducing points based on sparsely induced GPs. We demonstrate the performance of our proposed methods and compare the results from existing benchmark models in literature for time-dependent Schrödinger and Burgers’ equations.

97 MATHEMATICS AND COMPUTING↗

Multi-Fidelity Modeling and Control for Building Temperature Control

The ability to control energy loads such as a building's heating, ventilation, and air conditioning (HVAC) system can help facilitate increased penetration of variable renewable energy sources into the electric grid. To be able to control these HVAC systems more effectively, detailed simulations of the corresponding building physics is becoming increasingly important. These detailed simulations can be complex, nonlinear, and can require immense computational power when used in an advanced control method such as model predictive control (MPC), prompting the need to explore less computationally intensive strategies. In this work, a multi-fidelity approach is proposed to combine samples from a complex, high-fidelity model with a simple, low-fidelity model within the MPC control loop. More specifically, the parameters of a reduced-order, linear building model are periodically updated with knowledge from its high-fidelity counterpart - an EnergyPlus model - in an online fashion using a Gaussian Process surrogate model. Hence, highly accurate predictions of current and future conditions in a building are maintained with a substantially reduced computational burden compared to using the high-fidelity models alone. In other words, this linear parameter varying model preserves the low computational requirements of a low-order linear model while accurately modeling a building's dynamics. This allows a building controller to take highly informed actions without requiring a large computational budget.

building modeling↗

Nonlocal Flocking Dynamics: Learning the Fractional Order of PDEs from Particle Simulations

Flocking refers to collective behavior of a large number of interacting entities, where the interactions between discrete individuals produce collective motion on the large scale. We employ an agent-based model to describe the microscopic dynamics of each individual in a flock, and use a fractional partial differential equation (fPDE) to model the evolution of macroscopic quantities of interest. The macroscopic models with phenomenological interaction functions are derived by applying the continuum hypothesis to the microscopic model. Instead of specifying the fPDEs with an ad hoc fractional order for nonlocal flocking dynamics, we learn the effective nonlocal influence function in fPDEs directly from particle trajectories generated by the agent-based simulations. We demonstrate how the learning framework is used to connect the discrete agent-based model to the continuum fPDEs in one- and two-dimensional nonlocal flocking dynamics. In particular, a Cucker–Smale particle model is employed to describe the microscale dynamics of each individual, while Euler equations with nonlocal interaction terms are used to compute the evolution of macroscale quantities. The trajectories generated by the particle simulations mimic the field data of tracking logs that can be obtained experimentally. They can be used to learn the fractional order of the influence function using a Gaussian process regression model implemented with the Bayesian optimization. We show in one- and two-dimensional benchmarks that the numerical solution of the learned Euler equations solved by the finite volume scheme can yield correct density distributions consistent with the collective behavior of the agent-based system solved by the particle method. Furthermore, the proposed method offers new insights into how to scale the discrete agent-based models to the continuum-based PDE models, and could serve as a paradigm on extracting effective governing equations for nonlocal flocking dynamics directly from particle trajectories.

97 MATHEMATICS AND COMPUTING↗

Sequential Learning of Active Subspaces

This study shows that in recent years, active subspace methods (ASMs) have become a popular means of performing subspace sensitivity analysis on black-box functions. Naively applied, however, ASMs require gradient evaluations of the target function. In the event of noisy, expensive, or stochastic simulators, evaluating gradients via finite differencing may be infeasible. In such cases, often a surrogate model is employed, on which finite differencing is performed. When the surrogate model is a Gaussian process (GP), we show that the ASM estimator is available in closed form, rendering the finite-difference approximation unnecessary. We use our closed-form solution to develop acquisition functions focused on sequential learning tailored to sensitivity analysis on top of ASMs. We also show that the traditional ASM estimator may be viewed as a method of moments estimator for a certain class of GPs. We demonstrate how uncertainty on GP hyperparameters may be propagated to uncertainty on the sensitivity analysis, allowing model-based confidence intervals on the active subspace. Our methodological developments are illustrated on several examples.

97 MATHEMATICS AND COMPUTING↗

Data-Driven Multi-agent Deep Reinforcement Learning for Distribution System Decentralized Voltage Control with High Penetration of PVs

This paper proposes a novel model-free/data-driven centralized training and decentralized execution multi-agent deep reinforcement learning (MADRL) framework for distribution system voltage control with high penetration of PVs. The proposed MADRL can coordinate both the real and reactive power control of PVs with existing static var compensators and battery storage systems. Unlike the existing DRL-based voltage control methods, our proposed method does not rely on a system model during both the training and execution stages. This is achieved by developing a new interaction scheme between the surrogate modeling of the original system and the multi-agent soft actor critic (MASAC) MADRL algorithm. In particular, the sparse pseudo-Gaussian process with a few-shots of measurements is utilized to construct the surrogate model of the original environment, i.e., power flow model. This is a data-driven process and no model parameters are needed. Furthermore, the MASAC enabled MADRL allows to achieve better scalability by dividing the original system into different voltage control regions with the aid of real and reactive power sensitivities to voltage, where each region is treated as an agent. This also serves as the foundation for the centralized training and decentralized execution, thus significantly reducing the communication requirements as only local measurements are required for control. Comparative results with other alternatives on the IEEE 123-nodes and 342-nodes systems demonstrate the superiority of the proposed method.

14 SOLAR ENERGY↗

Analytical gradients for molecular-orbital-based machine learning

We report molecular-orbital-based machine learning (MOB-ML) enables the prediction of accurate correlation energies at the cost of obtaining molecular orbitals. Here, we present the derivation, implementation, and numerical demonstration of MOB-ML analytical nuclear gradients, which are formulated in a general Lagrangian framework to enforce orthogonality, localization, and Brillouin constraints on the molecular orbitals. The MOB-ML gradient framework is general with respect to the regression technique (e.g., Gaussian process regression or neural networks) and the MOB feature design. We show that MOB-ML gradients are highly accurate compared to other ML methods on the ISO17 dataset while only being trained on energies for hundreds of molecules compared to energies and gradients for hundreds of thousands of molecules for the other ML methods. The MOB-ML gradients are also shown to yield accurate optimized structures at a computational cost for the gradient evaluation that is comparable to a density-corrected density functional theory calculation.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Machine learning inversion from scattering for mechanically driven polymers

A machine learning inversion method is developed for analyzing scattering functions of mechanically driven polymers and extracting the corresponding feature parameters, which include energy parameters and conformation variables. The polymer is modeled as a chain of fixed-length bonds constrained by bending energy, and it is subject to external forces such as stretching and shear. We generate a data set consisting of random combinations of energy parameters, including bending modulus, stretching and shear force, along with Monte Carlo-calculated scattering functions and conformation variables such as end-to-end distance, radius of gyration and off-diagonal component of the gyration tensor. The effects of the energy parameters on the polymer are captured by the scattering function, and principal component analysis ensures the feasibility of the machine learning inversion. Finally, we train a Gaussian process regressor using part of the data set as a training set and validate the trained regressor for inversion using the rest of the data. The regressor successfully extracts the feature parameters.

Gaussian process regressors↗