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At least 487 records · Page 27

Multilevel Sequential Monte Carlo Samplers for Normalizing Constants

This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the discrete approximation error must be balanced. A multilevel strategy is utilized to substantially reduce the cost to obtain a given error level in the approximation as compared to standard estimators. Two estimators are considered and relative variance bounds are given. The theoretical results are numerically illustrated for two Bayesian inverse problems arising from elliptic partial differential equations (PDEs). The examples involve the inversion of observations of the solution of (i) a 1-dimensional Poisson equation to infer the diffusion coefficient, and (ii) a 2-dimensional Poisson equation to infer the external forcing.

97 MATHEMATICS AND COMPUTING↗

Large Deviation Methods for the Analysis and Design of Monte Carlo Schemes in Physics and Chemistry. Final Technical Report

This proposal is concerned with applications of Monte Carlo to problems in physics and chemistry where rare events degrade the performance of standard Monte Carlo. One class of problems is concerned with computation of various aspects of the equilibrium behavior of some Markov process via time averages. The problem to be overcome is that rare events interfere with the efficient sampling of all relevant parts of phase space. A second class concerns sampling transitions between two or more stable attractors. Here, rare events do not interfere with the sampling of all relevant parts of phase space, but make Monte Carlo inefficient because of the very large number of samples required to obtain variance comparable to the quantity estimated. The project uses large deviation methods for the mathematical analyses of various Monte Carlo techniques, and in particular for algorithmic analysis and design. This is done in the context of relevant application areas, mainly from chemistry and biology.

97 MATHEMATICS AND COMPUTING↗

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↗

Pyrolysis Molecular Beam Mass Spectrometry_Analysis_of_Natural_Variants_of_Poplulus_Trichocarpa_Leaves

Select leaves from natural variants of Poplar (Populus Trichocarpa) grown in a greenhouse at Oak Ridge National Laboratory were analyzed by Pyrolysis-Molecular Beam Mass Spectrometry (Py-MBMS). Leaves were harvested, cryomilled and kept frozen until analysis. Py-MBMS analysis was conducted using approximately 4 mg of biomass and each sample was analyzed in duplicate. A Frontier PY2020 unit pyrolyzed samples at 500°C for 30 s in 80 µL deactivated stainless steel cups. An Extrel Super-Sonic MBMS Model Max 1000 was used to collect mass spectral data fromm/z30 to 450 at 17 eV and processed using Merlin Automation software (V3). Spectral ion intensities were normalized to the total ion chromatogram signal for each sample for analysis of spectral variance. Lignin content (wt %) was estimated based on relative responses from standards of known Klason lignin content using mean-normalized ion intensities ofm/z120, 124 (G), 137 (G), 138 (G), 150 (G), 152, 154 (S), 164 (G), 167 (S), 168 (S), 178 (G), 180, 181, 182 (S), 194 (S), 208 (S) and 210 (S) where G indicates guaiacyl-derived ions, S indicates syringyl-derived ions, and other ions either derive from other lignin monomers or multiple sources. Ratios of S and G lignin monomer units (S/G) were obtained by dividing the sum of S-based ions by the sum of G-based ions using mean-normalized ion intensities.

CBI↗

Pyrolysis_Molecular_Beam_Mass_Spectrometry_Analysis_of_Specific_Switchgrass_Genotypes

Select natural variant switchgrass genotypes grown in Tifton, GA were analyzed by Pyrolysis-Molecular Beam Mass Spectrometry (Py-MBMS). Biomass was harvested, milled, several genotypes were analyzed with and without being destarched and extracted with ethanol prior to analysis (indicated with -DE if destarched and extracted). Py-MBMS analysis was conducted using approximately 4 mg of biomass and each sample was analyzed in duplicate. A Frontier PY2020 unit pyrolyzed samples at 500°C for 30 s in 80 µL deactivated stainless steel cups. An Extrel Super-Sonic MBMS Model Max 1000 was used to collect mass spectral data fromm/z30 to 450 at 17 eV and processed using Merlin Automation software (V3). Spectral ion intensities were normalized to the total ion chromatogram signal for each sample for analysis of spectral variance. Lignin content (wt %) was estimated based on relative responses from standards of known Klason lignin content using mean-normalized ion intensities ofm/z120, 124 (G), 137 (G), 138 (G), 150 (G), 152, 154 (S), 164 (G), 167 (S), 168 (S), 178 (G), 180, 181, 182 (S), 194 (S), 208 (S) and 210 (S) where G indicates guaiacyl-derived ions, S indicates syringyl-derived ions, and other ions either derive from other lignin monomers or multiple sources. Ratios of S and G lignin monomer units (S/G) were obtained by dividing the sum of S-based ions by the sum of G-based ions using mean-normalized ion intensities.

CBI↗

Pyrolysis_Molecular_Beam_Mass_Spectrometry_Analysis_of_hybrid_cross_of_Populus_tremula_x_P_alba_717-1B4_and_overexpression_of_a_lectin_receptor-like_kinase_(PtLecRLK1)

Stem tissues from the hybrid poplarPopulus tremula × P. albaclone 717-1B4 and from lectin receptor-like kinase overexpression lines PP7 and PP19 were individually colonized with the ectomycorrhizal fungiLaccaria bicolorstrain S238N,Hyaloscypha finlandicastrain PMI746, orUmbelopsis vinaceastrain PMI3018, as well as with a mixed fungal inoculum; non-inoculated plants served as controls. Plants were grown in a greenhouse at Oak Ridge National Laboratory and harvested in January 2025. Stem samples were analyzed using Pyrolysis–Molecular Beam Mass Spectrometry (Py-MBMS). Stems were harvested, debarked, dried, milled, destarched and ethanol extracted prior to analysis. Py-MBMS analysis was conducted using approximately 4 mg of wood from biomass and each sample was analyzed in duplicate. A Frontier PY2020 unit pyrolyzed samples at 500°C for 30 s in 80 µL deactivated stainless steel cups. An Extrel Super-Sonic MBMS Model Max 1000 was used to collect mass spectral data fromm/z30 to 450 at 17 eV and processed using Merlin Automation software (V3). Spectral ion intensities were normalized to the total ion chromatogram signal for each sample for analysis of spectral variance. Lignin content (wt %) was estimated based on relative responses from standards of known Klason lignin content using mean-normalized ion intensities ofm/z120, 124 (G), 137 (G), 138 (G), 150 (G), 152, 154 (S), 164 (G), 167 (S), 168 (S), 178 (G), 180, 181, 182 (S), 194 (S), 208 (S) and 210 (S) where G indicates guaiacyl-derived ions, S indicates syringyl-derived ions, and other ions either derive from other lignin monomers or multiple sources. Ratios of S and G lignin monomer units (S/G) were obtained by dividing the sum of S-based ions by the sum of G-based ions using mean-normalized ion intensities.

CBI↗

The DECADE cosmic shear project II: photometric redshift calibration of the source galaxy sample

We present the photometric redshift characterization and calibration for the Dark Energy Camera All Data Everywhere (DECADE) weak lensing dataset: a catalog of 107 million galaxies observed by the Dark Energy Camera (DECam) in the northern Galactic cap. The redshifts are estimated from a combination of wide-field photometry, deep-field photometry with associated redshift estimates, and a transfer function between the wide field and deep field that is estimated using a source injection catalog. We construct four tomographic bins for the galaxy catalog, and estimate the redshift distribution, $n(z)$, within each one using the Self-organizing Map Photo-Z (SOMPZ) methodology. Our estimates include the contributions from sample variance, zeropoint calibration uncertainties, and redshift biases, as quantified for the deep-field dataset. The total uncertainties on the mean redshifts are $σ_{\langle}$$_z$$_{\rangle} ≈ 0.01$. The SOMPZ estimates are then compared to those from the clustering redshift method, obtained by cross-correlating our source galaxies with galaxies in spectroscopic surveys, and are shown to be consistent with each other.

Anbajagane, D. [Univ. of Chicago, IL (United State↗

Development of a winter wheat adjustable crop calendar model

The author has identified the following significant results. After parameter estimation, tests were conducted with variances from the fits, and on independent data. From these tests, it was generally concluded that exponential functions have little advantage over polynomials. Precipitation was not found to significantly affect the fits. The Robertson's triquadratic form, in general use for spring wheat, was found to show promise for winter wheat, but special techniques and care were required for its use. In most instances, equations with nonlinear effects were found to yield erratic results when utilized with daily environmental values as independent variables.

Baker, J. R.↗

Radial orbit error reduction and sea surface topography determination using satellite altimetry

A method is presented in satellite altimetry that attempts to simultaneously determine the geoid and sea surface topography with minimum wavelengths of about 500 km and to reduce the radial orbit error caused by geopotential errors. The modeling of the radial orbit error is made using the linearized Lagrangian perturbation theory. Secular and second order effects are also included. After a rather extensive validation of the linearized equations, alternative expressions of the radial orbit error are derived. Numerical estimates for the radial orbit error and geoid undulation error are computed using the differences of two geopotential models as potential coefficient errors, for a SEASAT orbit. To provide statistical estimates of the radial distances and the geoid, a covariance propagation is made based on the full geopotential covariance. Accuracy estimates for the SEASAT orbits are given which agree quite well with already published results. Observation equations are develped using sea surface heights and crossover discrepancies as observables. A minimum variance solution with prior information provides estimates of parameters representing the sea surface topography and corrections to the gravity field that is used for the orbit generation. The simulation results show that the method can be used to effectively reduce the radial orbit error and recover the sea surface topography.

Engelis, Theodossios↗

The Uranian aurora and its relationship to the magnetosphere

About 32 h of Voyager Ultraviolet Spectrometer (UVS) observations of Uranus H2 band airglow emission (875 less than or equal to lambda less than or equal to 1115 A) have been analyzed using the singular value decomposition (SVD) approach to inversion, producing an intensity map showing aurora at both magnetic poles. An H Lyman alpha aurora may also be present but is difficult to separate from scattered solar and local interstellar medium components. SVD analysis of variance shows that the intensity estimate is significantly larger than the error estimate over both Uranographic poles and part of the equatorial region, fortuitously including both magnetic polar regions. The Goddard Space Flight Center Q(sub 3) magnetic field model correctly predicts that the aurora should be larger in area and emit more power at the weaker N magnetic pole than at the stronger S magnetic pole. However, the auroral emissions are quite localized in magnetic longitude and so do not form complete auroral ovals. The brightest auroral emission at each magnetic pole is confined to a range of approximately 90 deg of magnetic longitude centered on the magnetotail direction, at moderate magnetic L parameter (5 less than or equal to L less than or equal to 10), but some emission at each pole is distributed over a range of more than 180 deg of longitude. The magnetic longitudes of the aurora are completely inconsistent with the 'windshield wiper' effect for either ions or electrons, indicating that some other effect, such as rapid depletion of the population of precipitating particles of highly localized strong pitch-angle diffusion, may be acting to localize emission. The low apparent L of the precipitating particles indicates that their energies may be less than or equal to 10 keV. Hence magnetospheric convection is likely to be important, and thus particles exciting the aurora may not remain on constant L shells. The precipitating particles may be a relatively low-energy population at high L that is heated to aurora-exciting energy by adiabatic compression during convection to low L. We estimate that the total auroral power output at H Lyman alpha and shorter wavelengths is about 3 x 10(exp 9) to 7 x 10(exp 9) W, requiring about 10 times that much power for excitation.

Herbert, Floyd↗

PM2.5 Variation Related to AOD and Meteorological Conditions on Diurnal Scale in Beijing, China

PM2.5 (particulate matter with diameter less than 2.5um) is one of the major air pollutants in many regions around the globe. Column integrated aerosol optical depth (AOD) measurement provides a potential way to estimate surface PM2.5 concentration from the remote sensing technics. In this analysis, we compiled hourly measurements of surface PM2.5 and AOD made in Beijing, China and meteorological conditions provided by NASA Global Modeling and Assimilation Office's Modern-Era Retrospective Analysis for Research and Applications (MERRA) product in recent years. On daily basis, hourly PM2.5 and AOD show positive correlation, i.e. correlation coefficient (R) is higher than 0.5 on about 50% of days. We apply multi-variant analysis to this dataset and estimate the magnitude of AOD variance that can be explained by or related to PM2.5 and relevant meteorological conditions changes.

PM2.5↗

Evaluation of Response Surface Experiment Designs for Distributed Propulsion Aircraft Aero-Propulsive Modeling

Modern distributed hybrid and electric propulsion aircraft, including vertical, short, and conventional takeoff and landing configurations, exhibit significant aero-propulsive complexity and a large number of interacting test factors. This paper presents the development and evaluation of experiment designs for aero-propulsive characterization of distributed propulsion aircraft. Five different foundational response surface designs are evaluated to inform the development of two sequential design approaches tailored to complex aircraft aerodynamic characterization experiments. The first approach, which builds on sequential face-centered central composite designs, has been used previously to develop aero-propulsive models for complex aircraft using wind tunnel testing. The second approach is a new design strategy leveraging a regular I-optimal and nested I-optimal design that was developed for this study. The two sequential design strategies are compared for experiments with a large number of test factors using pre-experiment design evaluation metrics, as well as modeling results obtained from simulated wind tunnel data for the NASA LA-8 aircraft. The design evaluation metrics show that the sequential I-optimal base design has higher statistical power, lower correlation among candidate regressors, lower prediction variance, and more precise parameter estimates. The simulated wind tunnel experiments conducted using each design reveal that the sequential I-optimal base design has better predictive capability with fewer test points. The experiment design and evaluation procedures are described in detail to inform future aerodynamic characterization experiments for complex aircraft.

design of experiments↗

Surrogate Models for TREAT Transient Calculations

The Transient Reactor Test Facility (TREAT) at Idaho National Laboratory (INL) is currently preparing for resumption of operation after more than 20 years in a long-term standby state. In parallel with preparation for operations and a new transient testing program, the DOE-NE Advanced Modeling and Simulation program (NEAMS) has been supporting the development of three-dimensional transient multi-physics modeling capabilities within the reactor physics application MAMMOTH [1]. Recently, the MAMMOTH reactor physics team has begun development of uncertainty and sensitivity analysis for the TREAT core. This research will be used to support the analysis of reactor operation and experiment planning. Traditional approaches, i.e., Monte Carlo simulations, for such tasks require a large number of model evaluations under both steady state and transient conditions. However, exhaustive sets of sampling runs are simply not practical here since evaluations of each model can take a substantial amount of time. A solution to this problem is to build a surrogate model employing a smaller number of model evaluations. The surrogate model is designed to provide an accurate and fast approximation to the detailed TREAT model. In this manner, the surrogate model can be used in place of the TREAT transient model for uncertainty and sensitivity analysis at a fraction of the computational cost. The high dimensional model representation (HDMR) [2] method is employed here for approximating the responses of interest in terms of functions of lower dimensions. This method has been implemented in RAVEN [3] and all TREAT transient calculations are performed using the multiphysics code MAMMOTH. In addition, a code interface has also been developed in order to couple RAVEN with MAMMOTH. The surrogate model is then tested and compared for the MAMMOTH model of the TREAT startup testing program Transient Test #15 core [4], and its accuracy is measured by its ability to estimate the mean, coefficient of variance, skewness, excess kurtosis and probability density function of the outputs of Transient Test #15 model, as well as root mean square error metric.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Surrogate Models for TREAT Transient Calculations

The Transient Reactor Test Facility (TREAT) at Idaho National Laboratory (INL) is currently preparing for resumption of operation after more than 20 years in a long-term standby state. In parallel with preparation for operations and a new transient testing program, the DOENE Advanced Modeling and Simulation program (NEAMS) has been supporting the development of three-dimensional transient multi-physics modeling capabilities within the reactor physics application MAMMOTH. Recently, the MAMMOTH reactor physics team has begun development of uncertainty and sensitivity analysis for the TREAT core. This research will be used to support the analysis of reactor operation and experiment planning. Traditional approaches, i.e., Monte Carlo simulations, for such tasks require a large number of model evaluations under both steady state and transient conditions. However, exhaustive sets of sampling runs are simply not practical for TREAT since evaluations of each model can take a substantial amount of time. A solution to this problem is to build a surrogate model employing a smaller number of model evaluations. The surrogate model is designed to provide an accurate and fast approximation to the detailed TREAT model. In this manner, the surrogate model can be used in place of the TREAT transient model for uncertainty and sensitivity analysis at a fraction of the computational cost. The high dimensional model representation (HDMR) method is employed here for approximating the responses of interest in terms of functions of lower dimensions. This method has been implemented in RAVEN and all TREAT transient calculations are performed using the multiphysics code MAMMOTH. In addition, a code interface has also been developed in order to couple RAVEN with MAMMOTH. The surrogate model is then tested and compared for TREAT startup testing program Transient Test no. 15 core, and its accuracy is measured by its ability to estimate the mean, coefficient of variance, skewness, excess kurtosis and probability density function of the outputs of Transient Test no. 15 model, as well as root mean square error metric.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Convergence of statistical moments of particle density time series in scrape-off layer plasmas

Particle density fluctuations in the scrape-off layer of magnetically confined plasmas, as measured by gas-puff imaging or Langmuir probes, are modeled as the realization of a stochastic process in which a superposition of pulses with a fixed shape, an exponential distribution of waiting times, and amplitudes represents the radial motion of blob-like structures. With an analytic formulation of the process at hand, we derive expressions for the mean squared error on estimators of sample mean and sample variance as a function of sample length, sampling frequency, and the parameters of the stochastic process. Employing that the probability distribution function of a particularly relevant stochastic process is given by the gamma distribution, we derive estimators for sample skewness and kurtosis and expressions for the mean squared error on these estimators. Numerically, generated synthetic time series are used to verify the proposed estimators, the sample length dependency of their mean squared errors, and their performance. We find that estimators for sample skewness and kurtosis based on the gamma distribution are more precise and more accurate than common estimators based on the method of moments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Comparison of methane emission estimates from multiple measurement techniques at natural gas production pads

This study presents the results of a campaign that estimated methane emissions at 268 gas production facilities in the Fayetteville shale gas play using onsite measurements (261 facilities) and two downwind methods - the dual tracer flux ratio method (Tracer Facility Estimate - TFE, 17 facilities) and the EPA Other Test Method 33a (OTM33A Facility Estimate - OFE, 50 facilities). A study onsite estimate (SOE) for each facility was developed by combining direct measurements and simulation of unmeasured emission sources, using operator activity data and emission data from literature. The SOE spans 0-403 kg/h and simulated methane emissions from liquid unloadings account for 88% of total emissions estimated by the SOE, with 76% (95% CI [51%-92%]) contributed by liquid unloading at two facilities. TFE and SOE show overlapping 95% CI between individual estimates at 15 of 16 (94%) facilities where the measurements were paired, while OFE and SOE show overlapping 95% CI between individual estimates at 28 of 43 (65%) facilities. However, variance-weighted least-squares (VWLS) regressions performed on sets of paired estimates indicate statistically significant differences between methods. The SOE represents a lower bound of emissions at facilities where onsite direct measurements of continuously emitting sources are the primary contributor to the SOE, a sub-selection of facilities which minimizes expected inter-method differences for intermittent pneumatic controllers and the impact of episodically-emitting unloadings. At 9 such facilities, VWLS indicates that TFE estimates systematically higher emissions than SOE (TFE-to-SOE ratio = 1.6, 95% CI [1.2 to 2.1]). At 20 such facilities, VWLS indicates that OFE estimates systematically lower emissions than SOE (OFE-to-SOE ratio of 0.41 [0.26 to 0.90]). Given that SOE at these facilities is a lower limit on emissions, these results indicate that OFE is likely a less accurate method than SOE or TFE for this type of facility.

03 NATURAL GAS↗

An adaptive technique for estimating the atmospheric density profile during the AE mission

A technique is presented for processing accelerometer data obtained during the AE missions in order to estimate the atmospheric density profile. A minimum variance, adaptive filter is utilized. The trajectory of the probe and probe parameters are in a consider mode where their estimates are unimproved but their associated uncertainties are permitted an impact on filter behavior. Simulations indicate that the technique is effective in estimating a density profile to within a few percentage points.

Argentiero, P.↗

Learning Functions Varying along a Central Subspace

Many functions of interest are in a high-dimensional space but exhibit low-dimensional structures. This paper studies regression of an s-Hölder function in $R^D$ which varies along a central subspace of dimension $d$ while $d \ll D$. A direct approximation of $f$ in $R^D$ with an accuracy $\varepsilon$ requires the number of samples in the order of $\varepsilon^{-(2s+D)/s}$. In this paper, we analyze the generalized contour regression (GCR) algorithm for the estimation of the central subspace and use piecewise polynomials for function approximation. GCR is among the best estimators for the central subspace, but its sample complexity is an open question. In this paper, we partially answer this questions by proving that if a variance quantity is exactly known, GCR leads to a mean squared estimation error of $O(n^{-1})$ for the central subspace. The estimation error of this variance quantity is also given in this paper. The mean squared regression error of $f$ is proved to be in the order of $(n/\log n)^{-\frac{2s}{2s+d}}$, where the exponent depends on the dimension of the central subspace instead of the ambient space . This result demonstrates that GCR is effective in learning the low-dimensional central subspace. We also propose a modified GCR with improved efficiency. Here, the convergence rate is validated through several numerical experiments.

97 MATHEMATICS AND COMPUTING↗