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At least 55 records · Page 3

Constant-complexity stochastic simulation algorithm with optimal binning

At the molecular level, biochemical processes are governed by random interactions between reactant molecules, and the dynamics of such systems are inherently stochastic. When the copy numbers of reactants are large, a deterministic description is adequate, but when they are small, such systems are often modeled as continuous-time Markov jump processes that can be described by the chemical master equation. Gillespie’s Stochastic Simulation Algorithm (SSA) generates exact trajectories of these systems, but the amount of computational work required for each step of the original SSA is proportional to the number of reaction channels, leading to computational complexity that scales linearly with the problem size. The original SSA is therefore inefficient for large problems, which has prompted the development of several alternative formulations with improved scaling properties. We describe an exact SSA that uses a table data structure with event time binning to achieve constant computational complexity with respect to the number of reaction channels for weakly coupled reaction networks. We present a novel adaptive binning strategy and discuss optimal algorithm parameters. We compare the computational efficiency of the algorithm to existing methods and demonstrate excellent scaling for large problems. This method is well suited for generating exact trajectories of large weakly coupled models, including those that can be described by the reaction-diffusion master equation that arises from spatially discretized reaction-diffusion processes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Day-Ahead Optimal Operation for Multi-Energy Residential Systems with Renewables

The intermittency and stochasticity nature of distributed renewable energy sources has introduced great challenges to the efficiency and security of energy distribution system operations. To address the negative impacts of intermittent renewable energy sources, this paper proposes here a day-ahead optimal operation strategy utilizing distributed energy resources based on the framework of the interconnected multi-energy system. First, a framework and mathematical models of multi-energy residential systems (MERS) are proposed. Based on the characteristics of residential energy distribution networks, the complex MERS models are reformulated to relieve the computational burden. Furthermore, the uncertainty factors such as renewable energy generation fluctuations and demand variations are handled by a reformulated chance con-strained programming technique. The feasibility and effectiveness of the proposed method are validated through a combined electric power and natural gas test system. Compared to similar models and methods in the existing literature, the proposed method performs better in terms of solution time, model scalability, and robustness in handling uncertainties.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach to address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.

09 BIOMASS FUELS↗

Final Technical Report: Distributed Controls for High Penetrations of Renewables

The goal of this effort was to apply four potential control analysis/design approaches to the design of distributed grid control systems to address the impact of latency and communications uncertainty with high penetrations of photovoltaic (PV) generation. The four techniques considered were: optimal fixed structure control; Nyquist stability criterion; vector Lyapunov analysis; and Hamiltonian design methods. A reduced order model of the Western Electricity Coordinating Council (WECC) developed for the Matlab Power Systems Toolbox (PST) was employed for the study, as well as representative smaller systems (e.g., a two-area, three-area, and four-area power system). Excellent results were obtained with the optimal fixed structure approach, and the methodology we developed was published in a journal article. This approach is promising because it offers a method for designing optimal control systems with the feedback signals available from Phasor Measurement Unit (PMU) data as opposed to full state feedback or the design of an observer. The Nyquist approach inherently handles time delay and incorporates performance guarantees (e.g., gain and phase margin). We developed a technique that works for moderate sized systems, but the approach does not scale well to extremely large system because of computational complexity. The vector Lyapunov approach was applied to a two area model to demonstrate the utility for modeling communications uncertainty. Application to large power systems requires a method to automatically expand/contract the state space and partition the system so that communications uncertainty can be considered. The Hamiltonian Surface Shaping and Power Flow Control (HSSPFC) design methodology was selected to investigate grid systems for energy storage requirements to support high penetration of variable or stochastic generation (such as wind and PV) and loads. This method was applied to several small system models.

14 SOLAR ENERGY↗

Ultra-thin and strong formvar-based membranes with controlled porosity for micro- and nano-scale systems

Here, we present a methodology for developing ultra-thin and strong formvar-based membranes with controlled morphologies. Formvar is a thin hydrophilic and oleophilic polymer inert to most chemicals and resistant to radiation. The formvar-based membranes are viable materials as support structures in micro- and macro-scale systems depending on thinness and porosity control. Tunable sub-micron thick porous membranes with 20%–65% porosity were synthesized by controlling the ratios of formvar, glycerol, and chloroform. This synthesis process does not require complex separation or handling methods and allows for the production of strong, thin, and porous formvar-based membranes. An expansive array of these membrane characterizations including chemical compatibility, mechanical responses, wettability, as well as the mathematical simulations as a function of porosity has been presented. The wide range of chemical compatibility allows for membrane applications in various environments, where other polymers would not be suitable. Our formvar-based membranes were found to have an elastic modulus of 7.8 GPa, a surface free energy of 50 mN m -1 and an average thickness of 125 nm. Stochastic model simulations indicate that formvar with the porosity of ~50% is the optimal membrane formulation, allowing the most material transfer across the membrane while also withstanding the highest simulated pressure loadings before tearing. Development of novel, resilient and versatile membranes with controlled porosity offers a wide range of exciting applications in the fields of nanoscience, microfluidics, and MEMS.

36 MATERIALS SCIENCE↗

An Adaptive Sparse-Grid High-Order Stochastic Collocation Method for Bayesian Inference in Groundwater Reactive Transport Modeling

Although Bayesian analysis has become vital to the quantification of prediction uncertainty in groundwater modeling, its application has been hindered due to the computational cost associated with numerous model executions needed for exploring the posterior probability density function (PPDF) of model parameters. This is particularly the case when the PPDF is estimated using Markov Chain Monte Carlo (MCMC) sampling. In this study, we develop a new approach that improves computational efficiency of Bayesian inference by constructing a surrogate system based on an adaptive sparse-grid high-order stochastic collocation (aSG-hSC) method. Unlike previous works using first-order hierarchical basis, we utilize a compactly supported higher-order hierar- chical basis to construct the surrogate system, resulting in a significant reduction in the number of computational simulations required. In addition, we use hierarchical surplus as an error indi- cator to determine adaptive sparse grids. This allows local refinement in the uncertain domain and/or anisotropic detection with respect to the random model parameters, which further improves computational efficiency. Finally, we incorporate a global optimization technique and propose an iterative algorithm for building the surrogate system for the PPDF with multiple significant modes. Once the surrogate system is determined, the PPDF can be evaluated by sampling the surrogate system directly with very little computational cost. The developed method is evaluated first using a simple analytical density function with multiple modes and then using two synthetic groundwater reactive transport models. The groundwater models represent different levels of complexity; the first example involves coupled linear reactions and the second example simulates nonlinear ura- nium surface complexation. The results show that the aSG-hSC is an effective and efficient tool for Bayesian inference in groundwater modeling in comparison with conventional MCMC sim- ulations. The computational efficiency is expected to be more beneficial to more computational expensive groundwater problems.

Zhang, Guannan↗

Data-Driven Unit Commitment Refinement - a Scalable Approach for Complex Modern Power Grids

Integration of renewable generation, which is often intermittent and decentralized, substantially increases the stochasticity and complexity of power grid operations. Future power systems planning will require significant computational capability to evaluate balance between demand and supply under varying conditions, both temporally and spatially. The standard approach for generation unit commitment is to use mixed-integer linear programming to find the optimal generation schedule considering ramping and generator constraints. In the future grid this poses computational scalability challenges because generation and demand are not known with certainty due to stochasticity in weather and complexity of the grid. To address this challenge, we present a data-driven unit commitment approach that can efficiently include stochastic weather impacts and contingency considerations to improve unit commitment. Our approach uses graph-based data analytics techniques on solutions to the security constrained (and possibly stochastic) economic dispatch problem to identify potential improvements to a given unit commitment. Recent breakthroughs in fully-parallel stochastic economic dispatch software allow this approach to be scalably deployed. Simulations on synthetic South Carolina and Texas grids show this method can improve grid reliability with security constraints over a set of contingencies, while also meaningfully lowering total generation cost.

Holt, Timothy↗

Implementation of Feldman-Cousins Corrections and Oscillation Calculations in the HPC Environment for the NOvA Experiment

Analysis of neutrino oscillation data involves a combination of complex fitting procedures and statistical correction techniques that are used to determine the full three-flavor PMNS parameters and constraint contours. These techniques rely on computationally intensive “multi-universe” stochastic modeling. The process of calculating these contours and corrections can dominate final stages of the data analysis and become a bottleneck for examining the ef-fect of systematic variations on the final results. As part of the DOE SciDAC-4 sponsored research program, we present a new implementation of a neutrino oscillation fitting and framework to carry out calculations of Feldman-Cousins corrections. This implementation is specifically designed and optimized to operate on modern High-Performance Computing (HPC) facilities. We present the performance of the system in calculating allowed regions for the NOvA experiment based on 8.9 x 1020 and 6.9 x 1020 protons-on-target (POT) neutrino and antineutrino datasets, and compare the performance of this new implementation run at the NERSC supercomputing facility with that from methods used previously by the NOvA collaboration running on grid computing facilities.

Sousa, Alexandre↗

Evaluating the feasibility of using downwind methods to quantify point source oil and gas emissions using continuously monitoring fence-line sensors

The dependable reporting of methane (CH 4 ) emissions from point sources, such as fugitive leaks from oil and gas infrastructure, is important for profit maximization (retaining more hydrocarbons), evaluating climate impacts, assessing CH 4 fees for regulatory programs, and validating CH 4 intensity in differentiated gas programs. Currently, there are disagreements between emissions reported by different quantification techniques for the same sources. It has been suggested that downwind CH 4 quantification methods using CH 4 measurements on the fence line of production facilities could be used to generate emission estimates from oil and gas operations at the site level, but it is currently unclear how accurate the quantified emissions are. To investigate the accuracy of downwind methods, this study uses fence-line simulated data collected during controlled-release experiments as input for a non-standard closed-path eddy covariance (EC), the Gaussian plume inverse model (GPIM), and the backward Lagrangian stochastic (bLs) model in a range of atmospheric conditions. This study's EC attempt was unsuccessful due to data collection and instrumentation issues, resulting in invalid results characterized by underestimated emissions, large negative fluxes, and cospectra/ogives that deviated from their ideal shapes. Consequently, the EC results could not be compared with the GPIM and bLS model. The bLs model demonstrated the highest accuracy for single-release single-point emissions, though it exhibited greater uncertainty than GPIM under multi-release conditions. Across the GPIM and bLs model, the most reliable quantification was achieved with 15 min averaging and a narrow 5° wind sector range. Although EC was limited in this context, future studies should consider employing a standard EC system and further optimizing GPIM and bLs approaches – particularly for complex multi-source scenarios – to enhance quantification accuracy and reduce uncertainty.

03 NATURAL GAS↗

Final Report, DOE Early Career Award: Predictive modeling of complex physical systems: new tools for statistical inference, uncertainty quantification, and experimental design

Predictive simulation of complex physical systems increasingly rests on the interplay of experimental observations with computational models. Key inputs, parameters, or structural aspects of models may be incomplete or unknown, and must be developed from indirect and limited observations. At the same time, quantified uncertainties are needed to qualify computational predictions in the support of design and decision-making. In this context, Bayesian statistics provides a foundation for inference from noisy and limited data, but at prohibitive computional expense. This project intends to make rigorous predictive modeling *feasible* in complex physical systems, via accelerated and scalable tools for uncertainty quantification, Bayesian inference, and experimental design. Specific objectives are as follows: 1. Develop adaptive posterior approximations and dimensionality reduction approaches for Bayesian inference in high-dimensional nonlinear systems. 2. Extend accelerated Bayesian methodologies to large-scale {\em sequential} data assimilation, fully treating nonlinear models and non-Gaussian state and parameter distributions. 3. Devise efficient surrogate-based methods for Bayesian model selection and the learning of model structure. 4. Develop scalable simulation/optimization approaches to nonlinear Bayesian experimental design, for both parameter inference and model selection. 5. Demonstrate these inferential tools on chemical kinetic models in reacting flow, constructing and refining thermochemical and electrochemical models from limited data. Demonstrate Bayesian filtering on canonical stochastic PDEs and in the dynamic estimation of inhomogeneous subsurface properties and flow fields.

97 MATHEMATICS AND COMPUTING↗

Emergent Subpopulation Behavior Uncovered with a Community Dynamic Metabolic Model of Escherichia coli Diauxic Growth

ABSTRACT Microbes have adapted to greatly variable environments in order to survive both short-term perturbations and permanent changes. A classical and yet still actively studied example of adaptation to dynamic environments is the diauxic shift of Escherichia coli , in which cells grow on glucose until its exhaustion and then transition to using previously secreted acetate. Here we tested different hypotheses concerning the nature of this transition by using dynamic metabolic modeling. To reach this goal, we developed an open source modeling framework integrating dynamic models (ordinary differential equation systems) with structural models (metabolic networks) which can take into account the behavior of multiple subpopulations and smooth flux transitions between time points. We used this framework to model the diauxic shift, first with a single E. coli model whose metabolic state represents the overall population average and then with a community of two subpopulations, each growing exclusively on one carbon source (glucose or acetate). After introduction of an environment-dependent transition function that determined the balance between subpopulations, our model generated predictions that are in strong agreement with published data. Our results thus support recent experimental evidence that diauxie, rather than a coordinated metabolic shift, would be the emergent pattern of individual cells differentiating for optimal growth on different substrates. This work offers a new perspective on the use of dynamic metabolic modeling to investigate population heterogeneity dynamics. The proposed approach can easily be applied to other biological systems composed of metabolically distinct, interconverting subpopulations and could be extended to include single-cell-level stochasticity. IMPORTANCE Escherichia coli diauxie is a fundamental example of metabolic adaptation, a phenomenon that is not yet completely understood. Further insight into this process can be achieved by integrating experimental and computational modeling methods. We present a dynamic metabolic modeling approach that captures diauxie as an emergent property of subpopulation dynamics in E. coli monocultures. Without fine-tuning the parameters of the E. coli core metabolic model, we achieved good agreement with published data. Our results suggest that single-organism metabolic models can only approximate the average metabolic state of a population, therefore offering a new perspective on the use of such modeling approaches. The open source modeling framework that we provide can be applied to model general subpopulation systems in more-complex environments and can be extended to include single-cell-level stochasticity.

59 BASIC BIOLOGICAL SCIENCES↗

Role of Interactions and Correlations on Collective Dynamics of Molecular Motors Along Parallel Filaments

Cytoskeletal motors known as motor proteins are molecules that drive cellular transport along several parallel cytoskeletal filaments and support many biological processes. Experimental evidences suggest that they interact with the nearest molecules of their filament while performing any mechanical work. These interactions modify the microscopic level properties of motor proteins. In this work, a new version of two-channel totally asymmetric simple exclusion process, that incorporates the intra-channel interactions in a thermodynamically consistent way, is proposed. As the existing approaches for multi-channel systems deviate from analyzing the combined effect of inter and intra-channel interactions, a new approach known as modified vertical cluster mean field is developed. The approach along with Monte Carlo simulations successfully encounters some correlations and computes the complex dynamic properties of the system. Role of symmetry of interactions and inter-channel coupling is observed on the phase diagrams, maximal particle current and its corresponding optimal interaction strength. Surprisingly, for all values of coupling rate and most of the interaction splittings, the optimal interaction strength corresponding to maximal current belongs to the case of weak repulsive interactions. Moreover, for weak interaction splittings and with an increase in the coupling rate, the optimal interaction strength tends towards the known experimental results. The effect of coupling as well as interaction energy is also measured for correlations. They are found to be short-range and weaker for repulsive and weak attractive interactions while they are long-range and stronger for large attractions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

New Methods of Uncertainty Quantification for Mixed Discrete-Continuous Variable Models

The scale and complexity of problems such as designing power grids or planning for climate change is growing rapidly, driving the development of complicated computer models. More complex models have longer run times and incorporate larger numbers of inputs, both continuous and discrete. For example, a detailed physics model may have continuous variables such as temperature, height or pressure along with discrete variables that indicate the choice of a material for a particular piece or the model to be used to calculate air flow. A power grid design model may have continuous variables such as generation capacity, power flow or demand along with discrete variables such as number of generators, number of transmission lines or binary variables to indicate whether or not a node is chosen for generation expansion. A growing awareness of uncertainty and the desire to make risk-informed decisions is causing uncertainty quantification (UQ) to be more routine and often required. UQ provides the underpinnings necessary to establish confidence in models and their use; therefore, much time and effort is being invested in creating efficient approaches for UQ. However, these efforts have been focused on models that take continuous variables as inputs. When discrete inputs are thrown into the mix, the basic approach is to repeat the UQ analysis for each combination of discrete inputs or some subset thereof; this rapidly becomes intractable. Because of the computational complexity inherent in mixed discrete-continuous models, researchers will focus on the uncertainty in their particular problem finding ways to take advantage of symmetries, simplifications or structures. For example, uncertainty propagation in certain dynamical systems can be efficiently carried out after various decomposition steps or uncertainty propagation in stochastic programming is confined to scenario generation. Unfortunately models are not always available for such machinations: models may be embedded in legacy codes, may utilize commercial off the shelf codes or may be created by stringing a series of codes together. It is also time consuming to start each problem from scratch; worse there may not be any simplifications or symmetries to take advantage of. For these situations a UQ method developed for any black box function is necessary. This report documents a new conceptual model for performing UQ for mixed discrete-continuous models which not only applies to any simulator function, but allows the use of the efficient UQ methods that have been developed for continuous inputs only. The conceptual model is presented and an estimation procedure is fleshed out for one class of problems. This is applied to variations of a mixed discrete-continuous optimization test problem. This procedure provides comparable results to a benchmark solution with fewer function evaluations.

Bauman, Lara E.↗

Transient anisotropic kernel for probabilistic learning on manifolds

PLoM (Probabilistic Learning on Manifolds) is a method introduced in 2016 for handling small training datasets by projecting an Itô equation from a stochastic dissipative Hamiltonian dynamical system, acting as the MCMC generator, for which the KDE-estimated probability measure with the training dataset is the invariant measure. PLoM performs a projection on a reduced-order vector basis related to the training dataset, using the diffusion maps (DMAPS) basis constructed with a time-independent isotropic kernel. In this paper, we propose a new ISDE projection vector basis built from a transient anisotropic kernel, providing an alternative to the DMAPS basis to improve statistical surrogates for stochastic manifolds with heterogeneous data. The construction ensures that for times near the initial time, the DMAPS basis coincides with the transient basis. For larger times, the differences between the two bases are characterized by the angle of their spanned vector subspaces. The optimal instant yielding the optimal transient basis is determined using an estimation of mutual information from Information Theory, which is normalized by the entropy estimation to account for the effects of the number of realizations used in the estimations. Consequently, this new vector basis better represents statistical dependencies in the learned probability measure for any dimension. Three applications with varying levels of statistical complexity and data heterogeneity validate the proposed theory, showing that the transient anisotropic kernel improves the learned probability measure.

Diffusion maps↗

A BI-LEVEL APPROACH TO FUTURE POWER SYSTEM CO-OPTIMIZATION WITH HIGH PENETRATION OF RENEWABLE ENERGY AND RESPONSIVE DEMAND

Electricity generation accounts for nearly half of the total CO2 emissions in the United States. For this reason, the development and integration of renewable resources will play an essential role in achieving the societal objective of mitigating climate change through reduction of greenhouse gas emissions. In conjunction with the environmental benefits of renewable energy, the most common renewable sources, such as wind and solar, also increase the uncertainties surrounding generation in power systems, which adds significant challenges to the system operation and planning. The uncertainties and forecasting errors surrounding renewable generation are normally addressed through the use of reserves from traditional generators. At greater levels of renewable penetration, sufficient generator reserves may not be available or economically viable. In contrast, the promise of demand-side resources in this arena lies in the spatially widespread availability, rapid response potential, and lower cost of features that already exist in the system. However, the challenge of responsive demand arises from the need to understand, manage, and incentivize a very large number of resources to participate effectively in efficient operation of the complex power system. Since demand response comes from the distribution system, microgrids as the basic building blocks of future distribution systems will be a critical environment for the study of demand response. To support integration of microgrids with flexible loads in future power systems, the operational mode of power systems will need to evolve. Therefore, it is going to be critical to have new and efficient co-optimization methods for coordination of the various power market participants and the scheduling of resources in the power systems of the future. Motivated by the rapid increase in renewable penetration, the need for effective demand response programs, and a changing system structure, this dissertation seeks to define a new strategy that supports co-optimization of various participants in power systems with emphasis on high renewable penetration and demand response. This strategy has three components; 1) an exploration of the capabilities of different types of demand response programs in a microgrid, 2) development and implementation of a bi-level framework for co-optimization of the main grid with high renewable penetration and a microgrid with demand response capabilities, and 3) expansion of the bi-level framework from a microgrid to a general distribution system to explore the advantages of the bi-level co-optimization approach over the traditional optimization approach. Conclusions of this work illustrate that the stochastic rolling horizon approach could effectively manage the operation of a microgrid with various demand response programs. In addition, the bi-level approach is a promising co-optimization framework for the transmission and distribution levels that could increase system renewable penetration and reduce operation costs. Compared to the traditional framework, the bi-level framework yields more equitable cost sharing patterns among the market participants as well as better support for the power system evolution.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A General Framework for Bounding Approximate Dynamic Programming Schemes

For years, there has been interest in approximation methods for solving dynamic programming problems, because of the inherent complexity in computing optimal solutions characterized by Bellman’s principle of optimality. A wide range of approximate dynamic programming (ADP) methods now exists. It is of great interest to guarantee that the performance of an ADP scheme be at least some known fraction, say ß , of optimal. This letter introduces a general approach to bounding the performance of ADP methods, in this sense, in the stochastic setting. The approach is based on new results for bounding greedy solutions in string optimization problems, where one has to choose a string (ordered set) of actions to maximize an objective function. This bounding technique is inspired by submodularity theory, but submodularity is not required for establishing bounds. Instead, the bounding is based on quantifying certain notions of curvature of string functions; the smaller the curvatures the better the bound. The key insight is that any ADP scheme is a greedy scheme for some surrogate string objective function that coincides in its optimal solution and value with those of the original optimal control problem. The ADP scheme then yields to the bounding technique mentioned above, and the curvatures of the surrogate objective determine the value ß of the bound. The surrogate objective and its curvatures depend on the specific ADP.

discrete event systems↗

A Diagnoser Algorithm for Anomaly Detection in DEDS under Partial Unreliable Observations: Characterization and Inclusion in Sensor Configuration Optimizaton

Complex engineering systems have to be carefully monitored to meet demanding performance requirements, including detecting anomalies in their operations. There are two major monitoring challenges for these systems. The first challenge is that information collected from the monitored system is often partial and/or unreliable, in the sense that some occurred events may not be reported and/or may be reported incorrectly (e.g., reported as another event). The second is that anomalies often consist of sequences of event patterns separated in space and time. This paper introduces and analyzes a diagnoser algorithm that meets these challenges for detecting and counting occurrences of anomalies in engineering systems. The proposed diagnoser algorithm assumes that models are available for characterizing plant operations (via stochastic automata) and sensors (via probabilistic mappings) used for reporting partial and unreliable information. Methods for analyzing the effects of model uncertainties on the diagnoser performance are also discussed. In order to select configurations that reduce sensor costs, while satisfying diagnoser performance requirements, a sensor configuration selection algorithm developed in previous work is then extended for the proposed diagnoser algorithm. The proposed algorithms and methods are then applied to a multi-unit-operation system, which is derived from an actual facility application. Results show that the proposed diagnoser algorithm is able to detect and count occurrences of anomalies accurately and that its performance is robust to model uncertainties. Furthermore, the sensor configuration selection algorithm is able to suggest optimal sensor configurations with significantly reduced costs, while still yielding acceptable performance for counting the occurrences of anomalies.

97 MATHEMATICS AND COMPUTING↗

Semi-Analytical Hierarchical Bayesian Inference of Nonlinear Model Structure in Stochastic Dynamics: Applied to Compartmental Models of Infectious Diseases

A Bayesian computational framework for parsimonious inference in stochastic nonlinear dynamical systems is presented. This framework enables the concurrent estimation of system states, time-varying parameters, time-invariant parameters, and the optimal sparsity structure of the model parameters. Because differential equation-based models are often simplified mechanistic or phenomenological representations, robust inference from noisy measurement data requires explicit treatment of model error and uncertainty. Model error and time-varying parameters can be represented as random processes, enabling inference while making minimal assumptions about the underlying sources of discrepancy and variability. Adopting stochastic differential equation representations affords the model significant flexibility, but can also render it susceptible to overfitting during statistical inversion, where the inferred model may track noise rather than the underlying signal. To alleviate the effects of overfitting and to enable the discovery of the optimal sparse representation of the time-invariant parameters, a Bayesian sparse learning algorithm is embedded within the framework. This sparse learning framework adopts an approximate hierarchical Bayesian setting defined by a series of semi-analytical expressions. The model structure inference framework is validated using a stochastic compartmental model for tracking and forecasting active cases of an infectious disease. Compartmental models describe population-level infectious disease dynamics through interactions among population fractions grouped by disease state. Mathematically, such models consist of a system of coupled ordinary differential equations. This example adopts an expressive compartmental model that includes multiple possible interactions between disease states, motivated by early uncertainty surrounding COVID-19 reinfection dynamics and their implications for long-term epidemic forecasting. The sparse learning exercise permits the inference of a priori unknown epidemiological dynamics from simulated public health data, discovering the nested compartmental model that optimizes the trade-off between average data-fit and model complexity. It is shown that inducing sparsity among the model parameters eliminates redundant interactions between compartments, equivalently revealing the optimal coupling structure between differential equations.

97 MATHEMATICS AND COMPUTING↗