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At least 541 records · Page 30

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↗

An Accelerated Recursive Doubling Algorithm for Block Tridiagonal Systems

Block tridiagonal systems of linear equations arise in a wide variety of scientific and engineering applications. Recursive doubling algorithm is a well-known prefix computation-based numerical algorithm that requires O(M^3(N/P + log P)) work to compute the solution of a block tridiagonal system with N block rows and block size M on P processors. In real-world applications, solutions of tridiagonal systems are most often sought with multiple, often hundreds and thousands, of different right hand sides but with the same tridiagonal matrix. Here, we show that a recursive doubling algorithm is sub-optimal when computing solutions of block tridiagonal systems with multiple right hand sides and present a novel algorithm, called the accelerated recursive doubling algorithm, that delivers O(R) improvement when solving block tridiagonal systems with R distinct right hand sides. Since R is typically about 100 1000, this improvement translates to very significant speedups in practice. Detailed complexity analyses of the new algorithm with empirical confirmation of runtime improvements are presented. To the best of our knowledge, this algorithm has not been reported before in the literature.

Seal, Sudip K↗

An Adaptive Unified Differential Evolution Algorithm for Global Optimization

In this paper, we propose a new adaptive unified differential evolution algorithm for single-objective global optimization. Instead of the multiple mutation strate- gies proposed in conventional differential evolution algorithms, this algorithm employs a single equation unifying multiple strategies into one expression. It has the virtue of mathematical simplicity and also provides users the flexibility for broader exploration of the space of mutation operators. By making all control parameters in the proposed algorithm self-adaptively evolve during the process of optimization, it frees the application users from the burden of choosing appro- priate control parameters and also improves the performance of the algorithm. In numerical tests using thirteen basic unimodal and multimodal functions, the proposed adaptive unified algorithm shows promising performance in compari- son to several conventional differential evolution algorithms.

43 PARTICLE ACCELERATORS↗

A distributed-memory approximation algorithm for maximum weight perfect bipartite matching

We design and implement an efficient parallel approximation algorithm for the problem of maximum weight perfect matching in bipartite graphs, i.e. the problem of finding a set of non-adjacent edges that covers all vertices and has maximum weight. This problem differs from the maximum weight matching problem, for which scalable approximation algorithms are known. It is primarily motivated by finding good pivots in scalable sparse direct solvers before factorization where sequential implementations of maximum weight perfect matching algorithms, such as those available in MC64, are widely used due to the lack of scalable alternatives. To overcome this limitation, we propose a fully parallel distributed memory algorithm that first generates a perfect matching and then searches for weightaugmenting cycles of length four in parallel and iteratively augments the matching with a vertex disjoint set of such cycles. For most practical problems the weights of the perfect matchings generated by our algorithm are very close to the optimum. An efficient implementation of the algorithm scales up to 256 nodes (17,408 cores) on a Cray XC40 supercomputer and can solve instances that are too large to be handled by a single node using the sequential algorithm.

Azad, Ariful↗

NWGraph: A Library of Generic Graph Algorithms and Data Structures in C++20

The C++ Standard Library is a valuable collection of generic algorithms and data structures that improves the usability and reliability of C++ software. Graph algorithms and data structures are notably absent from the standard library, and previous attempts to fill this gap have not gained widespread adoption. In this paper we show that the richness of graph algorithms and data structures can in fact be captured by straightforward composition of existing C++ mechanisms. Generic programming is algorithm-oriented. Accordingly, we apply a systematic approach to analyzing a broad set of graph algorithms, “lift” unnecessary constraints from them, and organize the resulting set of minimal common type requirements, i.e., concepts, for defining their interfaces. By using the newly available ranges and concepts in C++20, the type requirements for generic graph algorithms can be succinctly expressed. The generic algorithms and data structures resulting from our analysis are realized in NWGraph, in a modern, composable, and extensible C++ library.

graphs and networks, programming language, C++20↗

Snowmass Computational Frontier: Topical Group Report on Experimental Algorithm Parallelization

The substantial increase in data volume and complexity expected from future experiments will require significant investment to prepare experimental algorithms. These algorithms include physics object reconstruction, calibrations, and processing of observational data. In addition, the changing computing architecture landscape, which will be primarily composed of heterogeneous resources, will continue to pose major challenges with regard to algorithmic migration. Portable tools need to be developed that can be shared among the frontiers (e.g., for code execution on different platforms) and opportunities, such as forums or cross-experimental working groups, need to be provided where experiences and lessons learned can be shared between experiments and frontiers. At the same time, individual experiments also need to invest considerable resources to develop algorithms unique to their needs (e.g., for facilities dedicated to the experiment), and ensure that their specific algorithms will be able to efficiently exploit external heterogeneous computing facilities. Common software tools represent a cost-effective solution, providing ready-to-use software solutions as well as a platform for R&D work. These are particularly important for small experiments which typically do not have dedicated resources needed to face the challenges imposed by the evolving computing technologies. Workforce development is a key concern across frontiers and experiments, and additional support is needed to provide career opportunities for researchers working in the field of experimental algorithm development. Finally, cross-discipline collaborations going beyond high-energy physics are a key ingredient to address the challenges ahead and more support for such collaborations needs to be created. This report targets future experiments, observations and experimental algorithm development for the next 10-15 years.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Comparison of GOES Cloud Classification Algorithms Employing Explicit and Implicit Physics

Cloud-type classification based on multispectral satellite imagery data has been widely researched and demonstrated to be useful for distinguishing a variety of classes using a wide range of methods. The research described here is a comparison of the classifier output from two very different algorithms applied to Geostationary Operational Environmental Satellite (GOES) data over the course of one year. The first algorithm employs spectral channel thresholding and additional physically based tests. The second algorithm was developed through a supervised learning method with characteristic features of expertly labeled image samples used as training data for a 1-nearest-neighbor classification. The latter's ability to identify classes is also based in physics, but those relationships are embedded implicitly within the algorithm. A pixel-to-pixel comparison analysis was done for hourly daytime scenes within a region in the northeastern Pacific Ocean. Considerable agreement was found in this analysis, with many of the mismatches or disagreements providing insight to the strengths and limitations of each classifier. Depending upon user needs, a rule-based or other postprocessing system that combines the output from the two algorithms could provide the most reliable cloud-type classification.

EXPLICIT PHYSICS ALGORITHMS↗

Application of a Metal Artifact Reduction Algorithm for C-Arm Cone-Beam CT: Impact on Image Quality and Diagnostic Confidence for Bronchial Artery Embolization

Objective: The objective of this study was to evaluate the potential benefit of a dedicated cone-beam-CT streak metal artifact removal technique (SMART) in terms of both image quality and diagnostic confidence in patients undergoing bronchial artery embolization. Methods: A total of 17 patients were included in this retrospective study. The SMART algorithm was applied to images containing streak artifacts generated by a radiopaque intra-arterial catheter tip. Quantitative evaluation of artifact severity was performed via measurement of the Hounsfield units along a closed loop surrounding the catheter tip and was conducted in the frequency domain following the application of the discrete Fourier transform to the measured data. A high proportion of power in the low frequencies of the resulting spectrum indicated a high level of streak artifacts. Qualitative evaluation of diagnostic confidence was performed using a 4-point Likert scale. Results: Both quantitative and qualitative evaluation demonstrated a significant reduction in artifact severity using the SMART algorithm. Quantitative evaluation demonstrated a mean artifact reduction of 22.5% using SMART compared to non-SMART images (p < 0.001). Qualitative evaluation demonstrated the greatest artifact reduction at the inner and outer aortic curvature, as well as immediately surrounding the tip of the catheter. In 6 of 17 cases, the use of the SMART algorithm yielded additional clinical information, increasing mean diagnostic confidence from 3.17 to 3.78 (p < 0.001). Conclusion: The SMART algorithm allows for efficient reduction of metal artifacts introduced by radiopaque catheter tips during cone-beam CT. Using this algorithm, diagnostic images of the aortic arch were significantly improved both quantitatively and qualitatively, yielding clinically relevant levels of enhanced diagnostic confidence. These results demonstrate that the SMART algorithm improves diagnostic and clinical characterization of the course of bronchial arteries on CBCT images, potentially improving the accuracy and clinical efficacy of bronchial artery embolization. Level of Evidence: 3.

62 RADIOLOGY AND NUCLEAR MEDICINE↗

Integrating Natural Language Processing and Machine Learning Algorithms to Categorize Oncologic Response in Radiology Reports

A significant volume of medical data remains unstructured. Natural language processing (NLP) and machine learning (ML) techniques have shown to successfully extract insights from radiology reports. However, the codependent effects of NLP and ML in this context have not been well-studied. Between April 1, 2015 and November 1, 2016, 9418 cross-sectional abdomen/pelvis CT and MR examinations containing our internal structured reporting element for cancer were separated into four categories: Progression, Stable Disease, Improvement, or No Cancer. We combined each of three NLP techniques with five ML algorithms to predict the assigned label using the unstructured report text and compared the performance of each combination. The three NLP algorithms included term frequency-inverse document frequency (TF-IDF), term frequency weighting (TF), and 16-bit feature hashing. The ML algorithms included logistic regression (LR), random decision forest (RDF), one-vs-all support vector machine (SVM), one-vs-all Bayes point machine (BPM), and fully connected neural network (NN). The best-performing NLP model consisted of tokenized unigrams and bigrams with TF-IDF. Increasing N-gram length yielded little to no added benefit for most ML algorithms. With all parameters optimized, SVM had the best performance on the test dataset, with 90.6 average accuracy and F score of 0.813. The interplay between ML and NLP algorithms and their effect on interpretation accuracy is complex. The best accuracy is achieved when both algorithms are optimized concurrently.

62 RADIOLOGY AND NUCLEAR MEDICINE↗

Evolutionary computation algorithms to coordinating order acceptance and batch delivery for an integrated supply chain scheduling

This paper proposes a novel approach of coordinating decisions in an integrated supply chain (ISC): coordinating order acceptance (OA) and batch delivery (BD) due to round trip transportation (RTT) and using third-party logistics (3PL) vehicles. The paper aims at trading off among accepted orders revenue, delivery costs as well as any penalties incurred in the ISC to maximize the total benefit. A novel mixed-integer programming is proposed for the problem. In addition, the paper provides a heuristic to form batches and develops a hybrid evolutionary computation algorithms based on particle swarm optimization (PSO) and genetic algorithm (GA) to solve the problem. An information sharing mechanism is improved and applied. To explore and to locate the proposed PSO in a better neighborhood, a local search is proposed. Taguchi experimental design is utilized to set the appropriate values of the algorithms’ parameters and random instances are generated to evaluate the performance of the algorithms. The paper investigates the profitability sensitivity of the problem to parameters and analyzes the effect of the changes in the parameters on the performance of our proposed algorithms. The attained results show the appropriate performance of our algorithms.

97 MATHEMATICS AND COMPUTING↗

An active-set algorithm and a trust-region approach in constrained minimax problem

In this paper, we propose an algorithm to solve a finite minimax problem with side constraints. An active-set strategy is used in the algorithm to transform inequality constraints to equality constraints. This allows the use of the well-developed techniques for solving the equality constrained optimization problems. A trust-region globalization strategy is added to the proposed algorithm to ensure global convergence. A projected Hessian technique is used in the algorithm to overcome the difficulty of having an infeasible trust-region subproblem.A global convergence theory for the proposed algorithm is presented under standard assumptions. Finally, numerical experiments are reported to indicate that the new algorithm performs efficiently in practice.

97 MATHEMATICS AND COMPUTING↗

Numerical study of a smoothing algorithm for the complementarity system over the second-order cone

This paper deals with the complementarity system over the second-order cone (denoted by CSSOC) which contains a wide class of problems. We extend a class of regularized Chen–Harker–Kanzow–Smale smoothing functions studied by Huang and Sun (Appl Math Optim 52:237–262, 2005) for the linear complementarity problem to the CSSOC. Based on this class of functions, we propose a smoothing algorithm for solving the CSSOC. Under weak assumptions, we prove that the proposed algorithm has global and local quadratic convergence. The proposed algorithm is different from existing smoothing algorithms for solving the CSSOC because it adopts a new nonmonotone line search rule. In addition, our algorithm solves a new equation reformulation of the CSSOC. Numerical experiments indicate that the proposed algorithm is quite effective.

97 MATHEMATICS AND COMPUTING↗

A Benders based rolling horizon algorithm for a dynamic facility location problem

This study presents a well-known capacitated dynamic facility location problem (DFLP) that satisfies the customer demand at a minimum cost by determining the time period for opening, closing, or retaining an existing facility in a given location. To solve this challenging NP-hard problem, this paper develops a unique hybrid solution algorithm that combines a rolling horizon algorithm with an accelerated Benders decomposition algorithm. Extensive computational experiments are performed on benchmark test instances to evaluate the hybrid algorithm’s efficiency and robustness in solving the DFLP problem. Computational results indicate that the hybrid Benders based rolling horizon algorithm consistently offers high quality feasible solutions in a much shorter computational time period than the standalone rolling horizon and accelerated Benders decomposition algorithms in the experimental range.

97 MATHEMATICS AND COMPUTING↗

A performance evaluation framework for building fault detection and diagnosis algorithms

Fault detection and diagnosis (FDD) algorithms for building systems and equipment represent one of the most active areas of research and commercial product development in the buildings industry. However, far more effort has gone into developing these algorithms than into assessing their performance. As a result, considerable uncertainties remain regarding the accuracy and effectiveness of both research-grade FDD algorithms and commercial products - a state of affairs that has hindered the broad adoption of FDD tools. This article presents a general, systematic framework for evaluating the performance of FDD algorithms. The article focuses on understanding the possible answers to two key questions: in the context of FDD algorithm evaluation, what defines a fault and what defines an evaluation input sample? The answers to these questions, together with appropriate performance metrics, may be used to fully specify evaluation procedures for FDD algorithms.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems

A Hybrid Nested Sampling (HNS) algorithm is proposed for efficient Bayesian model calibration and prior model selection. The proposed algorithm combines, Nested Sampling (NS) algorithm, Hybrid Monte Carlo (HMC) sampling and gradient estimation using Stochastic Ensemble Method (SEM). NS is an efficient sampling algorithm that can be used for Bayesian calibration and estimating the Bayesian evidence for prior model selection. Nested sampling has the advantage of computational feasibility. Within the nested sampling algorithm, a constrained sampling step is performed. For this step, we utilize HMC to reduce the correlation between successive sampled states. HMC relies on the gradient of the logarithm of the posterior distribution, which we estimate using a stochastic ensemble method based on an ensemble of directional derivatives. SEM only requires forward model runs and the simulator is then used as a black box and no adjoint code is needed. The developed HNS algorithm is successfully applied for Bayesian calibration and prior model selection of several nonlinear subsurface flow problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Statistical behaviour of adaptive multilevel splitting algorithms in simple models

Adaptive multilevel splitting algorithms have been introduced rather recently for estimating tail distributions in a fast and efficient way. In particular, they can be used for computing the so-called reactive trajectories corresponding to direct transitions from one metastable state to another. The algorithm is based on successive selection–mutation steps performed on the system in a controlled way. It has two intrinsic parameters, the number of particles/trajectories and the reaction coordinate used for discriminating good or bad trajectories. We investigate first the convergence in law of the algorithm as a function of the timestep for several simple stochastic models. Second, we consider the average duration of reactive trajectories for which no theoretical predictions exist. The most important aspect of this work concerns some systems with two degrees of freedom. They are studied in detail as a function of the reaction coordinate in the asymptotic regime where the number of trajectories goes to infinity. We show that during phase transitions, the statistics of the algorithm deviate significatively from known theoretical results when using non-optimal reaction coordinates. In this case, the variance of the algorithm is peaking at the transition and the convergence of the algorithm can be much slower than the usual expected central limit behaviour. The duration of trajectories is affected as well. Moreover, reactive trajectories do not correspond to the most probable ones. Such behaviour disappears when using the optimal reaction coordinate called committor as predicted by the theory. We finally investigate a three-state Markov chain which reproduces this phenomenon and show logarithmic convergence of the trajectory durations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Rendezvous algorithms for large-scale modeling and simulation

Rendezvous algorithms encode a communication pattern that is useful when processors sending data do not know who the receiving processors should be, or vice versa. The idea is to define an intermediate decomposition where datums from different sending processors can ”rendezvous” to perform a computation, in a manner that both the senders and eventual receivers of the results can identify the appropriate rendezvous processor. Though they were originally designed for interpolating between overlaid grids with independent parallel decompositions (Plimpton et al., 2004), we have recently found rendezvous algorithms useful for a variety of operations in particle- or grid-based simulation codes when running large problems on large numbers of processors. In particular, we show they can perform well when a load-balanced intermediate decomposition is randomized and not spatial, requiring all-to-all communication to move data between processors. In this case rendezvous algorithms leverage the large bisection communication bandwidths which parallel machines provide. We describe how rendezvous algorithms work in a scientific computing context and give specific examples for molecular dynamics and Direct Simulation Monte Carlo codes which result in dramatic performance improvements versus simpler algorithms which do not scale as well. We explain how a generic rendezvous algorithm can be implemented, and also point out similarities with the MapReduce paradigm popularized by Google and Hadoop.

97 MATHEMATICS AND COMPUTING↗

A comparison between anisotropic analytical and multigrid superposition dose calculation algorithms in radiotherapy treatment planning

Monte Carlo (MC) simulation is currently the most accurate dose calculation algorithm in radiotherapy planning but requires relatively long processing time. Faster model-based algorithms such as the anisotropic analytical algorithm (AAA) by the Eclipse treatment planning system and multigrid superposition (MGS) by the XiO treatment planning system are 2 commonly used algorithms. This study compared AAA and MGS against MC, as the gold standard, on brain, nasopharynx, lung, and prostate cancer patients. Computed tomography of 6 patients of each cancer type was used. The same hypothetical treatment plan using the same machine and treatment prescription was computed for each case by each planning system using their respective dose calculation algorithm. The doses at reference points including (1) soft tissues only, (2) bones only, (3) air cavities only, (4) soft tissue-bone boundary (Soft/Bone), (5) soft tissue-air boundary (Soft/Air), and (6) bone-air boundary (Bone/Air), were measured and compared using the mean absolute percentage error (MAPE), which was a function of the percentage dose deviations from MC. Besides, the computation time of each treatment plan was recorded and compared. The MAPEs of MGS were significantly lower than AAA in all types of cancers (p<0.001). With regards to body density combinations, the MAPE of AAA ranged from 1.8% (soft tissue) to 4.9% (Bone/Air), whereas that of MGS from 1.6% (air cavities) to 2.9% (Soft/Bone). The MAPEs of MGS (2.6%±2.1) were significantly lower than that of AAA (3.7%±2.5) in all tissue density combinations (p<0.001). The mean computation time of AAA for all treatment plans was significantly lower than that of the MGS (p<0.001). Both AAA and MGS algorithms demonstrated dose deviations of less than 4.0% in most clinical cases and their performance was better in homogeneous tissues than at tissue boundaries. In general, MGS demonstrated relatively smaller dose deviations than AAA but required longer computation time.

61 RADIATION PROTECTION AND DOSIMETRY↗