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At least 73 records · Page 4

Distributed State Estimation Over Time-Varying Graphs: Exploiting the Age-of-Information

Here, we study the problem of designing a distributed observer for an LTI system over a time-varying communication graph. The limited existing work on this topic imposes various restrictions either on the observation model or on the sequence of communication graphs. In contrast, we propose a single-time-scale distributed observer that works under mild assumptions. Specifically, our communication model only requires strong-connectivity to be preserved over non-overlapping, contiguous intervals that are even allowed to grow unbounded over time. We show that under suitable conditions that bound the growth of such intervals, joint observability is sufficient to track the state of any discrete-time LTI system exponentially fast, at any desired rate. We also develop a variant of our algorithm that is provably robust to worst-case adversarial attacks, provided the sequence of graphs is sufficiently connected over time. The key to our approach is the notion of a "freshness-index" that keeps track of the age-of-information being diffused across the network. Such indices enable nodes to reject stale estimates of the state, and, in turn, contribute to stability of the error dynamics.

42 ENGINEERING↗

PPINN: Parareal physics-informed neural network for time-dependent PDEs

Physics-informed neural networks (PINNs) encode physical conservation laws and prior physical knowledge into the neural networks, ensuring the correct physics is represented accurately while alleviating the need for supervised learning to a great degree. While effective for relatively short-term time integration, when long time integration of the time-dependent PDEs is sought, the time–space domain may become arbitrarily large and hence training of the neural network may become prohibitively expensive. To this end, we develop a parareal physics-informed neural network (PPINN), hence decomposing a long-time problem into many independent short-time problems supervised by an inexpensive/fast coarse-grained (CG) solver. In particular, the serial CG solver is designed to provide approximate predictions of the solution at discrete times, while initiate many fine PINNs simultaneously to correct the solution iteratively. There is a two-fold benefit from training PINNs with small-data sets rather than working on a large-data set directly, i.e., training of individual PINNs with small-data is much faster, while training the fine PINNs can be readily parallelized. Consequently, compared to the original PINN approach, the proposed PPINN approach may achieve a significant speed-up for long-time integration of PDEs, assuming that the CG solver is fast and can provide reasonable predictions of the solution, hence aiding the PPINN solution to converge in just a few iterations. To investigate the PPINN performance on solving time-dependent PDEs, we first apply the PPINN to solve the Burgers equation, and subsequently we apply the PPINN to solve a two-dimensional nonlinear diffusion–reaction equation. Furthermore, our results demonstrate that PPINNs converge in a few iterations with significant speed-ups proportional to the number of time-subdomains employed.

42 ENGINEERING↗

Krylov Subspace Methods for Quantum Dynamics with Time-Dependent Generators

Krylov subspace methods in quantum dynamics identify the minimal subspace in which a process unfolds. To date, their use is restricted to time evolutions governed by time-independent generators. Here, we introduce a generalization valid for driven quantum systems governed by a time-dependent Hamiltonian that maps the evolution to a diffusion problem in a one-dimensional lattice with nearest-neighbor hopping probabilities that are inhomogeneous and time dependent. This representation is used to establish a novel class of fundamental limits to the quantum speed of evolution and operator growth. We also discuss generalizations of the algorithm, adapted to discretized time evolutions and periodic Hamiltonians, with applications to many-body systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Time Series Dimension Reduction for Surrogate Models of Port Scanning Cyber Emulations

Surrogate model development is a key resource in the scientific modeling community for providing computational expedience when simulating complex systems without loss of great fidelity. The initial step to development of a surrogate model is identification of the primary governing components of the system. Principal component analysis (PCA) is a widely used data science technique that provides inspection of such driving factors, when the objective for modeling is to capture the greatest sources of variance inherent to a dataset. Although an efficient linear dimension reduction tool, PCA makes the fundamental assumption that the data is continuous and normally distributed. Thus, it provides ideal performance when these conditions are met. In the case for which cyber emulations provide realizations of a port scanning scenario, the data to be modeled follows a discrete time series function comprised of monotonically increasing piece-wise constant steps. The sources of variance are related to the timing and magnitude of these steps. Therefore, we consider using XPCA, an extension to PCA for continuous and discrete random variates. This report provides the documentation of the trade-offs between the PCA and XPCA linear dimension reduction algorithms, for the intended purpose to identify key components of greatest variance in our time series data. These components will ultimately provide the basis for future surrogate models of port scanning cyber emulations.

97 MATHEMATICS AND COMPUTING↗

On the advantages of exploiting memory in Markov state models for biomolecular dynamics

Biomolecular dynamics play an important role in numerous biological processes. Markov State Models (MSMs) provide a powerful approach to study these dynamic processes by predicting long time scale dynamics based on many short molecular dynamics (MD) simulations. In an MSM, protein dynamics are modeled as a kinetic process consisting of a series of Markovian transitions between different conformational states at discrete time intervals (called “lag time”). To achieve this, a master equation must be constructed with a sufficiently long lag time to allow interstate transitions to become truly Markovian. This imposes a major challenge for MSM studies of proteins since the lag time is bound by the length of relatively short MD simulations available to estimate the frequency of transitions. Here, we show how one can employ the generalized master equation formalism to obtain an exact description of protein conformational dynamics both at short and long time scales without the time resolution restrictions imposed by the MSM lag time. Using a simple kinetic model, alanine dipeptide, and WW domain, we demonstrate that it is possible to construct these quasi-Markov State Models (qMSMs) using MD simulations that are 5–10 times shorter than those required by MSMs. These qMSMs only contain a handful of metastable states and, thus, can greatly facilitate the interpretation of mechanisms associated with protein dynamics. A qMSM opens the door to the study of conformational changes of complex biomolecules where a Markovian model with a few states is often difficult to construct due to the limited length of available MD simulations.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Numerically Relevant Timescales in the MG2 Microphysics Model

Climate models rely on parameterizations of a variety of processes in the atmospheric physics, but a common concern is that the temporal resolution is too coarse to consistently resolve the behavior that individual parameterizations are designed to capture. This study examines timescales numerically derived from the Morrison-Gettelman (MG2) microphysics as implemented within the Energy Exascale Earth System Model, version 1 (E3SMv1). Numerically relevant timescales in MG2 are derived by computing the eigenspectrum of its Jacobian. These timescales are found to often be smaller than the default 5 min time step used for MG2. The fast timescales are then heuristically connected to individual microphysics processes. By substepping a few particular rain processes within MG2, the time discretization error for those processes was considerably reduced with minimal additional expense to the overall microphysics. While this improvement has a substantial effect on the target processes and on the vertical distribution of stratiform-derived rain within E3SMv1, the overall model climate is found to not be sensitive to MG2 time step. Here, we hypothesize that this is because the surface climate does not depend strongly on certain process rates, especially MG2's rain evaporation rate.

58 GEOSCIENCES↗

Local conservation of energy in fully implicit PIC algorithms

We consider the issue of strict, fully discrete local energy conservation for a whole class of fully implicit local-charge- and global-energy-conserving particle-in-cell (PIC) algorithms. Earlier studies demonstrated these algorithms feature strict global energy conservation. However, whether a local energy conservation theorem exists (in which the local energy update is governed by a flux balance equation at every mesh cell) for these schemes is unclear. In this study, we show that a local energy conservation theorem indeed exists. We begin our analysis with the 1D electrostatic PIC model without orbit-averaging, and then generalize our conclusions to account for orbit averaging, multiple dimensions, and electromagnetic models (Darwin). In all cases, a temporally, spatially, and particle-discrete local energy conservation theorem is shown to exist, proving that these formulations (as originally proposed in the literature), in addition to being locally charge conserving and globally energy conserving, are strictly locally energy conserving as well. In contrast to earlier proofs of local conservation in the literature, which only considered continuum time, our result is valid for the fully implicit time-discrete version of all models considered, including important features such as orbit averaging. We demonstrate the local-energy-conservation property numerically with a paradigmatic numerical example.

97 MATHEMATICS AND COMPUTING↗

Quantum wake dynamics in Heisenberg antiferromagnetic chains

Traditional spectroscopy, by its very nature, characterizes physical system properties in the momentum and frequency domains. However, the most interesting and potentially practically useful quantum many-body effects emerge from local, short-time correlations. Here, using inelastic neutron scattering and methods of integrability, we experimentally observe and theoretically describe a local, coherent, long-lived, quasiperiodically oscillating magnetic state emerging out of the distillation of propagating excitations following a local quantum quench in a Heisenberg antiferromagnetic chain. This “quantum wake” displays similarities to Floquet states, discrete time crystals and nonlinear Luttinger liquids. We also show how this technique reveals the non-commutativity of spin operators, and is thus a model-agnostic measure of a magnetic system’s “quantumness.”

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Feedback Control Approaches for Restoration of Power Grids from Blackouts

The automated restoration of power systems with variable energy resources is a timely problem to tackle. Automated restoration advice can support operators in deciding on strategic actions to restore power grids from a blackout with a mix of conventional and renewable generation resources. To this end, this paper frames the restoration process of power grids with solar resources as a nonlinear dynamic model with algebraic constraints in discrete time which is steered by feedback control loops. We discuss two feedback-control strategies based on greedy and reinforcement learning algorithms, and contrast their performance with restoration plans generated by a mixed-integer linear program. We found that the reinforcement learning algorithm infers restoration actions faster than the greedy one. However, the tuning process of the reinforcement learning parameters is slower than for the greedy one.

machine learning↗

Detection of DoS Attacks Using ARFIMA Modeling of GOOSE Communication in IEC 61850 Substations

Integration of Information and Communication Technology (ICT) in modern smart grids (SGs) offers many advantages including the use of renewables and an effective way to protect, control and monitor the energy transmission and distribution. To reach an optimal operation of future energy systems, availability, integrity and confidentiality of data should be guaranteed. Research on the cyber-physical security of electrical substations based on IEC 61850 is still at an early stage. In the present work, we first model the network traffic data in electrical substations, then, we present a statistical Anomaly Detection (AD) method to detect Denial of Service (DoS) attacks against the Generic Object Oriented Substation Event (GOOSE) network communication. According to interpretations on the self-similarity and the Long-Range Dependency (LRD) of the data, an Auto-Regressive Fractionally Integrated Moving Average (ARFIMA) model was shown to describe well the GOOSE communication in the substation process network. Based on this ARFIMA-model and in view of cyber-physical security, an effective model-based AD method is developed and analyzed. Two variants of the statistical AD considering statistical hypothesis testing based on the Generalized Likelihood Ratio Test (GLRT) and the cumulative sum (CUSUM) are presented to detect flooding attacks that might affect the availability of the data. Our work presents a novel AD method, with two different variants, tailored to the specific features of the GOOSE traffic in IEC 61850 substations. The statistical AD is capable of detecting anomalies at unknown change times under the realistic assumption of unknown model parameters. The performance of both variants of the AD method is validated and assessed using data collected from a simulation case study. We perform several Monte-Carlo simulations under different noise variances. The detection delay is provided for each detector and it represents the number of discrete time samples after which an anomaly is detected. In fact, our statistical AD method with both variants (CUSUM and GLRT) has around half the false positive rate and a smaller detection delay when compared with two of the closest works found in the literature. Our AD approach based on the GLRT detector has the smallest false positive rate among all considered approaches. Whereas, our AD approach based on the CUSUM test has the lowest false negative rate thus the best detection rate. Depending on the requirements as well as the costs of false alarms or missed anomalies, both variants of our statistical detection method can be used and are further analyzed using composite detection metrics.

IEC 61850 electrical substations↗

Equation-Free Coarse Control of Distributed Parameter Systems via Local Neural Operators

The control of high-dimensional distributed parameter systems (DPS) remains a challenge when explicit coarse-grained equations are unavailable. Classical equation-free (EF) approaches rely on fine-scale simulators treated as black-box timesteppers. However, repeated simulations for steady-state computation, linearization, and control design are often computationally prohibitive, or the microscopic timestepper may not even be available, leaving us with data as the only resource. We propose a data-driven alternative that uses local neural operators, trained on spatiotemporal microscopic/mesoscopic data, to obtain efficient short-time solution operators. These surrogates are employed within Krylov subspace methods to compute coarse steady and unsteady-states, while also providing Jacobian information in a matrix-free manner. Krylov-Arnoldi iterations then approximate the dominant eigenspectrum, yielding reduced models that capture the open-loop slow dynamics without explicit Jacobian assembly. Both discrete-time Linear Quadratic Regulator (dLQR) and pole-placement (PP) controllers are based on this reduced system and lifted back to the full nonlinear dynamics, thereby closing the feedback loop.

93B52, 93C20, 47N70, 65J15, 65M32, 68T07, 68T20, 6↗

Bound-preserving finite element approximations of the Keller–Segel equations

We report this paper aims to develop numerical approximations of the Keller–Segel equations that mimic at the discrete level the lower bounds and the energy law of the continuous problem. We solve these equations for two unknowns: the organism (or cell) density, which is a positive variable, and the chemoattractant density, which is a non-negative variable. We propose two algorithms, which combine a stabilized finite element method and a semi-implicit time integration. The stabilization consists of a nonlinear artificial diffusion that employs a graph-Laplacian operator and a shock detector that localizes local extrema. As a result, both algorithms turn out to be nonlinear and can generate cell and chemoattractant numerical densities fulfilling lower bounds. However, the first algorithm requires a suitable constraint between the space and time discrete parameters, whereas the second one does not. We design the latter to attain a discrete energy law on acute meshes. We report some numerical experiments to validate the theoretical results on blowup and nonblowup phenomena. In the blowup setting, we identify a locking phenomenon that relates the L ∞ (Ω)-norm to the L 1 (Ω)-norm limiting the growth of the singularity when supported on a macroelement.

97 MATHEMATICS AND COMPUTING↗

Energy conserving and well-balanced discontinuous Galerkin methods for the Euler–Poisson equations in spherical symmetry

ABSTRACT This paper presents high-order Runge–Kutta (RK) discontinuous Galerkin methods for the Euler–Poisson equations in spherical symmetry. The scheme can preserve a general polytropic equilibrium state and achieve total energy conservation up to machine precision with carefully designed spatial and temporal discretizations. To achieve the well-balanced property, the numerical solutions are decomposed into equilibrium and fluctuation components that are treated differently in the source term approximation. One non-trivial challenge encountered in the procedure is the complexity of the equilibrium state, which is governed by the Lane–Emden equation. For total energy conservation, we present second- and third-order RK time discretization, where different source term approximations are introduced in each stage of the RK method to ensure the conservation of total energy. A carefully designed slope limiter for spherical symmetry is also introduced to eliminate oscillations near discontinuities while maintaining the well-balanced and total-energy-conserving properties. Extensive numerical examples – including a toy model of stellar core collapse with a phenomenological equation of state that results in core bounce and shock formation – are provided to demonstrate the desired properties of the proposed methods, including the well-balanced property, high-order accuracy, shock-capturing capability, and total energy conservation.

79 ASTRONOMY AND ASTROPHYSICS↗

Modeling diffusion and types I-V sorption of water vapor in heterogeneous systems

Here, a sorption and diffusion model is developed using a mobile-immobile decomposition of the vapor concentration. Henry’s mode represents the mobile species which diffuses through the solid, while Langmuir and pooling modes represent possible immobilization processes that cause nonlinearities in sorption capacity. The model can simulate the five classical sorption types and can incorporate additional dynamics compared to models based on thermodynamic equilibrium. Additionally, the framework allows for discontinuities in material properties encountered in multi-material systems. The resulting non-linear coupled equations are solved by employing a finite element method to discretize in space, and a backward Euler method to discretize in time. The discretized system of equations is solved via a Newton-type iteration scheme at each time-step. Four different materials are parameterized for the model, which are then used in examples to demonstrate the model’s ability to capture complex sorption processes in multi-material systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Dimension-free path-integral molecular dynamics without preconditioning

Convergence with respect to imaginary-time discretization (i.e., the number of ring-polymer beads) is an essential part of any path-integral-based molecular dynamics (MD) calculation. However, an unfortunate property of existing non-preconditioned numerical integration schemes for path-integral molecular dynamics—including essentially all existing ring-polymer molecular dynamics (RPMD) and thermostatted RPMD (T-RPMD) methods—is that for a given MD time step, the overlap between the exact ring-polymer Boltzmann–Gibbs distribution and that sampled using MD becomes zero in the infinite-bead limit. This has clear implications for hybrid Metropolis Monte Carlo/MD sampling schemes, and it also causes the divergence with bead number of the primitive path-integral kinetic-energy expectation value when using standard RPMD or T-RPMD. We show that these and other problems can be avoided through the introduction of “dimension-free” numerical integration schemes for which the sampled ring-polymer position distribution has non-zero overlap with the exact distribution in the infinite-bead limit for the case of a harmonic potential. Most notably, we introduce the BCOCB integration scheme, which achieves dimension freedom via a particular symmetric splitting of the integration time step and a novel implementation of the Cayley modification [R. Korol et al., J. Chem. Phys. 151, 124103 (2019)] for the free ring-polymer half-steps. More generally, we show that dimension freedom can be achieved via mollification of the forces from the external physical potential. The dimension-free path-integral numerical integration schemes introduced here yield finite error bounds for a given MD time step, even as the number of beads is taken to infinity; these conclusions are proven for the case of a harmonic potential and borne out numerically for anharmonic systems that include liquid water. The numerical results for BCOCB are particularly striking, allowing for nearly three-fold increases in the stable time step for liquid water with respect to the Bussi–Parrinello (OBABO) and Leimkuhler (BAOAB) integrators, while introducing negligible errors in the calculated statistical properties and absorption spectrum. Importantly, the dimension-free, non-preconditioned integration schemes introduced here preserve ergodicity and global second-order accuracy, and they remain simple, black-box methods that avoid additional computational costs, tunable parameters, or system-specific implementations.

Korol, Roman (ORCID:0000000193076351)↗

Solving the Dynamics-Aware Economic Dispatch Problem with the Koopman Operator

The dynamics-aware economic dispatch (DED) problem embeds low-level generator dynamics and operational constraints to enable near real-time scheduling of generation units in a power network. DED produces a more dynamic supervisory control policy than traditional economic dispatch (T-ED) that reduces overall generation costs. However, in contrast to T-ED, DED is a nonlinear, non-convex optimization problem that is computationally prohibitive to solve. We introduce a machine learning-based operator-theoretic approach for solving the DED problem efficiently. Specifically, we develop a novel discrete-time Koopman Operator (KO) formulation that embeds domain information into the structure of the KO to learn high-fidelity approximations of the generator dynamics. Using the KO approximation, the DED problem can be reformulated as a computationally tractable linear program (abbreviated DED-KO). We demonstrate the high solution quality and computational-time savings of the DED-KO model over the original DED formulation on a 9-bus test system.

King, Ethan↗

Synchronous and Concurrent Multidomain Computing Method for Cloud Computing Platforms

We present a numerical method for synchronous and concurrent solution of transient elastodynamics problem where the computational domain is divided into subdomains that may reside on separate computational platforms. Here, this work employs the variational multiscale discontinuous Galerkin (VMDG) method to develop interdomain transmission conditions for transient problems. The fine-scale modeling concept leads to variationally consistent coupling terms at the common interfaces. The method admits a large class of time discretization schemes, and decoupling of the solution for each subdomain is achieved by selecting any explicit algorithm. Numerical tests with a manufactured solution problem show optimal convergence rates. The energy history in a free vibration problem is in agreement with that of the solution from a monolithic computational domain.

97 MATHEMATICS AND COMPUTING↗

The Synchronic Web

The Synchronic Web is a distributed network for securing data provenance on the World Wide Web. By enabling clients around the world to freely commit digital information into a single shared view of history, it provides a foundational basis of truth on which to build decentralized and scalable trust across the Internet. Its core cryptographical capability allows mutually distrusting parties to create and verify statements of the following form: “I commit to this information—and only this information—at this moment in time.” The backbone of the Synchronic Web infrastructure is a simple, small, and semantic-free blockchain that is accessible to any Internet-enabled entity. The infrastructure is maintained by a permissioned network of well-known servers, called notaries, and accessed by a permissionless group of clients, called journals. Through an evolving stack of flexible and composable semantic specifications, the parties cooperate to generate synchronic commitments over arbitrary data. When integrated with existing infrastructures, adapted to diverse domains, and scaled across the breadth of cyberspace, the Synchronic Web provides a ubiquitous mechanism to lock the world’s data into unique points in discrete time and digital space. This document provides a technical description of the core Synchronic Web system. The distinguishing innovation in our design—and the enabling mechanism behind the model—is the novel use of verifiable maps to place authenticated content into canonically defined locations off-chain. While concrete specifications and software implementations of the Synchronic Web continue to evolve, the information covered in the body of this document should remain stable. We aim to present this information clearly and concisely for technical non-experts to understand the essential functionality and value proposition of the network. In the interest of promoting discourse, we take some liberty in projecting the potential implications of the new model.

97 MATHEMATICS AND COMPUTING↗