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At least 739 records · Page 41

Characterization of Partially Observed Epidemics - Application to COVID-19

This report documents a statistical method for the "real-time" characterization of partially observed epidemics. Observations consist of daily counts of symptomatic patients, diagnosed with the disease. Characterization, in this context, refers to estimation of epidemiological parameters that can be used to provide short-term forecasts of the ongoing epidemic, as well as to provide gross information for the time-dependent infection rate. The characterization problem is formulated as a Bayesian inverse problem, and is predicated on a model for the distribution of the incubation period. The model parameters are estimated as distributions using a Markov Chain Monte Carlo (MCMC) method, thus quantifying the uncertainty in the estimates. The method is applied to the COVID-19 pandemic of 2020, using data at the country, provincial (e.g., states) and regional (e.g. county) levels. The epidemiological model includes a stochastic component due to uncertainties in the incubation period. This model-form uncertainty is accommodated by a pseudo-marginal Metropolis-Hastings MCMC sampler, which produces posterior distributions that reflect this uncertainty. We approximate the discrepancy between the data and the epidemiological model using Gaussian and negative binomial error models; the latter was motivated by the over-dispersed count data. For small daily counts we find the performance of the calibrated models to be similar for the two error models. For large daily counts the negative-binomial approximation is numerically unstable unlike the Gaussian error model. Application of the model at the country level (for the United States, Germany, Italy, etc.) generally provided accurate forecasts, as the data consisted of large counts which suppressed the day-to-day variations in the observations. Further, the bulk of the data is sourced over the duration before the relaxation of the curbs on population mixing, and is not confounded by any discernible country-wide second wave of infections. At the state-level, where reporting was poor or which evinced few infections (e.g., New Mexico), the variance in the data posed some, though not insurmountable, difficulties, and forecasts were able to capture the data with large uncertainty bounds. The method was found to be sufficiently sensitive to discern the flattening of the infection and epidemic curve due to shelter-in-place orders after around 90% quantile for the incubation distribution (about 10 days for COVID-19). The proposed model was also used at a regional level to compare the forecasts for the central and north-west regions of New Mexico. Modeling the data for these regions illustrated different disease spread dynamics captured by the model. While in the central region the daily counts peaked in the late April, in the north-west region the ramp-up continued for approximately three more weeks.

59 BASIC BIOLOGICAL SCIENCES↗

Stationary Spatial Charging Demand Distribution for Commercial Electric Vehicles in Urban Area

The electric vehicle (EV) is an increasingly popu- lar mobility solution today. It is especially appealing for urban commercial usage including serving commuters and delivering goods. Commercial EVs, defined as electric taxi fleets in this paper, contribute a lot to the energy consumption and emission. One critical component to facilitate the adoption of EVs is to provide sufficient charging infrastructures for road users to alleviate the range anxiety. In this study, we develop an analytical model to profile the stationary spatial distribution of charging demand for any given fleet of commercial EVs, which serves as the necessary input for planning the location of charging infrastructures. Our model considers the movement of EVs as a random walk, with the underlying Markov process driven by the spatial demand that the commercial EV fleet needs to serve. We then define the electricity consumption and charging models and develop the probability distribution that an EV may need to recharge its battery at any given location in the city, based on the stationary distribution of the random walk process. We calibrate the performance parameters of EVs from the trip record and present numerical experiments based on New York City taxi trip data and compare the solution from simulation with our analytical solution. The result shows that analytical solution is quite close to the simulation result. This paper provides insights to the city agencies and private companies to make charging infrastructure location planning.

Qian, Xinwu↗

Fast method for reactor and feature scale coupling in ALD and CVD

Transport and surface chemistry of certain deposition techniques is modeled. Methods provide a model of the transport inside nanostructures as a single-particle discrete Markov chain process. This approach decouples the complexity of the surface chemistry from the transport model, thus allowing its application under general surface chemistry conditions, including atomic layer deposition (ALD) and chemical vapor deposition (CVD). Methods provide for determination of determine statistical information of the trajectory of individual molecules, such as the average interaction time or the number of wall collisions for molecules entering the nanostructures as well as to track the relative contributions to thin-film growth of different independent reaction pathways at each point of the feature.

36 MATERIALS SCIENCE↗

Implement Method for Automated Testing of Markov Chain Convergence into INVERSE for ORNL12-RS-108J: Advanced Multi-Dimensional Forward and Inverse Modeling

The DiffeRential Evolution Adaptive Metropolis (DREAM) method is a powerful optimization/uncertainty quantification tool used to solve inverse transport problems in Los Alamos National Laboratory’s INVERSE code system. The DREAM method has been shown to be adept at accurate uncertainty quantification, but it can be very computationally demanding. Previously, the DREAM method in INVERSE performed a user-defined number of particle transport calculations. This placed a burden on the user to guess the number of calculations that would be required to accurately solve any given problem. This report discusses a new approach that has been implemented into INVERSE, the Gelman-Rubin convergence metric. This metric automatically detects when an appropriate number of transport calculations have been completed and the uncertainty in the inverse problem has been accurately calculated. In a test problem with a spherical geometry, this method was found to decrease the number of transport calculations (and thus time required) to solve a problem by an average of over 90%. In a cylindrical test geometry, a 75% decrease was obtained.

97 MATHEMATICS AND COMPUTING↗

Constraining physical models at gigabar pressures

High-energy-density (HED) experiments in convergent geometry are able to test physical models at pressures beyond hundreds of millions of atmospheres. The measurements from these experiments are generally highly integrated and require unique analysis techniques to procure quantitative infor mation. This work describes a methodology to constrain the physics in convergent HED experiments by adapting the methods common to many other fields of physics. As an example, a mechanical model of an imploding shell is constrained by data from a thin-shelled direct-drive exploding-pusher experiment on the OMEGA Laser System using Bayesian inference, resulting in the reconstruction of the shell dynamics and energy transfer during the implosion. The model is tested by analyzing synthetic data from a 1-D hydrodynamics code and is sampled using a Markov chain Monte Carlo to generate the posterior distributions of the model parameters. As a result, the goal of this work is to demonstrate a general methodology that can be used to draw conclusions from a wide variety of HED experiments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Constraining Physical Models at Gigabar Pressures

High-energy-density (HED) experiments in convergent geometry are able to test physical models at pressures beyond hundreds of millions of atmospheres. The measurements from these experiments are generally highly integrated and require unique analysis techniques to procure quantitative information. This work describes a methodology to constrain the physics in convergent HED experiments by adapting the methods common to many other fields of physics. As an example, a mechanical model of an imploding shell is constrained by data from a thin-shelled direct-drive exploding-pusher experiment on the OMEGA Laser System using Bayesian inference, resulting in the reconstruction of the shell dynamics and energy transfer during the implosion. The model is tested by analyzing synthetic data from a 1-D hydrodynamics code and is sampled using a Markov chain Monte Carlo to generate the posterior distributions of the model parameters. The goal of this work is to demonstrate a general methodology that can be used to draw conclusions from a wide variety of HED experiments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

How dense is your gas? On the recoverability of LVG model parameters

We explore the recoverability of gas physical conditions with the Large Velocity Gradient (LVG) model, using the public code RADEX and the molecules HCN and CO. Examining a wide parameter range with a series of models of increasing complexity, we use both grid and Monte Carlo Markov Chain methods to recover the input conditions, and quantify the inherent and noise-induced uncertainties in the model results. We find that even with the benefit of generous assumptions, the LVG models struggle to recover any parameter better than to within half a dex, although we find no evidence of systemic offsets. Examining isotopologue lines, we demonstrate that it is always preferable to model the isotopologue abundance ratio as a free parameter due to large biases introduced in all other parameters when an incorrect ratio is assumed. Finally, we explore the effects of the background radiation temperature on CO and HCN line ratios, with an emphasis on the effect of the CMB at z>4, and show that while the effect on the line ratios is minor, the effect on the spectral line energy distribution peak is significant and that the CO(1–0) line luminosity to H{sub 2} mass conversion factor (α{sub CO}) needs to be altered to account for the loss of contrast against the hotter CMB as redshift increases.

79 ASTRONOMY AND ASTROPHYSICS↗

Markov Process to Evaluate the Value Proposition of a Risk-Informed Predictive Maintenance Strategy

To achieve high-capacity factors, the nuclear fleet has relied on labor-intensive and time-consuming operation and preventive maintenance programs for plant systems. Manually performed inspection, calibration, testing, and maintenance of plant assets at periodic frequencies, along with time-based replacement of assets irrespective of condition, have resulted in a costly, labor-centric business model. Fortunately, there are technologies that can eliminate unnecessary preventive maintenance activities by deploying risk-informed predictive maintenance, enabling the transition to a technology-centric business model. The technology-centric business model will enable plants to optimize and automate maintenance activities, leading to cost reductions since labor is a rising cost and technology is a declining cost. The implementation of scalable technologies and methodologies across plant systems and across the nuclear fleet is critical for successful deployment of a risk-informed predictive maintenance strategy at commercial nuclear power plants. The work presented in the report is being developed as part of a collaborative research effort between Idaho National Laboratory and Public Service Enterprise Group Nuclear, LLC. This report describes the technical basis using the Markov Process to evaluate the value proposition for the risk-informed predictive maintenance strategy for the circulating water system. The plant process data from the Salem nuclear plant’s circulating water system is utilized to develop a Markov chain risk models and formulation to estimate the loss and gain in revenue based on plant availability. The outcomes presented in this report provides the technical basis for extensive quantitative evaluation of a scalable risk-informed predictive maintenance strategy as part of future research.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Quantifying electron temperature distributions from time-integrated x-ray emission spectra

K-shell x-ray emission spectroscopy is a standard tool used to diagnose the plasma conditions created in high-energy-density physics experiments. In the simplest approach, the emissivity-weighted average temperature of the plasma can be extracted by fitting an emission spectrum to a single temperature condition. It is known, however, that a range of plasma conditions can contribute to the measured spectra due to a combination of the evolution of the sample and spatial gradients. In this work, we define a parameterized model of the temperature distribution and use Markov Chain Monte Carlo sampling of the input parameters, yielding uncertainties in the fit parameters to assess the uniqueness of the inferred temperature distribution. Here we present the analysis of time-integrated S and Fe x-ray spectroscopic data from the Orion laser facility and demonstrate that while fitting each spectral region to a single temperature yields two different temperatures, both spectra can be fit simultaneously with a single temperature distribution. We find that fitting both spectral regions together requires a maximum temperature of $1310^{+90}_{-70}$ eV with significant contributions from temperatures down to 200 eV.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Pareto Efficient Policy for Supervisory Power Management Control

n this paper we address the problem of online optimization of the supervisory power management control in parallel hybrid electric vehicles (HEVs). We model HEV opera- tion as a controlled Markov chain using the long-run expected average cost per unit time criterion, and we show that the control policy yielding the Pareto optimal solution minimizes the average cost criterion online. The effectiveness of the proposed solution is validated through simulation and compared to the solution derived with dynamic programming using the average cost criterion.

Markov chain↗

THE ROLE OF THE DIFFUSIVE PROTONS IN THE GAMMA-RAY EMISSION OF SUPERNOVA REMNANT RX J1713.7–3946—A TWO-ZONE MODEL

RX J1713.7−3946 is a prototype in the γ-ray-bright supernova remnants (SNRs) and is in continuing debates on its hadronic versus leptonic origin of the γ-ray emission. We explore the role played by the diffusive relativistic protons that escape from the SNR shock wave in the γ-ray emission, apart from the high-energy particles’ emission from the inside of the SNR. In the scenario that the SNR shock propagates in a clumpy molecular cavity, we consider that the γ-ray emission from the inside of the SNR may arise either from the inverse Compton scattering or from the interaction between the trapped energetic protons and the shocked clumps. The dominant origin between them depends on the electron-to-proton number ratio. The diffusive protons that escaped from the shock wave during the expansion history can provide an outer hadronic γ-ray component by bombarding the surrounding dense matter. The broadband spectrum can be well explained by this two-zone model, in which the γ-ray emission from the inside governs the TeV band, while the outer emission component substantially contributes to the GeV γ-rays. The two-zone model can also explain the TeV γ-ray radial brightness profile that significantly stretches beyond the nonthermal X-ray-emitting region. In the calculation, we present a simplified algorithm for Li and Chen's “accumulative diffusion” model for escaping protons and apply the Markov Chain Monte Carlo method to constrain the physical parameters.

79 ASTRONOMY AND ASTROPHYSICS↗

Probabilistic estimation of depth-resolved profiles of soil thermal diffusivity from temperature time series

Abstract. Improving the quantification of soil thermal and physical properties is key to achieving a better understanding and prediction of soil hydro-biogeochemical processes and their responses to changes in atmospheric forcing. Obtaining such information at numerous locations and/or over time with conventional soil sampling is challenging. The increasing availability of low-cost, vertically resolved temperature sensor arrays offers promise for improving the estimation of soil thermal properties from temperature time series, and the possible indirect estimation of physical properties. Still, the reliability and limitations of such an approach need to be assessed. In the present study, we develop a parameter estimation approach based on a combination of thermal modeling, sliding time windows, Bayesian inference, and Markov chain Monte Carlo simulation to estimate thermal diffusivity and its uncertainty over time, at numerous locations and at an unprecedented vertical spatial resolution (i.e., down to 5 to 10 cm vertical resolution) from soil temperature time series. We provide the necessary framework to assess under which environmental conditions (soil temperature gradient, fluctuations, and trend), temperature sensor characteristics (bias and level of noise), and deployment geometries (sensor number and position) soil thermal diffusivity can be reliably inferred. We validate the method with synthetic experiments and field studies. The synthetic experiments show that in the presence of median diurnal fluctuations ≥ 1.5 ∘C at 5 cm below the ground surface, temperature gradients > 2 ∘C m−1, and a sliding time window of at least 4 d the proposed method provides reliable depth-resolved thermal diffusivity estimates with percentage errors ≤ 10 % and posterior relative standard deviations ≤ 5 % up to 1 m depth. Reliable thermal diffusivity under such environmental conditions also requires temperature sensors to be spaced precisely (with accuracy to a few millimeters), with a level of noise ≤ 0.02 ∘C, and with a bias defined by a standard deviation ≤ 0.01 ∘C. Finally, the application of the developed approach to field data indicates significant repeatability in results and similarity with independent measurements, as well as promise in using a sliding time window to estimate temporal changes in soil thermal diffusivity, as needed to potentially capture changes in bulk density or water content.

54 ENVIRONMENTAL SCIENCES↗

ALTKAL: An optimum linear filter for GEOS-3 altimeter data

ALTKAL is a computer program designed to smooth sea surface height data obtained from the GEOS 3 altimeter, and to produce minimum variance estimates of sea surface height and sea surface slopes, along with their standard derivations. The program operates by processing the data through a Kalman filter in both the forward and backward directions, and optimally combining the results. The sea surface height signal is considered to have a geoid signal, modeled by a third order Gauss-Markov process, corrupted by additive white noise. The governing parameters for the signal and noise processes are the signal correlation length and the signal-to-noise ratio. Mathematical derivations of the filtering and smoothing algorithms are presented. The smoother characteristics are illustrated by giving the frequency response, the data weighting sequence and the transfer function of a realistic steady-state smoother example. Based on nominal estimates for geoidal undulation amplitude and correlation length, standard deviations for the estimated sea surface height and slope are 12 cm and 3 arc seconds, respectively.

Fang, B. T.↗

Sampling error study for rainfall estimate by satellite using a stochastic model

In a parameter study of satellite orbits, sampling errors of area-time averaged rain rate due to temporal sampling by satellites were estimated. The sampling characteristics were studied by accounting for the varying visiting intervals and varying fractions of averaging area on each visit as a function of the latitude of the grid box for a range of satellite orbital parameters. The sampling errors were estimated by a simple model based on the first-order Markov process of the time series of area averaged rain rates. For a satellite of nominal Tropical Rainfall Measuring Mission (Thiele, 1987) carrying an ideal scanning microwave radiometer for precipitation measurements, it is found that sampling error would be about 8 to 12 pct of estimated monthly mean rates over a grid box of 5 X 5 degrees. It is suggested that an observation system based on a low inclination satellite combined with a sunsynchronous satellite simultaneously might be the best candidate for making precipitation measurements from space.

Shin, Kyung-Sup↗

A new adaptive control approach for aerospace vehicles with parameter uncertainties

A new stochastic adaptive control structure is developed for the problem of combined parameter estimation and control of aerospace vehicles with changing parameters. Parameter uncertainties are modeled as first-order Gauss-Markov processes, and are introduced to the system dynamics through a small parameter. It is assumed that an accurate inertial measurement unit gives perfect measurements of the state variables. Since the stochastic system is assumed to be Gauss-Markov, the density function of the parameters given these measurements is conditionally Gaussian. Based on this conditionally Gaussian density, the problem of minimizing a quadratic cost over an infinite time horizon can be set up within the framework of stochastic optimal control theory. The optimal feedback control law is derived from a straightforward expansion of the Hamilton-Jacobi-Bellman equation, based on the LQG solution. The resulting nonlinear controller is applied to the pitch axis control of a space platform with uncertain moments of inertia and is shown to produce marked improvement over a fixed controller.

Hahn, Yungsun↗

Stochastic stability properties of jump linear systems

Jump linear systems are defined as a family of linear systems with randomly jumping parameters (usually governed by a Markov jump process) and are used to model systems subject to failures or changes in structure. The authors study stochastic stability properties in jump linear systems and the relationship among various moment and sample path stability properties. It is shown that all second moment stability properties are equivalent and are sufficient for almost sure sample path stability, and a testable necessary and sufficient condition for second moment stability is derived. The Lyapunov exponent method for the study of almost sure sample stability is discussed, and a theorem which characterizes the Lyapunov exponents of jump linear systems is presented.

Feng, Xiangbo↗

Long-range correlations in nucleotide sequences

DNA sequences have been analysed using models, such as an n-step Markov chain, that incorporate the possibility of short-range nucleotide correlations. We propose here a method for studying the stochastic properties of nucleotide sequences by constructing a 1:1 map of the nucleotide sequence onto a walk, which we term a 'DNA walk'. We then use the mapping to provide a quantitative measure of the correlation between nucleotides over long distances along the DNA chain. Thus we uncover in the nucleotide sequence a remarkably long-range power law correlation that implies a new scale-invariant property of DNA. We find such long-range correlations in intron-containing genes and in nontranscribed regulatory DNA sequences, but not in complementary DNA sequences or intron-less genes.

NASA Discipline Cardiopulmonary↗