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At least 757 records · Page 42

Data-driven learning of Mori–Zwanzig operators for isotropic turbulence

Developing reduced-order models for turbulent flows, which contain dynamics over a wide range of scales, is an extremely challenging problem. In statistical mechanics, the Mori–Zwanzig (MZ) formalism provides a mathematically exact procedure for constructing reduced-order representations of high-dimensional dynamical systems, where the effects due to the unresolved dynamics are captured in the memory kernel and orthogonal dynamics. Turbulence models based on MZ formalism have been scarce due to the limited knowledge of the MZ operators, which originates from the difficulty in deriving MZ kernels for complex nonlinear dynamical systems. In this work, we apply a recently developed data-driven learning algorithm, which is based on Koopman's description of dynamical systems and Mori's linear projection operator, on a set of fully resolved isotropic turbulence datasets to extract the Mori–Zwanzig operators. With data augmentation using known turbulence symmetries, the extracted Markov term, memory kernel, and orthogonal dynamics are statistically converged and the generalized fluctuation–dissipation relation can be verified. The properties of the memory kernel and orthogonal dynamics, and their dependence on the choices of observables are investigated to address the modeling assumptions that are commonly used in MZ-based models. A series of numerical experiments are then constructed using the extracted kernels to evaluate the memory effects on prediction. The results show that the prediction errors are strongly affected by the choice of observables and can be further reduced by including the past history of the observables in the memory kernel.

97 MATHEMATICS AND COMPUTING↗

Five percent measurement of the gravitational constant in the Large Magellanic Cloud

We perform a novel test of General Relativity by measuring the gravitational constant in the Large Magellanic Cloud (LMC). The LMC contains six well-studied Cepheid variable stars in detached eclipsing binaries. Radial velocity and photometric observations enable a complete orbital solution, and precise measurements of the Cepheids’ periods permit detailed stellar modelling. Both are sensitive to the strength of gravity, the former via Kepler’s third law and the latter through the gravitational free-fall time. We jointly fit the observables for stellar parameters and the gravitational constant. Performing a full Markov Chain Monte Carlo analysis of the parameter space including all relevant nuisance parameters, we constrain the gravitational constant in the Large Magellanic Cloud relative to the Solar System to be G LMC /G SS = $0.93{^{+0.05}_{-0.04}}$. We discuss the implications of this 5% measurement of Newton’s constant in another galaxy for dark energy and modified gravity theories. This result excludes one Cepheid, CEP-1812, which is an outlier and needs further study: it is either a highly unusual system to which our model does not apply, or it prefers G LMC < G SS at 2.6σ. We also obtain new bounds on critical parameters that appear in semi-analytic descriptions of stellar processes. In particular, we measure the mixing length parameter to be $α = 0.90{^{+0.36}_{-0.26}}$ (when assumed to be constant across our sample), and obtain constraints on the parameters describing turbulent dissipation and convective flux.

79 ASTRONOMY AND ASTROPHYSICS↗

Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach

This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.

Warner, James E.↗

Designing an Optimal Sensor Network via Minimizing Information Loss

Optimal experimental design is a classic topic in statistics, with many well-studied problems, applications, and solutions. The design problem we study is the placement of sensors to monitor spatiotemporal processes, explicitly accounting for the temporal dimension in our modeling and optimization. We observe that recent advancements in computational sciences often yield large datasets based on physics-based simulations, which are rarely leveraged in experimental design. We introduce a novel model-based sensor placement criterion, along with a highly-efficient optimization algorithm, which integrates physics-based simulations and Bayesian experimental design principles to identify sensor networks that “minimize information loss” from simulated data. Our technique relies on sparse variational inference and (separable) Gauss-Markov priors, and thus may adapt many techniques from Bayesian experimental design. We validate our method through a case study monitoring air temperature in Phoenix, Arizona, using state-of-the-art physics-based simulations. Our results show our framework to be superior to random or quasi-random sampling, particularly with a limited number of sensors. We conclude by discussing practical considerations and implications of our framework, including more complex modeling tools and real-world deployments.

54 ENVIRONMENTAL SCIENCES↗

Photometric redshift uncertainties in weak gravitational lensing shear analysis: models and marginalization

ABSTRACT Recovering credible cosmological parameter constraints in a weak lensing shear analysis requires an accurate model that can be used to marginalize over nuisance parameters describing potential sources of systematic uncertainty, such as the uncertainties on the sample redshift distribution n(z). Due to the challenge of running Markov chain Monte Carlo (MCMC) in the high-dimensional parameter spaces in which the n(z) uncertainties may be parametrized, it is common practice to simplify the n(z) parametrization or combine MCMC chains that each have a fixed n(z) resampled from the n(z) uncertainties. In this work, we propose a statistically principled Bayesian resampling approach for marginalizing over the n(z) uncertainty using multiple MCMC chains. We self-consistently compare the new method to existing ones from the literature in the context of a forecasted cosmic shear analysis for the HSC three-year shape catalogue, and find that these methods recover statistically consistent error bars for the cosmological parameter constraints for predicted HSC three-year analysis, implying that using the most computationally efficient of the approaches is appropriate. However, we find that for data sets with the constraining power of the full HSC survey data set (and, by implication, those upcoming surveys with even tighter constraints), the choice of method for marginalizing over n(z) uncertainty among the several methods from the literature may modify the 1σ uncertainties on Ωm–S8 constraints by ∼4 per cent, and a careful model selection is needed to ensure credible parameter intervals.

Zhang, Tianqing (ORCID:000000025596198X)↗

Solving inverse problems in stochastic models using deep neural networks and adversarial training

Inverse problems associated with stochastic models constitute a significant portion of scientific and engineering applications. In such cases the unknown quantities are distributions. The applicability of traditional methods is limited because of their demanding assumptions or prohibitive computational consumption; for example, maximum likelihood methods require closed-form density functions, and Markov Chain Monte Carlo needs a large number of simulations. We propose a new method that estimates the unknown distribution by matching the statistical properties between observed and simulated random processes. We leverage the expressive power of neural networks to approximate the unknown distribution and use a discriminative neural network for computing the statistical discrepancies between the observed and simulated random processes. Here we demonstrated numerically that the proposed methods can estimate both the model parameters and learn complicated unknown distributions.

42 ENGINEERING↗

Studying the effects of overlapping objects in dark energy

Observing the clustering of galaxies allows us to calculate cosmological parameters necessary for understanding dark energy. However, as the density of observed objects increases, the probability of these objects blending likewise increases, causing multiple galaxies to be observed as one. This affects the inferred values of parameters such as the galaxy bias (b) and the matter energy density (ΩM). To see whether the bias from incorrectly inferring the galaxy count is significant, we compare the correlation functions in simulated data for “true” and “observed” data sets with one-to-one and multiple-to-one correspondences, respectively. For each data set, we create two correlation functions: one “measured” function directly relying on the galaxies’ positions using the TreeCorr python library, and one “model” derived mathematically from the galaxies’ power spectrum using the Cosmological Core Library (CCL). By minimizing the residual between these two functions, we compute the ideal values for b and ΩM across the various possible redshifts that position the galaxies in three dimensional space. This minimization is done with an Markov chain Monte Carlo (MCMC) estimate that finds one value of ΩM and ten values for b corresponding to the ten redshift bins ranging from z = 0.2 to z = 1.2. We find that neither b nor ΩM is particularly affected by inclusion of blended galaxies. Though there is room for improvement, the data suggests that the fluctuations we found are a result of noise or limitations on the modeling rather than blending explicitly.

79 ASTRONOMY AND ASTROPHYSICS↗

A fast particle-based approach for calibrating a 3-D model of the Antarctic ice sheet

We consider the scientifically challenging and policy-relevant task of understanding the past and projecting the future dynamics of the Antarctic ice sheet. The Antarctic ice sheet has shown a highly nonlinear threshold response to past climate forcings. Triggering such a threshold response through anthropogenic greenhouse gas emissions would drive drastic and potentially fast sea level rise with important implications for coastal flood risks. Previous studies have combined information from ice sheet models and observations to calibrate model parameters. These studies have broken important new ground but have either adopted simple ice sheet models or have limited the number of parameters to allow for the use of more complex models. These limitations are largely due to the computational challenges posed by calibration as models become more computationally intensive or when the number of parameters increases. Here, we propose a method to alleviate this problem: a fast sequential Monte Carlo method that takes advantage of the massive parallelization afforded by modern high-performance computing systems. We use simulated examples to demonstrate how our sample-based approach provides accurate approximations to the posterior distributions of the calibrated parameters. The drastic reduction in computational times enables us to provide new insights into important scientific questions, for example, the impact of Pliocene era data and prior parameter information on sea level projections. These studies would be computationally prohibitive with other computational approaches for calibration such as Markov chain Monte Carlo or emulation-based methods. We also find considerable differences in the distributions of sea level projections when we account for a larger number of uncertain parameters. For example, based on the same ice sheet model and data set, the 99th percentile of the Antarctic ice sheet contribution to sea level rise in 2300 increases from 6.5 m to 13.1 m when we increase the number of calibrated parameters from three to 11. With previous calibration methods, it would be challenging to go beyond five parameters. Here, this work provides an important next step toward improving the uncertainty quantification of complex, computationally intensive and decision-relevant models.

54 ENVIRONMENTAL SCIENCES↗

Computational Characterization and Model Verification for 3D Microstructure Reconstruction of Additively-Manufactured Materials

The goal of this study is to characterize and validate the texture and grain topology of additively-manufactured anisotropic three-dimensional (3D) polycrystalline microstructures. The special focus is on developing methodologies to compare the grain shapes and orientations of two-dimensional (2D) and 3D microstructure representations using the same metric. To generate statistical data, synthetic microstructures are reconstructed from experimental data using Markov random field (MRF). The statistical similarity between the experimental and synthetic microstructures is verified by comparing their grain topologies. A universal measure to compare 2D and 3D grains is portrayed through the concept of image moments that are invariant to shape transformations. The graphical plots developed based on moment invariants to compare the 2D and 3D grains are used to verify the synthetic model

Materials Characterization↗

A Statistical Interpolation Code for Ocean Analysis and Forecasting

Abstract We present a data assimilation package for use with ocean circulation models in analysis, forecasting, and system evaluation applications. The basic functionality of the package is centered on a multivariate linear statistical estimation for a given predicted/background ocean state, observations, and error statistics. Novel features of the package include support for multiple covariance models, and the solution of the least squares normal equations either using the covariance matrix or its inverse—the information matrix. The main focus of this paper, however, is on the solution of the analysis equations using the information matrix, which offers several advantages for solving large problems efficiently. Details of the parameterization of the inverse covariance using Markov random fields are provided and its relationship to finite-difference discretizations of diffusion equations are pointed out. The package can assimilate a variety of observation types from both remote sensing and in situ platforms. The performance of the data assimilation methodology implemented in the package is demonstrated with a yearlong global ocean hindcast with a 1/4° ocean model. The code is implemented in modern Fortran, supports distributed memory, shared memory, multicore architectures, and uses climate and forecasts compliant Network Common Data Form for input/output. The package is freely available with an open source license from www.tendral.com/tsis/ .

Srinivasan, Ashwanth↗

MOOSE ProbML: Parallelizable Probabilistic Machine Learning and Uncertainty Quantification Capabilities

The Multiphysics Object Oriented Simulation Environment (MOOSE) is a widely used open- source finite element software for performing multiphysics multiscale simulations in a massively parallel fashion. Recently, the computational team at Idaho National Laboratory (INL) has implemented Probabilistic Machine Learning (ProbML) capabilities in MOOSE—in a parallelized fashion—and enable active learning with large-scale computational models for tasks such as surrogate model development, scale bridging, forward/inverse uncertainty quantification (UQ), Bayesian optimization, etc. This presentation summarizes these developments in MOOSE along with demonstrations on several real applications relevant to nuclear energy. At the fundamental level, samplers like Monte Carlo/Latin Hypercube, variance reduction, parallelized Markov Chain Monte Carlo (MCMC) support uncertainty propagation in both forward and inverse settings. These samplers can be integrated with the Gaussian processes (GP) suite in MOOSE, which offer several variants like scalar GPs, multi-output GPs, and deep GPs, to enable active learning. These GPs can be tuned using gradient-based optimization methods like Adam and its variants or gradient-free methods like the elliptical slice sampler (a variant of MCMC adept under Gaussian settings) for more complex covariance kernels or likelihoods whose gradient computations can be cumbersome. A variety of batch acquisition functions permit parallelized evaluation of the computational model and support different learning objectives with high efficiency like Bayesian inference, global surrogate development, optimization, etc. Furthermore, libtorch integration supports training, evaluation, and re-training of neural networks and other complex machine learning models in active learning settings. The impacts of these developments are shown on several real applications: (1) nuclear fuel inverse UQ and model inadequacy assessment using the Kennedy O’Hagan framework; (2) uncertainty aware surrogate modeling for additive manufacturing to predict field quantities; (3) nuclear reactor rare events analysis; and (4) complex fluid flow prediction using a global surrogate with quantified prediction uncertainty. Finally, the outlook of MOOSE ProbML is discussed for both outer-loop and inner-loop computations in the broad view to accelerate fuels and materials qualification, address gaps in knowledge and data, and assess new reactor/fuel systems.

11 - NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Black Hole Mergers as Probes of Structure Formation

Intense structure formation and reionization occur at high redshift, yet there is currently little observational information about this very important epoch. Observations of gravitational waves from massive black hole (MBH) mergers can provide us with important clues about the formation of structures in the early universe. Past efforts have been limited to calculating merger rates using different models in which many assumptions are made about the specific values of physical parameters of the mergers, resulting in merger rate estimates that span a very wide range (0.1 - 104 mergers/year). Here we develop a semi-analytical, phenomenological model of MBH mergers that includes plausible combinations of several physical parameters, which we then turn around to determine how well observations with the Laser Interferometer Space Antenna (LISA) will be able to enhance our understanding of the universe during the critical z 5 - 30 structure formation era. We do this by generating synthetic LISA observable data (total BH mass, BH mass ratio, redshift, merger rates), which are then analyzed using a Markov Chain Monte Carlo method. This allows us to constrain the physical parameters of the mergers. We find that our methodology works well at estimating merger parameters, consistently giving results within 1- of the input parameter values. We also discover that the number of merger events is a key discriminant among models. This helps our method be robust against observational uncertainties. Our approach, which at this stage constitutes a proof of principle, can be readily extended to physical models and to more general problems in cosmology and gravitational wave astrophysics.

Alicea-Munoz, E.↗

A Hybrid Reinforcement Learning-MPC Approach for Distribution System Critical Load Restoration: Preprint

This paper proposes a hybrid control approach for distribution system critical load restoration, combining deep reinforcement learning (RL) and model predictive control (MPC) aiming at maximizing total restored load following an extreme event. RL determines a policy for quantifying operating reserve requirements, thereby hedging against uncertainty, while MPC models grid operations incorporating RL policy actions, i.e., the reserve requirement, renewable (wind and solar) power predictions, and load demand forecasts. We formulate the reserve requirement determination problem as a sequential decision making problem based on the Markov Decision Process (MDP) and design an RL learning environment based on the OpenAI Gym framework and MPC. The RL agent reward and MPC objective function aim to maximize and monotonically increase total restored load and minimize load shedding and renewable power curtailment. The RL algorithm is trained off-line using historical forecast of renewable generation and load demand. The method is tested using a modified IEEE 13-bus distribution test feeder containing wind turbine, photovoltaic, microturbine and battery. Case studies demonstrated that the proposed method outperforms other operating reserve determination methods.

distribution system↗

On the Reliability of Parameter Inferences in a Multiscale Model for Transport in Stream Corridors

Nonreacting tracer tests capture information about physical processes in transient storage zones including the hyporheic zone (HZ). However, reliably extracting this information from breakthrough curves (BTCs) and distinguishing the effects of in-channel dispersion and transient storage are well-known challenges. Using BTCs from a nonreacting tracer test monitored at multiple locations, we explore ways for reliable parameter estimations. The identifiability of parameters is greatly influenced by the choice of forward and inverse modeling frameworks in addition to the quality of the data. Our forward model is a recently proposed multiscale model that uses subgrid transport models written in the Lagrangian form to represent transport along a diverse set of HZ pathways with a shape-free distribution of travel times. Joint distributions of HZ and channel parameters are estimated using the Markov Chain Monte Carlo technique. Numerical experiments show ambiguity between channel dispersion and HZ transport when the reach length is too short to allow significant solute-HZ interaction, the observation period is too brief to observe the tailing behavior, or the solute source is spread in time. In contrast, we obtained reliable parameter estimates by simultaneously fitting BTCs observed at different locations in the test reach using a single set of HZ parameters and section-specific channel areas and dispersion coefficients. Furthermore, this study demonstrates the estimation of travel time distributions, HZ exchange rates, and channel parameters in a new multiscale approach and offers guidance for extracting reliable parameter estimates from multiple BTCs.

54 ENVIRONMENTAL SCIENCES↗

A Hybrid Reinforcement Learning-MPC Approach for Distribution System Critical Load Restoration

This paper proposes a hybrid control approach for distribution system critical load restoration, combining deep reinforcement learning (RL) and model predictive control (MPC) aiming at maximizing total restored load following an extreme event. RL determines a policy for quantifying operating reserve requirements, thereby hedging against uncertainty, while MPC models grid operations incorporating RL policy actions (i.e., reserve requirements), renewable (wind and solar) power predictions, and load demand forecasts. We formulate the reserve requirement determination problem as a sequential decision-making problem based on the Markov Decision Process (MDP) and design an RL learning environment based on the OpenAI Gym framework and MPC simulation. The RL agent reward and MPC objective function aim to maximize and monotonically increase total restored load and minimize load shedding and renewable power curtailment. The RL algorithm is trained offline using a historical forecast of renewable generation and load demand. The method is tested using a modified IEEE 13-bus distribution test feeder containing wind turbine, photovoltaic, microturbine, and battery. Case studies demonstrated that the proposed method outperforms other policies with static operating reserves.

distribution system↗

Evaluating the Benefits of Bayesian Hierarchical Methods for Analyzing Heterogeneous Environmental Datasets: A Case Study of Marine Organic Carbon Fluxes

Large compilations of heterogeneous environmental observations are increasingly available as public databases, allowing researchers to test hypotheses across datasets. Statistical complexities arise when analyzing compiled data due to unbalanced spatial sampling, variable environmental context, mixed measurement techniques, and other reasons. Hierarchical Bayesian modeling is increasingly used in environmental science to describe these complexities, however few studies explicitly compare the utility of hierarchical Bayesian models to simpler and more commonly applied methods. Here we demonstrate the utility of the hierarchical Bayesian approach with application to a large compiled environmental dataset consisting of 5,741 marine vertical organic carbon flux observations from 407 sampling locations spanning eight biomes across the global ocean. We fit a global scale Bayesian hierarchical model that describes the vertical profile of organic carbon flux with depth. Profile parameters within a particular biome are assumed to share a common deviation from the global mean profile. Individual station-level parameters are then modeled as deviations from the common biome-level profile. The hierarchical approach is shown to have several benefits over simpler and more common data aggregation methods. First, the hierarchical approach avoids statistical complexities introduced due to unbalanced sampling and allows for flexible incorporation of spatial heterogeneitites in model parameters. Second, the hierarchical approach uses the whole dataset simultaneously to fit the model parameters which shares information across datasets and reduces the uncertainty up to 95% in individual profiles. Third, the Bayesian approach incorporates prior scientific information about model parameters; for example, the non-negativity of chemical concentrations or mass-balance, which we apply here. We explicitly quantify each of these properties in turn. We emphasize the generality of the hierarchical Bayesian approach for diverse environmental applications and its increasing feasibility for large datasets due to recent developments in Markov Chain Monte Carlo algorithms and easy-to-use high-level software implementations.

54 ENVIRONMENTAL SCIENCES↗

Single-Molecule Kinetics of Styrene Hydrogenation on Silica-Supported Vanadium: The Role of Disorder for Single-Atom Catalysts

We report a theoretical approach for the study of supported atom catalysis is developed based on recent advances in the study of single-molecule kinetics. This view is particularly useful in exhibiting the role of disorder in single-atom and single-site catalysts on amorphous supports. The distribution of passage times (or waiting times) through a complex catalytic network originating from a set of coupled active sites is described by a probability distribution function (PDF), f(t), that reflects the local environment of the reaction center. An efficient algorithm is developed based on the linear algebra of the Markov transition matrix that produces f(t) or its moments. The kinetics of the hydrogenation reaction of styrene on an organovanadium(III) catalyst supported on amorphous silica is studied. A kinetic model consisting of three intertwined catalytic cycles emanating from three chemically distinct active sites is proposed to describe the chemistry. Density functional theory (DFT) calculations are employed to determine the free energy barriers of the reactions, which are used to construct the rate coefficient matrix. The disorder induced by the amorphous support material is divided into a low-dimensional short-range component reflecting the covalent structures near the reaction center and a weaker long-range component modeling the bulk randomness. The results are computed and analyzed for a wide range of concentration values and disorder scenarios. The unusual structure in the f(t) PDF is found to occur for certain cases that reveal the contribution of multiple catalytic pathways acting in concert.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A statistical rain attenuation prediction model with application to the advanced communication technology satellite project. Part 2: Theoretical development of a dynamic model and application to rain fade durations and tolerable control delays for fade countermeasures

A dynamic rain attenuation prediction model is developed for use in obtaining the temporal characteristics, on time scales of minutes or hours, of satellite communication link availability. Analagous to the associated static rain attenuation model, which yields yearly attenuation predictions, this dynamic model is applicable at any location in the world that is characterized by the static rain attenuation statistics peculiar to the geometry of the satellite link and the rain statistics of the location. Such statistics are calculated by employing the formalism of Part I of this report. In fact, the dynamic model presented here is an extension of the static model and reduces to the static model in the appropriate limit. By assuming that rain attenuation is dynamically described by a first-order stochastic differential equation in time and that this random attenuation process is a Markov process, an expression for the associated transition probability is obtained by solving the related forward Kolmogorov equation. This transition probability is then used to obtain such temporal rain attenuation statistics as attenuation durations and allowable attenuation margins versus control system delay.

Manning, Robert M.↗