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At least 775 records · Page 43

Multiple Changepoint Detection for Non‐Gaussian Time Series

ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios. When the marginal distribution of the data is continuous, the methods essentially reduce to the change of variables formula for probability densities. When the marginal distribution is count‐oriented, Hermite expansions and particle filtering techniques are used to quantify the scenario. Simulations demonstrating the efficacy of the methods are given and two data sets are analyzed: 1) the proportion of home runs hit by Major League Baseball batters from 1920 to 2023 and 2) a six‐dimensional series of tropical cyclone counts from the Earth's basins of generation from 1980 to 2023. In the first series, beta marginal distributions are used to describe the proportions; in the second, Poisson marginal distributions seem appropriate.

Lund, Robert [Department of Statistics University ↗

Optical matter machines: angular momentum conversion by collective modes in optically bound nanoparticle arrays

The creation of optically powered self-assembling nano-to-meso-scale machines that do work is a long-standing goal in photonics. We demonstrate an optical matter (OM) machine that converts the spin angular momentum (SAM) of light into orbital angular momentum (OAM) to do mechanical work. The specific OM machine we study is based on a sixfold symmetric hexagonally ordered nanoparticle array that operates as an OM “gear” that is assembled and made to rotate in a circularly polarized Gaussian beam. The rotational symmetry of the OM gear leads to a selection rule for the allowed scattering modes based on their angular momentum. Electrodynamics calculations show that the collective scattering modes with the largest angular momentum scatter strongly in the transverse direction. Simulations and experiments show that the angular momentum that accompanies the scattered light causes a “negative torque” response on the OM gear and drives a “probe” particle placed outside the OM gear around the gear in an asymmetric force field analogously to Brownian ratchets. The gear–probe OM machine concept can be expanded to applications in nanofluidics and particle sorting.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Tuning and Robustness Analysis for the Orion Absolute Navigation System

The Orion Multi-Purpose Crew Vehicle (MPCV) is currently under development as NASA's next-generation spacecraft for exploration missions beyond Low Earth Orbit. The MPCV is set to perform an orbital test flight, termed Exploration Flight Test 1 (EFT-1), some time in late 2014. The navigation system for the Orion spacecraft is being designed in a Multi-Organizational Design Environment (MODE) team including contractor and NASA personnel. The system uses an Extended Kalman Filter to process measurements and determine the state. The design of the navigation system has undergone several iterations and modifications since its inception, and continues as a work-in-progress. This paper seeks to show the efforts made to-date in tuning the filter for the EFT-1 mission and instilling appropriate robustness into the system to meet the requirements of manned space ight. Filter performance is affected by many factors: data rates, sensor measurement errors, tuning, and others. This paper focuses mainly on the error characterization and tuning portion. Traditional efforts at tuning a navigation filter have centered around the observation/measurement noise and Gaussian process noise of the Extended Kalman Filter. While the Orion MODE team must certainly address those factors, the team is also looking at residual edit thresholds and measurement underweighting as tuning tools. Tuning analysis is presented with open loop Monte-Carlo simulation results showing statistical errors bounded by the 3-sigma filter uncertainty covariance. The Orion filter design uses 24 Exponentially Correlated Random Variable (ECRV) parameters to estimate the accel/gyro misalignment and nonorthogonality. By design, the time constant and noise terms of these ECRV parameters were set to manufacturer specifications and not used as tuning parameters. They are included in the filter as a more analytically correct method of modeling uncertainties than ad-hoc tuning of the process noise. Tuning is explored for the powered-flight ascent phase, where measurements are scarce and unmodelled vehicle accelerations dominate. On orbit, there are important trade-off cases between process and measurement noise. On entry, there are considerations about trading performance accuracy for robustness. Process Noise is divided into powered flight and coasting ight and can be adjusted for each phase and mode of the Orion EFT-1 mission. Measurement noise is used for the integrated velocity measurements during pad alignment. It is also used for Global Positioning System (GPS) pseudorange and delta- range measurements during the rest of the flight. The robustness effort has been focused on maintaining filter convergence and performance in the presence of unmodeled error sources. These include unmodeled forces on the vehicle and uncorrected errors on the sensor measurements. Orion uses a single-frequency, non-keyed GPS receiver, so the effects due to signal distortion in Earth's ionosphere and troposphere are present in the raw measurements. Results are presented showing the efforts to compensate for these errors as well as characterize the residual effect for measurement noise tuning. Another robustness tool in use is tuning the residual edit thresholds. The trade-off between noise tuning and edit thresholds is explored in the context of robustness to errors in dynamics models and sensor measurements. Measurement underweighting is also presented as a method of additional robustness when processing highly accurate measurements in the presence of large filter uncertainties.

Holt, Greg N.↗

Efficient Reliability Analysis using Generalized Multifidelity Modeling and Explainable Active Learning

To assess the reliability of critical technologies like nuclear plants and infrastructure systems and improve the robustness of design, engineers have to quantify the uncertainties surrounding the system behavior accurately. However, the complexity of the problem can make standard reliability analysis algorithms prohibitively expensive, primarily due to the high computational cost of estimating the system response at each iteration. This cost can be greatly reduced by using multi-fidelity modeling and machine learning to build a surrogate model to replace the expensive response function. We propose a general and robust method for building surrogates from multiple Low Fidelity (LF) models coupled with machine learning to retain accuracy. Our framework first constructs “Corrected Low Fidelity models” (CLFs) by coupling a High Fidelity (HF) model inferred Gaussian Process correction term with each of the LF models. It then uses the correction terms to assign model probabilities to each of these CLFs in an explainable way before using them to assemble the final surrogate. No assumptions are made about the type of the LF models or their correlation with the HF model. The proposed surrogate modeling framework is used within the subset simulation algorithm (a variance-reduced MCMC-based reliability analysis algorithm) for enhanced efficiency. Additionally, an active learning step is added to the algorithm to adaptively decide when the surrogate is not sufficiently accurate, at which point the HF model is called and used to refine the surrogate. Through a frame buckling example, our method is shown to be highly efficient at reducing the expensive HF model calls while accurately estimating the failure probability.

97 MATHEMATICS AND COMPUTING↗

Calibrating Bayesian generative machine learning for Bayesiamplification

Recently, combinations of generative and Bayesian deep learning have been introduced in particle physics for both fast detector simulation and inference tasks. These neural networks aim to quantify the uncertainty on the generated distribution originating from limited training statistics. The interpretation of a distribution-wide uncertainty however remains ill-defined. We show a clear scheme for quantifying the calibration of Bayesian generative machine learning models. For a Continuous Normalizing Flow applied to a low-dimensional toy example, we evaluate the calibration of Bayesian uncertainties from either a mean-field Gaussian weight posterior, or Monte Carlo sampling network weights, to gauge their behaviour on unsteady distribution edges. Well calibrated uncertainties can then be used to roughly estimate the number of uncorrelated truth samples that are equivalent to the generated sample and clearly indicate data amplification for smooth features of the distribution.

97 MATHEMATICS AND COMPUTING↗

Uncertainty Quantification for Multiphase Computational Fluid Dynamics Closure Relations with a Physics-Informed Bayesian Approach

Multiphase Computational Fluid Dynamics (MCFD) based on the two-fluid model is considered a promising tool to model complex two-phase flow systems. MCFD simulation can predict local flow features without resolving interfacial information. As a result, the MCFD solver relies on closure relations to describe the interaction between the two phases. Those empirical or semi-mechanistic closure relations constitute a major source of uncertainty for MCFD predictions. In this paper, we leverage a physics-informed uncertainty quantification (UQ) approach to inversely quantify the closure relations’ model form uncertainty in a physically consistent manner. This proposed approach considers the model form uncertainty terms as stochastic fields that are additive to the closure relation outputs. Combining dimensionality reduction and Gaussian processes, the posterior distribution of the stochastic fields can be effectively quantified within the Bayesian framework with the support of experimental measurements. As this UQ approach is fully integrated into the MCFD solving process, the physical constraints of the system can be naturally preserved in the UQ results. Here, in a case study of adiabatic bubbly flow, we demonstrate that this UQ approach can quantify the model form uncertainty of the MCFD interfacial force closure relations, thus effectively improving the simulation results with relatively sparse data support.

42 ENGINEERING↗

Hydrodynamic fluctuations near a Hopf bifurcation: Stochastic onset of vortex shedding behind a circular cylinder

Here, we investigate hydrodynamic fluctuations in the flow past a circular cylinder near the critical Reynolds number Re c for the onset of vortex shedding. Starting from the fluctuating Navier-Stokes equations, we perform a perturbation expansion around Re c to derive analytical expressions for the statistics of the fluctuating lift force. Molecular-level simulations using the direct simulation Monte Carlo method support the theoretical predictions of the lift power spectrum and amplitude distribution. Notably, we have been able to collect sufficient statistics at distances Re ⁡/ Re c – 1 = O ⁡(10 –3 ) from the instability that confirm the appearance of non-Gaussian fluctuations, and we observe that they are associated with intermittent vortex shedding. These results emphasize how unavoidable thermal-noise-induced fluctuations become dramatically amplified in the vicinity of oscillatory flow instabilities and that their onset is fundamentally stochastic.

42 ENGINEERING↗

High-order cumulants and correlation functions near the critical point from molecular dynamics

We present a systematic investigation of particle-number fluctuations in the crossover region near the critical end point of a first-order phase transition using molecular dynamics simulations of the classical Lennard-Jones fluid. We extend our prior studies to third- and fourth-order cumulants in both coordinate- and momentum-space acceptances and integrated correlation functions (factorial cumulants). We find that, even near the critical point, non-Gaussian cumulants equilibrate on timescales comparable to those of the second-order cumulants, but show stronger finite-size effects. The presence of interactions and of the critical point leads to strong deviations of the cumulants from the ideal-gas baseline in coordinate space; these deviations are expected to persist in momentum space in the presence of collective expansion. In particular, the kurtosis becomes strongly negative, κσ 2 ≪ − 1 , on the crossover side of the critical point. However, this signal is significantly diluted once an efficiency cut used to distinguish protons from baryons is applied, leading to |κσ 2 | ≲ 1 even in the presence of the critical point. We discuss our results in the context of ongoing measurements of proton-number cumulants in heavy-ion collisions in RHIC-BES-II.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Simulator evaluation of system identification with on-line control law update for the controls and astrophysics experiment in space

A procedure for optimizing the performance of large flexible spacecraft that require active vibration suppression to achieve required performance is presented. The procedure is to conduct on-orbit testing and system identification followed by a control system design. It is applied via simulation to a spacecraft configuration currently being considered for flight test by NASA - the Controls, Astrophysics, and Structures Experiment in Space (CASES). The system simulator is based on a NASTRAN finite element structural model. A finite number of modes is used to represent the structural dynamics. The system simulator also includes models of the electronics, actuators, sensors, the digital controller, and the internal and external disturbances. Nonlinearities caused by quantization are included in the study to examine tolerance of the procedure to modelling errors. Disturbance and sensor noise is modelled as a Gaussian process. For system identification, the system is excited using sinusoidal inputs at the resonant frequencies of the structure using each actuator. Mode shapes, frequencies, and damping ratios are identified from the unforced response sensor data after each excitation. Then, the excitation data is used to identify the actuator influence coefficients. The results of the individual parameter identification analyses are assembled into an aggregate system model. The control design is accomplished based only on the identified model using multi-input/output linear quadratic Gaussian theory. Its performance is evaluated based on time-to-damp as compared with the uncontrolled structure.

Montgomery, Raymond C.↗

Subgrid-scale backscatter in transitional and turbulent flows

Most subgrid-scale (SGS) models for large-eddy simulations are absolutely dissipative (that is, they remove energy from the large scales at each point in the physical space). The actual SGS stresses, however, may transfer energy to the large scales (backscatter) at a given location. Direct numerical simulations of turbulent channel flow and compressible isotropic turbulence are used to study the backscatter phenomena. In all flows considered roughly 50 percent of the grid points were experiencing backscatter when a Fourier cutoff filter was used. The backscatter fraction was less with a Gaussian filter, and intermediate with a box filter in physical space. Moreover, the backscatter and forward scatter contributions to the SGS dissipation were comparable, and each was often much larger than the total SGS dissipation. The SGS dissipation (normalized by total dissipation) increased with filter width almost independently of filter type and Reynolds number. The amount of backscatter showed an increasing trend with Reynolds numbers. In the near-wall region of the channel, events characterized by strong Reynolds shear stress correlated fairly well with areas of high SGS dissipation (both forward and backward). In compressible isotropic turbulence similar results were obtained, independent of fluctuation Mach number.

Piomelli, Ugo↗

A Dynamic Nonlinear Subgrid-Scale Model for Large-Eddy Simulation of Complex Turbulent Flows

We present a new dynamic nonlinear subgrid-scale (SGS) model for large-eddy simulations (LES) and apply it to compute a flow involving pressure gradients, surface curvature and separation, for which data from a direct numerical simulation are available for comparison. The model, inspired by the triple model idea of Bardina et al. (“Improved Turbulence Models Based on Large Eddy Simulation of Homogeneous, Incompressible, Turbulent Flows,” Report No. TF-19, Thermosciences Division, Department of Mechanical Engineering, Stanford University, 1983), includes a Galilean-invariant term called the modified Leonard stress tensor, and two nonlinear terms comprised of the products of the strain-rate and rotation-rate tensors for an improved representation of the subgrid-scale dissipation, backscatter and anisotropy effects. The model does not employ any ad hoc averaging or clipping procedures, and does not require the specification of a characteristic length scale; hence, it naturally avoids the ambiguities associated with defining a proper length scale for anisotropic grids. Results from the wall-resolved LES of flow past a Gaussian bump using the new model demonstrate improved prediction of skin-friction, flow separation, mean flow profiles and turbulent quantities when compared to implicit LES as well as explicit LES using the Vreman SGS model on the same grid.

Turbulence↗

TEMImageNet training library and AtomSegNet deep-learning models for high-precision atom segmentation, localization, denoising, and deblurring of atomic-resolution images

Abstract Atom segmentation and localization, noise reduction and deblurring of atomic-resolution scanning transmission electron microscopy (STEM) images with high precision and robustness is a challenging task. Although several conventional algorithms, such has thresholding, edge detection and clustering, can achieve reasonable performance in some predefined sceneries, they tend to fail when interferences from the background are strong and unpredictable. Particularly, for atomic-resolution STEM images, so far there is no well-established algorithm that is robust enough to segment or detect all atomic columns when there is large thickness variation in a recorded image. Herein, we report the development of a training library and a deep learning method that can perform robust and precise atom segmentation, localization, denoising, and super-resolution processing of experimental images. Despite using simulated images as training datasets, the deep-learning model can self-adapt to experimental STEM images and shows outstanding performance in atom detection and localization in challenging contrast conditions and the precision consistently outperforms the state-of-the-art two-dimensional Gaussian fit method. Taking a step further, we have deployed our deep-learning models to a desktop app with a graphical user interface and the app is free and open-source. We have also built a TEM ImageNet project website for easy browsing and downloading of the training data.

25 ENERGY STORAGE↗

Exploration of cross-beam energy transfer mitigation constraints for designing an ignition-scale direct-drive inertial confinement fusion driver

The compression of direct-drive inertial confinement fusion (ICF) targets is strongly impacted by cross-beam energy transfer (CBET), a laser-plasma instability that limits ablation pressure by redirecting laser energy outward and that is projected to be mitigated by laser bandwidth. Here, we explore various CBET mitigation constraints to guide the design of future ICF facilities. First, we find that the flat, Gaussian, and Lorentzian spectral shapes have similar CBET mitigation properties, and a flat shape with nine spectral lines is a good surrogate for what can be obtained with other spectral shapes. Then, we conduct a comprehensive study across energy scales and ignition designs. 3D hydrodynamic simulations are used to derive an analytical model for the expected CBET mitigation as a function of laser and plasma parameters. From this model, we study the bandwidth requirements of conventional and shock ignition designs across four different energy scales and find that they require between 0.5 and 3±0.2% relative bandwidth. Further, best mitigation is achieved when the beam radius over critical radius R b /R c is kept low during the drive while the plasma temperature is kept high. In a steady state, we find that the bandwidth required to mitigate 85% of CBET scales as (R b /R c ) 2.15 L n –0.58 I 0.7 , where L n is the density scale length, and I the laser intensity. Finally, we find that the chamber beam port layout does not influence CBET mitigation. In the case of a driver using many monochromatic beamlets, we find that ~10 beamlets per port is required, with diminishing returns above ~20.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Temporal pre-pulse shaping in dual pulse laser produced plasma for the optimization of the EUV source in tin microdroplet system

Dual-laser beams interacting with small droplets of liquid tin are currently the most efficient systems for producing the 13.5 nm EUV photon radiation source required for the next generation microchips. Usually, EUV light is produced during the second main-pulse stage, while the pre-pulse (PP) is used for target preparation, i.e., droplet preheating, vaporization, and target deformation. However, the PP laser energy can be utilized more efficiently if the EUV producing plasma is being developed during the PP stage as well. In this work, we study the ways of optimization of the PP laser temporal shape to achieve conditions for maximum EUV output during the pre-pulse. The size of the deformed droplet is kept optimized for the following main laser pulse. Our simulations showed a significant increase in the EUV output at the pre-pulse stage when a ramping profile is used for the laser temporal shape. Using the ramped square pre-pulse produces 24% gain in the EUV output in comparison with the standard Gaussian temporal profile (i.e., regular Nd:YAG shape) for the same energy of the laser pulse.

36 MATERIALS SCIENCE↗

The 3D Lyman- α forest power spectrum from eBOSS DR16

We measure the three-dimensional power spectrum (P3D) of the transmitted flux in the Lyman-α (Ly α) forest using the complete extended Baryon Oscillation Spectroscopic Survey data release 16 (eBOSS DR16). This sample consists of ~205 000 quasar spectra in the redshift range 2 ≤ z ≤ 4 at an effective redshift z = 2.334. We propose a pair-count spectral estimator in configuration space, weighting each pair by exp( i k ∙ r), for wave vector k and pixel pair separation r, effectively measuring the anisotropic power spectrum without the need for fast Fourier transforms. This accounts for the window matrix in a tractable way, avoiding artefacts found in Fourier-transform based power spectrum estimators due to the sparse sampling transverse to the line of sight of Ly α skewers. We extensively test our pipeline on two sets of mocks: (i) idealized Gaussian random fields with a sparse sampling of Ly α skewers, and (ii) log-normal LyaCoLoRe mocks including realistic noise levels, the eBOSS survey geometry and contaminants. On eBOSS DR16 data, the Kaiser formula with a non-linear correction term obtained from hydrodynamic simulations yields a good fit to the power spectrum data in the range $(0.02 ≤ k ≤ 0.35)$ h Mpc -1 at the 1–2σ level with a covariance matrix derived from LyaCoLoRe mocks. We demonstrate a promising new approach for full-shape cosmological analyses of Ly α forest data from cosmological surveys such as eBOSS, the currently observing Dark Energy Spectroscopic Instrument and future surveys such as the Prime Focus Spectrograph, WEAVE-QSO, and 4MOST.

79 ASTRONOMY AND ASTROPHYSICS↗

Error mitigation in variational quantum eigensolvers using tailored probabilistic machine learning

Quantum computing technology has the potential to revolutionize the simulation of materials and molecules in the near future. A primary challenge in achieving near-term quantum advantage is effectively mitigating the noise effects inherent in current quantum processing units (QPUs). This challenge is also decisive in the context of quantum-classical hybrid schemes employing variational quantum eigensolvers (VQEs) that have attracted significant interest in recent years. In this paper, we present a method that employs parametric Gaussian process regression (GPR) within an active learning framework to mitigate noise in quantum computations, focusing on VQEs. Our approach, grounded in probabilistic machine learning, exploits a custom prior based on the VQE ansatz to capture the underlying correlations between VQE outputs for different variational parameters, thereby enhancing both accuracy and efficiency. We demonstrate the effectiveness of our method on a two-site Anderson impurity model and a eight-site Heisenberg model, using the IBM open-source quantum computing framework, Qiskit, showcasing substantial improvements in the accuracy of VQE outputs while reducing the number of direct QPU energy evaluations. This paper contributes to the ongoing efforts in quantum-error mitigation and optimization, bringing us a step closer to realizing the potential of quantum computing in quantum matter simulations. Published by the American Physical Society 2024

97 MATHEMATICS AND COMPUTING↗

Improving the accuracy of the variational quantum eigensolver for molecular systems by the explicitly-correlated perturbative [2] R12 -correction

We provide an integration of the universal, perturbative explicitly correlated [2] R12 -correction in the context of the Variational Quantum Eigensolver (VQE). This approach is able to increase the accuracy of the underlying reference method significantly while requiring no additional quantum resources. The proposed approach only requires knowledge of the one- and two-particle reduced density matrices (RDMs) of the reference wavefunction; these can be measured after having reached convergence in the VQE. This computation comes at a cost that scales as the sixth power of the number of electrons. Here, we explore the performance of the VQE + [2] R12 approach using both conventional Gaussian basis sets and our recently proposed directly determined pair-natural orbitals obtained by multiresolution analysis (MRA-PNOs). Both Gaussian orbital and PNOs are investigated as a potential set of complementary basis functions in the computation of [2] R12 . In particular the combination of MRA-PNOs with [2] R12 has turned out to be very promising – persistently throughout our data, this allowed very accurate simulations at a quantum cost of a minimal basis set. Additionally, we found that the deployment of PNOs as complementary basis can greatly reduce the number of complementary basis functions that enter the computation of the correction at a complexity.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Thermal conductivity of a laser plasma

Here, we present a model of the electron thermal conductivity of a laser-produced plasma. The model, supported by Vlasov–Fokker–Planck simulations, predicts that laser absorption reduces conductivity by forcing electrons out of a Maxwell–Boltzmann equilibrium, which results in depletion of both low-velocity bulk electrons and high-velocity tail electrons. We show that both the bulk and tail electrons approximately follow super-Gaussian distributions, but with distinct exponents that each depend on the laser intensity and wavelength through the parameter a = Zv$^{2}_{E}$/v$^{2}_{T}$. For a value of a = 0.5, tail depletion reduces the thermal conductivity to half its zero-intensity value. We present our results as simple analytic fits that can be readily implemented in any radiation-hydrodynamics code or used to correct the local limit of non-local conduction models.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗