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At least 847 records · Page 47

Opinion dynamics in financial markets via random networks

We investigate financial market dynamics by introducing a heterogeneous agent-based opinion formation model. In this work, we organize individuals in a financial market according to their trading strategy, namely, whether they are noise traders or fundamentalists. The opinion of a local majority compels the market exchanging behavior of noise traders, whereas the global behavior of the market influences the decisions of fundamentalist agents. We introduce a noise parameter, q , to represent the level of anxiety and perceived uncertainty regarding market behavior, enabling the possibility of adrift financial action. We place individuals as nodes in an Erdös-Rényi random graph, where the links represent their social interactions. At any given time, individuals assume one of two possible opinion states ±1 regarding buying or selling an asset. The model exhibits fundamental qualitative and quantitative real-world market features such as the distribution of logarithmic returns with fat tails, clustered volatility, and the long-term correlation of returns. We use Student’s t distributions to fit the histograms of logarithmic returns, showing a gradual shift from a leptokurtic to a mesokurtic regime depending on the fraction of fundamentalist agents. Furthermore, we compare our results with those concerning the distribution of the logarithmic returns of several real-world financial indices.

97 MATHEMATICS AND COMPUTING↗

Tritium Breeding Ratio Evaluation of Solid Breeder Concepts for the FESS-FNSF

This paper presents a parametric study of the Fusion Energy System Studies-Fusion Nuclear Science Facility’s (FNSF’s) tritium breeding performance for several solid breeder concepts, neutron multiplying materials, and blanket materials, assuming volume fractions based on the most recent FNSF design as a realistically representative fusion facility. In this study, we initially surveyed the tritium breeding ratio (TBR) of several solid breeder concepts by employing a simplified but efficient one-dimensional (1-D) infinite cylinder reduced-order model (ROM). Parametric studies were performed with the ROMs for the full range of breeder-to-multiplier ratios to identify the optimum mixture compositions for each breeder type that would lead to a maximum TBR. These optimized breeder-multiplier combinations were then homogenized with FNSF blanket component materials to estimate their impacts on the TBR. Subsequently, as a validation step for the optimal designs, TBR calculations were performed using a more realistic modified 1-D ROM with inner and outer breeding regions, as well as with a fully detailed 22.5-deg three-dimensional (3-D) sector of the FNSF to assess the impact of geometry details on the TBR. The differences between the two 1-D models were negligible, while the ROMs were able to correctly predict trends and identify the maximum and minimum TBR cases, as well as show consistent biases relative to the results produced by the full 3-D, 22.5-deg sector for specific breeder/multiplier combinations. Solid breeder concepts such as Li 2 O, Li 4 SiO 4 , and Li 8 ZrO 6 outperformed all others in this study in terms of TBR performance when combined with all the neutron multiplier materials selected. Here, an underlying goal of this study was to develop and improve rapid and reliable ROMs to aid designers during parametric optimizations of highly complex and computationally expensive fusion models.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

SALSAA: a statistical approach to line shapes from an average atom

Ion-Stark line broadening is a key density diagnostic for hot dense plasmas relevant to inertial fusion and astrophysics. It is caused by interactions of a radiating ion with nearby perturbing ions, whose electric microfields lead to changes in bound-bound transition energies. Ion-Stark broadening becomes increasingly difficult to compute for complex, many-electron ions with myriad transitions. In this paper, we propose a simplified approach to ion-Stark broadening based on self-consistent ion distributions and electronic structure from an average-atom model. We find that this approach reproduces the line shape predictions of one traditional method for high-n K-shell emission lines in aluminum ions with accuracy sufficient for density diagnostics in thermal plasmas with equal ion and electron temperatures. We expect that this approach can be extended to provide a reasonable picture of ion-Stark broadening in many-electron ions, enabling rapid calculations of line profiles in complex spectra.

average-atom↗

State-to-state rate coefficients for HCS+ in rotationally inelastic collisions with H2 at low temperatures

ABSTRACT HCS+ ions have been detected in several regions of the interstellar medium (ISM), but an accurate determination of the chemical-physical conditions in the molecular clouds where this molecule is observed requires detailed knowledge of the collisional rate coefficients with the most common colliders in those environments. In this work, we study the dynamics of rotationally inelastic collisions of HCS+ + H2 at low temperature, and report, for the first time, a set of rate coefficients for this system. We used a recently developed potential energy surface for the HCS+–H2 van der Waals complex and computed state-to-state rotational rate coefficients for the lower rotational states of HCS+ in collision with both para- and ortho-H2, analysing the influence of the computed rate coefficients on the determination of critical densities. Additionally, the computed rate coefficients are compared with those obtained by scaling the ones from HCS+ in collision with He (an approximation that is sometimes used when data is lacking), and large differences are found. Furthermore, the approximation of using the rates for the HCO+ + H2 collision as a rough approximation for those of the HCS+ + H2 system is also evaluated. Finally, the complete set of de-excitation rate coefficients for the lowest 30 rotational states of HCS+ by collision with H2 is reported from 5 to 100 K.

79 ASTRONOMY AND ASTROPHYSICS↗

Exploratory calculation of 𝐾 L → 𝜇 + ⁢𝜇 − decay from lattice QCD at physical pion mass

We compute the complex, long-distance two-photon-exchange amplitude which contributes to the rare 𝐾 L → 𝜇 + ⁢𝜇 − decay from lattice QCD. We use a 24 3 × 64 physical-pion-mass gauge field ensemble at an inverse lattice spacing of 1.023 GeV and a QED ∞ -based formalism. Our implementation strategies for all five non-SU(3)-flavor-suppressed diagram topologies are given in detail. We achieve a 25% statistical precision on the dispersive part of this long-distance amplitude. This calculation is carried out with 2+1 quark flavors and therefore requires the addition of counterterms to compensate for the absence of the Glashow-Iliopoulos-Maiani mechanism. These counterterms are not included in the current calculation and will be the subject of a second paper. Although a direct comparison to experiment cannot yet be made because of those omitted counterterms, the present exploratory calculation allows one to identify principal sources of statistical uncertainty in this calculation. The precision of our results is limited by the reconstruction of the physical contribution of the 𝜂 intermediate state, for which various strategies are tested and compared.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Lieb-Robinson Bounds with Exponential-in-Volume Tails

Lieb-Robinson bounds demonstrate the emergence of locality in many-body quantum systems. Intuitively, Lieb-Robinson bounds state that, with local or exponentially decaying interactions, the correlation that can be built up between two sites separated by distance 𝑟 after a time 𝑡 decays as exp (𝑣⁢𝑡 −𝑟), where 𝑣 is the emergent Lieb-Robinson velocity. In many problems, it is important to also capture how much of an operator grows to act on 𝑟 𝑑 sites in 𝑑 spatial dimensions. Perturbation theory and cluster expansion methods suggest that, at short times, these volume-filling operators are suppressed as exp (−𝑟 𝑑 ). We confirm this intuition, showing that, for 𝑟 >𝑣⁢𝑡, the volume-filling operator is suppressed by exp (−(𝑟−𝑣⁢𝑡) 𝑑 /(𝑣⁢𝑡) 𝑑−1 ). This closes a conceptual and practical gap between the cluster expansion and the Lieb-Robinson bound. We then present two very different applications of this new bound. Firstly, we obtain improved bounds on the classical computational resources necessary to simulate many-body dynamics with error tolerance 𝜀 for any finite time 𝑡: as 𝜀 becomes sufficiently small, only 𝜀 −O⁡(𝑡 𝑑−1 ) resources are needed. A protocol that likely saturates this bound is given. Secondly, we prove that disorder operators have volume-law suppression near the “solvable (Ising) point” in quantum phases with spontaneous symmetry breaking, which implies a new diagnostic for distinguishing many-body phases of quantum matter.

computational complexity↗

Connecting relativistic density functional theory to microscopic calculations

The development of systematic effective field theories (EFTs) for nuclear forces and advances in solving the nuclear many-body problem have greatly improved our understanding of dense nuclear matter and the structure of finite nuclei. For global nuclear calculations, density functional theories (DFTs) have been developed to reduce the complexity and computational cost required in describing nuclear systems. However, DFT often makes approximations and assumptions about terms included in the functional, which may introduce systematic uncertainties compared to microscopic calculations using EFTs. In this work, we investigate possible avenues of improving nuclear DFT using nonlinear relativistic mean-field (RMF) theory. We explore the impact of RMF model extensions by fitting the nonlinear RMF model to predictions of nuclear matter and selected closed-shell nuclei using four successful chiral EFT Hamiltonians. We find that these model extensions are impactful and important in capturing the physics present within chiral Hamiltonians, particularly for charge radii and neutron skins of closed-shell nuclei. However, there are additional effects that are not captured within the RMF model, particularly within the isoscalar sector of RMF theory. Additional model extensions and the reliability of the nonlinear RMF model are discussed.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

A differentiable simulation package for performing inference of synchrotron-radiation-based diagnostics

The direction of particle accelerator development is ever-increasing beam quality, currents and repetition rates. This poses a challenge to traditional diagnostics that directly intercept the beam due to the mutual destruction of both the beam and the diagnostic. An alternative approach is to infer beam parameters non-invasively from the synchrotron radiation emitted in bending magnets. However, inferring the beam distribution from a measured radiation pattern is a complex and computationally expensive task. To address this challenge we present SYRIPY ( SYnchrotron Radiation In PYthon ), a software package intended as a tool for performing inference of synchrotron-radiation-based diagnostics. SYRIPY has been developed using PyTorch , which makes it both differentiable and able to leverage the high performance of GPUs, two vital characteristics for performing statistical inference. The package consists of three modules: a particle tracker, Lienard–Wiechert solver and Fourier optics propagator, allowing start-to-end simulation of synchrotron radiation detection to be carried out. SYRIPY has been benchmarked against SRW , the prevalent numerical package in the field, showing good agreement and up to a 50× speed improvement. Finally, we have demonstrated how SYRIPY can be used to perform Bayesian inference of beam parameters using stochastic variational inference.

43 PARTICLE ACCELERATORS↗

A General Framework for Bounding Approximate Dynamic Programming Schemes

For years, there has been interest in approximation methods for solving dynamic programming problems, because of the inherent complexity in computing optimal solutions characterized by Bellman’s principle of optimality. A wide range of approximate dynamic programming (ADP) methods now exists. It is of great interest to guarantee that the performance of an ADP scheme be at least some known fraction, say ß , of optimal. This letter introduces a general approach to bounding the performance of ADP methods, in this sense, in the stochastic setting. The approach is based on new results for bounding greedy solutions in string optimization problems, where one has to choose a string (ordered set) of actions to maximize an objective function. This bounding technique is inspired by submodularity theory, but submodularity is not required for establishing bounds. Instead, the bounding is based on quantifying certain notions of curvature of string functions; the smaller the curvatures the better the bound. The key insight is that any ADP scheme is a greedy scheme for some surrogate string objective function that coincides in its optimal solution and value with those of the original optimal control problem. The ADP scheme then yields to the bounding technique mentioned above, and the curvatures of the surrogate objective determine the value ß of the bound. The surrogate objective and its curvatures depend on the specific ADP.

discrete event systems↗

Reinforcement Learning-Based Approach for EMT Automation of Large-Scale PV Plants

In the pursuit of efficient and precise modeling of large-scale power systems, particularly utility-scale photovoltaic (PV) plants, Electromagnetic Transient (EMT) simulations play a crucial role. As utility-scale PV plants increase in size and complexity, traditional computational methods become inadequate, necessitating more advanced techniques. This paper highlights the progressive efforts made to accelerate EMT simulations. A novel continuous reinforcement learning (RL) strategy is explored to automate the differentiation and categorization of stiff and non-stiff differential algebraic equations (DAEs). The use of stiff and non-stiff integration methods applied to relevant parts of the DAEs assists with the speed-up of the simulations. The paper details the data acquisition, development and offline training of the RL model, leading to its validation that demonstrates a high precision in optimizing simulation methods. The proposed RL promises to significantly enhance the efficacy of EMT simulations, offering a robust framework for the future of power system analysis.

Xia, Qianxue↗

Spike-and-Slab Shrinkage Priors for Structurally Sparse Bayesian Neural Networks

Network complexity and computational efficiency have become increasingly significant aspects of deep learning. Sparse deep learning addresses these challenges by recovering a sparse representation of the underlying target function by reducing heavily overparameterized deep neural networks. Specifically, deep neural architectures compressed via structured sparsity (e.g., node sparsity) provide low-latency inference, higher data throughput, and reduced energy consumption. In this article, we explore two well-established shrinkage techniques, Lasso and Horseshoe, for model compression in Bayesian neural networks (BNNs). To this end, we propose structurally sparse BNNs, which systematically prune excessive nodes with the following: 1) spike-and-slab group Lasso (SS-GL) and 2) SS group Horseshoe (SS-GHS) priors, and develop computationally tractable variational inference, including continuous relaxation of Bernoulli variables. We establish the contraction rates of the variational posterior of our proposed models as a function of the network topology, layerwise node cardinalities, and bounds on the network weights. Furthermore, we empirically demonstrate the competitive performance of our models compared with the baseline models in prediction accuracy, model compression, and inference latency.

97 MATHEMATICS AND COMPUTING↗

OpenARC

OpenARC is an open-sourced, very High-Level Intermediate Representation (HLIR)-based, extensible compiler framework, where various performance optimizations, traceability mechanisms, fault tolerance techniques, etc., can be built for better debuggability/performance/resilience on the complex accelerator computing. OpenARC is the first OpenACC compiler supporting Altera FPGAs, in addition to NVIDIA GPUs, AMD GPUs, and Intel Xeon Phis.

Lee, Seyong [Oak Ridge National Laboratory (ORNL),↗

Exascale Computing and Data Handling: Challenges and Opportunities for Weather and Climate Prediction

The emergence of exascale computing and artificial intelligence offer tremendous potential to significantly advance Earth system prediction capabilities. However, enormous challenges must be overcome to adapt models and prediction systems to use these new technologies effectively. A 2022 WMO report on exascale computing recommends “urgency in dedicating efforts and attention to disruptions associated with evolving computing technologies that will be increasingly difficult to overcome, threatening continued advancements in weather and climate prediction capabilities.” Further, the explosive growth in data from observations, model and ensemble output, and postprocessing threatens to overwhelm the ability to deliver timely, accurate, and precise information needed for decision-making. Artificial intelligence (AI) offers untapped opportunities to alter how models are developed, observations are processed, and predictions are analyzed and extracted for decision-making. Given the extraordinarily high cost of computing, growing complexity of prediction systems, and increasingly unmanageable amount of data being produced and consumed, these challenges are rapidly becoming too large for any single institution or country to handle. This paper describes key technical and budgetary challenges, identifies gaps and ways to address them, and makes a number of recommendations.

Atmosphere↗

Knowledge-Informed Uncertainty-Aware Machine Learning for Time Series Forecasting of Dynamical Engineered Systems

The high complexity and multiscale nature of many engineered systems—such as those in nuclear power plants—make representing and forecasting their dynamic behavior challenging. Physics-based models can be overly complex and computationally intractable, whereas machine learning (ML) tools are often data-hungry and prone to unphysical solutions. This study proposes a knowledge-informed ML-aided hybrid residual modeling approach that offers accurate and efficient time series forecasting for the operation of dynamical engineered systems. Hybrid residual modeling entails a baseline solution from domain knowledge and known physics expressions about the system dynamics integrated with an ML model to capture undiscovered information from the mismatch (i.e., residuals) between true states from measurements and baseline-predicted outputs. This study further quantifies the ML model uncertainty to provide trustworthy solutions. Real-time operational data from thermal-hydraulic flow loops of the cryogenic moderator system in Oak Ridge National Laboratory’s Spallation Neutron Source facility were used to demonstrate the potential of knowledge-informed uncertainty-aware ML in real-world applications. The state variables of the cryogenic helium loop were modeled with (1) first principles–based system identification (sysID), (2) long short-term memory (LSTM) neural network, and (3) hybrid sysID (baseline) + LSTM (residual). The superior predictive capability of the sysID+LSTM model versus stand-alone sysID and LSTM is confirmed by average performance metrics and individual data points across different prediction horizons. By creating a robust representation of the underlying physical system, the widely applicable hybrid residual modeling approach will enable the future development of digital twins for performance prediction, prognostics, and operation control.

Zhao, Xingang↗

High-bandwidth CMOS-voltage-level electro-optic modulation of 780 nm light in thin-film lithium niobate

Integrated photonics operating at visible-near-infrared (VNIR) wavelengths offer scalable platforms for advancing optical systems for addressing atomic clocks, sensors, and quantum computers. The complexity of free-space control optics causes limited addressability of atoms and ions, and this remains an impediment on scalability and cost. Networks of Mach-Zehnder interferometers can overcome challenges in addressing atoms by providing high-bandwidth electro-optic control of multiple output beams. Here, we demonstrate a VNIR Mach-Zehnder interferometer on lithium niobate on sapphire with a CMOS voltage-level compatible full-swing voltage of 4.2 V and an electro-optic bandwidth of 2.7 GHz occupying only 0.35 mm 2 . Our waveguides exhibit 1.6 dB/cm propagation loss and our microring resonators have intrinsic quality factors of 4.4 × 10 5 . This specialized platform for VNIR integrated photonics can open new avenues for addressing large arrays of qubits with high precision and negligible cross-talk.

77 NANOSCIENCE AND NANOTECHNOLOGY↗

SBML Level 3: an extensible format for the exchange and reuse of biological models

Systems biology has experienced dramatic growth in the number, size, and complexity of computational models. To reproduce simulation results and reuse models, researchers must exchange unambiguous model descriptions. We review the latest edition of the Systems Biology Markup Language (SBML), a format designed for this purpose. A community of modelers and software authors developed SBML Level 3 over the past decade. Its modular form consists of a core suited to representing reaction-based models and packages that extend the core with features suited to other model types including constraint-based models, reaction-diffusion models, logical network models, and rule-based models. The format leverages two decades of SBML and a rich software ecosystem that transformed how systems biologists build and interact with models. More recently, the rise of multiscale models of whole cells and organs, and new data sources such as single-cell measurements and live imaging, has precipitated new ways of integrating data with models. We provide our perspectives on the challenges presented by these developments and how SBML Level 3 provides the foundation needed to support this evolution.

59 BASIC BIOLOGICAL SCIENCES↗