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At least 901 records · Page 50

Spectral characteristics of convolutionally coded digital signals

The power spectral density of the output symbol sequence of a convolutional encoder is computed for two different input symbol stream source models, namely, an NRZ signaling format and a first order Markov source. In the former, the two signaling states of the binary waveform are not necessarily assumed to occur with equal probability. The effects of alternate symbol inversion on this spectrum are also considered. The mathematical results are illustrated with many examples corresponding to optimal performance codes.

Divsalar, D.↗

Evaluation of computing systems using functionals of a Stochastic process

An intermediate model was used to represent the probabilistic nature of a total system at a level which is higher than the base model and thus closer to the performance variable. A class of intermediate models, which are generally referred to as functionals of a Markov process, were considered. A closed form solution of performability for the case where performance is identified with the minimum value of a functional was developed.

Meyer, J. F.↗

Application of Optimal Production Control theory for Home Energy Management in a Micro Grid

We consider the optimal stochastic control problem for home energy systems with solar and energy storage devices when the demand is realized from the grid. The demand is subject to Brownian motions with both drift and variance parameters modulated by a continuous-time Markov chain that represents the regime of electricity price. We model the systems as pure stochastic differential equation models, and then we follow the completing square technique to solve the stochastic home energy management problem. The effectiveness of the efficiency of the proposed approach is validated through a simulation example. For practical situations with constraints consistent to those studied here, our results imply the proposed framework could reduce the electricity cost from short-term purchase in peak hour market.

Malikopoulos, Andreas↗

Canonical Structure and Orthogonality of Forces and Currents in Irreversible Markov Chains

We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory (MFT). For Markov chains, this theory involves a non-linear relation between probability currents and their conjugate forces. Within this framework, we show how the forces can be split into two components, which are orthogonal to each other, in a generalised sense. This splitting allows a decomposition of the pathwise rate function into three terms, which have physical interpretations in terms of dissipation and convergence to equilibrium. Similar decompositions hold for rate functions at level 2 and level 2.5. These results clarify how bounds on entropy production and fluctuation theorems emerge from the underlying dynamical rules. We discuss how these results for Markov chains are related to similar structures within MFT, which describes hydrodynamic limits of such microscopic models.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Bound states in gauge theories as the Poincare group representations

The bound-state generating functional is constructed in gauge theories. This construction is based on the Dirac Hamiltonian approach to gauge theories, the Poincare group classification of fields and their nonlocal bound states, and the Markov-Yukawa constraint of irreducibility. The generating functional contains additional anomalous creations of pseudoscalar bound states: para-positronium in QED and mesons inQCDin the two-gamma processes of the type of {gamma} + {gamma} {yields} {pi}{sub 0} +para-positronium. The functional allows us to establish physically clear and transparent relations between the perturbativeQCD to its nonperturbative low-energy model by means of normal ordering and the quark and gluon condensates. In the limit of small current quark masses, the Gell-Mann-Oakes-Renner relation is derived from the Schwinger-Dyson and Bethe-Salpeter equations. The constituent quark masses can be calculated from a self-consistent nonlinear equation.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Particle transport in Markov stochastic mixtures with spatial gradients

Markov geometries are a prototype class of stochastic media that are widely used to model complex disordered systems. In a series of recent works, we have shown that spatially homogeneous (but possibly non-isotropic) Poisson tessellations can be conveniently used in order to generate three-dimensional realizations of Markov media and thus characterize the features of particle transport e.g. in fragmented fuel elements following severe nuclear accidents or Rayleigh-Taylor turbulent mixing for inertial confinement fusion. In this paper we show that Poisson tessellations can be extended to take into account the presence of spatial gradients, which commonly occur in real-world applications due to material stratification. For this purpose, we will provide an explicit construction of spatially-non-homogeneous Poisson tessellations, fully characterize their statistical properties, and finally illustrate the behaviour of particle transport in such random media. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

A phylogenetic model for understanding the effect of gene duplication on cancer progression

As biotechnology advances rapidly, a tremendous amount of cancer genetic data has become available, providing an unprecedented opportunity for understanding the genetic mechanisms of cancer. To understand the effects of duplications and deletions on cancer progression, two genomes (normal and tumor) were sequenced from each of five stomach cancer patients in different stages (I, II, III and IV). We developed a phylogenetic model for analyzing stomach cancer data. The model assumes that duplication and deletion occur in accordance with a continuous time Markov Chain along the branches of a phylogenetic tree attached with five extended branches leading to the tumor genomes. Moreover, coalescence times of the phylogenetic tree follow a coalescence process. The simulation study suggests that the maximum likelihood approach can accurately estimate parameters in the phylogenetic model. The phylogenetic model was applied to the stomach cancer data. We found that the expected number of changes (duplication and deletion) per gene for the tumor genomes is significantly higher than that for the normal genomes. The goodness-of-fit test suggests that the phylogenetic model with constant duplication and deletion rates can adequately fit the duplication data for the normal genomes. The analysis found nine duplicated genes that are significantly associated with stomach cancer.

59 BASIC BIOLOGICAL SCIENCES↗

Constraining transfer cross sections using Bayes' theorem

Background: Being able to rigorously quantify the uncertainties in reaction models is crucial to moving this field forward. Even though Bayesian methods are becoming increasingly popular in nuclear theory, they have yet to be implemented and applied in reaction theory problems. Purpose: The purpose of this work is to investigate, using Bayesian methods, the uncertainties in the optical potentials generated from fits to elastic-scattering data and the subsequent uncertainties in the transfer predictions. We also study the differences in two reaction models where the parameters are constrained in a similar manner, as well as the impact of reducing the experimental error bars on the data used to constrain the parameters. Method: We use Bayes' theorem combined with a Markov chain Monte Carlo to determine posterior distributions for the parameters of the optical model, constrained by neutron-, proton-, and/or deuteron-target elastic scattering. These potentials are then used to predict transfer cross sections within the adiabatic wave approximation or the distorted-wave Born approximation. Results: We study a number of reactions involving deuteron projectiles with energies in the range 10–25 MeV/nucleon on targets with mass A = 48–208. The case of 48 Ca(d,p) 49 Ca transfer to the ground state is described in detail. A comparative study of the effect of the size of experimental errors is also performed. Five transfer reactions are studied, and their results are then compiled in order to systematically identify trends.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Parameter estimation in a thermoelastic composite problem via adjoint formulation and model reduction

Advances in nondestructive material characterization are providing a wealth of information that could be exploited to gain insight into general aspects of material performance and, in particular, discover relationships between microstructure and thermo-mechanical properties in polycrystalline and other complex composite materials. Here, in order to facilitate the integration of such measurements into existing models, as well as inform new physics-based predictions, we developed a C++/MPI computational framework for sensitivity analysis and parameter estimation. The framework utilizes a micro-mechanical modeling based on fast Fourier transforms, direct and adjoint formulations, and Markov chain Monte Carlo sampling techniques. We illustrate the characteristics of this framework and demonstrate its utility by computing the residual stresses arising from thermal expansion of an elastic composite and using data from simulated experiments. Lastly, we show that the availability of nondestructive 3-D measurements is crucial to reduce the uncertainty in predictions, emphasizing the importance of an integrated experimental/modeling/data analysis approach for improved material characterization and design.

36 MATERIALS SCIENCE↗

Estimation of unmodeled forces on a low-thrust space vehicle

The application of a sequential estimation algorithm, which compensates for random errors in the dynamic model, to the problem of estimating the state of a continuously thrusting solar electric propulsion space vehicle is investigated. The dynamic model errors, due to random anomalies in the propulsion system, are approximated successfully by both first order and second order Gauss-Markov processes to obtain a more accurate and stable orbit determination algorithm. The importance of correct dynamic and measurement modeling in achieving accurate estimates is demonstrated.

Tapley, B. D.↗

Monte Carlo chord length sampling for d-dimensional Markov binary mixtures

The Chord Length Sampling (CLS) algorithm is a powerful Monte Carlo method that models the effects of stochastic media on particle transport by generating on-the-fly the material interfaces seen by the random walkers during their trajectories. This annealed disorder approach, which formally consists of solving the approximate Levermore–Pomraning equations for linear particle transport, enables a considerable speed-up with respect to transport in quenched disorder, where ensemble-averaging of the Boltzmann equation with respect to all possible realizations is needed. However, CLS intrinsically neglects the correlations induced by the spatial disorder, so that the accuracy of the solutions obtained by using this algorithm must be carefully verified with respect to reference solutions based on quenched disorder realizations. When the disorder is described by Markov mixing statistics, such comparisons have been attempted so far only for one-dimensional geometries, of the rod or slab type. In this work we extend these results to Markov media in two-dimensional (extruded) and three-dimensional geometries, by revisiting the classical set of benchmark configurations originally proposed by Adams, Larsen and Pomraning and extended by Brantley. In particular, we examine the discrepancies between CLS and reference solutions for scalar particle flux and transmission/reflection coefficients as a function of the material properties of the benchmark specifications and of the system dimensionality.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Annealed Importance Sampling Reversible Jump MCMC algorithms

It will soon be 20 years since reversible jump Markov chain Monte Carlo (RJ-MCMC) algorithms have been proposed. They have significantly extended the scope of Markov chain Monte Carlo simulation methods, offering the promise to be able to routinely tackle transdimensional sampling problems, as encountered in Bayesian model selection problems for example, in a principled and flexible fashion. Their practical efficient implementation, however, still remains a challenge. A particular difficulty encountered in practice is in the choice of the dimension matching variables (both their nature and their distribution) and the reversible transformations which allow one to define the one-to-one mappings underpinning the design of these algorithms. Indeed, even seemingly sensible choices can lead to algorithms with very poor performance. The focus of this paper is the development and performance evaluation of a method, annealed importance sampling RJ-MCMC (aisRJ), which addresses this problem by mitigating the sensitivity of RJ-MCMC algorithms to the aforementioned poor design. As we shall see the algorithm can be understood as being an “exact approximation” of an idealized MCMC algorithm that would sample from the model probabilities directly in a model selection set-up. Such an idealized algorithm may have good theoretical convergence properties, but typically cannot be implemented, and our algorithms can approximate the performance of such idealized algorithms to an arbitrary degree while not introducing any bias for any degree of approximation. Our approach combines the dimension matching ideas of RJ-MCMC with annealed importance sampling and its Markov chain Monte Carlo implementation. We illustrate the performance of the algorithm with numerical simulations which indicate that, although the approach may at first appear computationally involved, it is in fact competitive.

annealed importance sampling↗

Identification and control of NASA's ACES structures

Results are presented of identification and control experiments on NASA's ACES structure at the Marshall Space Flight Center. The models used for controller design were obtained from identification experiments employing the algorithm Q-Markov cover. The OVC algorithm used for control design produces a controller minimizing the control energy of the closed-loop system, subject to inequality constraints on each of the output variances. The identified model matches the experimental data for the ACES structure reasonably well. The line of sight pointing errors of the structure are substantially reduced by the controllers.

Liu, K.↗

Joint Planck and WMAP assessment of low CMB multipoles

The remarkable progress in cosmic microwave background (CMB) studies over past decade has led to the era of precision cosmology in striking agreement with the ΛCDM model. However, the lack of power in the CMB temperature anisotropies at large angular scales (low-ℓ), as has been confirmed by the recent Planck data also (up to 0ℓ=4), although statistically not very strong (less than 3σ), is still an open problem. One can avoid to seek an explanation for this problem by attributing the lack of power to cosmic variance or can look for explanations i.e., different inflationary potentials or initial conditions for inflation to begin with, non-trivial topology, ISW effect etc. Features in the primordial power spectrum (PPS) motivated by the early universe physics has been the most common solution to address this problem. In the present work we also follow this approach and consider a set of PPS which have features and constrain the parameters of those using WMAP 9 year and Planck data employing Markov-Chain Monte Carlo (MCMC) analysis. The prominent feature of all the models of PPS that we consider is an infra-red cut off which leads to suppression of power at large angular scales. We consider models of PPS with maximum three extra parameters and use Akaike information criterion (AIC) and Bayesian information criterion (BIC) of model selection to compare the models. For most models, we find good constraints for the cut off scale k{sub c}, however, for other parameters our constraints are not that good. We find that sharp cut off model gives best likelihood value for the WMAP 9 year data, but is as good as power law model according to AIC. For the joint WMAP 9 + Planck data set, Starobinsky model is slightly preferred by AIC which is also able to produce CMB power suppression up to 0ℓ≤3 to some extent. However, using BIC criteria, one finds model(s) with least number of parameters (power law model) are always preferred.

79 ASTRONOMY AND ASTROPHYSICS↗

Model reduction methods for population dynamics with fast-switching environments: Reduced master equations, stochastic differential equations, and applications

Here we study stochastic population dynamics coupled to fast external environments and combine expansions in the inverse switching rate of the environment and a Kramers–Moyal expansion in the inverse size of the population. This leads to a series of approximation schemes, capturing both intrinsic and environmental noise. These methods provide a means of efficient simulation and we show how they can be used to obtain analytical results for the fluctuations of population dynamics in switching environments. We place the approximations in relation to existing work on piecewise-deterministic and piecewise-diffusive Markov processes. Finally, we demonstrate the accuracy and efficiency of these model-reduction methods in different research fields, including systems in biology and a model of crack propagation.

59 BASIC BIOLOGICAL SCIENCES↗

Linking big models to big data: efficient ecosystem model calibration through Bayesian model emulation

Data-model integration plays a critical role in assessing and improving our capacity to predict ecosystem dynamics. Similarly, the ability to attach quantitative statements of uncertainty around model forecasts is crucial for model assessment and interpretation and for setting field research priorities. Bayesian methods provide a rigorous data assimilation framework for these applications, especially for problems with multiple data constraints. However, the Markov chain Monte Carlo (MCMC) techniques underlying most Bayesian calibration can be prohibitive for computationally demanding models and large datasets. We employ an alternative method, Bayesian model emulation of sufficient statistics, that can approximate the full joint posterior density, is more amenable to parallelization, and provides an estimate of parameter sensitivity. Analysis involved informative priors constructed from a meta-analysis of the primary literature and specification of both model and data uncertainties, and it introduced novel approaches to autocorrelation corrections on multiple data streams and emulating the sufficient statistics surface. We report the integration of this method within an ecological workflow management software, Predictive Ecosystem Analyzer (PEcAn), and its application and validation with two process-based terrestrial ecosystem models: SIPNET and ED2. In a test against a synthetic dataset, the emulator was able to retrieve the true parameter values. A comparison of the emulator approach to standard brute-force MCMC involving multiple data constraints showed that the emulator method was able to constrain the faster and simpler SIPNET model's parameters with comparable performance to the brute-force approach but reduced computation time by more than 2 orders of magnitude. The emulator was then applied to calibration of the ED2 model, whose complexity precludes standard (brute-force) Bayesian data assimilation techniques. Both models are constrained after assimilation of the observational data with the emulator method, reducing the uncertainty around their predictions. Performance metrics showed increased agreement between model predictions and data. Our study furthers efforts toward reducing model uncertainties, showing that the emulator method makes it possible to efficiently calibrate complex models.

58 GEOSCIENCES↗

Emulating Simulations of Cosmic Dawn for 21 cm Power Spectrum Constraints on Cosmology, Reionization, and X-Ray Heating

Current and upcoming radio interferometric experiments are aiming to make a statistical characterization of the high-redshift 21 cm fluctuation signal spanning the hydrogen reionization and X-ray heating epochs of the universe. However, connecting 21 cm statistics to the underlying physical parameters is complicated by the theoretical challenge of modeling the relevant physics at computational speeds quick enough to enable exploration of the high-dimensional and weakly constrained parameter space. In this work, we use machine learning algorithms to build a fast emulator that can accurately mimic an expensive simulation of the 21 cm signal across a wide parameter space. We embed our emulator within a Markov Chain Monte Carlo framework in order to perform Bayesian parameter constraints over a large number of model parameters, including those that govern the Epoch of Reionization, the Epoch of X-ray Heating, and cosmology. As a worked example, we use our emulator to present an updated parameter constraint forecast for the Hydrogen Epoch of Reionization Array experiment, showing that its characterization of a fiducial 21 cm power spectrum will considerably narrow the allowed parameter space of reionization and heating parameters, and could help strengthen Planck's constraints on σ{sub 8}. We provide both our generalized emulator code and its implementation specifically for 21 cm parameter constraints as publicly available software.

79 ASTRONOMY AND ASTROPHYSICS↗

Pulsar Emission Geometry and Accelerating Field Strength

The high-quality Fermi LAT observations of gamma-ray pulsars have opened a new window to understanding the generation mechanisms of high-energy emission from these systems, The high statistics allow for careful modeling of the light curve features as well as for phase resolved spectral modeling. We modeled the LAT light curves of the Vela and CTA I pulsars with simulated high-energy light curves generated from geometrical representations of the outer gap and slot gap emission models. within the vacuum retarded dipole and force-free fields. A Markov Chain Monte Carlo maximum likelihood method was used to explore the phase space of the magnetic inclination angle, viewing angle. maximum emission radius, and gap width. We also used the measured spectral cutoff energies to estimate the accelerating parallel electric field dependence on radius. under the assumptions that the high-energy emission is dominated by curvature radiation and the geometry (radius of emission and minimum radius of curvature of the magnetic field lines) is determined by the best fitting light curves for each model. We find that light curves from the vacuum field more closely match the observed light curves and multiwavelength constraints, and that the calculated parallel electric field can place additional constraints on the emission geometry

DeCesar, Megan E.↗