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At least 937 records · Page 52
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

An introduction to financial option pricing on a qudit-based quantum computer

The financial sector is anticipated to be one of the first industries to benefit from the increased computational power of quantum computers, in areas such as portfolio optimisation and risk management to financial derivative pricing. Financial mathematics, and derivative pricing in particular, are not areas quantum physicists are traditionally trained in despite the fact that they often have the raw technical skills needed to understand such topics. On the other hand, most quantum algorithms have largely focused on qubits, which are comprised of two discrete states, as the information carriers. However, discrete higher-dimensional qudits, in addition to possibly possessing increased noise robustness and allowing for novel error correction protocols in certain hardware implementations, also have logarithmically greater information storage and processing capacity. In the current NISQ era of quantum computing, a wide array of hardware paradigms are still being studied and any potential advantage a platform offers is worth exploring. Here we introduce the basic concepts behind financial derivatives for the unfamiliar enthusiast as well as outline in great detail the quantum algorithm routines needed to price a European option, the simplest derivative. This is done within the context of a quantum computer comprised of qudits and employing the natural higher-dimensional analogue of a qubit-based pricing algorithm with its various subroutines. From these pieces, one should relatively easily be able to tailor the scheme to more complex, realistic financial derivatives. Finally, the entire stack is numerically simulated with the results demonstrating how the qudit-based scheme's payoff quickly approaches that of both a similarly-resourced classical computer as well as the true payoff, within error, for a modest increase in qudit dimension.

Bornman, Nicholas↗
DOE OSTI2024

Third-integer Resonant Extraction Regulation System for Mu2e

A third-integer resonant slow extraction system is being developed for Fermilab's Delivery Ring to deliver protons to the upcoming Mu2e experiment. The timescale of the extraction (or spill) duration is 43 milliseconds, which is extremely short and unprecedented. Additionally, the experiment's strict and challenging requirements on the quality of the spill at this time scale has led to the development of a new Spill Regulation System (SRS) design. The SRS primarily consists of three components - slow regulation, fast regulation, and harmonic content suppressor. Contributions to the first two components of the SRS, i.e., Slow Regulation and Fast Regulation subsystems, will be presented in which new adaptive learning algorithm schemes for the slow regulation of the spill -- validated using particle tracking simulations -- shall be described. In addition to these novel methods for the enhancement of the spill regulation system, results of employing Machine Learning in enhancing the performance of the resonant extraction are also presented. At the forefront of applying ML techniques to solve non-linear accelerator control problems, this work includes optimizing the PID gains as well as the replacement of the traditional PID controller using Recurrent Neural Networks and Gated Recurrent Unit (GRU) ML models to achieve efficiencies greater than a PID controller. Cutting-edge on-going Reinforcement Learning efforts, including an actor-critic family of learning algorithms, to regulate the spill rate will be reviewed, as well as present analytical calculations pertaining the transit time of particles in a third-integer resonant extraction. Detailed numerical investigations and validations of such calculations, the model of which could be exported and reliably used in future analytical modeling of any resonant extraction, are discussed.

43 PARTICLE ACCELERATORS↗
DOE OSTI2021

Beyond Taylor’s hypothesis: a novel volumetric reconstruction of velocity and density fields for variable‑density and shear flows

Abstract This work presents a novel numerical procedure for reconstructing volumetric density and velocity fields from planar laser-induced fluorescence (PLIF) and stereoscopic particle image velocimetry (SPIV) data. This new method is theoretically and practically demonstrated to provide more accurate 3D vortical structures and density fields in high shear flows than reconstruction methods based on the mean convective velocity. While Taylor’s hypothesis of frozen turbulence is commonly applied by using the local mean streamwise velocity, the proposed algorithm uses the measured local instantaneous velocity for data convection. It consists of a step-by-step reconstruction based on a mixed Lagrangian–Eulerian solver that includes the 3D interpolation of scattered flow data and that relaxes the Taylor’s hypothesis by iterative enforcement of the incompressibility constraint on the velocity field. This methodology provides 3D fields with temporal resolution, spatial resolution, and accuracy comparable to that of real 3D snapshots, thus providing a practical alternative to tomographic measurements. The procedure is validated using numerical data of the constant-density channel flow available on the Johns Hopkins University Turbulence Database (JHTDB), showing the accurate reconstruction of the 3D velocity field. The algorithm is applied to an experimental dataset of PLIF and SPIV measurements of a variable-density jet flow, demonstrating its capability to provide 3D velocity and density fields that are more consistent with the Navier–Stokes equations compared to the mean flow convective method. Graphic abstract

42 ENGINEERING↗
DOE OSTI2024

Aerial drone fleet deployment optimization with endogenous battery replacements for direct delivery of time-sensitive products

Aerial drones offer a distinct potential to reduce the delivery time and energy consumption for the delivery of time-sensitive and small products. However, there is still a need in the relevant industry to understand the performance of drone-based delivery under different business needs and drone operating conditions. We studied a drone deployment optimization problem for direct delivery of time-sensitive products with release dates to customers maintaining a specified time window. This paper presents a new mixed-integer programming model, new valid inequalities, a new greedy heuristic algorithm, and a Genetic algorithm to help business owners optimally schedule and route their drone fleet minimizing the required fleet size, the required number of additional batteries, and total energy consumption. A realistic feature of the optimization method is that instead of replacing the drone battery after each return to the depot, it keeps track of the remaining energy in the drone battery and decides on battery replacements accounting for the drone routing and the user-specified minimum required battery energy. Numerical results based on real data from drone flight tests and prepared food delivery industry provide insights into the effect of different practical drone operating parameters on the required fleet size, the required number of battery replacements, and energy consumption. Here, results demonstrate that the proposed heuristic algorithm substantially outperforms the accelerated CPLEX in runtime while sacrificing the solution quality by a small amount. Additionally, results show that using a mixed fleet of hexacopter and quadcopter drones reduces the total energy consumption by 48.52% compared to using a homogeneous fleet of only hexacopters.

Drone energy consumption↗
DOE OSTI2025

Ansatz-Free Hamiltonian Learning with Heisenberg-Limited Scaling

Learning the unknown interactions that govern a quantum system is crucial for quantum information processing, device benchmarking, and quantum sensing. The problem, known as Hamiltonian learning, is well understood under the assumption that interactions are local, but this assumption may not hold for arbitrary Hamiltonians. Previous methods all require high-order inverse polynomial dependency with precision, unable to surpass the standard quantum limit and reach the gold-standard Heisenberg-limited scaling. Whether Heisenberg-limited Hamiltonian learning is possible without prior assumptions about the interaction structures, a challenge we term ansatz-free Hamiltonian learning , remains an open question. In this work, we present a quantum algorithm to learn arbitrary sparse Hamiltonians without any structure constraints using only black-box queries of the system’s real-time evolution and minimal digital controls to attain Heisenberg-limited scaling in estimation error. Our method is also resilient to state-preparation-and-measurement errors, enhancing its practical feasibility. We numerically demonstrate our ansatz-free protocol for learning physical Hamiltonians and validating analog quantum simulations, benchmarking our performance against the state-of-the-art Heisenberg-limited learning approach. Moreover, we establish a fundamental trade-off between total evolution time and quantum control on learning arbitrary interactions, revealing the intrinsic interplay between controllability and total evolution-time complexity for any learning algorithm. These results pave the way for further exploration into Heisenberg-limited Hamiltonian learning in complex quantum systems under minimal assumptions, potentially enabling new benchmarking and verification protocols.

machine learning↗
DOE OSTI2020

Can machine learning improve the model representation of turbulent kinetic energy dissipation rate in the boundary layer for complex terrain?

Current turbulence parameterizations in numerical weather prediction models at the mesoscale assume a local equilibrium between production and dissipation of turbulence. As this assumption does not hold at fine horizontal resolutions, improved ways to represent turbulent kinetic energy (TKE) dissipation rate (ϵ) are needed. Here, we use a 6-week data set of turbulence measurements from 184 sonic anemometers in complex terrain at the Perdigão field campaign to suggest improved representations of dissipation rate. First, we demonstrate that the widely used Mellor, Yamada, Nakanishi, and Niino (MYNN) parameterization of TKE dissipation rate leads to a large inaccuracy and bias in the representation of ϵ. Next, we assess the potential of machine-learning techniques to predict TKE dissipation rate from a set of atmospheric and terrain-related features. We train and test several machine-learning algorithms using the data at Perdigão, and we find that the models eliminate the bias MYNN currently shows in representing ϵ, while also reducing the average error by up to almost 40 %. Of all the variables included in the algorithms, TKE is the variable responsible for most of the variability of ϵ, and a strong positive correlation exists between the two. These results suggest further consideration of machine-learning techniques to enhance parameterizations of turbulence in numerical weather prediction models.

58 GEOSCIENCES↗
DOE OSTI2025

Estimating QSVT angles for matrix inversion with large condition numbers

Quantum Singular Value Transformation (QSVT) is a state-of-the-art, near-optimal quantum algorithm that can be used for matrix inversion. The QSVT circuit is parameterized by a sequence of angles that must be pre-calculated classically, with the number of angles increasing as the matrix condition number grows. Computing QSVT angles for ill-conditioned problems is a numerically challenging task. Here, we propose a numerical technique for estimating QSVT angles for large condition numbers. This technique allows one to avoid expensive numerical computations of QSVT angles and to emulate QSVT circuits for solving ill-conditioned problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Fixed-angle conjectures for the quantum approximate optimization algorithm on regular MaxCut graphs

The quantum approximate optimization algorithm (QAOA) is a near-term combinatorial optimization algorithm suitable for noisy quantum devices. However, little is known about performance guarantees for p > 2. A recent work computing MaxCut performance guarantees for 3-regular graphs conjectures that any d-regular graph evaluated at particular fixed angles has an approximation ratio greater than some worst-case guarantee. In this work, we provide numerical evidence for this fixed angle conjecture for p < 12. We compute and provide these angles via numerical optimization and tensor networks. These fixed angles serve for an optimization-free version of QAOA and have universally good performance on any 3-regular graph. Heuristic evidence is presented for the fixed angle conjecture on graph ensembles, which suggests that these fixed angles are "close" to global optimum. Under the fixed angle conjecture, QAOA has a larger performance guarantee than the Goemans Williamson algorithm on 3-regular graphs for p >= 11.

Wurtz, Jonathan↗
DOE OSTI2024

R-Adaptivity to Enable Compression of Elementary Computations in Extreme-Scale Finite Element Simulators

Modern computing systems are capable of exascale calculations, which are revolutionizing the development and application of high-fidelity numerical models in computational science and engineering. While these systems continue to grow in processing power, the available system memory has not increased commensurately, and electrical power consumption continues to grow. A predominant approach to limit the memory usage in large-scale applications is to exploit the abundant processing power and continually recompute many low-level simulation quantities, rather than storing them. However, this approach can adversely impact the throughput of the simulation and diminish the benefits of modern computing architectures. We present three novel contributions to reduce the memory burden while maintaining, and sometimes improving, performance in simulations based on finite element discretizations. The first contribution develops dictionary-based data compression schemes that detect and exploit the structure of the discretization, due to redundancies across the finite element mesh. While these schemes are shown to reduce memory requirements by more than 99% on meshes with large numbers of identical mesh cells, there are applications where this structure does not exist. The second contribution leverages a recently developed augmented Lagrangian optimization algorithm to enable r-adaptivity for meshes with the goal of enhancing the redundancies in the mesh. The third contribution extends these methods to patch-based linear solvers and preconditioners by compressing local matrices. Numerical results demonstrate the effectiveness of the proposed methods to detect, enhance and exploit mesh structure on a suite of examples inspired by large-scale applications.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

malbacR: A Package for Standardized Implementation of Batch Correction Methods for Omics Data

Mass spectrometry is a powerful tool for identifying and analyzing small molecules, such as metabolites and lipids, in com-plex biological samples. Liquid chromatography and gas chromatography mass spectrometry studies quite commonly in-volve large numbers of samples, which can require significant time for sample preparation and analyses. To accommodate such studies, the samples are commonly split into batches. Inevitably, variations in sample handling, temperature fluctua-tion, imprecise timing, column degradation and other factors result in systematic errors or biases of the measured abundances between the batches. Numerous methods are available via R packages to assist with batch correction for small molecule om-ics data; however, since these methods were developed by different research teams, the algorithms are available in separate R packages, each with different data input and output formats. We introduce the malbacR package which consolidates eleven common batch effect correction methods for small molecule omics data into one place so users can easily implement and compare: pareto scaling, power scaling, range scaling, ComBat, EigenMS, NOMIS, RUV-random, QC-RLSC, WaveI-CA2.0, TIGER, and SERRF. The malbacR package standardizes data input and output formats across these batch correction methods. The package works in conjunction with the pmartR package, allowing users to seamlessly include batch effect cor-rection in a pmartR workflow without needing any additional data manipulation.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2024

Multiparticle interpolating operators in quantum field theories with cubic symmetry

Numerical studies of lattice quantum field theories are conducted in finite spatial volumes, typically with cubic symmetry in the spatial coordinates. Motivated by these studies, this work presents a general algorithm to construct multiparticle interpolating operators for quantum field theories with cubic symmetry. The algorithm automates the block diagonalization required to combine multiple operators of definite linear momentum into irreducible representations of the appropriate little group. Examples are given for distinguishable and indistinguishable particles including cases with both zero and nonzero spin.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2024

Feedback Optimization of Incentives for Distribution Grid Services

Energy prices and net power injection limitations regulate the operations in distribution grids and typically ensure that operational constraints are met. Nevertheless, unexpected or prolonged abnormal events could undermine the grid's functioning. During contingencies, customers could contribute effectively to sustaining the network by providing services. Herein this paper proposes an incentive mechanism that promotes users' active participation by essentially altering the energy pricing rule. The incentives are modeled via a linear function whose parameters can be computed by the system operator (SO) by solving an optimization problem. Feedback-based optimization algorithms are then proposed to seek optimal incentives by leveraging measurements from the grid, even in the case when the SO does not have a full grid and customer information. Numerical simulations on a standard testbed validate the proposed approach.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2022

Adversarial Sampling-Based Motion Planning

In this report there are many scenarios in which a mobile agent may not want its path to be predictable. Examples include preserving privacy or confusing an adversary. However, this desire for deception can conflict with the need for a low path cost. Optimal plans such as those produced by RRT* may have low path cost, but their optimality makes them predictable. Similarly, a deceptive path that features numerous zig-zags may take too long to reach the goal. We address this trade-off by drawing inspiration from adversarial machine learning. We propose a new planning algorithm, which we title Adversarial RRT*. Adversarial RRT* attempts to deceive machine learning classifiers by incorporating a predicted measure of deception into the planner cost function. Adversarial RRT* considers both path cost and a measure of predicted deceptiveness in order to produce a trajectory with low path cost that still has deceptive properties. We demonstrate the performance of Adversarial RRT*, with two measures of deception, using a simulated Dubins vehicle. We show how Adversarial RRT* can decrease cumulative RNN accuracy across paths to 10%, compared to 46% cumulative accuracy on near-optimal RRT* paths, while keeping path length within 16% of optimal. We also present an example demonstration where the Adversarial RRT* planner attempts to safely deliver a high value package while an adversary observes the path and tries to intercept the package.

42 ENGINEERING↗
DOE OSTI2021

Enabling Computation on Sensitive Data in International Safeguards with Privacy-Preserving Encryption Techniques

Privacy-preserving machine learning is a field of study that explores how to protect and preserve the privacy of sensitive data while allowing the data to be used by machine learning algorithms. This field has had substantial industry investment due to heightened concerns about privacy in the technology industry, with a focus in two broad application areas: financial services and healthcare. Numerous privacy-preserving methods have also been proposed for international safeguards, but they have been difficult to enact because the data they require is con- sidered sensitive or proprietary by the nuclear facility operator. This work examines how current privacy-preserving approaches might be used to enable the International Atomic Energy Agency (IAEA) to use that data to contribute to a safeguards conclusion about a state while giving nuclear operators confidence that their sensitive data is adequately protected. This paper begins by exploring several broad categories of privacy-preserving techniques including homomorphic encryption, secure multiparty computation, secure enclaves, and zero-knowledge proofs. Then we discuss some of the security considerations related to using these methods, potential use cases, and a conceptual system design for applying privacy-preserving methods in international safeguards.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗
DOE OSTI2021

Efficient numerical integration of thermal interaction rates

In many problems in particle cosmology, interaction rates are dominated by 2 ↔ 2 scatterings, or get a substantial contribution from them, given that 1 ↔ 2 and 1 ↔ 3 reactions are phase-space suppressed. We describe an algorithm to represent, regularize, and evaluate a class of thermal 2 ↔ 2 and 1 ↔ 3 interaction rates for general momenta, masses, chemical potentials, and helicity projections. A key ingredient is an automated inclusion of virtual corrections to 1 ↔ 2 scatterings, which eliminate logarithmic and double-logarithmic IR divergences from the real 2 ↔ 2 and 1 ↔ 3 processes. We also review thermal and chemical potential induced contributions that require resummation if plasma particles are ultrarelativistic.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2024

Enhancing Photosynthesis Simulation Performance in ESMs with Machine Learning-Assisted Solvers

When simulating vegetation dynamics, photosynthesis accounts for a large fraction of the computational cost in most Earth System Models (ESMs). This is largely since photosynthesis is represented as a system of nonlinear equations, and the solution requires the use of an initial guess followed by many iterations of the numerical solver to obtain a solution. We use machine learning (ML) to replicate the response surface of the model’s numerical solver to improve the choice of initial guess, therefore requiring fewer iterations to obtain a final solution. We implemented this test on the leaf-level calculations as well as at the canopy scale, and for both we observed fewer iterations of the photosynthesis solver when a ML-based initial guess was implemented. The model tested here is the Energy Exascale Earth System Model - Land Model (ELM). The ML-based algorithms used here are trained on simulations from the model itself and used only to improve the initial guess for the solver; therefore, the model maintains its own set of physics to obtain the final solution. This work shows novel ways to utilize ML-based methods to improve the performance of numerical solvers in ESMs.

Massoud, Elias [ORNL] (ORCID:0000000217725361)↗
DOE OSTI2021

Exactly unitary discrete representations of the metaplectic transform for linear-time algorithms

The metaplectic transform (MT), a generalization of the Fourier transform sometimes called the linear canonical transform, is a tool used ubiquitously in modern optics, for example, when calculating the transformations of light beams in paraxial optical systems. The MT is also an essential ingredient of the geometrical-optics modeling of caustics that we recently proposed. In particular, this application relies on the near-identity MT (NIMT); however, the NIMT approximation used so far is not exactly unitary and leads to numerical instability. Here, we develop a discrete MT that is exactly unitary, and approximate it to obtain a discrete NIMT that is also unitary and can be computed in linear time. We prove that the discrete NIMT converges to the discrete MT when iterated, thereby allowing the NIMT to compute MTs that are not necessarily near-identity. Finally, we then demonstrate the new algorithms with a series of examples.

47 OTHER INSTRUMENTATION↗
DOE OSTI2024

On the practical usefulness of the Hardware Efficient Ansatz

Variational Quantum Algorithms (VQAs) and Quantum Machine Learning (QML) models train a parametrized quantum circuit to solve a given learning task. The success of these algorithms greatly hinges on appropriately choosing an ansatz for the quantum circuit. Perhaps one of the most famous ansatzes is the one-dimensional layered Hardware Efficient Ansatz (HEA), which seeks to minimize the effect of hardware noise by using native gates and connectives. The use of this HEA has generated a certain ambivalence arising from the fact that while it suffers from barren plateaus at long depths, it can also avoid them at shallow ones. In this work, we attempt to determine whether one should, or should not, use a HEA. We rigorously identify scenarios where shallow HEAs should likely be avoided (e.g., VQA or QML tasks with data satisfying a volume law of entanglement). More importantly, we identify a Goldilocks scenario where shallow HEAs could achieve a quantum speedup: QML tasks with data satisfying an area law of entanglement. We provide examples for such scenario (such as Gaussian diagonal ensemble random Hamiltonian discrimination), and we show that in these cases a shallow HEA is always trainable and that there exists an anti-concentration of loss function values. Our work highlights the crucial role that input states play in the trainability of a parametrized quantum circuit, a phenomenon that is verified in our numerics.

97 MATHEMATICS AND COMPUTING↗