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At least 1,081 records · Page 60

HERON

HERON is a modeling toolset and plugin for RAVEN to accelerate stochastic technoeconomic assessment of the economic viability of various grid-energy system configurations, especially with application to electrical grids and integrated energy systems (IES). The frameworks enabling this toolset are INL's RAVEN and its TEAL plugin. The toolset includes automated RAVEN workflow generation tools for performing stochastic analysis and optimization driven by technoeconomic factors. The workflows generated employ RAVEN for parametric or optimizing study of grid component characteristics, and again for stochastic sampling of regulated and deregulated markets, load, and weather histories. The toolset further provides methods for economically-optimal dispatch of system components given the stochastic samples of market, load, and weather histories. The toolset allows assembling of existing and new models through the RAVEN interface to the Modelica process modeling language.

Talbot, PaulW↗

Scalable hierarchical PDE sampler for generating spatially correlated random fields using nonmatching meshes: Scalable hierarchical PDE sampler using nonmatching meshes

This work describes a domain embedding technique between two nonmatching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is to apply the multilevel Monte Carlo (MLMC) method for the quantification of output uncertainties of PDEs with random input coefficients on general and unstructured computational domains. We propose a highly scalable, hierarchical sampling method to generate realizations of a Gaussian random field on a given unstructured mesh by solving a reaction–diffusion PDE with a stochastic right-hand side. The stochastic PDE is discretized using the mixed finite element method on an embedded domain with a structured mesh, and then, the solution is projected onto the unstructured mesh. This work describes implementation details on how to efficiently transfer data from the structured and unstructured meshes at coarse levels, assuming that this can be done efficiently on the finest level. We investigate the efficiency and parallel scalability of the technique for the scalable generation of Gaussian random fields in three dimensions. An application of the MLMC method is presented for quantifying uncertainties of subsurface flow problems. Here, we demonstrate the scalability of the sampling method with nonmatching mesh embedding, coupled with a parallel forward model problem solver, for large-scale 3D MLMC simulations with up to 1.9·109 unknowns.

97 MATHEMATICS AND COMPUTING↗

Mathematical crew motion disturbance models for spacecraft control system design

Several techniques for modeling the disturbances to a spacecraft's attitude caused by moving crew members are presented. These disturbances can be the largest moments acting on a manned spacecraft, and knowledge of their effect is important in the sizing, design, and analysis/simulation of spacecraft attitude control systems. The modeling techniques are identified as two principal types: deterministic and stochastic. Three techniques of each type are presented. The deterministic models include point-mass motion derivatives and a discussion on dynamic models of moving crew members. The stochastic techniques are highlighted by a Fourier transform method and the representation of long-term crew disturbance activities as outputs from appropriately designed filters. A z-transform technique is developed to obtain a difference-equation form of stochastic models for use on digital computers. An appendix derives spacecraft equations of motion which can be used with many of the models discussed.

Conway, B. A.↗

UQ Toolkit v. 3.0

The Uncertainty Quantification (UQ) Toolkit is a software library for the characterization and propagation of uncertainties in computational models. This library provides Bayesian inference tools to infer uncertain model parameters, Bayesian compressive sensing methods for discovering sparse representations of high-dimensional input-output response surfaces, methods for constructing Karhunen-Loève representations of stochastic processes, and global sensitivity analysis tools used to compute Sobol indices in order to characterize the importance of uncertain inputs or the interactions between them. The basis for many of these methods relies on representing random variables with Polynomial Chaos expansions (PCEs). This library implements several spectral basis function types (e.g. Hermite basis functions in terms of Gaussian random variables or Legendre basis functions in terms of uniform random variables) that can be used to represent random variables with PCEs. For the propagation of uncertainty, tools are provided to propagate PCEs that describe the input uncertainty through the computational model using either intrusive methods (Galerkin projection of equations onto basis functions) or non-intrusive methods (perform deterministic operation at sampled values of the random values and project the obtained results onto basis functions).

Sargsyan, Khachik↗

Systems of Semilinear Parabolic Variational Inequalities with Time-Dependent Convex Obstacles

We consider a system of seminlinear parabolic variational inequalities with time-dependent convex obstacles. We prove the existence and uniqueness of its solution. We also provide a stochastic representation of the solution and show that it can be approximated by the penalization method. Our proofs are based upon probabilistic methods from the theory of Markov processes and the theory of backward stochastic differential equations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Extension of moment projection method to the fragmentation process

The method of moments is a simple but efficient method of solving the population balance equation which describes particle dynamics. Recently, the moment projection method (MPM) was proposed and validated for particle inception, coagulation, growth and, more importantly, shrinkage; here the method is extended to include the fragmentation process. The performance of MPM is tested for 13 different test cases for different fragmentation kernels, fragment distribution functions and initial conditions. Comparisons are made with the quadrature method of moments (QMOM), hybrid method of moments (HMOM) and a high-precision stochastic solution calculated using the established direct simulation algorithm (DSA) and advantages of MPM are drawn.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Bias in Dynamic Monte Carlo Alpha Calculations

A 1/N bias in the estimate of the neutron time-constant (commonly denoted as α) has been seen in dynamic neutronic calculations performed with MCATK. In this paper we show that the bias is most likely caused by taking the logarithm of a stochastic quantity. We also investigate the known bias due to the particle population control method used in MCATK. We conclude that this bias due to the particle population control method is negligible compared to other sources of bias.

42 ENGINEERING↗

The clustering of DESI-like luminous red galaxies using photometric redshifts

ABSTRACT We present measurements of the redshift-dependent clustering of a DESI-like luminous red galaxy (LRG) sample selected from the Legacy Survey imaging data set, and use the halo occupation distribution (HOD) framework to fit the clustering signal. The photometric LRG sample in this study contains 2.7 million objects over the redshift range of 0.4 < z < 0.9 over 5655 deg2. We have developed new photometric redshift (photo-z) estimates using the Legacy Survey DECam and WISE photometry, with σNMAD = 0.02 precision for LRGs. We compute the projected correlation function using new methods that maximize signal-to-noise ratio while incorporating redshift uncertainties. We present a novel algorithm for dividing irregular survey geometries into equal-area patches for jackknife resampling. For a five-parameter HOD model fit using the MultiDark halo catalogue, we find that there is little evolution in HOD parameters except at the highest redshifts. The inferred large-scale structure bias is largely consistent with constant clustering amplitude over time. In an appendix, we explore limitations of Markov chain Monte Carlo fitting using stochastic likelihood estimates resulting from applying HOD methods to N-body catalogues, and present a new technique for finding best-fitting parameters in this situation. Accompanying this paper, we have released the Photometric Redshifts for the Legacy Surveys catalogue of photo-z’s obtained by applying the methods used in this work to the full Legacy Survey Data Release 8 data set. This catalogue provides accurate photometric redshifts for objects with z < 21 over more than 16 000 deg2 of sky.

79 ASTRONOMY AND ASTROPHYSICS↗

Detection of chaotic determinism in time series from randomly forced maps

Time series from biological system often display fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". Despite this effort, it has been difficult to establish the presence of chaos in time series from biological sytems. The output from a biological system is probably the result of both its internal dynamics, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes, i.e., a positive characteristic exponent that leads to sensitivity to initial conditions. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

Non-NASA Center↗

ANALYZING STAR CLUSTER POPULATIONS WITH STOCHASTIC MODELS: THE HUBBLE SPACE TELESCOPE/WIDE FIELD CAMERA 3 SAMPLE OF CLUSTERS IN M83

The majority of clusters in the universe have masses well below 10{sup 5} M{sub Sun }. Hence, their integrated fluxes and colors can be affected by the presence or absence of a few bright stars introduced by stochastic sampling of the stellar mass function. Specific methods are being developed to extend the analysis of cluster energy distributions into the low-mass regime. In this paper, we apply such a method to real observations of star clusters, in the nearby spiral galaxy M83. We reassess the ages and masses of a sample of 1242 clusters for which UBVIH{alpha} fluxes were obtained from observations with the Wide Field Camera 3 instrument on board the Hubble Space Telescope. Synthetic clusters with known properties are used to characterize the limitations of the method (valid range and resolution in age and mass, method artifacts). The ensemble of color predictions of the discrete cluster models are in good agreement with the distribution of observed colors. We emphasize the important role of the H{alpha} data in the assessment of the fraction of young objects, particularly in breaking the age-extinction degeneracy that hampers an analysis based on UBVI data only. We find the mass distribution of the cluster sample to follow a power law of index -2.1 {+-} 0.2, and the distribution of ages a power law of index -1.0 {+-} 0.2 for log (M/ M{sub Sun }) > 3.5, and ages between 10{sup 7} and 10{sup 9} yr. An extension of our main method, which makes full use of the probability distributions of age and mass obtained for the individual clusters of the sample, is explored. It produces similar power-law slopes and will deserve further investigation. Although the properties derived for individual clusters significantly differ from those obtained with traditional, non-stochastic models in about 30% of the objects, the first-order aspect of the age and mass distributions is similar to those obtained previously for this M83 sample in the range of overlap of the studies. We extend the power-law description to lower masses with better mass and age resolution and without most of the artifacts produced by the classical method.

79 ASTRONOMY AND ASTROPHYSICS↗

Analysis of Monte Carlo accelerated iterative methods for sparse linear systems: Analysis of Monte Carlo accelerated iterative methods for sparse linear systems

Here, we consider hybrid deterministic-stochastic iterative algorithms for the solution of large, sparse linear systems. Starting from a convergent splitting of the coefficient matrix, we analyze various types of Monte Carlo acceleration schemes applied to the original preconditioned Richardson (stationary) iteration. We expect that these methods will have considerable potential for resiliency to faults when implemented on massively parallel machines. We also establish sufficient conditions for the convergence of the hybrid schemes, and we investigate different types of preconditioners including sparse approximate inverses. Numerical experiments on linear systems arising from the discretization of partial differential equations are presented.

97 MATHEMATICS AND COMPUTING↗

Large Deviations and Importance Sampling for Systems of Slow-Fast Motion

In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and fast motion with small noise in the slow component. We assume periodicity with respect to the fast component. Depending on the interaction of the fast scale with the smallness of the noise, we get different behavior. We examine how one range of interaction differs from the other one both for the large deviations and for the importance sampling. We use the large deviations results to identify asymptotically optimal importance sampling schemes in each case. Standard Monte Carlo schemes perform poorly in the small noise limit. In the presence of multiscale aspects one faces additional difficulties and straightforward adaptation of importance sampling schemes for standard small noise diffusions will not produce efficient schemes. It turns out that one has to consider the so called cell problem from the homogenization theory for Hamilton-Jacobi-Bellman equations in order to guarantee asymptotic optimality. We use stochastic control arguments.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Decomposing causality into its synergistic, unique, and redundant components

Causality lies at the heart of scientific inquiry, serving as the fundamental basis for understanding interactions among variables in physical systems. Despite its central role, current methods for causal inference face significant challenges due to nonlinear dependencies, stochastic interactions, self-causation, collider effects, and influences from exogenous factors, among others. While existing methods can effectively address some of these challenges, no single approach has successfully integrated all these aspects. Here, we address these challenges with SURD: Synergistic-Unique-Redundant Decomposition of causality. SURD quantifies causality as the increments of redundant, unique, and synergistic information gained about future events from past observations. The formulation is non-intrusive and applicable to both computational and experimental investigations, even when samples are scarce. We benchmark SURD in scenarios that pose significant challenges for causal inference and demonstrate that it offers a more reliable quantification of causality compared to previous methods.

applied mathematics↗

A Stochastic Cratering Model for Asteroid Surfaces

The observed cratering records on asteroid surfaces (four so far: Gaspra, Ida, Mathilde, and Eros [1-4]) provide us with important clues to their past bombardment histories. Previous efforts toward interpreting these records have led to two basic modeling styles for reproducing the statistics of the observed crater populations. The first, and most direct, method is to use Monte Carlo techniques [5] to stochastically populate a matrix-model test surface with craters as a function of time [6,7]. The second method is to use a more general, parameterized approach to duplicate the statistics of the observed crater population [8,9]. In both methods, several factors must be included beyond the simple superposing of circular features: (1) crater erosion by subsequent impacts, (2) infilling of craters by impact ejecta, and (3) crater degradation and era- sure due to the seismic effects of subsequent impacts. Here we present an updated Monte Carlo (stochastic) modeling approach, designed specifically with small- to medium-sized asteroids in mind.

Richardson, J. E.↗

Function Preserving Projection

With function preserving projection (FPP), we aim to address high-dimensional data exploration challenges common in many scientific applications. Instead of preserving the global or local geometric structure of a dataset like traditional dimensionality reduction methods (e.g., principal component analysis, t-stochastic neighborhood embedding), the proposed approach finds a linear projection that reveal interpretable (yet potentially nonlinear) pattern of the properties of interests defined on a highdimensional domain (e.g., simulation yield defined on the input parameter space). The key insight driving FPP is the fact that while non-linear embeddings are difficult to interpret, humans are highly skilled in understanding complex visual patterns. FPP lets users select the complexity of a pattern they consider interpretable, allows to find a joint projection that explains multiple functions, and provides a confidence statistic (akin to a p-value) indicating how salient the resulting pattern is. We demonstrate the efficacy of the proposed method on several synthetic and scientific datasets for both continuous (regression) and discrete (classification) problems of interests and illustrate the scalability of FPP by finding an optimal projection for close to 40 gigabytes in around 10 minutes.

Liu, SHUSEN↗

Training and Research on Probabilistic Hydro-Thermo-Mechanical Modeling of Carbon Dioxide Geological Sequestration in Fractured Porous Rocks

Colorado School of Mines conducted research and training in the development and validation of an advanced CO 2 GS (Geological Sequestration) probabilistic simulation and risk assessment model. CO 2 GS simulation and risk assessment is used to develop advanced numerical simulation models of the subsurface to forecast CO 2 behavior and transport; optimize site operational practices; ensure site safety; and refine site monitoring, verification, and accounting efforts. As simulation models are refined with new data, the uncertainty surrounding the identified risks decrease, thereby providing more accurate risk assessment. The models considered the full coupling of multiple physical processes (geomechanical and fluid flow) and describe the effects of stochastic hydro-mechanical (H-M) parameters on the modeling of CO 2 flow and transport in fractured porous rocks. Graduate students were involved in the development and validation of the model that can be used to predict the fate, movement, and storage of CO 2 in subsurface formations, and to evaluate the risk of potential leakage to the atmosphere and underground aquifers. The main major contributions from the project include the development of: 1) an improved procedure to rigorously couple the simulations of hydro-thermo-mechanical (H-M) processes involved in CO 2 GS; 2) models for the hydro-mechanical behavior of fractured porous rocks with random fracture patterns; and 3) probabilistic methods to account for the effects of stochastic fluid flow and geomechanical properties on flow, transport, storage and leakage associated with CO 2 GS. The research project provided the means to educate and train graduate students in the science and technology of CO 2 GS, with a focus on geologic storage. Specifically, the training included the investigation of an advanced CO 2 GS simulation and risk assessment model that can be used to predict the fate, movement, and storage of CO 2 in underground formations, and the evaluation of the risk of potential CO 2 leakage to the atmosphere and underground aquifers.

54 ENVIRONMENTAL SCIENCES↗

Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo (KMC). Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-“coupled”- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that the new coupled process depends on the targeted observables, e.g., coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore, the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz–Kalos–Lebowitz algorithm's philosophy, where events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption, and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach. We also provide a complete implementation of the proposed sensitivity analysis algorithms, including various spatial KMC examples, in a supplementary MATLAB source code.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗