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At least 127 records · Page 7

Optimal Estimation Retrievals and Their Uncertainties: What Every Atmospheric Scientist Should Know

Remote sensing instruments are heavily used to provide observations for both the operational and research communities. These sensors do not provide direct observations of the desired atmospheric variables, but instead, retrieval algorithms are necessary to convert the indirect observations into the variable of interest. It is critical to be aware of the underlying assumptions made by many retrieval algorithms, including that the retrieval problem is often ill posed and that there are various sources of uncertainty that need to be treated properly. In short, the retrieval challenge is to invert a set of noisy observations to obtain estimates of atmospheric quantities. The problem is often complicated by imperfect forward models, by imperfect prior knowledge, and by the existence of nonunique solutions. Optimal estimation (OE) is a widely used physical retrieval method that combines measurements, prior information, and the corresponding uncertainties based on Bayes’s theorem to find an optimal solution for the atmospheric state. Furthermore, OE also allows the relative contributions of the different sources of error to the uncertainty in the final retrieved atmospheric state to be understood. Here, we provide a novel Python library to illustrate the use of OE for inverse problems in the atmospheric sciences. We introduce two example problems: how to retrieve drop size distribution parameters from radar observations and how to retrieve the temperature profile from ground-based microwave sensors. Using these examples, we discuss common pitfalls, how the various error sources impact the retrieval, and how the quality of the retrieval results can be quantified.

54 ENVIRONMENTAL SCIENCES↗

Diagnostics: Chapter 8 of the special issue: on the path to tokamak burning plasma operation

This chapter presents the activity conducted by the ITPA topical group (TG) on Diagnostics over about the last 15 years. Following a general introduction of the ITER Diagnostics led by their measurement roles, the document is organized in several subchapters detailing the design support, research and development activity conducted by each of the specialist working groups (WGs) of the TG. Please note that the magnetic diagnostics were supported at the TG without a specific WG. Their status is included in the general introduction. In the following some highlights of the subchapter’s contents are provided. Recent advances in ITER first wall (FW) diagnostics for the measurements of plasma-metallic wall interaction in support of the ITER research plan are reported. An InfraRed imaging Video Bolometer for ITER has been developed and tested on several tokamaks to measure the radiated power loss. A laser-induced breakdown spectroscopy (LIBS) technique which utilizes a pulsed laser beam to ablate locally by forming a crater, will measure local tritium inventory in the FW material. Real-time Residual Gas Analyzers will measure the neutral gas composition in a divertor port and an equatorial port during plasma operation. Due to the full metallic FW environment, the plasma-wall interaction in ITER will face several challenges such as the compromised radiated power and divertor heat flux measurements by reflection. Ray tracing and analysis codes have been developed to eliminate and correct the effects of reflection in the measurements. The characteristics of the reflecting surfaces depending on the roughness and angle of the incidence have been measured by dedicated experiments, and the results were applied to the reflection elimination. For the measurement of the metallic impurity radiation induced by eroded metallic atoms, a vacuum ultraviolet spectrometer has been developed and tested. An extensive thermonuclear diagnostic suite will be required to support the operation of ITER and the planned experimental program for future burning plasma experiments. Due to the harsh environmental conditions, the implementation of diagnostic systems in ITER is a major challenge. These conditions include high levels of neutron and gamma fluxes, neutron heating, particle bombardment. Therefore, the selection and design of diagnostic systems must take into account a number of phenomena previously unseen in diagnostic design. For this reason, the measurement of neutrons and confined or lost fast ions, with particular emphasis on alpha particles, is critical to ITER. The diagnostics associated with these measurements will be important for future plasma-burning experiments at ITER. The high neutron emission and very large plasma size in ITER make neutron diagnostics the main diagnostic method used to measure plasma parameters such as fusion power, fusion power density, ion temperature, energy of fast ions and their spatial distributions in the plasma core. Active spectroscopy techniques are methods where a neutral particle beam is injected into the plasma and information on plasma parameters is extracted from the measurement of line emission resulting from the beam-plasma interaction, either by plasma ions or by beam atoms. Spatial localization is achieved by crossing the beamline and multiple observation lines. The ITER plasma will be a high temperature, moderately dense, fully ionized collisional plasma. The plasma facing surfaces are principally metallic being fashioned from beryllium or tungsten but many other elements, arising from either structural or from operational needs, may enter this plasma. The energy range of the emitted photons range from meV (infra-red) to multi keV (x-rays) and originate from all areas of the plasma volume. The primary role of passive emission diagnostics is to identify what is in the plasma from spectral signatures. Extracting quantitative information from these measurements such as impurity content, ion temperature, rotation, degree of detachment and radiated power depends on calibrated instruments, a physics model of the atomic and molecular processes and plasma transport and an analysis workflow that takes into account environmental effects such as reflections. The particular needs for ITER have prompted a multi-machine, many-year effort to address all these aspects and this chapter reviews the work on diagnostic design, experiments and new analysis techniques. An overview of the laser diagnostics to be implemented on ITER is also provided in this paper. This includes descriptions of the Thomson scattering in the core, edge and divertor regions, polarimetry and interferometry diagnostics used for measuring plasma density and also measurements of helium density in the divertor using Laser Induced Flourescence. Techniques which can allow improvements on current measurements are also addressed in particular expanding poloidal polarimetry measurements to measure field fluctuations and proposed use of dispersion interferometery which has a number of advantages over existing methods. This paper identifies particular areas where further research and testing on existing tokamaks is useful even at this advanced stage to inform the design of diagnostics for ITER. Outstanding areas of concern for the implementation of laser diagnostics, in particular with a view to reliable operation are identified. An overview of the latest developments of microwave diagnostic systems and techniques is given. The primary focus is the contributions for ITER—the next step burning plasma experiment—which is supplemented by describing recent progress of techniques applicable for fusion experiments beyond ITER. The contributions are intentionally kept concise, and are being supplemented by a rich list of references for further studies. Radiation induced effects are receiving continuous and well-deserved attention of the ITER diagnostic community and they are in many cases one of the primary design drivers of the ITER diagnostic systems. The paper summarizes recent progress in this area focusing primarily on the ITER diagnostics but in some cases provides also outlook for the possible solutions for even more demanding radiation environment of fusion reactors beyond ITER. Despite advancements in the area of modeling and simulation of various radiation induced effects, experimental testing in a nuclear environment as close as possible to the target one is still seen as unavoidable for proper qualification of particular diagnostic functional elements. Recent advancement within three diagnostic areas: optical diagnostics, magnetics and bolometers is covered. Encouraging results on qualification of silica glass vacuum window assemblies are presented. In the area of magnetic sensors, progress of irradiation tests performed on ITER in-vessel LTCC inductive sensors is presented with outlook for novel technological approaches to inductive sensors utilizing thick printing and photolithography technologies being highlighted. Summary of advancements in the area of steady state magnetic field sensors based on Hall effect is given. New results of neutron irradiation test of the ITER borosilicate glass inserts for vacuum electrical feedthroughs are summarized finding negligible swelling at target level of neutron fluence. Off-line irradiation tests of fiber optic current sensors for plasma current measurement demonstrated that both for gamma doses up to 5 MGy and a total neutron fluence up to 10 15 cm −2 , radiation induced changes are still compatible with required measurement accuracy on ITER. The ITER bolometers are given as an example how considering radiation effects may influence the diagnostic design. Finally, outlook for future main R&D directions is outlined. All optical and laser-based diagnostics in ITER will be using mirrors to guide plasma radiation toward detectors, cameras and sensors. In the hostile plasma, radiation and particle environment the optical characteristics of diagnostic mirrors will degrade directly affecting the entire performance of involved diagnostic systems. An assessment of factors affecting mirror performance is provided. Among the prime adverse factors are deposition of plasma impurities, sputtering of mirror surface and steam ingress in the vicinity of mirrors. Within the International Tokamak Physics Activity with active support by ITER central team and domestic agencies, the structured research and development (R&D) program on mitigation of risks for diagnostic mirrors is underway. Within this program the mirror material development, the passive mitigation of mirror degradation by using diagnostic ducts and shutters along with an active mirror recovery program comprising the in-situ mirror cleaning and calibration is underway. Recent developments in diagnostic mirror R&D are described in this Chapter along with an example of their implementation of R&D solutions in ITER Infrared Thermography diagnostic. An assessment of still open engineering and physics questions, considerations on mirror risks during an early phase of ITER operation are given along with an overview of diagnostic mirror evolution in the late ITER operation stage toward the demonstration fusion power plant. Several crucial areas of diagnostic R&D outlined in ITER Research Plan are addressed. The basic control groups in a fusion reactor can be broken-down in five categories: (1) plasma position, magnetic configuration, and plasma current control, (2) profile control and confinement optimization, (3) MHD control and suppression, (4) edge dissipation control, radiation and plasma exhaust control and (5) break-down optimization. These categories are coupled via the physics (a control action in one domain will affect the other domains) and via shared actuators (e.g. ECRH for impurity accumulation avoidance, current density distribution control and MHD suppression). Consequently, a supervisory control system should determine the priority of the various control tasks, their couplings, and the interfaces with the safety and interlock system. For the systematic development of the various controllers taking the complexity of the plasma and the control system into account, a model-based approach is required. A short historical overview is given of the developments in systems and control theory and control engineering with special emphasis on those developments that are most relevant for Nuclear Fusion research and operation. An overview is given of the state of the field of fusion plasma control for the control categories. It will be shown how synthetic diagnostics are being developed in ITER and how they are used in diagnostic design and design validation and how they can be in model-based controller synthesis using relatively simple models. In modern control methods, multiple diagnostics are used to constrain relatively simple models. The constrained models provide an estimate for the state. This opens the route to state controllers, such as model predictive control. A major challenge in nuclear fusion research is the coherent combination of data from heterogeneous diagnostics and modeling codes for machine control and safety as well as physics studies. Measured data from different diagnostics often provide information about the same subset of physical parameters. Additionally, information provided by some diagnostics might be needed for the analysis of other diagnostics. A joint analysis of complementary and redundant data allows, e.g. to improve the reliability of parameter estimation, to increase the spatial and temporal resolution of profiles, to obtain synergistic effects, to consider diagnostics interdependencies and to find and resolve data inconsistencies. Physics-based modeling and parameter relationships provide additional information improving the treatment of ill-posed inversion problems. A coherent combination of all kind of available information within a probabilistic framework allows for improved data analysis results. The concept of integrated data analysis (IDA) in the framework of Bayesian probability theory is outlined and contrasted with conventional data analysis. Components of the probabilistic approach are summarized and specific ingredients beneficial for data analysis at fusion devices are discussed.

ITER↗

System identification computational considerations.

System identification methods may be accurately characterized as inverse computational problems. Three approaches to the computational problem are considered. Equation error methods are based on regression analysis techniques. Attention is given to the maximum conditional likelihood estimate and the maximum unconditional likelihood (Bayesian) estimate. Gradient dependent algorithms for solving the minimization problems are discussed, taking into account Gaussian methods, quadratic model methods, and the homogeneous function model method of Jacobson and Oksman. Some advanced methods are also examined.

Bowles, R. L.↗

Scalable Algorithms for Inverse Problems With High-Dimensional Parameter Spaces

Inverse problems, which involve inferring unknown parameters from observed data, present significant computational challenges, especially in large-scale settings with high-dimensional unknown parameters and nonlinear relationships between the unknowns and observations. Bayesian inference provides an approach for addressing these problems, often relying on sequential sampling methods like Markov chain Monte Carlo (MCMC) to approximate the posterior distribution of the parameters. However, MCMC methods become computationally demanding as the dimensionality of the problem increases, particularly in large-scale systems where likelihood evaluations rely on solving partial differential equations (PDEs) on large spatial domains with finely resolved meshes. To overcome these limitations, recent advancements have focused on designing scalable computa tional techniques – for both PDE simulations and sampling strategies – to make Bayesian methods feasible for high-dimensional problems.

97 MATHEMATICS AND COMPUTING↗

Gaussian processes for inferring parton distributions

The extraction of parton distribution functions (PDFs) from experimental or lattice QCD data is an ill-posed inverse problem, where regularization strongly impacts both systematic uncertainties and the reliability of the results. We study a framework based on Gaussian Process Regression (GPR) to reconstruct PDFs from lattice QCD matrix elements. Within a Bayesian framework, Gaussian processes serve as flexible priors that encode uncertainties, correlations, and constraints without imposing rigid functional forms. We investigate a wide range of kernel choices, mean functions, and hyperparameter treatments. We quantify information gained from the data using the Kullback-Leibler divergence. Synthetic data tests demonstrate the consistency and robustness of the method. Our study establishes GPR as a systematic and non-parametric approach to PDF reconstruction, offering controlled uncertainty estimates and reduced model bias in lattice QCD analyses.

hadronic spectroscopy↗

Bayesian sequential optimal experimental design for nonlinear models using policy gradient reinforcement learning

We present a mathematical framework and computational methods for optimally designing a finite sequence of experiments. This sequential optimal experimental design (sOED) problem is formulated as a finite-horizon partially observable Markov decision process (POMDP) under a Bayesian setting and with information-theoretic utilities. The formulation is general and may accommodate continuous random variables, non-Gaussian posteriors, and nonlinear forward models. The sOED design policy incorporates elements of feedback and lookahead simultaneously, and we show it to generalize the commonly-used batch and greedy design strategies. We solve for the sOED policy using the policy gradient (PG) method from reinforcement learning, and provide a derivation for the PG expression in the sOED context. Adopting an actor-critic approach, the policy and value functions are parameterized using deep neural networks and improved via PG estimates produced from simulated episodes of designs and observations. The new PG-sOED algorithm is first validated on a linear-Gaussian benchmark, and then compared against other design baselines on a sensor movement problem for contaminant source inversion in a convection-diffusion field. As a result, we provide explanation for the policy behaviors using knowledge of the underlying physical process.

97 MATHEMATICS AND COMPUTING↗

Goal-oriented a-posteriori estimation of model error as an aid to parameter estimation

In this work, a Bayesian model calibration framework is presented that utilizes goal-oriented a-posterior error estimates in quantities of interest (QoIs) for classes of high-fidelity models characterized by PDEs. It is shown that for a large class of computational models, it is possible to develop a computationally inexpensive procedure for calibrating parameters of high-fidelity models of physical events when the parameters of low-fidelity (surrogate) models are known with acceptable accuracy. The main ingredients in the proposed model calibration scheme are goal-oriented a-posteriori estimates of error in QoIs computed using a so-called lower fidelity model compared to those of an uncalibrated higher fidelity model. The estimates of error in QoIs are used to define likelihood functions in Bayesian inversion analysis. A standard Bayesian approach is employed to compute the posterior distribution of model parameters of high-fidelity models. As applications, parameters in a quasi-linear second-order elliptic boundary-value problem (BVP) are calibrated using a second-order linear elliptic BVP. In a second application, parameters of a tumor growth model involving nonlinear time-dependent PDEs are calibrated using a lower fidelity linear tumor growth model with known parameter values.

A-posterior estimates↗

Confidence set interference with a prior quadratic bound

Neyman's (1937) theory of confidence sets is developed as a replacement for Bayesian interference (BI) and stochastic inversion (SI) when the prior information is a hard quadratic bound. It is recommended that BI and SI be replaced by confidence set interference (CSI) only in certain circumstances. The geomagnetic problem is used to illustrate the general theory of CSI.

Backus, George E.↗

Venus gravity

The anomalous gravity field of Venus shows high correlation with surface features revealed by radar. We extract gravity models from the Doppler tracking data from the Pioneer Venus Orbiter (PVO) by means of a two-step process. In the first step, we solve the nonlinear spacecraft state estimation problem using a Kalman filter-smoother. The Kalman filter was evaluated through simulations. This evaluation and some unusual features of the filter are discussed. In the second step, we perform a geophysical inversion using a linear Bayesian estimator. To allow an unbiased comparison between gravity and topography, we use a simulation technique to smooth and distort the radar topographic data so as to yield maps having the same characteristics as our gravity maps. The maps presented cover 2/3 of the surface of Venus and display the strong topography-gravity correlation previously reported. The topography-gravity scatter plots show two distinct trends.

Reasenberg, Robert D.↗

High-resolution gravity model of Venus

The anomalous gravity field of Venus shows high correlation with surface features revealed by radar. We extract gravity models from the Doppler tracking data from the Pioneer Venus Orbiter by means of a two-step process. In the first step, we solve the nonlinear spacecraft state estimation problem using a Kalman filter-smoother. The Kalman filter has been evaluated through simulations. This evaluation and some unusual features of the filter are discussed. In the second step, we perform a geophysical inversion using a linear Bayesian estimator. To allow an unbiased comparison between gravity and topography, we use a simulation technique to smooth and distort the radar topographic data so as to yield maps having the same characteristics as our gravity maps. The maps presented cover 2/3 of the surface of Venus and display the strong topography-gravity correlation previously reported. The topography-gravity scatter plots show two distinct trends.

Reasenberg, R. D.↗

Guided search for desired functional responses via Bayesian optimization of generative model: Hysteresis loop shape engineering in ferroelectrics

Advances in theoretical modeling across multiple disciplines have yielded generative models capable of high veracity in predicting macroscopic functional responses of materials emerging as a result of complex non-local interactions. Correspondingly, of interest is the inverse problem of finding the model parameter that will yield desired macroscopic responses, such as stress–strain curves, ferroelectric hysteresis loops, etc. Here, we suggest and implement Gaussian process based methods that allow to effectively sample the degenerate parameter space of a complex non-local model to output regions of parameter space which yield desired functionalities. In this work, we discuss the specific adaptation of the acquisition function and sampling function to make the process efficient and balance the efficient exploration of parameter space for multiple possible minima and exploitation to densely sample the regions of interest where target behaviors are optimized. Additionally, this approach is illustrated via the hysteresis loop engineering in ferroelectric materials but can be adapted to other functionalities and generative models.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Adding GPU Support to the Markov Chain Monte Carlo Code Catmip

In geophysics, we are confronted with many under-determined inverse problems. For example, all of our observations of earthquakes are made at the Earth’s surface. So, when we try to infer how slip during an earthquake evolves in space and time, we find that there are many potential slip histories that are consistent with our limited observations and our understanding of earthquake physics. One way to approach these problems is with Bayesian analysis which allows us to infer the ensemble of all potential slip models that satisfy the observations and our prior knowledge of earthquake physics. In Bayesian analysis, our prior knowledge is known as the prior probability density function or prior PDF, the fit to the data is known as the data likelihood, and the target PDF that satisfies both the prior PDF and data likelihood is known as the posterior PDF. However, simulating the posterior PDF typically requires using Markov Chain Monte Carlo (MCMC) to draw tens of billions of random realizations of earthquake slip models, which may not be computationally feasible. To make this and similar geophysical inversions computationally tractable, we developed the Cascading Adaptive Transitional Metropolis In Parallel (CATMIP) algorithm. CATMIP is an efficient parallel Markov Chain Monte Carlo (MCMC) sampler that is used for model fitting and uncertainty quantification in geophysics. Example use cases are earthquake rupture modeling, determining mineral composition on Mars, reconstructing the history of ocean salinity, and historical earthquake relocation. CATMIP employs many parallel instances of the Metropolis algorithm for sampling in a transitioning framework. Transitioning is a process in which a set of random samples at equilibrium with a known probability density function (PDF) are used as seeds for the Markov chains to sample successive target PDFs that incrementally move the distribution from the starting seeds to the final desired PDF that describes the relative plausibility of potential values for the model parameters. The algorithm is implemented as a Master-Worker model employing MPI for communication. The worker processes are loosely coupled with global parameters periodically optimized by the master process. This provides a very high amount of parallelism with little communication between updates. During the presentation we will discuss the history of the algorithm and elaborate the earthquake rupture modeling use case for the CATMIP package. Our first step toward GPU optimization was to optimize the code for the CPU. CPU profiling revealed that most of the compute time is spent in calls to level 2 BLAS routines and calls to GSL random number generators. We revised the algorithm to employ level 3 BLAS routines instead. In our presentation we will describe how this was accomplished. Adding GPU support to CATMIP consisted mostly of replacing the calls to GSL with calls to GPU vendor-provided library routines. A small number of loops were directly implemented in CUDA. In the presentation will provide implementation details. Finally, we will discuss methods for profiling and opportunities for further optimizing GPU execution. By creating a code with the flexibility to run on either a CPU or GPU architecture, CATMIP can be used on systems ranging from large CPU-based HPC environments to single servers with GPU acceleration and everything in between.

HECC↗

Early Inference of Nuclear Technology-Directed Research Activities of Authors from Scientific Publications

Nuclear research articles can provide information about early nuclear proliferation indicators such as influential research entities and technology capability levels of a country, but detection of nuclear activities typically occurs after they have started. We investigate the extent to which nuclear research articles can be used to infer whether a research entity will acquire or develop a nuclear technology before it happens. Early detection of nuclear proliferation or technology development indicators from data is challenging due to partial observability, sparse and unlabeled information, and confounding signals from multiple concurrent activities. This paper presents the early detection problem as a sequential decision-making, goal inference problem, where the objective is to characterize and predict an individual’s, organization’s, or a country’s intent (unobserved goal-directed behavior) towards developing a nuclear capability from partially observed sequences of their research publications, using inverse reinforcement learning and Bayesian goal inference methods. A computational framework is presented, and its application demonstrated using 29,196 Scopus records for a case study related to a civil nuclear capability. The case study results serve as a proof-of-concept demonstration for inference of technology-directed research activity of authors who publish in the nuclear domain. The inference method, combined with advanced computing, may be used to assess and monitor activities pertaining to early developmental stages of a nuclear technology or capability, which in turn can help to identify and prioritize activities with nuclear proliferation potential for further investigation.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

Applications of estimation theory to inverse problems in meteorology

The paper applies iterated and non-iterated extended Kalman filters to solve two practical meteorological inversion problems. Passive microwave satellite soundings are used to infer vertical temperature profiles and cloud parameters. In both cases it is shown that improvements can be obtained over presently used techniques. Finally, the results suggest that modern multivariate nonlinear recursive estimation techniques based in a Bayesian methodology can be a valuable tool in the area of remote sounding of atmospheric parameters.

Gustafson, D. E.↗

Deep Learning for Simultaneous Inference of Hydraulic and Transport Properties

Abstract Identification of a heterogeneous conductivity field and reconstruction of a contaminant release history are key aspects of subsurface remediation. These two goals are achieved by combining model predictions with sparse and noisy hydraulic head and concentration measurements. Solution of this inverse problem is notoriously difficult due to, in part, high dimensionality of the parameter space and high computational cost of repeated forward solves. We use a convolutional adversarial autoencoder (CAAE) to parameterize a heterogeneous non‐Gaussian conductivity field via a low‐dimensional latent representation. A three‐dimensional dense convolutional encoder‐decoder (DenseED) network serves as a forward surrogate of the flow and transport model. The CAAE‐DenseED surrogate is fed into the ensemble smoother with multiple data assimilation (ESMDA) algorithm to sample from the Bayesian posterior distribution of the unknown parameters, forming a CAAE‐DenseED‐ESMDA inversion framework. The resulting CAAE‐DenseED‐ESMDA inversion strategy is used to identify a three‐dimensional contaminant source and conductivity field. A comparison of the inversion results from CAAE‐ESMDA with physical flow and transport simulator and from CAAE‐DenseED‐ESMDA shows that the latter yields accurate reconstruction results at the fraction of the computational cost of the former.

Zhou, Zitong↗

CodEx: A Modular Framework for Joint Temporal De-Blurring and Tomographic Reconstruction

In many computed tomography (CT) imaging applications, it is important to rapidly collect data from an object that is moving or changing with time. Tomographic acquisition is generally assumed to be step-and-shoot, where the object is rotated to each desired angle, and a view is taken. However, step-and-shoot acquisition is slow and can waste photons, so in practice fly-scanning is done where the object is continuously rotated while collecting data. However, this can result in motion-blurred views and consequently reconstructions with severe motion artifacts. In this paper, we introduce CodEx, a modular framework for joint de-blurring and tomographic reconstruction that can effectively invert the motion blur introduced in sparse view fly-scanning. The method is a synergistic combination of a novel acquisition method with a novel non-convex Bayesian reconstruction algorithm. CodEx works by encoding the acquisition with a known binary code that the reconstruction algorithm then inverts. Using a well chosen binary code to encode the measurements can improve the accuracy of the inversion process. The CodEx reconstruction method uses the alternating direction method of multipliers (ADMM) to split the inverse problem into iterative deblurring and reconstruction sub-problems, making reconstruction practical to implement. Here we present reconstruction results on both simulated and binned experimental data to demonstrate the effectiveness of our method.

42 ENGINEERING↗

An adaptive Hessian approximated stochastic gradient MCMC method

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their ability to handle large datasets and the potential to avoid overfitting. Although standard SG-MCMC methods have shown great performance in a variety of problems, they may be inefficient when the random variables in the target posterior densities have scale differences or are highly correlated. Here, we present an adaptive Hessian approximated stochastic gradient MCMC method to incorporate local geometric information while sampling from the posterior. The idea is to apply stochastic approximation (SA) to sequentially update a preconditioning matrix at each iteration. The preconditioner possesses second-order information and can guide the random walk of a sampler efficiently. Instead of computing and saving the full Hessian of the log posterior, we use limited memory of the samples and their stochastic gradients to approximate the inverse Hessian-vector multiplication in the updating formula. Moreover, by smoothly optimizing the preconditioning matrix via SA, our proposed algorithm can asymptotically converge to the target distribution with a controllable bias under mild conditions. To reduce the training and testing computational burden, we adopt a magnitude-based weight pruning method to enforce the sparsity of the network. Our method is user-friendly and demonstrates better learning results compared to standard SG-MCMC updating rules. The approximation of inverse Hessian alleviates storage and computational complexities for large dimensional models. Numerical experiments are performed on several problems, including sampling from 2D correlated distribution, synthetic regression problems, and learning the numerical solutions of heterogeneous elliptic PDE. The numerical results demonstrate great improvement in both the convergence rate and accuracy.

97 MATHEMATICS AND COMPUTING↗

Probabilistic constrained Bayesian inversion for transpiration cooling

Abstract To enable safe operations in applications such as rocket combustion chambers, the materials require cooling to avoid material damage. Here, transpiration cooling is a promising cooling technique. Numerous studies investigate possibilities to simulate and evaluate the complex cooling mechanism. One naturally arising question is the amount of coolant required to ensure a safe operation. To study this, we introduce an approach that determines the posterior probability distribution of the Reynolds number using an inverse problem and constraining the maximum temperature of the system under parameter uncertainties. Mathematically, this chance inequality constraint is dealt with by a generalized polynomial chaos expansion of the system. The posterior distribution will be evaluated by different Markov chain Monte Carlo based methods. A novel method for the constrained case is proposed and tested among others on two‐dimensional transpiration cooling models.

97 MATHEMATICS AND COMPUTING↗