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DOE OSTI2023

Stochastic Framework for Optimal Control of Planetary Reentry Trajectories Under Multilevel Uncertainties

We present a novel stochastic optimal control framework that accounts for various types of uncertainties, with application to reentry trajectory planning. The formulation of the optimal trajectory control problem is presented in the context of an indirect method where a functional objective associated with the terminal vehicle speed is to be minimized. Uncertain input parameters in the optimal trajectory control model, including aerodynamic parameters and initial and terminal conditions, are modeled as aleatory random variables, while the statistical parameters of these aleatory distributions are themselves random variables. The parametric and model uncertainties are simultaneously propagated through an extended polynomial chaos expansion (EPCE) formalism. Several metrics are described to evaluate response statistics and presented as insightful tools for robust decision making. Specifically, the response probability density function (PDF) reflecting influence of both epistemic and aleatory uncertainties is obtained. By sampling over the random variables representing model error, an ensemble of response PDFs is generated and the associated failure probability is estimated as a random variable with its own polynomial chaos expansion. Besides, the sensitivity index functions of response PDF with respect to the statistical parameters are evaluated. Coupling parametric and model uncertainties within the EPCE framework leads to a robust and efficient paradigm for multilevel uncertainty propagation and PDF characterization in general optimal control problems.

Engineering↗

DOE OSTI2024

Characterization of a SiPM-based monolithic neutron scatter camera using dark counts

The Single Volume Scatter Camera (SVSC) Collaboration aims to develop portable neutron imaging systems for a variety of applications in nuclear non-proliferation. Conventional double-scatter neutron imagers are composed of several separate detector volumes organized in at least two planes. A neutron must scatter in two of these detector volumes for its initial trajectory to be reconstructed. As such, these systems typically have a large footprint and poor geometric efficiency. We report on the design and characterization of a prototype monolithic neutron scatter camera that is intended to significantly improve upon the geometrical shortcomings of conventional neutron cameras. The detector consists of a 50 mm×56 mm× 60 mm monolithic block of EJ-204 plastic scintillator instrumented on two faces with arrays of 64 Hamamatsu S13360-6075PE silicon photomultipliers (SiPMs). The electronic crosstalk is limited to < 5% between adjacent channels and < 0.1% between all other channel pairs. SiPMs introduce a significantly elevated dark count rate over PMTs, as well as correlated noise from after-pulsing and optical crosstalk. In this article, we characterize the dark count rate and optical crosstalk and present a modified event reconstruction likelihood function that accounts for them. We find that the average dark count rate per SiPM is 4.3 MHz with a standard deviation of 1.5 MHz among devices. The analysis method we employ to measure internal optical crosstalk also naturally yields the mean and width of the single-electron pulse height. Here, we calculate separate contributions to the width of the single-electron pulse-height from electronic noise and avalanche fluctuations. We demonstrate a timing resolution for a single-photon pulse to be (128 ± 4) ps. Finally, coincidence analysis is employed to measure external (pixel-to-pixel) optical crosstalk. We present a map of the average external crosstalk probability between 2×4 groups of SiPMs, as well as the in-situ timing characteristics extracted from the coincidence analysis. Further work is needed to characterize the performance of the camera at reconstructing single- and double-site interactions, as well as image reconstruction.

47 OTHER INSTRUMENTATION↗

DOE OSTI2024

Full‐dimensional coupled‐channel statistical approach to atom‐triatom systems and applications to H/D + O 3 reaction

Abstract The statistical quantum model (SQM), which assumes that the reactivity is controlled by entrance/exit channel quantum capture probabilities, is well suited for chemical reactions with a long‐lived intermediate complex. In this work, a time‐independent coupled‐channel implementation of the SQM approach is developed for atom‐triatom systems in full dimensionality. As SQM treats the capture dynamics quantum mechanically, it is capable of handling quantum effects such as tunneling. A detailed study of the H/D + O 3 capture dynamics was performed by applying the newly developed SQM method on an accurate global potential energy surface. Agreement with previous ring polymer molecular dynamics (RPMD) results on the same potential energy surface is excellent except for very low temperatures. The SQM results are also in reasonably good agreement with available experimental rate coefficients. The strong H/D kinetic isotope effect underscores the dominant role of quantum tunneling under an entrance channel barrier at low temperatures.

Yang, Dongzheng↗

DOE OSTI2024

Exploration of a Potential DOOR Endpoint for Hospital-acquired Bacterial Pneumonia and Ventilator-associated Bacterial Pneumonia Using Six Registrational Trials for Antibacterial Drugs

Abstract Background Desirability of outcome ranking (DOOR) is an innovative approach to clinical trial design and analysis that uses an ordinal ranking system to incorporate the overall risks and benefits of a therapeutic intervention into a single measurement. Here we derived and evaluated a disease-specific DOOR endpoint for registrational trials for hospital-acquired bacterial pneumonia and ventilator-associated bacterial pneumonia (HABP/VABP). Methods Through comprehensive examination of data from nearly 4000 participants enrolled in six registrational trials for HABP/VABP submitted to the Food and Drug Administration (FDA) between 2005 and 2022, we derived and applied a HABP/VABP specific endpoint. We estimated the probability that a participant assigned to the study treatment arm would have a more favorable overall DOOR or component outcome than a participant assigned to comparator. Results DOOR distributions between treatment arms were similar in all trials. DOOR probability estimates ranged from 48.3% to 52.9% and were not statistically different. There were no significant differences between treatment arms in the component analyses. Although infectious complications and serious adverse events occurred more frequently in ventilated participants compared to non-ventilated participants, the types of events were similar. Conclusions Through a data-driven approach, we constructed and applied a potential DOOR endpoint for HABP/VABP trials. The inclusion of syndrome-specific events may help to better delineate and evaluate participant experiences and outcomes in future HABP/VABP trials and could help inform data collection and trial design.

Immunology↗

DOE OSTI2022

Classification of Photovoltaic Failures with Hidden Markov Modeling, an Unsupervised Statistical Approach

Failure detection methods are of significant interest for photovoltaic (PV) site operators to help reduce gaps between expected and observed energy generation. Current approaches for field-based fault detection, however, rely on multiple data inputs and can suffer from interpretability issues. In contrast, this work offers an unsupervised statistical approach that leverages hidden Markov models (HMM) to identify failures occurring at PV sites. Using performance index data from 104 sites across the United States, individual PV-HMM models are trained and evaluated for failure detection and transition probabilities. This analysis indicates that the trained PV-HMM models have the highest probability of remaining in their current state (87.1% to 93.5%), whereas the transition probability from normal to failure (6.5%) is lower than the transition from failure to normal (12.9%) states. A comparison of these patterns using both threshold levels and operations and maintenance (O&M) tickets indicate high precision rates of PV-HMMs (median = 82.4%) across all of the sites. Although additional work is needed to assess sensitivities, the PV-HMM methodology demonstrates significant potential for real-time failure detection as well as extensions into predictive maintenance capabilities for PV.

classification↗

DOE OSTI2023

Stochastic Price Generation for Evaluating Wholesale Electricity Market Bidding Strategies

This work presents a novel method for generating electricity price scenarios from statistical properties of past electricity prices using a hybrid statistical and reduced-form stochastic model. Previous work in applying stochastic differential equations (SDE) to model electricity prices has focused on daily average prices. To extend stochastic price generation methods to hourly or sub-hourly pricing, we address several weaknesses in the state-of-the-art: (1) we replace the mean-reversion component of the SDE with an ARIMA process that is better able to characterize the daily and weekly trends; (2) we extend the price-spike, or jump process to account for conditional probabilities of price spikes occurring in consecutive time steps by replacing the traditional Poisson process for modeling jumps with a generalized point process model inspired by brain neuron models; and (3) we replace the traditional method of estimating spike intensity with empirical variance with a Markov process based on observed price spike intensity transitions. The method is demonstrated with electricity prices from the US ERCOT market and a use-case example is provided for bidding an energy storage unit into the day-ahead and real-time energy markets of ERCOT using stochastic optimization methods. Results show that the the synthetic price model out performs a (naive) persistence forecast model by resulting in 24% to 47% more in profits over 168 simulated days.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

DOE OSTI2024

A Bayesian approach to strong lens finding in the era of wide-area surveys

ABSTRACT The arrival of the Vera C. Rubin Observatory’s Legacy Survey of Space and Time (LSST), Euclid-Wide and Roman wide-area sensitive surveys will herald a new era in strong lens science in which the number of strong lenses known is expected to rise from $\mathcal {O}(10^3)$ to $\mathcal {O}(10^5)$. However, current lens-finding methods still require time-consuming follow-up visual inspection by strong lens experts to remove false positives which is only set to increase with these surveys. In this work, we demonstrate a range of methods to produce calibrated probabilities to help determine the veracity of any given lens candidate. To do this we use the classifications from citizen science and multiple neural networks for galaxies selected from the Hyper Suprime-Cam survey. Our methodology is not restricted to particular classifier types and could be applied to any strong lens classifier which produces quantitative scores. Using these calibrated probabilities, we generate an ensemble classifier, combining citizen science, and neural network lens finders. We find such an ensemble can provide improved classification over the individual classifiers. We find a false-positive rate of 10−3 can be achieved with a completeness of 46 per cent, compared to 34 per cent for the best individual classifier. Given the large number of galaxy–galaxy strong lenses anticipated in LSST, such improvement would still produce significant numbers of false positives, in which case using calibrated probabilities will be essential for population analysis of large populations of lenses and to help prioritize candidates for follow-up.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2025

A dynamic likelihood approach to filtering transport processes: advection-diffusion dynamics

A Bayesian data assimilation scheme is formulated for advection-dominated advective and diffusive evolutionary problems, based upon the Dynamic Likelihood (DLF) approach to filtering. The DLF was developed specifically for hyperbolic problems –waves–, and in this paper, it is extended via a split step formulation, to handle advection-diffusion problems. In the dynamic likelihood approach, observations and their statistics are used to propagate probabilities along characteristics, evolving the likelihood in time. The estimate posterior thus inherits phase information. For advection-diffusion the advective part of the time evolution is handled on the basis of observations alone, while the diffusive part is informed through the model as well as observations. We expect, and indeed show here, that in advection-dominated problems, the DLF approach produces better estimates than other assimilation approaches, particularly when the observations are sparse and have low uncertainty. The added computational expense of the method is cubic in the total number of observations over time, which is on the same order of magnitude as a standard Kalman filter and can be mitigated by bounding the number of forward propagated observations, discarding the least informative data.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

Projection pursuit adaptation on polynomial chaos expansions

Here, the present work addresses the issue of accurate stochastic approximations in high-dimensional parametric space using tools from uncertainty quantification (UQ). The basis adaptation method and its accelerated algorithm in polynomial chaos expansions (PCE) were recently proposed to construct low-dimensional approximations adapted to specific quantities of interest (QoI). The present paper addresses one difficulty with these adaptations, namely their reliance on quadrature point sampling, which limits the reusability of potentially expensive samples. Projection pursuit (PP) is a statistical tool to find the “interesting” projections in high-dimensional data and thus bypass the curse-of-dimensionality. In the present work, we combine the fundamental ideas of basis adaptation and projection pursuit regression (PPR) to propose a novel method to simultaneously learn the optimal low-dimensional spaces and PCE representation from given data. While this projection pursuit adaptation (PPA) can be entirely data-driven, the constructed approximation exhibits mean-square convergence to the solution of an underlying governing equation and thus captures the supports and probability distributions associated with the physics constraints. The proposed approach is demonstrated on a borehole problem and a structural dynamics problem, demonstrating the versatility of the method and its ability to discover low-dimensional manifolds with high accuracy with limited data. In addition, the method can learn surrogate models for different quantities of interest while reusing the same data set.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Using the optimal combined index weight ratio to improve the probability of anomaly detection in big area additive manufacturing

Big Area Additive Manufacturing (BAAM) of composites requires significant time, energy, and material, so it is critical to reduce production inefficiencies to make functional parts without multiple iterations. Statistical process control coupled with Principal Component Analysis (PCA) is a powerful technique that provides a quick, computationally inexpensive, and intuitive way for operators to detect defects that form in a manufacturing process without massive datasets. Recently, a combined index that is a weighted sum of the Hotelling's T 2 and squared residual error statistics has been proposed that can be monitored in one chart, improving interpretation accuracy and simplicity. However, the literature does not offer a formal method to optimise the weights. Here, we introduce two new approaches to the traditional weight selection approach using simulated and BAAM image data. Approach 1 uses a theoretically motivated optimum inspired by probabilistic principal component analysis. Approach 2 systematically varies the ratio of the weights to find the optimum. We show that approach 1 delivers optimal anomaly detection performance in select cases while approach 2 fares better in practice. Surprisingly, we also show that choosing a more complex PCA model has a minimal negative impact on anomaly detection performance compared to a more simplistic model.

3-dimensional printing↗

DOE OSTI2024

Transient anisotropic kernel for probabilistic learning on manifolds

PLoM (Probabilistic Learning on Manifolds) is a method introduced in 2016 for handling small training datasets by projecting an Itô equation from a stochastic dissipative Hamiltonian dynamical system, acting as the MCMC generator, for which the KDE-estimated probability measure with the training dataset is the invariant measure. PLoM performs a projection on a reduced-order vector basis related to the training dataset, using the diffusion maps (DMAPS) basis constructed with a time-independent isotropic kernel. In this paper, we propose a new ISDE projection vector basis built from a transient anisotropic kernel, providing an alternative to the DMAPS basis to improve statistical surrogates for stochastic manifolds with heterogeneous data. The construction ensures that for times near the initial time, the DMAPS basis coincides with the transient basis. For larger times, the differences between the two bases are characterized by the angle of their spanned vector subspaces. The optimal instant yielding the optimal transient basis is determined using an estimation of mutual information from Information Theory, which is normalized by the entropy estimation to account for the effects of the number of realizations used in the estimations. Consequently, this new vector basis better represents statistical dependencies in the learned probability measure for any dimension. Three applications with varying levels of statistical complexity and data heterogeneity validate the proposed theory, showing that the transient anisotropic kernel improves the learned probability measure.

Diffusion maps↗

DOE OSTI2023

Fast estimation of the look-elsewhere effect using Gaussian random fields

Abstract We discuss the use of Gaussian random fields to estimate the look-elsewhere effect correction. We show that Gaussian random fields can be used to model the null-hypothesis significance maps from a large set of statistical problems commonly encountered in physics, such as template matching and likelihood ratio tests. Some specific examples are searches for dark matter using pixel arrays, searches for astronomical transients, and searches for fast-radio bursts. Gaussian random fields can be sampled efficiently in the frequency domain, and the excursion probability can be fitted with these samples to extend any estimation of the look-elsewhere effect to lower p values. In addition, in cases where the Gaussian random field is stationary and the parameter space is Euclidean, the look-elsewhere effect correction can be computed analytically. We demonstrate these methods using two example template matching problems. Finally, we apply these methods to estimate the trial factor of a $$4^3$$ 4 3 accelerometer array for the detection of dark matter tracks in the Windchime project. When a global significance of $$3\sigma $$ 3 σ is required, the estimated trial factor for such an accelerometer array is $$10^{14}$$ 10 14 for a one-second search, and $$10^{22}$$ 10 22 for a 1-year search.

Qin, Juehang (ORCID:0000000182288949)↗

DOE OSTI2026

Generation of random geological models using multi-randomization for machine learning

Generating high-fidelity geological models is essential for advancing machine learning (ML) methods in automated seismic interpretation. For instance, seismic images paired with corresponding fault labels are foundational for ML-based fault detection from seismic migration sections. While several open-access datasets of random geological models exist, open-source tools specifically designed to produce large volumes of such models for ML applications remain scarce. To address this gap, we present RGM (Random Geological Model), an open-source software package for efficiently generating 2D and 3D synthetic geological models tailored for ML workflows. RGM supports the creation of diverse model components, including medium property distributions (P-/S-wave velocities and density), seismic reflectivity images (i.e., synthetic migration sections), relative geological time, and discrete fault attributes such as probability, dip, strike, rake, and displacement. It also accommodates the creation of complex geological features such as salt bodies and unconformities. The model generation algorithm employs a multi-randomization strategy, yielding an effectively infinite-dimensional model space that encompasses a wide range of geological scenarios and associated seismic features. Furthermore, RGM incorporates a method to generate synthetic elastic migration images using analytical elastic reflection coefficients combined with frequency-dependent scaling. This functionality enables the creation of training datasets for ML models that leverage elastic seismic images. RGM is implemented in modern object-oriented Fortran, allowing users to flexibly control statistical parameters governing model variability. We demonstrate the capability, performance, and geological realism of the package through comprehensive 2D and 3D examples.

58 GEOSCIENCES↗

DOE OSTI2026

Determination of proton PDF uncertainties with Markov chain Monte Carlo

We present an analysis of parton distribution functions (PDFs) of the proton using Markov chain Monte Carlo (MCMC) methods. The MCMC approach naturally implements Bayes’ theorem and, thus, provides a means to directly sample the underlying probability distribution—in this case, the probability distribution of the PDF parameters. This allows for a straightforward propagation of the resulting uncertainties into any PDF-dependent observable, preserving their simple probabilistic interpretation. In our analysis we include a broad set of deep inelastic scattering data from HERA, BCDMS and NMC experiments along with the Drell-Yan, 𝑊 and 𝑍 boson data from LHC and Tevatron experiments, which combined with theoretical calculations at next-to-next-to-leading order in QCD allow for realistic determination of PDFs. The main focus of this analysis is to explore alternative methods for PDF uncertainty estimation that are more firmly grounded in statistical principles. We show that the flexibility of the Bayes framework, allowing one, e.g., to account for non-Gaussianity or inconsistencies of datasets, is crucial to extract realistic uncertainties when such assumptions are not fulfilled. We also demonstrate that MCMC allows one to determine the Δ⁢𝜒 2 value corresponding to a given confidence level in the sample, which can, in turn, be used as a statistically well-founded tolerance criterion used in the Hessian method, thus addressing one of its main long-standing drawbacks.

Risse, Peter Clemens [Universität Münster (Germany↗

DOE OSTI2024

On the Statistical Mechanics of Mass Accommodation at Liquid–Vapor Interfaces

Here we propose a framework for describing the dynamics associated with the adsorption of small molecules to liquid-vapor interfaces using an intermediate resolution between traditional continuum theories that are bereft of molecular detail and molecular dynamics simulations that are replete with them. In particular, we develop an effective single particle equation of motion capable of describing the physical processes that determine thermal and mass accommodation probabilities. The effective equation is parametrized with quantities that vary through space away from the liquid-vapor interface. Of particular importance in describing the early time dynamics is the spatially dependent friction, for which we propose a numerical scheme to evaluate from molecular simulation. Taken together with potentials of mean force computable with importance sampling methods, we illustrate how to compute the mass accommodation coefficient and residence time distribution. Throughout, we highlight the case of ozone adsorption in aqueous solutions and its dependence on electrolyte composition.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2025

Time Distribution Analysis for Task Primitives to Support Dynamic Human Reliability Analysis

To support data collection for dynamic human reliability analysis (HRA), this study investigates time distributions for task primitives defined in the Goals, Operators, Methods, and Selection rules (GOMS)–Human Reliability Analysis (HRA) method and Human Reliability data EXtraction (HuREX). GOMS-HRA was developed to provide cognition-based time and human error probability (HEP) information for dynamic HRA calculations within the Human Unimodel for Nuclear Technology to Enhance Reliability (HUNTER) framework, while HuREX is a comprehensive HRA data collection method developed by the Korea Atomic Energy Research Institute (KAERI). In this paper, we examine time distributions by using experimental data collected from the Simplified Human Error Experimental Program (SHEEP) study, which proposes an HRA data collection framework to complement full-scope simulator research and gather input data for dynamic HRA by using simplified simulators such as the Rancor Microworld simulator. This paper investigates whether the time required for GOMS-HRA and HuREX task primitives fits 13 statistical distributions. Additionally, we compare and discuss the time distributions obtained from both student operators and professional operators. The result was that this study identified several time distributions for five GOMS-HRA and four HuREX task primitives. In the future, the results of this study are expected to provide objective reference data on the elapsed time for task primitives and aid in realistically simulating scenarios within dynamic HRA.

Dynamic Human Reliability Analysis↗

DOE OSTI2024

Density estimation via measure transport: Outlook for applications in the biological sciences

Abstract One among several advantages of measure transport methods is that they allow or a unified framework for processing and analysis of data distributed according to a wide class of probability measures. Within this context, we present results from computational studies aimed at assessing the potential of measure transport techniques, specifically, the use of triangular transport maps, as part of a workflow intended to support research in the biological sciences. Scenarios characterized by the availability of limited amount of sample data, which are common in domains such as radiation biology, are of particular interest. We find that when estimating a distribution density function given limited amount of sample data, adaptive transport maps are advantageous. In particular, statistics gathered from computing series of adaptive transport maps, trained on a series of randomly chosen subsets of the set of available data samples, leads to uncovering information hidden in the data. As a result, in the radiation biology application considered here, this approach provides a tool for generating hypotheses about gene relationships and their dynamics under radiation exposure.

gene expression data↗

DOE OSTI2022

The impact of detection rate changes and correlations on random-coincidence background measurements

Coincidence detection of multiple particles emitted during an experiment can yield a new depth of understanding of the underlying process under study. However, the probability of detecting particles that are generated from the same physical event within a given coincidence time window is generally much lower than that of detecting particles that appear in the same coincidence time window, but were not created from the same physical event, and are therefore detected randomly in coincidence with each other. Thus, accurate and precise methods of measuring this random-coincidence background are essential for a wide variety of fields of science. A method to determine this background directly using the data themselves without any additional experimental run time or fake signals introduced in the data was recently established (O’Donnell, 2016). This method yields a statistical uncertainty on the random-coincidence background that is orders of magnitude smaller than that of the true coincidence data, though the potential for systematic errors of backgrounds from this method was never explored. In this work, we discuss common varieties of correlated and uncorrelated changes in the detection rates of each particle detected in an experiment. Here we demonstrate here that a correlation between particle detection rates from, for example, an incident particle beam that initiates a physical process of interest, creates systematic errors in the random-coincidence background measurement. We also discuss the impact of a variety of other realistic scenarios for rate changes in experiments. Lastly, a method is introduced to correct for errors in the random-coincidence background from any source, yielding an optimization between statistical precision and eliminating potential lingering systematic errors.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗