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Rejoinder

We are grateful for the many insightful comments provided by the discussants. One team politely pointed out oversights in our literature review and the subsequent omission of a formidable comparator. Another made an important clarification about when a more aggressive variation (the so-called NoMax) would perform poorly. A third team offered enhancements to the framework, including a derivation of closed-form expressions and a more aggressive updating scheme; these enhancements were supported by an empirical study comparing new alternatives with old. The last team suggested hybridizing the statistical augmented Lagrangian (AL) method with modern stochastic search. Here we present our responses to these contributions and detail some improvements made to our own implementations in light of them. We conclude with some thoughts on statistical optimization using surrogate modeling and open-source software.

97 MATHEMATICS AND COMPUTING↗

Stochastic Least-Squares Petrov--Galerkin Method for Parameterized Linear Systems

We consider the numerical solution of parameterized linear systems where the system matrix, the solution, and the right-hand side are parameterized by a set of uncertain input parameters. We explore spectral methods in which the solutions are approximated in a chosen finite-dimensional subspace. It has been shown that the stochastic Galerkin projection technique fails to minimize any measure of the solution error [A. Mugler and H.-J. Starkloff, ESAIM Math. Model. Numer. Anal., 47 (2013), pp. 1237--1263]. As a remedy for this, we propose a novel stochatic least-squares Petrov--Galerkin (LSPG) method. The proposed method is optimal in the sense that it produces the solution that minimizes a weighted $\ell^2$-norm of the residual over all solutions in a given finite-dimensional subspace. Moreover, the method can be adapted to minimize the solution error in different weighted $\ell^2$-norms by simply applying a weighting function within the least-squares formulation. In addition, a goal-oriented seminorm induced by an output quantity of interest can be minimized by defining a weighting function as a linear functional of the solution. We establish optimality and error bounds for the proposed method, and extensive numerical experiments show that the weighted LSPG method outperforms other spectral methods in minimizing corresponding target weighted norms.

97 MATHEMATICS AND COMPUTING↗

Design and simulation of the nuSTORM facility

This thesis provides a full design and simulation of the nuSTORM beam line facility including the pion beam line , the pion and muon orbit combination section, and the muon decay ring. The study also includes the development of numerical optimization methods and their application to the design. At nuSTORM, one proton batch from the Main Injector (MI) is extracted and transported to the target station to bombard a solid target. A magnetic horn is used as the collection device for the secondary particles such as pions and kaons. A pion beam line is designed to transport the secondary particles downstream to the muon decay ring. In order to avoid the use of a fast kicker with a large aperture for the injection, an Orbit Combination Section (OCS) was designed to combine the reference pion orbit with the circulating muon orbit. This ful lls the stochastic injection scheme proposed in the 1980s. It is shown through the simulation that the pion beam line is able to deliver 0.011 muons per proton on target within the acceptance of the ring. In order to improve the circulating muon ux, an optimization of the magnetic collection horn was studied. A Multi-Objective Genetic Algorithm (MOGA), that was modi ed to integrate Message Passing Interface (MPI) in the process, is applied to the optimization. The number of muons within the ring acceptance from the pion decay is estimated by the pions after the collection horn. This new method was proposed to lower the requirement on the computing resources for the optimization. The study gives a new and better target and horn con guration after a full investigation of the system. The nuSTORM ring is examined with two optics designs. With di erent features, the two designs are optimized via correcting the nonlinearities with sextupolar eld distribution in the ring. A modi ed MPI-based Simulated Annealing (SA) algorithm was applied to obtain the optimal ring acceptance. The comparison with the GA shows good agreements on the achieved optimal ring acceptance. The pion and muon beams at nuSTORM were simulated and yield avor-pure and precisely measurable neutrino beams, which can be used to provide a de nite statement about the existence of a sterile neutrino.

97 MATHEMATICS AND COMPUTING↗

Formation of correlated states and optimization of nuclear reactions for low-energy particles at nonresonant low-frequency modulation of a potential well

A method for the formation of correlated coherent states of low-energy particles in a parabolic potential well owing to the full-scale low-frequency modulation ω(t) = ω{sub 0}sinΩt of the parameters of this well has been considered. It has been shown that such a modulation in the absence of a stochastic force acting on a particle results in the fast formation of correlated coherent states and in an increase in the correlation coefficient and transparency of the potential barrier to the limiting values vertical bar r(t) vertical bar {sub max} → 1 and D → 1. The presence of the stochastic force significantly affects the evolution of correlated coherent states, decreasing the rate of an increase in the correlation coefficient vertical bar r(t) vertical bar {sub max} (at Ω ≤ 10{sup −4}ω{sub 0}) and limiting it at the level vertical bar r(∞) vertical bar {sub max} < 1 (at Ω = (0.001–0.1)ω{sub 0}); vertical bar r(∞) vertical bar {sub max} increases with a decrease in the frequency of modulation and decreases with an increase in the intensity of the stochastic force. It has been shown that, at a realistic relation between the parameters, low-frequency modulation can ensure such vertical bar r vertical bar {sub max} value that the transparency of the potential barrier for low-energy particles increases by a factor of 10{sup 50}–10{sup 100} or larger. The mechanism of the formation of correlated coherent states for charged particles in a gas or a low-pressure plasma placed in a low-frequency magnetic field has been considered. We have determined the relation between the magnetic field strength and modulation frequency, as well as the relation between the temperature and density of the gas (plasma), at which the method under consideration can be used to optimize nuclear reactions at low energies.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Stochastic assessment of distributed generation hosting capacity and energy efficiency in active distribution networks

Active network management (ANM) aims to increase the capacity of variable distributed generation (DG), which can be connected to existing distribution networks. In this study, it is proposed to simultaneously consider the efficient use of energy resources when high shares of DG are procured through the ANM approach. To that end, a multi-period and multiobjective optimisation algorithm, based on the linearised optimal power flow, is formulated. The algorithm seeks to maximise the installed capacity of DG while minimising the energy losses and consumption of voltage-dependent loads. The objectives are optimised considering the coordinated operation of voltage regulators and on-load tap changers, and the management of DG generation curtailment and reactive power compensation from DG. Additionally, the effects of load and generation uncertainties are addressed through a two-stage stochastic programming formulation of the multiobjective problem. The result is a set of non-inferior solutions, which allows exploring the degree of conflict among the objectives. The proposed approach was tested on two IEEE test feeders and the solutions show a significant improvement in the system's energy efficiency with a low impact on the amount of connected DG.

Quijano, Darwin Alexis↗

Π4U: A high performance computing framework for Bayesian uncertainty quantification of complex models

We present Π4U,{sup 1} an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Selective capture and recovery of uranium oxide colloids from aqueous soil suspensions using high gradient magnetic filtration

High Gradient Magnetic Filtration (HGMF) is a promising method for the selective capture and recovery of uranium oxide from surface soils. To date, however, magnetic filtration of uranium oxide has only been demonstrated at a proof-of-principle scale using relatively small filters (<5 cm 3 ) at low flowrates (<60 mL/min). Here, to explore the efficacy of magnetic filtration of uranium oxide at a larger scale, a newly designed HGMF apparatus that is more than an order of magnitude larger than our earlier filters (106 cm 3 ) was designed, fabricated, and tested at relatively high flowrates. Filtration experiments were performed using aqueous uranium oxide particle suspensions with Arizona Road Dust (ARD) as a soil simulant. At a flowrate of 125 mL/min, the apparatus’ uranium capture rate was exceptionally high (96 %), but selectivity was poor due to the high rate of capture for diamagnetic soil constituents (e.g., 77 % for silicon). All particles were captured at a lower rate when the flowrate was increased to 250 mL/min, but uranium selectivity was significantly increased due to the more substantial reduction in diamagnetic particle capture (i.e., capture rate of 77 % and 15 % for uranium and silicon, respectively). When backwashing the apparatus at the same flowrates used during filtration experiments, the rate of uranium recovery tended to be fairly low. Nevertheless, higher flowrates (1 L/min) and sonication were both shown to be highly effective methods of increasing uranium recovery. Magnetic field simulations were also performed to investigate potential optimizations to the design of the apparatus. These simulations showed that the intensity of the applied magnetic field could be increased by increasing the thickness of the steel magnetic housing. Additionally, stochastic trajectory simulations were performed to investigate the potential mechanisms of particle capture.

HGMF↗

Projecting the number of new HIV infections to formulate the "Getting to Zero" strategy in Illinois, USA

Objectives: Getting to Zero (GTZ) initiatives focus on expanding use of antiretroviral treatment (ART) and pre-exposure prophylaxis (PrEP) to eliminate new HIV infections. Computational models help inform policies for implementation of ART and PrEP continuums. Such models, however, vary in their design, and may yield inconsistent predictions. Using multiple approaches can help assess the consistency in results obtained from varied modeling frameworks, and can inform optimal implementation strategies. Methods: A study using three different modeling approaches is conducted. Two approaches use statistical time series analysis techniques that incorporate temporal HIV incidence data. A third approach uses stochastic stimulation, conducted using an agent-based network model (ABNM). All three approaches are used to project HIV incidence among a key population, young Black MSM (YBMSM), over the course of the GTZ implementation period (2016-2030). Results: All three approaches suggest that simultaneously increasing PrEP and ART uptake is likely to be more effective than increasing only one, but increasing ART and PrEP by 20% points may not eliminate new HIV infections among YBMSM. The results further suggest that a 20% increase in ART is likely to be more effective than a 20% increase in PrEP. All three methods consistently project that increasing ART and PrEP by 30% simultaneously can help reach GTZ goals. Conclusions: Increasing PrEP and ART uptake by about 30% might be necessary to accomplish GTZ goals. Such scale-up may require addressing psychosocial and structural barriers to engagement in HIV and PrEP care continuums. ABNMs and other flexible modeling approaches can be extended to examine specific interventions that address these barriers and may provide important data to guide the successful intervention implementation.

60 APPLIED LIFE SCIENCES↗

The Krigifier: A Procedure for Generating Pseudorandom Nonlinear Objective Functions for Computational Experimentation

Comprehensive computational experiments to assess the performance of algorithms for numerical optimization require (among other things) a practical procedure for generating pseudorandom nonlinear objective functions. We propose a procedure that is based on the convenient fiction that objective functions are realizations of stochastic processes. This report details the calculations necessary to implement our procedure for the case of certain stationary Gaussian processes and presents a specific implementation in the statistical programming language S-PLUS.

Trosset, Michael W.↗

Recent efforts of vapour-phase strategies for EUV resist toward high- and hyper-NA extreme ultraviolet lithography

Extreme ultraviolet lithography (EUVL, λ = 13.5 nm) is critical for sub-1 nm technology nodes but remains constrained by inherent trade-offs among resolution, line-edge roughness (LER), and sensitivity. Stochastic effects originating from photon shot noise, low-energy secondary electron blur, and the random distribution of resist components further limit its advancement toward high numerical-aperture (NA, NA = 0.55) and hyper-NA (NA ≥0.75) EUVL. While the optimization of spin-on chemically amplified resists (CARs) continues, metal-oxide resists (MORs) have emerged as strong candidates for next-generation EUVL by incorporating metals with high EUV absorption coefficients, which enhances both resist sensitivity and etch resistance during pattern transfer. Besides spin-coating, recent advances in vapour-phase techniques, such as vapour-phase infiltration (VPI), chemical vapour deposition (CVD), and molecular atomic layer deposition (MALD), offer promising pathways to achieve new resist platforms, such as dry resists, that satisfy the stringent thickness and uniformity requirements of next-generation EUVL. These methods enable the direct incorporation of metal species into existing resist matrices or the formation of hybrid inorganic–organic resist platforms, thereby improving film uniformity, etch durability, and pattern fidelity while mitigating stochastic defects. This review highlights the latest advancements in vapour-phase-synthesized EUV resists, emphasizing material design, lithographic performance, and the underlying exposure mechanisms. Although still emerging, vapour-phase strategies are paving the way for an all-dry integration framework that could improve EUV patterning workflows and meet the demands of future technology nodes.

36 MATERIALS SCIENCE↗

Implicit and explicit schemes for mass consistency preservation in hybrid particle/finite-volume algorithms for turbulent reactive flows

This work addresses the issue of particle mass consistency in Large Eddy Simulation/Probability Density Function (LES/PDF) methods for turbulent reactive flows. Numerical schemes for the implicit and explicit enforcement of particle mass consistency (PMC) are introduced, and their performance is examined in a representative LES/PDF application, namely the Sandia–Sydney Bluff-Body flame HM1. A new combination of interpolation schemes for velocity and scalar fields is found to better satisfy PMC than multilinear and fourth-order Lagrangian interpolation. A second-order accurate time-stepping scheme for stochastic differential equations (SDE) is found to improve PMC relative to Euler time stepping, which is the first time that a second-order scheme is found to be beneficial, when compared to a first-order scheme, in an LES/PDF application. An explicit corrective velocity scheme for PMC enforcement is introduced, and its parameters optimized to enforce a specified PMC criterion with minimal corrective velocity magnitudes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Energy impact evaluation for eco-routing and charging of autonomous electric vehicle fleet: Ambient temperature consideration

This paper studies the heterogeneous energy cost and charging demand impact of autonomous electric vehicle(EV) fleet under different ambient temperature. A data-driven method is introduced to formulate a two-dimensional grid stochastic energy consumption model for electric vehicles. This model aids in analyzing EV energy cost and describing uncertainties under variable traffic and ambient temperature conditions. According to this energy consumption model, an optimal eco-routing and charging decision making framework is designed for autonomous EV fleet. This optimization framework can improve the capability of autonomous EV's energy management and help to find their minimum energy cost routes with consideration of charging demand and travel time requirements. Based on these promising models and technologies, comprehensive case studies are performed on a data-driven simulated transportation network in New York City. Detailed results show us the heterogeneous energy impact and charging demand under different ambient temperature. By giving the same travel demand and charging station information, there may be more than 20% difference of overall energy cost and 60% difference of charging demand in a specific charging station between low and high ambient temperature of a month. All these studies will help to construct sustainable infrastructure for autonomous electric vehicle fleet management.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Rheological Properties of Small-Molecular Liquids at High Shear Strain Rates

Molecular-scale understanding of rheological properties of small-molecular liquids and polymers is critical to optimizing their performance in practical applications such as lubrication and hydraulic fracking. We combine nonequilibrium molecular dynamics simulations with two unsupervised machine learning methods: principal component analysis (PCA) and t-distributed stochastic neighbor embedding (t-SNE), to extract the correlation between the rheological properties and molecular structure of squalane sheared at high strain rates (10 6 –10 10 s -1 ) for which substantial shear thinning is observed under pressures P ϵ 0.1–955 MPa at 293 K. Intramolecular atom pair orientation tensors of 435 × 6 dimensions and the intermolecular atom pair orientation tensors of 61 × 6 dimensions are reduced and visualized using PCA and t-SNE to assess the changes in the orientation order during the shear thinning of squalane. Dimension reduction of intramolecular orientation tensors at low pressures P = 0.1,100 MPa reveals a strong correlation between changes in strain rate and the orientation of the side-backbone atom pairs, end-backbone atom pairs, short backbone-backbone atom pairs, and long backbone-backbone atom pairs associated with a squalane molecule. At high pressures P ≥ 400 MPa, the orientation tensors are better classified by these different pair types rather than strain rate, signaling an overall limited evolution of intramolecular orientation with changes in strain rate. Dimension reduction also finds no clear evidence of the link between shear thinning at high pressures and changes in the intermolecular orientation. The alignment of squalane molecules is found to be saturated over the entire range of rates during which squalane exhibits substantial shear thinning at high pressures.

36 MATERIALS SCIENCE↗

Analytical design of multispectral sensors

An optimal design based on the criterion of minimum mean square representation error using the Karhunen-Loeve expansion was developed to represent the spectral response functions from a stratum based upon a stochastic process scene model. From the overall pattern recognition system perspective, the effect of the representation accuracy on a typical performance criterion (the probability of correct classification) is investigated. The optimum sensor design provides a standard against which practical (suboptimum) operational sensors can be compared. An example design is provided and its performance is illustrated. Although developed primarily for the purpose of sensor design, the procedure has potential for making important contributions to scene understanding. Spectral channels which have narrow bandwidths relative to current sensor systems may be necessary to provide adequate spectral representation and improved classification performance.

Wiersma, D. J.↗

The Integrated Medical Model: A Risk Assessment and Decision Support Tool for Space Flight Medical Systems

The Integrated Medical Model (IMM) is a decision support tool that is useful to mission planners and medical system designers in assessing risks and designing medical systems for space flight missions. The IMM provides an evidence based approach for optimizing medical resources and minimizing risks within space flight operational constraints. The mathematical relationships among mission and crew profiles, medical condition incidence data, in-flight medical resources, potential crew functional impairments, and clinical end-states are established to determine probable mission outcomes. Stochastic computational methods are used to forecast probability distributions of crew health and medical resource utilization, as well as estimates of medical evacuation and loss of crew life. The IMM has been used in support of the International Space Station (ISS) medical kit redesign, the medical component of the ISS Probabilistic Risk Assessment, and the development of the Constellation Medical Conditions List. The IMM also will be used to refine medical requirements for the Constellation program. The IMM outputs for ISS and Constellation design reference missions will be presented to demonstrate the potential of the IMM in assessing risks, planning missions, and designing medical systems. The implementation of the IMM verification and validation plan will be reviewed. Additional planned capabilities of the IMM, including optimization techniques and the inclusion of a mission timeline, will be discussed. Given the space flight constraints of mass, volume, and crew medical training, the IMM is a valuable risk assessment and decision support tool for medical system design and mission planning.

Kerstman, Eric↗

Scalable branching on dual decomposition of stochastic mixed-integer programming problems

In this work, we present a scalable branching method for the dual decomposition of stochastic mixed-integer programming. Our new branching method is based on the branching method proposed by Caroe and Schultz that creates branching disjunctions on first-stage variables only. We propose improvements to the process for creating branching disjunctions, including (1) branching on the optimal solutions of the Dantzig-Wolfe reformulation of the restricted master problem and (2) using a more comprehensive (yet simple) measure for the dispersions associated with subproblem solution infeasibility. We prove that the proposed branching process leads to an algorithm that terminates finitely, and we provide conditions under which globally optimal solutions can be identified after termination. We have implemented our new branching method, as well as the Caroe-Schultz method and a branch-and-price method, in the open-source software package DSP. Using SIPLIB test instances, we present extensive numerical results to demonstrate that the proposed branching method significantly reduces the number of node subproblems and solution times.

97 MATHEMATICS AND COMPUTING↗

Eddy Current Probe Parameters Identification Using a Genetic Algorithm and Simultaneous Perturbation Stochastic Approximation

This study tries to identify the coil parameters using numerical methods. The eddy current testing (ECT) is used for evaluation of a crack with the aid of numerical simulations by utilizing the identification of these parameters. In this study, a comparison of the performance of the GA and SPSA algorithms to identify the parameter values of the coil sensors are presented. So, the optimization probe geometry is introduced in the simulation with Three-dimensional finite element simulations (FLUX finite element code) were conducted to obtain eddy current signals resulting from a crack in a plate made of aluminium. The simulation results are compared with experimental measurements for the defect present in a plate.

42 ENGINEERING↗