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At least 1,333 records · Page 74

Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.

97 MATHEMATICS AND COMPUTING↗

Stochastic Reconstruction of Thermal Protection Material Properties from Arc-Jet Experiments

Material response models are used to assess reliability using variances in the bond-line temperature predictions based on uncertainties in trajectory, aerothermal environment, and material properties. A key deficiency in the current approach is that input uncertainties are too often subjective, empirical, or ad-hoc, and are not rigorously linked to the arc-jet test data used to develop the TPS material model. While materials such as PICA are well understood, future missions may require more novel materials such as HEEET where unknown uncertainties have real consequences on the ability to assess reliability. A quantifiable estimate of reliability requires an iterative methodology where the parameters driving the variance in bond-line temperature (for example) are systematically identified. A test campaign to collect data or develop new models can then be identified to reduce those input uncertainties. A Bayesian inference loop defines these connections mathematically, i.e., prior knowledge about uncertainty is updated based on observation. While these concepts are well known (and often applied intuitively in a non-rigorous approach), only recent advances in reduced-order modelling have made them computationally viable methods for engineering. By replacing deterministic inverse methods with stochastic approaches, the hope is new materials proposed for future missions can more rapidly be developed with a greater understanding of the TPS material reliability. Two additional steps for the analysis of arc jet test data are discussed. The first is ability to construct a reduced-order model using material response simulations (Icarus/US3D) of the arc-jet test articles, and the second is the inclusion of this surrogate model in the Bayesian inversion process. Both capabilities will be demonstrated using prior PICA arc-jet test data. The quality of a surrogate model will be investigated and the variances on the calibrated material properties will be compared to our current understanding of the PICA material model.

Material response↗

Development and Validation of a Lifecycle-based Prognostics Architecture with Test Bed Validation

On-line monitoring and tracking of nuclear plant system and component degradation is being investigated as a method for improving the safety, reliability, and maintainability of aging nuclear power plants. Accurate prediction of the current degradation state of system components and structures is important for accurate estimates of their remaining useful life (RUL). The correct quantification and propagation of both the measurement uncertainty and model uncertainty is necessary for quantifying the uncertainty of the RUL prediction. This research project developed and validated methods to perform RUL estimation throughout the lifecycle of plant components. Prognostic methods should seamlessly operate from beginning of component life (BOL) to end of component life (EOL). We term this "Lifecycle Prognostics." When a component is put into use, the only information available may be past failure times of similar components used in similar conditions, and the predicted failure distribution can be estimated with reliability methods such as Weibull Analysis (Type I Prognostics). As the component operates, it begins to degrade and consume its available life. This life consumption may be a function of system stresses, and the failure distribution should be updated to account for the system operational stress levels (Type II Prognostics). When degradation becomes apparent, this information can be used to again improve the RUL estimate (Type III Prognostics). This research focused on developing prognostics algorithms for the three types of prognostics, developing uncertainty quantification methods for each of the algorithms, and, most importantly, developing a framework using Bayesian methods to transition between prognostic model types and update failure distribution estimates as new information becomes available. The developed methods were then validated on a range of accelerated degradation test beds. The ultimate goal of prognostics is to provide an accurate assessment for RUL predictions, with as little uncertainty as possible. From a reliability and maintenance standpoint, there would be improved safety by avoiding all failures. Calculated risk would decrease, saving money by avoiding unnecessary maintenance. One major bottleneck for data-driven prognostics is the availability of run-to-failure degradation data. Without enough degradation data leading to failure, prognostic models can yield RUL distributions with large uncertainty or mathematically unsound predictions. To address these issues a "Lifecycle Prognostics" method was developed to create RUL distributions from Beginning of Life (BOL) to End of Life (EOL). This employs established Type I, II, and III prognostic methods, and Bayesian transitioning between each Type. Bayesian methods, as opposed to classical frequency statistics, show how an expected value, a priori, changes with new data to form a posterior distribution. For example, when you purchase a component you have a prior belief, or estimation, of how long it will operate before failing. As you operate it, you may collect information related to its condition that will allow you to update your estimated failure time. Bayesian methods are best used when limited data are available. The use of a prior also means that information is conserved when new data are available. The weightings of the prior belief and information contained in the sampled data are dependent on the variance (uncertainty) of the prior, the variance (uncertainty) of the data, and the amount of measured data (number of samples). If the variance of the prior is small compared to the uncertainty of the data, the prior will be weighed more heavily. However, as more data are collected, the data will be weighted more heavily and will eventually swamp out the prior in calculating the posterior distribution of model parameters. Fundamentally Bayesian analysis updates a prior belief with new data to get a posterior belief. The general approach to applying the Bayesian method to lifecycle prognostics consisted of identifying the prior, which is the RUL estimate and uncertainty from the previous prognostics type, and combining it with observational data related to the newer prognostics type. The resulting lifecycle prognostics algorithm uses all available information throughout the component lifecycle.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Detecting hidden transient events in noisy nonlinear time-series

The information impulse function (IIF), running Variance, and local Hölder Exponent are three conceptually different time-series evaluation techniques. These techniques examine time-series for local changes in information content, statistical variation, and point-wise smoothness, respectively. Using simulated data emulating a randomly excited nonlinear dynamical system, this study interrogates the utility of each method to correctly differentiate a transient event from the background while simultaneously locating it in time. Computational experiments are designed and conducted to evaluate the efficacy of each technique by varying pulse size, time location, and noise level in time-series. Our findings reveal that, in most cases, the first instance of a transient event is more easily observed with the information-based approach of IIF than with the Variance and local Hölder Exponent methods. While our study highlights the unique strengths of each technique, the results suggest that very robust and reliable event detection for nonlinear systems producing noisy time-series data can be obtained by incorporating the IIF into the analysis.

42 ENGINEERING↗

Sparse Overcomplete Denoising: Aggregation Versus Global Optimization

Denoising is often addressed via sparse coding with respect to an overcomplete dictionary. There are two main approaches when the dictionary is composed of translates of an orthonormal basis. The first, traditionally employed by techniques such as wavelet cycle spinning, separately seeks sparsity w.r.t. each translate of the orthonormal basis, solving multiple partial optimizations and obtaining a collection of sparse approximations of the noise-free image, which are aggregated together to obtain a final estimate. The second approach, recently employed by convolutional sparse representations, instead seeks sparsity over the entire dictionary via a global optimization. It is tempting to view the former approach as providing a suboptimal solution of the latter. In this letter, we analyze whether global sparsity is a desirable property, and under what conditions the global optimization provides a better solution to the denoising problem. In particular, our experimental analysis shows that the two approaches attain comparable performance in case of natural images and global optimization outperforms the simpler aggregation of partial estimates only when the image admits an extremely sparse representation. Here, we explain this phenomenon by separately studying the bias and variance of these solutions, and by noting that the variance of the global solution increases very rapidly as the original signal becomes less and less sparse.

97 MATHEMATICS AND COMPUTING↗

Statistical model based iterative reconstruction (MBIR) in clinical CT systems: Experimental assessment of noise performance

Purpose: To reduce radiation dose in CT imaging, the statistical model based iterative reconstruction (MBIR) method has been introduced for clinical use. Based on the principle of MBIR and its nonlinear nature, the noise performance of MBIR is expected to be different from that of the well-understood filtered backprojection (FBP) reconstruction method. The purpose of this work is to experimentally assess the unique noise characteristics of MBIR using a state-of-the-art clinical CT system. Methods: Three physical phantoms, including a water cylinder and two pediatric head phantoms, were scanned in axial scanning mode using a 64-slice CT scanner (Discovery CT750 HD, GE Healthcare, Waukesha, WI) at seven different mAs levels (5, 12.5, 25, 50, 100, 200, 300). At each mAs level, each phantom was repeatedly scanned 50 times to generate an image ensemble for noise analysis. Both the FBP method with a standard kernel and the MBIR method (Veo{sup ®}, GE Healthcare, Waukesha, WI) were used for CT image reconstruction. Three-dimensional (3D) noise power spectrum (NPS), two-dimensional (2D) NPS, and zero-dimensional NPS (noise variance) were assessed both globally and locally. Noise magnitude, noise spatial correlation, noise spatial uniformity and their dose dependence were examined for the two reconstruction methods. Results: (1) At each dose level and at each frequency, the magnitude of the NPS of MBIR was smaller than that of FBP. (2) While the shape of the NPS of FBP was dose-independent, the shape of the NPS of MBIR was strongly dose-dependent; lower dose lead to a “redder” NPS with a lower mean frequency value. (3) The noise standard deviation (σ) of MBIR and dose were found to be related through a power law of σ ∝ (dose){sup −β} with the component β ≈ 0.25, which violated the classical σ ∝ (dose){sup −0.5} power law in FBP. (4) With MBIR, noise reduction was most prominent for thin image slices. (5) MBIR lead to better noise spatial uniformity when compared with FBP. (6) A composite image generated from two MBIR images acquired at two different dose levels (D1 and D2) demonstrated lower noise than that of an image acquired at a dose level of D1+D2. Conclusions: The noise characteristics of the MBIR method are significantly different from those of the FBP method. The well known tradeoff relationship between CT image noise and radiation dose has been modified by MBIR to establish a more gradual dependence of noise on dose. Additionally, some other CT noise properties that had been well understood based on the linear system theory have also been altered by MBIR. Clinical CT scan protocols that had been optimized based on the classical CT noise properties need to be carefully re-evaluated for systems equipped with MBIR in order to maximize the method's potential clinical benefits in dose reduction and/or in CT image quality improvement.

62 RADIOLOGY AND NUCLEAR MEDICINE↗

Symmetry analysis of differential equations: a primer

Symmetry analysis, also known as group invariance, Lie-group, and similarity analysis, originated from the work of Lie [13], well over a century ago, in part to unify the large number of different techniques devised to solve specific differential equations. Lie’s approach to studying differential equations is based on three key ideas: symmetry, in variance, and Lie groups. It is assumed that the reader is unfamiliar with these concepts, and the purpose of this primer is to introduce them to the reader and illustrate their perhaps surprising applicability to the study of differential equations.

97 MATHEMATICS AND COMPUTING↗

Reply to a paper on the use of two magnetometers for magnetic field measurements on a spacecraft

The use of two magnetometers for measuring the ambient magnetic field of spacecraft is compared with the single magnetometer variance method. It is shown that the dual magnetometer concept was developed for missions which are conducted with attitude stabilized spacecraft which have been constructed without an adequate magnetics control program. Specific methods for applying the dual magnetometer technique are described and an error analysis is conducted to determine the accuracy of the results.

Ness, N. F.↗

An approach to the analysis of performance of quasi-optimum digital phase-locked loops.

An approach to the analysis of performance of quasi-optimum digital phase-locked loops (DPLL's) is presented. An expression for the characteristic function of the prior error in the state estimate is derived, and from this expression an infinite dimensional equation for the prior error variance is obtained. The prior error-variance equation is a function of the communication system model and the DPLL gain and is independent of the method used to derive the DPLL gain. Two approximations are discussed for reducing the prior error-variance equation to finite dimension. The effectiveness of one approximation in analyzing DPLL performance is studied.

Polk, D. R.↗

Interplanetary sector boundaries 1971-1973

The large-scale morphology and internal structure of sector boundaries (SB) are investigated, using observations at 1 AU of interplanetary SB crossings. It was found that the durations of the SBs were either relatively short (less than about 10 min) or relatively long (longer than about 3 hours). Using the minimum variance technique, it was found that the SB surfaces were inclined appreciably with respect to the ecliptic at this epoch of the solar cycle (1971-1973). Magnetic holes were found in thick SBs at a rate about three times that elsewhere. In addition, an analysis of tangential discontinuities showed that their orientations were generally not related to the orientations of the SB surface, but their characteristics were very similar to those for discontinuities outside the SBs.

Klein, L.↗

Transient response to localized episodic heating in the tropics

It is generally recognized that equatorial disturbances in the lower stratosphere are excited by convective latent heat release associated with the Internal Tropical Convergence Zone (ITCZ). Recently, attention has also focused on tropical convection with regard to extratropical teleconnection patterns. Unlike equatorial waves which are trapped about the equator but propagate vertically, the latter extend well out of the tropics but are barotropic. They have been most widely discussed in connection with long-term climatological features. Both types of disturbances have been examined largely from the standpoint of steady monochromatic forcing, in the latter case zero frequency or time-mean heating. However, tropical convection as revealed by recent geostationary satellite imagery is anything but regular, surely not steady. Much of the heating variance is concentrated spatially within three localized convective centers: Indonesia, the Amazon, and the Congo. Convective activity within these regions undergoes an irregular evolution over the span of a couple of days. It involves a rather broad spectrum of spatial and temporal scales. The analysis of cloud brightness over the Eastern Atlantic and Africa suggests a characteristic time scale of 3-4 days and correlations scales in latitude and longitude of approximately 30 deg.

Salby, M. L.↗

Global variance reduction for Monte Carlo reactor physics calculations

Over the past few decades, hybrid Monte-Carlo-Deterministic (MC-DT) techniques have been mostly focusing on the development of techniques primarily with shielding applications in mind, i.e. problems featuring a limited number of responses. This paper focuses on the application of a new hybrid MC-DT technique: the SUBSPACE method, for reactor analysis calculation. The SUBSPACE method is designed to overcome the lack of efficiency that hampers the application of MC methods in routine analysis calculations on the assembly level where typically one needs to execute the flux solver in the order of 10{sup 3}-10{sup 5} times. It places high premium on attaining high computational efficiency for reactor analysis application by identifying and capitalizing on the existing correlations between responses of interest. This paper places particular emphasis on using the SUBSPACE method for preparing homogenized few-group cross section sets on the assembly level for subsequent use in full-core diffusion calculations. A BWR assembly model is employed to calculate homogenized few-group cross sections for different burn-up steps. It is found that using the SUBSPACE method significant speedup can be achieved over the state of the art FW-CADIS method. While the presented speed-up alone is not sufficient to render the MC method competitive with the DT method, we believe this work will become a major step on the way of leveraging the accuracy of MC calculations for assembly calculations. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Bias-Variance Trade-Off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs

Physics-Informed Neural Networks (PINNs) have triggered a paradigm shift in scientific computing, leveraging mesh-free properties and robust approximation capabilities. While proving effective for low-dimensional partial differential equations (PDEs), the computational cost of PINNs remains a hurdle in high-dimensional scenarios. This is particularly pronounced when computing high-order and high-dimensional derivatives in the physics-informed loss. Randomized Smoothing PINN (RS-PINN) introduces Gaussian noise for stochastic smoothing of the original neural net model, enabling the use of Monte Carlo methods for derivative approximation, which eliminates the need for costly automatic differentiation. Despite its computational efficiency, especially in the approximation of high-dimensional derivatives, RS-PINN introduces biases in both loss and gradients, negatively impacting convergence, especially when coupled with stochastic gradient descent (SGD) algorithms. We present a comprehensive analysis of biases in RS-PINN, attributing them to the nonlinearity of the Mean Squared Error (MSE) loss as well as the intrinsic nonlinearity of the PDE itself. We propose tailored bias correction techniques, delineating their application based on the order of PDE nonlinearity. The derivation of an unbiased RS-PINN allows for a detailed examination of its advantages and disadvantages compared to the biased version. Specifically, the biased version has a lower variance and runs faster than the unbiased version, but it is less accurate due to the bias. To optimize the bias-variance trade-off, we combine the two approaches in a hybrid method that balances the rapid convergence of the biased version with the high accuracy of the unbiased version. In addition to methodological contributions, we present an enhanced implementation of RS-PINN. Extensive experiments on diverse high-dimensional PDEs, including Fokker-Planck, Hamilton-Jacobi-Bellman (HJB), viscous Burgers’, Allen-Cahn, and Sine-Gordon equations, illustrate the bias-variance trade-off and highlight the effectiveness of the hybrid RS-PINN. Empirical guidelines are provided for selecting biased, unbiased, or hybrid versions, depending on the dimensionality and nonlinearity of the specific PDE problem.

97 MATHEMATICS AND COMPUTING↗

Exploring drought-responsive crucial genes in Sorghum

Drought severely affects global food production. Sorghum is a typical drought-resistant model crop. Based on RNA-seq data for Sorghum with multiple time points and the gray correlation coefficient, this paper firstly selects candidate genes via mean variance test and constructs weighted gene differential co-expression networks (WGDCNs); then, based on guilt-by-rewiring principle, the WGDCNs and the hidden Markov random field model, drought-responsive crucial genes are identified for five developmental stages respectively. Enrichment and sequence alignment analysis reveal that the screened genes may play critical functional roles in drought responsiveness. A multilayer differential co-expression network for the screened genes reveals that Sorghum is very sensitive to pre-flowering drought. Furthermore, a crucial gene regulatory module is established, which regulates drought responsiveness via plant hormone signal transduction, MAPK cascades, and transcriptional regulations. The proposed method can well excavate crucial genes through RNA-seq data, which have implications in breeding of new varieties with improved drought tolerance.

60 APPLIED LIFE SCIENCES↗

High-speed tunable generation of random number distributions using actuated perpendicular magnetic tunnel junctions

Perpendicular magnetic tunnel junctions (pMTJs) actuated by nanosecond pulses are emerging as promising devices for true random number generation (TRNG) due to their intrinsic stochastic behavior and high throughput. In this work, we demonstrate the tunability and quality of random number distributions generated by pMTJs operating at a frequency of 104 MHz. First, changing the pulse amplitude is used to systematically vary the probability bias. The variance of the resulting bitstreams closely matches the expected binomial distribution, demonstrating consistency with an underlying sequence of Bernoulli trials. Second, the quality of uniform distributions of 8-bit random numbers generated with a probability bias of 0.5 is considered. A reduced chi-square analysis of these data shows that only two XOR operations are sufficient to achieve this distribution with p-values greater than 0.05. Finally, we show that there is a correlation between long-term probability bias variations and pMTJ resistance. These findings suggest that variations in the characteristics of the pMTJ underlie the observed variation of probability bias. In conclusion, our results highlight the potential of stochastically actuated pMTJs for high-speed, tunable TRNG applications, showing the importance of the stability of pMTJ device characteristics in achieving reliable, long-term performance.

Magnetic tunnel junctions↗

Multiple Facets of the Poisson Distribution Applicable to Health Physics Measurements

This paper discusses several ways to view the standard Poisson distribution as applied to health physics scaler counts. The intent is not so much to present calculational details but rather to present some underlying concepts. Examples are provided that illustrate the various concepts for several types of specific measurements. The concepts presented involve purely Poisson-based contributions to variance; extra-Poisson variance is presently ignored, and any counting system would be presumed to function properly and without counting loss.

62 RADIOLOGY AND NUCLEAR MEDICINE↗

MPACT Fast Neutron Multiplicity System Prototype Development

This document serves as both an FY2103 End-of-Year and End-of-Project report on efforts that resulted in the design of a prototype fast neutron multiplicity counter leveraged upon the findings of previous project efforts. The prototype design includes 32 liquid scintillator detectors with cubic volumes 7.62 cm in dimension configured into 4 stacked rings of 8 detectors. Detector signal collection for the system is handled with a pair of Struck Innovative Systeme 16-channel digitizers controlled by in-house developed software with built-in multiplicity analysis algorithms. Initial testing and familiarization of the currently obtained prototype components is underway, however full prototype construction is required for further optimization. Monte Carlo models of the prototype system were performed to estimate die-away and efficiency values. Analysis of these models resulted in the development of a software package capable of determining the effects of nearest-neighbor rejection methods for elimination of detector cross talk. A parameter study was performed using previously developed analytical methods for the estimation of assay mass variance for use as a figure-of-merit for system performance. A software package was developed to automate these calculations and ensure accuracy. The results of the parameter study show that the prototype fast neutron multiplicity counter design is very nearly optimized under the restraints of the parameter space.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Systematic Biases in Weak Lensing Cosmology with the Dark Energy Survey

This thesis sets out a practical guide to applying shear measurements as a cosmological tool. We first present one of two science-ready galaxy shape catalogues from Year 1 of the Dark Energy Survey (DES Y1), which covers 1500 square degrees in four bands $griz$, with a median redshift of $0.59$. We describe the shape measurement process implemented by the DES Y1 imshape catalogue, which contains 21.9 million high-quality $r$-band bulge/disc fits. In Chapter 3 a new suite of image simulations, referred to as Hoopoe, are presented. The Hoopoe dataset is tailored to DES Y1 and includes realistic blending, spatial masks and variation in the point spread function. We derive shear corrections, which we show are robust to changes in calibration method, galaxy binning and variance within the simulated dataset. Sources of systematic uncertainty in the simulation-based shear calibration are discussed, leading to a final estimate of the $1\sigma$ uncertainties in the residual multiplica tive bias after calibration of 0.025. Chapter 4 describes an extension of the analysis on the Hoopoe simulations into a detailed investigation of the impact of galaxy neighbours on shape measurement and shear cosmology. Four mechanisms by which neighbours can have a non-negligible influence on shear measurement are identified. These effects, if ignored, would contribute a net multiplicative bias of $m \sim 0.03 - 0.09$ in DES Y1, though the precise impact will depend on both the measurement code and the selection cuts applied. We use the cosmological inference pipeline of DES Y1 to explore the cosmological implications of neighbour bias and show that omitting blending from the calibration simulation for DES Y1 would bias the inferred clustering amplitude $S_8 \equiv \sigma_8 (\omegam /0.3)^{0.5}$ by $1.5 \sigma$ towards low values. Finally, we use the Hoopoe simulations to test the effect of neighbour-induced spatial correlations in the multiplicative bias. We find the cosmo logical impact to be subdominant to statistical error at the! current level of precision. Another major uncertainity in shear cosmology is the accuracy of our ensemble redshift distributions. Chapter 5 presents a numerical investigation into the combined constraining power of cosmic shear, galaxy clustering and their cross-correlation in DES Y1, and the potential for internal calibration of redshift errors. Introducing a moderate uniform bias into the redshift distributions used to model the weak lensing (WL) galaxies is shown to produce a $> 2\sigma$ bias in $S_8$. We demonstrate that this cosmological bias can be eliminated by marginalising over redshift error nuisance parameters. Strikingly, the cosmological constraint of the combined dataset is largely undiminished by the loss of prior information on the WL distributions. We demonstrate that this implicit self-calibration is the result of complementary degeneracy directions in the combined data. In Chapter 6 we present the preliminary results of an investigation into galaxy intrin sic alignments. Using the DES Y1 data, we show a clear dependence in alignment amplitude on galaxy type, in agreement with previous results. We subject these findings to a series of initial robustness tests. We conclude with a short overview of the work presented, and discuss prospects for the future.

79 ASTRONOMY AND ASTROPHYSICS↗