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At least 1,351 records · Page 75

The Short-Term Prediction of Universal Time and Length-Of-Day Using Atmospheric Angular Momemtum

Methods to combine the diverse set of geodetic measurements of Earth orientation that are currently available, and to interpolate and extrapolate these data to generate an optimal estimate of Earth orientation, have been under development at JPL for a number of years. The strategy currently in use is a Kalman filtering scheme based on Earth orentation parameters and their excitation functions that incorporates stochastic models of the important physical processes and takes into account the variable form, quality, and temporal density of the data provided by diffent measurement services.

Universal Time↗

Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling

A numerical method, called OBSM, was recently proposed which employs overcomplete basis functions to achieve sparse representations. While the method can handle non-stationary response without the need of inverting large covariance matrices, it lacks the capability to quantify uncertainty in predictions. We address this issue by proposing a Bayesian approach which first imposes a normal prior on the large space of linear coefficients, then applies the MCMC algorithm to generate posterior samples for predictions. From these samples, Bayesian credible intervals can then be obtained to assess prediction uncertainty. A key application for the proposed method is the efficient construction of sequential designs. Several sequential design procedures with different infill criteria are proposed based on the generated posterior samples. As a result, numerical studies show that the proposed schemes are capable of solving problems of positive point identification, optimization, and surrogate fitting.

97 MATHEMATICS AND COMPUTING↗

Economic analysis of a nuclear hybrid energy system in a stochastic environment including wind turbines in an electricity grid

The electricity market in the U.S. is moving toward an energy mix including more variable renewable energy (VRE) sources like wind and solar. This increasing VRE penetration is altering the profile of the net electricity demand. Normally, flexible generators (e.g. gas turbines) are used to absorb fluctuations in the electricity demand. Therefore, an increase in VRE also leads to an increase in installed capacity for such flexible generators which, in turn, may increase the price of electricity. Nuclear-Renewable Hybrid Energy Systems (N-R HES) are seen as a solution to this problem. The N-R HES contains a nuclear power plant electrically and/or thermally linked to an industrial process (IP). This paper demonstrates a new methodology and presents the corresponding RAVEN/Modelica-based software framework to evaluate the financial performance of N-R HES. The novelty of the method is that it explicitly incorporates the stochastic nature of N-R HES inputs such as electricity demand and wind speeds. The method is applied to a generic (rather than region-specific) N-R HES. The analysis shows that under the right market conditions, economic benefits can be achieved by adding a suitable IP to the base-load generator. In particular, there exists an optimal relationship between the IP capacity and the demand. Furthermore, global trends indicate VRE penetration raises the cost of electricity due to the added volatility, an issue only mitigated when operating with high profit margins for the IP.

97 MATHEMATICS AND COMPUTING↗

Collisionless high energy particle losses in optimized stellarators calculated in real-space coordinates

An approach for the direct computation of collisionless losses of high energy charged particles is developed for stellarator magnetic fields given in real space coordinates. With this approach, the corresponding computations can be performed for magnetic fields with three-dimensional inhomogeneities in the presence of stochastic regions as well as magnetic islands. A code, which is based on this approach, is applied to various stellarator configurations. It is found that the life time of fast particles obtained in real-space coordinates can be smaller than that obtained in magnetic coordinates.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Observer-based H{sub ∞} control for nonlinear Markovian jump systems with time-delay and input saturation

This paper focus on the problem of observer-based H{sub ∞} control for uncertain nonlinear Markovian jump systems with time-delay and actuator saturation. A delay-dependent sufficient condition is proposed which guarantees that the uncertain nonlinear Markovian jump system with time-delay and input saturation is stochastically stable via Lyapunov theory and linear matrix inequality (LMI) approach. Then, with this condition, the estimation of stability region and the design method of observer-based H{sub ∞} controller are given by solving LMIs and convex optimization problems. Finally, numerical examples are exploited to illustrate the effectiveness of the proposed method.

97 MATHEMATICS AND COMPUTING↗

Nucleation-mediated reshaping of facetted metallic nanocrystals: Breakdown of the classical free energy picture

Shape stability is key to avoiding degradation of performance for metallic nanocrystals synthesized with facetted non-equilibrium shapes to optimize properties for catalysis, plasmonics, and so on. Reshaping of facetted nanocrystals is controlled by the surface diffusion-mediated nucleation and growth of new outer layers of atoms. Here, Kinetic Monte Carlo (KMC) simulation of a realistic stochastic atomistic-level model is applied to precisely track the reshaping of Pd octahedra and nanocubes. Unexpectedly, separate constrained equilibrium Monte Carlo analysis of the free energy profile during reshaping reveals a fundamental failure of the classical nucleation theory (CNT) prediction for the reshaping barrier and rate. Why? Nucleation barriers can be relatively low for these processes, so the system is not locally equilibrated before crossing the barrier, as assumed in CNT. This claim is supported by an analysis of a first-passage problem for reshaping within a master equation framework for the model that reasonably captures the behavior in KMC simulations.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Multi-Modal Bayesian Neural Network Surrogates with Conjugate Last-Layer Estimation

As data collection and simulation capabilities advance, multi-modal learning, the task of learning from multiple modalities and sources of data, is becoming an increasingly important area of research. Surrogate models that learn from data of multiple auxiliary modalities to support the modeling of a highly expensive quantity of interest have the potential to aid outer loop applications such as optimization, inverse problems, or sensitivity analyses when multi-modal data are available. We develop two multi-modal Bayesian neural network surrogate models and leverage conditionally conjugate distributions in the last layer to estimate model parameters using stochastic variational inference (SVI). We provide a method to perform this conjugate SVI estimation in the presence of partially missing observations. Here, we demonstrate improved prediction accuracy and uncertainty quantification compared to unimodal surrogate models for both scalar and time series data.

97 MATHEMATICS AND COMPUTING↗

Robust Structural Analysis and Design of Distributed Control Systems to Prevent Zero Dynamics Attacks

We consider the design and analysis of robust distributed control systems (DCSs) to ensure the detection of integrity attacks. DCSs are often managed by independent agents and are implemented using a diverse set of sensors and controllers. However, the heterogeneous nature of DCSs along with their scale leave such systems vulnerable to adversarial behavior. To mitigate this reality, we provide tools that allow operators to prevent zero dynamics attacks when as many as p agents and sensors are corrupted. Such a design ensures attack detectability in deterministic systems while removing the threat of a class of stealthy attacks in stochastic systems. To achieve this goal, we use graph theory to obtain necessary and sufficient conditions for the presence of zero dynamics attacks in terms of the structural interactions between agents and sensors. We then formulate and solve optimization problems which minimize communication networks while also ensuring a resource limited adversary cannot perform a zero dynamics attacks. Polynomial time algorithms for design and analysis are provided.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Minimum-variance fixed-form compensation of linear systems

The problem of determining the linear time-invariant compensator of a specified dimension which minimizes the asymptotic expected value of a quadratic form in the state variables of a linear stochastic system of arbitrary order, is considered. It is shown that under appropriate assumptions, the solution of this problem can be interpreted as a minimum-order observer-based or dual observer-based compensator for an optimally aggregated model of the plant.

Johnson, T. L.↗

The matrix product approximation for the dynamic cavity method

Stochastic dynamics of classical degrees of freedom, defined on vertices of locally tree-like graphs, can be studied in the framework of the dynamic cavity method which is exact for tree graphs. Such models correspond for example to spin-glass systems, Boolean networks, neural networks, and other technical, biological, and social networks. The central objects in the cavity method are edge messages—conditional probabilities of two vertex variable trajectories. In this paper, we discuss a rather pedagogical derivation for the dynamic cavity method, give a detailed account of the novel matrix product edge message (MPEM) algorithm for the solution of the dynamic cavity equation as introduced, and present optimizations and extensions. Matrix product approximations of the edge messages are constructed recursively in an iteration over time. Computation costs and precision can be tuned by controlling the matrix dimensions of the MPEM in truncations. Without truncations, the dynamics is exact. Data for Glauber–Ising dynamics shows a linear growth of computation costs in time. In contrast to Monte Carlo simulations, the approach has a much better error scaling. Hence, it gives for example access to low probability events and decaying observables like temporal correlations. Here, we discuss optimized truncation schemes and an extension that allows to capture models which have a continuum time limit.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Exploration of Advanced Probabilistic and Stochastic Design Methods

The primary objective of the three year research effort was to explore advanced, non-deterministic aerospace system design methods that may have relevance to designers and analysts. The research pursued emerging areas in design methodology and leverage current fundamental research in the area of design decision-making, probabilistic modeling, and optimization. The specific focus of the three year investigation was oriented toward methods to identify and analyze emerging aircraft technologies in a consistent and complete manner, and to explore means to make optimal decisions based on this knowledge in a probabilistic environment. The research efforts were classified into two main areas. First, Task A of the grant has had the objective of conducting research into the relative merits of possible approaches that account for both multiple criteria and uncertainty in design decision-making. In particular, in the final year of research, the focus was on the comparison and contrasting between three methods researched. Specifically, these three are the Joint Probabilistic Decision-Making (JPDM) technique, Physical Programming, and Dempster-Shafer (D-S) theory. The next element of the research, as contained in Task B, was focused upon exploration of the Technology Identification, Evaluation, and Selection (TIES) methodology developed at ASDL, especially with regards to identification of research needs in the baseline method through implementation exercises. The end result of Task B was the documentation of the evolution of the method with time and a technology transfer to the sponsor regarding the method, such that an initial capability for execution could be obtained by the sponsor. Specifically, the results of year 3 efforts were the creation of a detailed tutorial for implementing the TIES method. Within the tutorial package, templates and detailed examples were created for learning and understanding the details of each step. For both research tasks, sample files and tutorials are attached in electronic form with the enclosed CD.

Marvis, Dimitri N.↗

Exploration of Advanced Probabilistic and Stochastic Design Methods

The primary objective of the three year research effort was to explore advanced, non-deterministic aerospace system design methods that may have relevance to designers and analysts. The research pursued emerging areas in design methodology and leverage current fundamental research in the area of design decision-making, probabilistic modeling, and optimization. The specific focus of the three year investigation was oriented toward methods to identify and analyze emerging aircraft technologies in a consistent and complete manner, and to explore means to make optimal decisions based on this knowledge in a probabilistic environment. The research efforts were classified into two main areas. First, Task A of the grant has had the objective of conducting research into the relative merits of possible approaches that account for both multiple criteria and uncertainty in design decision-making. In particular, in the final year of research, the focus was on the comparison and contrasting between three methods researched. Specifically, these three are the Joint Probabilistic Decision-Making (JPDM) technique, Physical Programming, and Dempster-Shafer (D-S) theory. The next element of the research, as contained in Task B, was focused upon exploration of the Technology Identification, Evaluation, and Selection (TIES) methodology developed at ASDL, especially with regards to identification of research needs in the baseline method through implementation exercises. The end result of Task B was the documentation of the evolution of the method with time and a technology transfer to the sponsor regarding the method, such that an initial capability for execution could be obtained by the sponsor. Specifically, the results of year 3 efforts were the creation of a detailed tutorial for implementing the TIES method. Within the tutorial package, templates and detailed examples were created for learning and understanding the details of each step. For both research tasks, sample files and tutorials are attached in electronic form with the enclosed CD.

Mavris, Dimitri N.↗

TU-C-17A-08: Improving IMRT Planning and Reducing Inter-Planner Variability Using the Stochastic Frontier Method: Validation Based On Clinical and Simulated Data

Purpose: Intensity modulated radiation therapy always requires compromises between PTV coverage and organs at risk (OAR) sparing. We previously developed metrics that correlate doses to OAR to specific patients’ morphology using stochastic frontier analysis (SFA). Here, we aim to examine the validity of this approach using a large set of realistically simulated dosimetric and geometric data. Methods: SFA describes a set of treatment plans as an asymmetric distribution with respect to a frontier defining optimal plans. Eighty head and neck IMRT plans were used to establish a metric predicting the mean dose to parotids as a function of simple geometric parameters. A database of 140 parotids was used as a basis distribution to simulate physically plausible data of geometry and dose. Distributions comprising between 20 and 5000 were simulated and the SFA was applied to obtain new frontiers, which were compared to the original frontier. Results: It was possible to simulate distributions consistent with the original dataset. Below 160 organs, the SFA could not always describe distributions as asymmetric: a few cases showed a Gaussian or half-Gaussian distribution. In order to converge to a stable solution, the number of organs in a distribution must ideally be above 100, but in many cases stable parameters could be achieved with as low as 60 samples of organ data. Mean RMS value of the error of new frontiers was significantly reduced when additional organs are used. Conclusion: The number of organs in a distribution showed to have an impact on the effectiveness of the model. It is always possible to obtain a frontier, but if the number of organs in the distribution is small (< 160), it may not represent de lowest dose achievable. These results will be used to determine number of cases necessary to adapt the model to other organs.

60 APPLIED LIFE SCIENCES↗

Nonadiabatic Force Matching for Alchemical Free-Energy Estimation

We propose a method to compute free-energy differences from nonadiabatic alchemical transformations by using flow-based generative models. The method, nonadiabatic force matching, hinges on estimating the dissipation along an alchemical switching process in terms of a nonadiabatic force field that can be learned through stochastic flow matching. The learned field can be used in conjunction with short-time trajectory data to evaluate upper and lower bounds on the alchemical free energy that variationally converge to the exact value if the field is optimal. Applying the method to evaluate the alchemical free energy of atomistic models shows that it can substantially reduce the simulation cost of a free-energy estimate at a negligible loss of accuracy when compared with thermodynamic integration.

Computational chemistry↗

Stochastic modeling of sunshine number data

In this paper, we will present a unified statistical modeling framework for estimation and forecasting sunshine number (SSN) data. Sunshine number has been proposed earlier to describe sunshine time series in qualitative terms (Theor Appl Climatol 72 (2002) 127-136) and since then, it was shown to be useful not only for theoretical purposes but also for practical considerations, e.g. those related to the development of photovoltaic energy production. Statistical modeling and prediction of SSN as a binary time series has been challenging problem, however. Our statistical model for SSN time series is based on an underlying stochastic process formulation of Markov chain type. We will show how its transition probabilities can be efficiently estimated within logistic regression framework. In fact, our logistic Markovian model can be relatively easily fitted via maximum likelihood approach. This is optimal in many respects and it also enables us to use formalized statistical inference theory to obtain not only the point estimates of transition probabilities and their functions of interest, but also related uncertainties, as well as to test of various hypotheses of practical interest, etc. It is straightforward to deal with non-homogeneous transition probabilities in this framework. Very importantly from both physical and practical points of view, logistic Markov model class allows us to test hypotheses about how SSN dependents on various external covariates (e.g. elevation angle, solar time, etc.) and about details of the dynamic model (order and functional shape of the Markov kernel, etc.). Therefore, using generalized additive model approach (GAM), we can fit and compare models of various complexity which insist on keeping physical interpretation of the statistical model and its parts. After introducing the Markovian model and general approach for identification of its parameters, we will illustrate its use and performance on high resolution SSN data from the Solar Radiation Monitoring Station of the West University of Timisoara.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Dissipative particle dynamics simulation of dilute polymer solutions—Inertial effects and hydrodynamic interactions

We examine the accuracy of dissipative particle dynamics (DPD) simulations of polymers in dilute solutions with hydrodynamic interaction (HI), at the theta point, modeled by setting the DPD conservative interaction between beads to zero. We compare the first normal-mode relaxation time extracted from the DPD simulations with theoretical predictions from a normal-mode analysis for theta chains. We characterize the influence of bead inertia within the coil by a ratio L{sub m}/R{sub g}, where L{sub m} is the ballistic distance over which bead inertia is lost, and R{sub g} is the radius of gyration of the polymer coil, while the HI strength per bead h* is determined by the ratio of bead hydrodynamic radius (r{sub H}) to the equilibrium spring length. We show how to adjust h* through the spring length and monomer mass, and how to optimize the accuracy of DPD for fixed h* by increasing the friction coefficient (γ ≥ 9) and by incorporating a nonlinear distance dependence into the frictional interaction. Even with this optimization, DPD simulations exhibit deviations of over 20% from the theoretical normal-mode predictions for high HI strength with h* ≥ 0.20, for chains with as many as 100 beads, which is a larger deviation than is found for Stochastic rotation dynamics simulations for similar chains lengths and values of h*.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Streaming Generalized Canonical Polyadic Tensor Decompositions

In this paper, we develop a method which we call OnlineGCP for computing the Generalized Canonical Polyadic (GCP) tensor decomposition of streaming data. GCP differs from traditional canonical polyadic (CP) tensor decompositions as it allows for arbitrary objective functions which the CP model attempts to minimize. This approach can provide better fits and more interpretable models when the observed tensor data is strongly non-Gaussian. In the streaming case, tensor data is gradually observed over time and the algorithm must incrementally update a GCP factorization with limited access to prior data. In this work, we extend the GCP formalism to the streaming context by deriving a GCP optimization problem to be solved as new tensor data is observed, formulate a tunable history term to balance reconstruction of recently observed data with data observed in the past, develop a scalable solution strategy based on segregated solves using stochastic gradient descent methods, describe a software implementation that provides performance and portability to contemporary CPU and GPU architectures and integrates with Matlab for enhanced usability, and demonstrate the utility and performance of the approach and software on several synthetic and real tensor data sets.

97 MATHEMATICS AND COMPUTING↗

Z-Target Radiography Postprocessing With A Deep Convolution Neural Network

Analyzing X-ray radiographs is crucial for understanding target behavior in Inertial Confinement Fusion (ICF) and High Energy Density (HED) platforms. However, the density of Magneto Raleigh Taylor (MRT) bands and limitations of target materials often obscure relevant spike growth and density information. To address this issue, machine learning postprocessing techniques can be applied to remove darkened regions in radiography images. In this study, a novel method is presented for removing MRT darkened regions from z-target radiographs using a convolutional neural network (CNN). The CNN, consisting of six layers, treats the darkened regions as noise and employs a mixed loss function and end-to-end frameworks to suppress them while preserving sharpness. The six-layer architecture is designed to effectively learn features when provided with a larger volume of learning space. Each layer is optimized using a mixed loss function that combines a standard loss pixel approach with a multi-scaled structural similarity index loss, which considers luminance, contrast, and structure in local neighborhoods. This approach is particularly beneficial for capturing the stochastic structure of MRT limbs. Due to the limited availability of experimental data, training is conducted using synthetic target radiography from 3D Alegra simulations.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗