Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Markov chain model”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 145 records · Page 8

Three real-time architectures - A study using reward models

Numerous applications in the area of computer system analysis can be effectively studied with Markov reward models. These models describe the evolutionary behavior of the computer system by a continuous-time Markov chain, and a reward rate is associated with each state. In reliability/availability models, upstates have reward rate 1, and down states have reward rate zero associated with them. In a combined model of performance and reliability, the reward rate of a state may be the computational capacity, or a related performance measure. Steady-state expected reward rate and expected instantaneous reward rate are clearly useful measures which can be extracted from the Markov reward model. The diversity of areas where Markov reward models may be used is illustrated with a comparative study of three examples of interest to the fault tolerant computing community.

Sjogren, J. A.↗

Fault trees and imperfect coverage

A new algorithm is presented for solving the fault tree. The algorithm includes the dynamic behavior of the fault/error handling model but obviates the need for the Markov chain solution. As the state space is expanded in a breadth-first search (the same is done in the conversion to a Markov chain), the state's contribution to each future state is calculated exactly. A dynamic state truncation technique is also presented; it produces bounds on the unreliability of the system by considering only part of the state space. Since the model is solved as the state space is generated, the process can be stopped as soon as the desired accuracy is reached.

Dugan, Joanne B.↗

Particle Markov Chain Monte Carlo Approach to Inference in Transient Surface Kinetics

Here, in this work, we develop a novel Bayesian approach to study the adsorption and desorption of CO onto a Pd(111) surface, a process of great importance in natural sciences. The motivation for this work comes from the recent availability of time-resolved infrared spectroscopy data and the need for model interpretability and uncertainty quantification in chemical processes. The objective is to learn the relevant parameters that characterize the process: coverage with time, rate constants, activation energies, and pre-exponential factors. Our approach consists of three main schemes: (i) a problem design and probabilistic model for the whole system, (ii) a particle Markov chain Monte Carlo sampler to learn the hidden coverages and rate constant parameters, and (iii) two Bayesian formulations to infer the activation energies and pre-exponential factors. The flexibility of the Bayesian framework allows for uncertainty quantification where possible and integration of mathematical constraints in the model to reflect the system physically. We found that our results for the activation energies and pre-exponential factor are in agreement with those reported in the experimental literature, independently, and we provide discussions on the advantages and disadvantages as well as applicability to other systems.

36 MATERIALS SCIENCE↗

Emulator-based Bayesian calibration of a subglacial drainage model

Subglacial drainage models, often motivated by the relationship between hydrology and ice flow, sensitively depend on numerous unconstrained parameters. We explore using borehole water-pressure time series to calibrate the uncertain parameters of a popular subglacial drainage model, taking a Bayesian perspective to quantify the uncertainty in parameter estimates and in the calibrated model predictions. To reduce the computation time associated with Markov Chain Monte Carlo sampling, we construct a fast Gaussian process emulator to stand in for the subglacial drainage model. We first carry out a calibration experiment using synthetic observations consisting of model simulations with hidden parameter values as a demonstration of the method. Using real borehole water pressures measured in western Greenland, we find meaningful constraints on four of the eight model parameters and a factor-of-three reduction in uncertainty of the calibrated model predictions. These experiments illustrate Gaussian process-based Bayesian inference as a useful tool for calibration and uncertainty quantification of complex glaciological models using field data. However, significant differences between the calibrated model and the borehole data suggest that structural limitations of the model, rather than poorly constrained parameters or computational cost, remain the most important constraint on subglacial drainage modelling.

58 GEOSCIENCES↗

A Bayesian Calibration Framework with Embedded Model Error for Model Diagnostics

We study the utility and performance of a Bayesian model error embedding construction in the context of molecular dynamics modeling of metallic alloys, where we embed model error terms in existing interatomic potential model parameters. To alleviate the computational burden of this approach, we propose a framework combining likelihood approximation and Gaussian process surrogates. Here we leverage sparse Gaussian process techniques to construct a hierarchy of increasingly accurate but more expensive surrogate models. This hierarchy is then exploited by multilevel Markov chain Monte Carlo methods to efficiently sample from the target posterior distribution. We illustrate the utility of this approach by calibrating an interatomic potential model for a family of gold-copper alloys. In particular, this case study highlights effective means for dealing with computational challenges with Bayesian model error embedding in large-scale physical models, and the utility of embedded model error for model diagnostics.

Bayesian inference↗

GeoThermalCloud: Cloud Fusion of Big Data and Multi-Physics Models using Machine Learning for Discovery, Exploration, and Development of Hidden Geothermal Resources

The primary goals of this project are exploring hidden geothermal resources in the U.S.A. and designing profitable enhanced geothermal systems (EGS). Many processes and parameters control geothermal exploration and energy production from geothermal fields. Diverse datasets (e.g., geology, geochemistry, geophysics, satellite, airborne geophysics) are available to help characterize subsurface geothermal conditions. Sparse and multi-scale characteristics of these datasets prohibit properly leveraging these datasets for geothermal exploration and profitable EGS design. Recent advancements in machine learning (ML) promise to resolve these issues. The tremendous challenges and risks of geothermal exploration and production bring the demand for novel ML methods and tools that can (1) analyze large field datasets, (2) assimilate model simulations (large inputs and outputs), (3) process sparse datasets, (4) perform transfer learning (between sites with different exploratory levels), (5) extract hidden geothermal signatures in the field and simulation data, (6) label geothermal resources and processes, (7) identify high-value data acquisition targets, and (8) guide geothermal exploration and production by selecting optimal exploration, production, and drilling strategies. To address these necessities, ML-based geothermal resources exploration and enhanced geothermal systems (EGS) design tools have been developed. The exploration tool is called GeoThermalCloud and EGS design tool is called GeoDT-ML. GeoThermalCloud (https://github.com/SmartTensors/GeoThermalCloud.jl) utilizes a LANL unsupervised ML platform called SmartTensors (https://tensors.lanl.gov/) to automate data analyses and interpretations by extracting hidden signatures to identify geothermal prospects. Also, it enables the identification of critical measurements needed to identify geothermal resource signatures. Alternatively, GeoDT-ML (https://github.com/SmartTensors/GeoThermalCloud.jl/tree/master/EGS) is an ML-based alternative to GeoDT (https://github.com/GeoDesignTool/GeoDT.git), a fast, simplified multi-physics solver to evaluate EGS project designs in uncertain geologic systems. GeoDT-ML leverages recent advances in deep learning and high-performance computing. It is a faster and simpler version of GeoDT. To make this project a success, we used capabilities of LANL, PNNL, Google, Stanford, and Julia Computing. We analyzed eight datasets of the U.S.A. using GeothermalCloud and demonstrated potential highly prospective geothermal resources and identified key factors defining highly prospective sites. The first data set includes 44 locations in southwest New Mexico and 18 geological, hydrogeological, geophysical, geothermal, geochemical attributes. We defined low- and medium-temperature hydrothermal systems and discovered a new highly prospective site. The second data set analyzed 18 shallow water chemistry attributes at 14,342 locations in the Great Basin. It demarcated modestly, moderately, and highly prospective sites including key attributes for each type of prospectivity. The third data set analyzed Utah FORGE data including satellite (InSAR), geophysical (gravity, seismic), geochemical, and geothermal attributes. Here, we performed prospectivity analysis to identify future drilling locations using geological, geochemical, and geophysical attributes. Maps of temperature at depth and heat flow are constructed based on the available data. Prospectivity maps were generated, and drilling locations were proposed for future geothermal field exploration. The fourth data set analyzed 21 attributes at 120 locations in Tularosa Basin, New Mexico; data comes from past play fairway analyses in this region. ML analyses identified geothermal signatures associated with modestly, moderately, and highly hydrothermal systems. We also defined dominant attributes and spatial distribution of the geothermal signatures. The fifth, sixth, seventh, and eighth datasets include Tohatchi Springs, New Mexico, Hawaii, Brady site, Nevada, and EGS Collab, respectively. Moreover, we coupled GeothermalCloud and magnetotellurics data to pinpoint drilling locations for developing geothermal projects in the Tularosa Basin, New Mexico. GeothermalCloud found potential prospective locations for geothermal resources near White Sands Missile Range and McGregor Range at Fort Bliss. Magnetotellurics data determined the potential depth (~1800m) of geothermal prospects at McGregor Range based on apparent resistivity structures/layers in the subsurface. The McGregor Range consists of three resistivity layers and two resistivity structures. Magnetotellurics data also helps identify that the western portion of the McGregor Range has thick and low-resistivity earth materials. The low resistivity to the west is most likely for a fault system. Assuming temperature is consistent with a geothermal reservoir, the west-central part of the McGregor Range has the highest geothermal potential because of the increase in porosity and associated permeability attributed to the interpreted fault system. Also, we devised a coupling strategy between a process model and GeothermalCloud to characterize hydrogeological conditions and geothermal conditions, respectively. The process model characterizes hydrogeological and geothermal conditions on highly prospective geothermal sites provided by GeothermalCloud. We developed a physics-informed neural network (PINN) version of the Burns equation that can be easily coupled with GeothermalCloud. Furthermore, we performed an optimal design decision maximizing the economic value of an EGS power plant. This study optimized the range of well spacing between injection and production wells maximizing net present value in dollars (NPV). For this task, we used the GeoDT to simulate the Utah FORGE EGS development cycle from the initial well design to the end of production. Next, we accomplished another crucial task, which is predicting permeability of geothermal reservoirs. Predicting permeability of geothermal reservoirs is a non-trivial task because of huge computational runtime of simulation and lack of measurements. To avoid these limitations, we used easy-to-measure chemical concentrations in the subsurface as measurement data and convolutional neural network based ML model of a high-fidelity model. Next, we predicted permeability using Markov chain Monte Carlo simulation. We found that Markov chain Monte Carlo simulation predicts permeability with a high certainty if the prediction zone in the simulation area has chemical concentration data. Finally, we analyzed the DOE funded INGENIOUS and GeoDAWN projects data. For discovering hidden geothermal systems in the Great Basin, the INGENIOUS project accumulated old data, collected new data, and released them in 2022. The dataset includes a total of 24 geological, geophysical, and geochemical attributes. Data resolution and scale significantly vary prohibiting an appropriate usage. To avoid such limitations, we brought all data in the same resolution and scale by applying the inverse distance weighting interpolation technique for predicting data in unsampled locations. Subsequently, we analyzed LiDAR data of the GeoDAWN project. We received data in tiles format. The DOE’s overarching goal is to use ML on LiDAR data for finding favorable geological structures (e.g., step up faults in Brady, Nevada). To serve the purpose, we need to label favorable geologic structures that correspond to LiDAR data. We wrote an algorithm to label the LiDAR data with the favorable geologic structures.

15 GEOTHERMAL ENERGY↗

Gravitational Wave Sources as Timing References for LISA Data

In the megahertz gravitational-wave band, galactic ultra-compact binaries (UCBs) are continuous sources emitting at near-constant frequency. The signals from many of these galactic binaries will be sufficiently strong to be detectable by the Laser Interferometer Space Antenna (LISA) after approximately Omicron (1 week) of observing. In addition to their astrophysical value, these UCBs can be used to monitor the data quality of the observatory. This paper demonstrates the capabilities of galactic UCBs to be used as calibration sources for LISA by demanding signal coherence between adjacent week-long data segments separated by a gap in time of a priori unknown duration. A parameter for the gap duration is added to the UCB waveform model and used in a Markov-chain Monte Carlo algorithm simultaneously fitting for the astrophysical source parameters. Results from measurements of several UCBs are combined to produce a joint posterior on the gap duration. The measurement accuracy's dependence on how much is known about the UCBs through prior observing, and seasonal variations due to the LISA orbital motion, is quantified. The duration of data gaps in a two-week segment of data can be constrained to within approximately 0.2 s using Omicron (10) UCBs after one month of observing. The timing accuracy from UCBs improves to approximately or less than o.1 s after 1 year of mission operations. These results are robust to within a factor of approximately 2 when taking into account seasonal variations.

Gravitation Wave Sources↗

Deep Space Optical Link ARQ Performance Analysis

Substantial advancements have been made toward the use of optical communications for deep space exploration missions, promising a much higher volume of data to be communicated in comparison with present-day Radio Frequency (RF) based systems. One or more ground-based optical terminals are assumed to communicate with the spacecraft. Both short-term and long-term link outages will arise due to weather at the ground station(s), space platform pointing stability, and other effects. To mitigate these outages, an Automatic Repeat Query (ARQ) retransmission method is assumed, together with a reliable back channel for acknowledgement traffic. Specifically, the Licklider Transmission Protocol (LTP) is used, which is a component of the Disruption-Tolerant Networking (DTN) protocol suite that is well suited for high bandwidth-delay product links subject to disruptions. We provide an analysis of envisioned deep space mission scenarios and quantify buffering, latency and throughput performance, using a simulation in which longterm weather effects are modeled with a Gilbert-Elliot Markov chain, short-term outages occur as a Bernoulli process, and scheduled outages arising from geometric visibility or operational constraints are represented. We find that both short- and long-term effects impact throughput, but long-term weather effects dominate buffer sizing and overflow losses as well as latency performance.

buffer analysis↗

Detection of Photospheric Features in the Near-Infrared Spectrum of a Class 0 Protostar

We present a near-infrared K-band R ≃ 1500 Keck spectrum of S68N, a Class 0 protostar in the Serpens molecular cloud. The spectrum shows a very red continuum, CO absorption bands, weak or non-existent atomic metal absorptions, and H2 emission lines. The near-IR H2 emission is consistent with excitation in shocks or by X-rays but not by UV radiation. We model the absorption component as a stellar photosphere plus circumstellar continuum emission with wavelength-dependent extinction. A Markov Chain Monte Carlo analysis shows that the most likely model parameters are consistent with a low-temperature, low-gravity photosphere with signifi cant extinction and no more than modest continuum veiling. Its T(eff) ≃ 3260 K effective temperature is similar to that of older, more evolved pre-main-sequence stars, but its surface gravity log g ≃ 2:4 cm/sq.s is approximately 1 dex lower. This implies that the radius of this protostar is a factor of ~ 3 larger than that of 106 yr old T Tauri stars. Its low veiling is consistent with a circumstellar disk having intrinsic near-IR emission that is less than or equal to that of more evolved Class I protostars. Along with the high extinction, this suggests that most of the circumstellar material is in a cold envelope, as expected for a Class 0 protostar. This is the first known detection and analysis of a Class 0 protostar absorption spectrum.

Thomas P Greene↗

Equation of State Optimization and Uncertainty Quantization: Implementation in the LANL EOS Production Code OpenSesame

We detail the approaches of particle swarm optimization and Bayesian inference through Markov chain Monte Carlo for equation of state development. This work includes formulation of the modeling for the equation of state, numeric optimization of the parametric models via particle swarm optimization, and generation of probability distributions of equations of state from Markov chain Monte Carlo.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Robust Importance Sampling for Bayesian Model Calibration with Spatio-Temporal Data

This paper addresses two challenges in Bayesian calibration: 1) computational speed of existing sampling algorithms, and 2) calibration with spatio-temporal responses. The commonly used Markov Chain Monte Carlo (MCMC) approaches require many sequential model evaluations making the computational expense prohibitive. This paper proposes an efficient sampling algorithm: iterative importance sampling with genetic algorithm (IISGA). While iterative importance sampling enables computational efficiency, the genetic algorithm enables robustness by preventing sample degeneration and avoids getting stuck in multimodal search spaces. An inflated likelihood further enables robustness in high-dimensional parameter spaces by enlarging the target distribution. Spatio-temporal data complicate both surrogate modeling, which is necessary for expensive computational models, and the likelihood estimation. In this work, singular value decomposition is investigated for reducing the high-dimensional field data to a lower-dimensional space prior to Bayesian calibration. Then the likelihood is formulated and Bayesian inference is performed in the lower-dimension, latent space. An illustrative example is provided to demonstrate IISGA relative to existing sampling methods, and then IISGA is employed to calibrate a thermal battery model with 26 uncertain calibration parameters and spatio-temporal response data.

97 MATHEMATICS AND COMPUTING↗

Multiple Rings of Millimeter Dust Emission in the HD 15115 Debris Disk

We present observations of the HD 15115 debris disk from the Atacama Large Millimeter/submillimeter Array (ALMA) at 1.3 mm that capture this intriguing system with the highest resolution (0."6 or 29 au) at millimeter wavelengths to date. This new ALMA image shows evidence for two rings in the disk separated by a cleared gap. By fitting models directly to the observed visibilities within a Markov Chain Monte Carlo framework, we are able to characterize the millimeter continuum emission and place robust constraints on the disk structure and geometry. In the best-fit model of a power-law disk with a Gaussian gap, the disk inner and outer edges are at 43.9 ± 5.8 au (0."89 ± 0."12) and 92.2 ± 2.4 au (1."88 ± 0."49), respectively, with a gap located at 58.9 ± 4.5 au (1."2 ± 0."10) with a fractional depth of 0.88 ± 0.10 and a width of 13.8 ± 5.6 au (0."28 ± 0."11). Because we do not see any evidence at millimeter wavelengths for the dramatic east–west asymmetry seen in scattered light, we conclude that this feature most likely results from a mechanism that only affects small grains. Using dynamical modeling and our constraints on the gap properties, we are able to estimate a mass for the possible planet sculpting the gap to be 0.16 ± 0.06 M(sub Jup).

MacGregor, Meredith A.↗

Invertible neural networks for E3SM land model calibration and simulation

We apply an invertible neural network (INN) for E3SM land model calibration and simulation with eight parameters at the Missouri Ozark AmeriFlux forest site. INN provides bijective (two-way) mappings between inputs and outputs, thus it can solve probabilistic inverse problems and forward approximations simultaneously. We demonstrate INN's inverse and forward capability in both synthetic and real-data applications. Results indicate that INN produces accurate parameter posterior distributions similar to Markov Chain Monte Carlo sampling and it generates model outputs close to the forward model simulations. Additionally, both the inverse and forward evaluations in INN are computationally efficient which allows for rapid integration of observations for parameter estimation and fast model predictions.

Lu, Dan↗

Constraining physical models at gigabar pressures

High-energy-density (HED) experiments in convergent geometry are able to test physical models at pressures beyond hundreds of millions of atmospheres. The measurements from these experiments are generally highly integrated and require unique analysis techniques to procure quantitative infor mation. This work describes a methodology to constrain the physics in convergent HED experiments by adapting the methods common to many other fields of physics. As an example, a mechanical model of an imploding shell is constrained by data from a thin-shelled direct-drive exploding-pusher experiment on the OMEGA Laser System using Bayesian inference, resulting in the reconstruction of the shell dynamics and energy transfer during the implosion. The model is tested by analyzing synthetic data from a 1-D hydrodynamics code and is sampled using a Markov chain Monte Carlo to generate the posterior distributions of the model parameters. As a result, the goal of this work is to demonstrate a general methodology that can be used to draw conclusions from a wide variety of HED experiments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Constraining Physical Models at Gigabar Pressures

High-energy-density (HED) experiments in convergent geometry are able to test physical models at pressures beyond hundreds of millions of atmospheres. The measurements from these experiments are generally highly integrated and require unique analysis techniques to procure quantitative information. This work describes a methodology to constrain the physics in convergent HED experiments by adapting the methods common to many other fields of physics. As an example, a mechanical model of an imploding shell is constrained by data from a thin-shelled direct-drive exploding-pusher experiment on the OMEGA Laser System using Bayesian inference, resulting in the reconstruction of the shell dynamics and energy transfer during the implosion. The model is tested by analyzing synthetic data from a 1-D hydrodynamics code and is sampled using a Markov chain Monte Carlo to generate the posterior distributions of the model parameters. The goal of this work is to demonstrate a general methodology that can be used to draw conclusions from a wide variety of HED experiments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Characterization of Partially Observed Epidemics - Application to COVID-19

This report documents a statistical method for the "real-time" characterization of partially observed epidemics. Observations consist of daily counts of symptomatic patients, diagnosed with the disease. Characterization, in this context, refers to estimation of epidemiological parameters that can be used to provide short-term forecasts of the ongoing epidemic, as well as to provide gross information for the time-dependent infection rate. The characterization problem is formulated as a Bayesian inverse problem, and is predicated on a model for the distribution of the incubation period. The model parameters are estimated as distributions using a Markov Chain Monte Carlo (MCMC) method, thus quantifying the uncertainty in the estimates. The method is applied to the COVID-19 pandemic of 2020, using data at the country, provincial (e.g., states) and regional (e.g. county) levels. The epidemiological model includes a stochastic component due to uncertainties in the incubation period. This model-form uncertainty is accommodated by a pseudo-marginal Metropolis-Hastings MCMC sampler, which produces posterior distributions that reflect this uncertainty. We approximate the discrepancy between the data and the epidemiological model using Gaussian and negative binomial error models; the latter was motivated by the over-dispersed count data. For small daily counts we find the performance of the calibrated models to be similar for the two error models. For large daily counts the negative-binomial approximation is numerically unstable unlike the Gaussian error model. Application of the model at the country level (for the United States, Germany, Italy, etc.) generally provided accurate forecasts, as the data consisted of large counts which suppressed the day-to-day variations in the observations. Further, the bulk of the data is sourced over the duration before the relaxation of the curbs on population mixing, and is not confounded by any discernible country-wide second wave of infections. At the state-level, where reporting was poor or which evinced few infections (e.g., New Mexico), the variance in the data posed some, though not insurmountable, difficulties, and forecasts were able to capture the data with large uncertainty bounds. The method was found to be sufficiently sensitive to discern the flattening of the infection and epidemic curve due to shelter-in-place orders after around 90% quantile for the incubation distribution (about 10 days for COVID-19). The proposed model was also used at a regional level to compare the forecasts for the central and north-west regions of New Mexico. Modeling the data for these regions illustrated different disease spread dynamics captured by the model. While in the central region the daily counts peaked in the late April, in the north-west region the ramp-up continued for approximately three more weeks.

59 BASIC BIOLOGICAL SCIENCES↗

Data Analysis with Graphical Models: Software Tools

Probabilistic graphical models (directed and undirected Markov fields, and combined in chain graphs) are used widely in expert systems, image processing and other areas as a framework for representing and reasoning with probabilities. They come with corresponding algorithms for performing probabilistic inference. This paper discusses an extension to these models by Spiegelhalter and Gilks, plates, used to graphically model the notion of a sample. This offers a graphical specification language for representing data analysis problems. When combined with general methods for statistical inference, this also offers a unifying framework for prototyping and/or generating data analysis algorithms from graphical specifications. This paper outlines the framework and then presents some basic tools for the task: a graphical version of the Pitman-Koopman Theorem for the exponential family, problem decomposition, and the calculation of exact Bayes factors. Other tools already developed, such as automatic differentiation, Gibbs sampling, and use of the EM algorithm, make this a broad basis for the generation of data analysis software.

Buntine, Wray L.↗