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DOE OSTI2016

An Overview of the Monte Carlo Application ToolKit (MCATK)

MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library designed to build specialized applications and designed to provide new functionality in existing general-purpose Monte Carlo codes like MCNP; it was developed with Agile software engineering methodologies under the motivation to reduce costs. The characteristics of MCATK can be summarized as follows: MCATK physics – continuous energy neutron-gamma transport with multi-temperature treatment, static eigenvalue (k and α) algorithms, time-dependent algorithm, fission chain algorithms; MCATK geometry – mesh geometries, solid body geometries. MCATK provides verified, unit-tested Monte Carlo components, flexibility in Monte Carlo applications development, and numerous tools such as geometry and cross section plotters. Recent work has involved deterministic and Monte Carlo analysis of stochastic systems. Static and dynamic analysis is discussed, and the results of a dynamic test problem are given.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2014

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↗

DOE OSTI2021

Adversarial sampling of unknown and high-dimensional conditional distributions

Many engineering problems require the prediction of realization-to-realization variability or a refined description of modeled quantities. In that case, it is necessary to sample elements from unknown high-dimensional spaces with possibly millions of degrees of freedom. While there exist methods able to sample elements from probability density functions (PDF) with known shapes, several approximations need to be made when the distribution is unknown. In this paper the sampling method, as well as the inference of the underlying distribution, are both handled with a data-driven method known as generative adversarial networks (GAN), which trains two competing neural networks to produce a network that can effectively generate samples from the training set distribution. In practice, it is often necessary to draw samples from conditional distributions. When the conditional variables are continuous, only one (if any) data point corresponding to a particular value of a conditioning variable may be available, which is not sufficient to estimate the conditional distribution. This work handles this problem using an a priori estimation of the conditional moments of a PDF. Herein, two approaches, stochastic estimation, and an external neural network are compared for computing these moments; however, any preferred method can be used. The algorithm is demonstrated in the case of the deconvolution of a filtered turbulent flow field. It is shown that all the versions of the proposed algorithm effectively sample the target conditional distribution with minimal impact on the quality of the samples compared to state-of-the-art methods. Additionally, the procedure can be used as a metric for the diversity of samples generated by a conditional GAN (cGAN) conditioned with continuous variables.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2024

Calibration verification for stochastic agent-based disease spread models

Accurate disease spread modeling is crucial for identifying the severity of outbreaks and planning effective mitigation efforts. To be reliable when applied to new outbreaks, model calibration techniques must be robust. However, current methods frequently forgo calibration verification (a stand-alone process evaluating the calibration procedure) and instead use overall model validation (a process comparing calibrated model results to data) to check calibration processes, which may conceal errors in calibration. In this work, we develop a stochastic agent-based disease spread model to act as a testing environment as we test two calibration methods using simulation-based calibration, which is a synthetic data calibration verification method. The first calibration method is a Bayesian inference approach using an empirically-constructed likelihood and Markov chain Monte Carlo (MCMC) sampling, while the second method is a likelihood-free approach using approximate Bayesian computation (ABC). Simulation-based calibration suggests that there are challenges with the empirical likelihood calculation used in the first calibration method in this context. These issues are alleviated in the ABC approach. Despite these challenges, we note that the first calibration method performs well in a synthetic data model validation test similar to those common in disease spread modeling literature. We conclude that stand-alone calibration verification using synthetic data may benefit epidemiological researchers in identifying model calibration challenges that may be difficult to identify with other commonly used model validation techniques.

60 APPLIED LIFE SCIENCES↗

NASA NTRS1979

Algebraic methods for the solution of some linear matrix equations

The characterization of polynomials whose zeros lie in certain algebraic domains (and the unification of the ideas of Hermite and Lyapunov) is the basis for developing finite algorithms for the solution of linear matrix equations. Particular attention is given to equations PA + A'P = Q (the Lyapunov equation) and P - A'PA = Q the (discrete Lyapunov equation). The Lyapunov equation appears in several areas of control theory such as stability theory, optimal control (evaluation of quadratic integrals), stochastic control (evaluation of covariance matrices) and in the solution of the algebraic Riccati equation using Newton's method.

Djaferis, T. E.↗

DOE OSTI2014

Visualization of the operational space of edge-localized modes through low-dimensional embedding of probability distributions

Information visualization aimed at facilitating human perception is an important tool for the interpretation of experiments on the basis of complex multidimensional data characterizing the operational space of fusion devices. This work describes a method for visualizing the operational space on a two-dimensional map and applies it to the discrimination of type I and type III edge-localized modes (ELMs) from a series of carbon-wall ELMy discharges at JET. The approach accounts for stochastic uncertainties that play an important role in fusion data sets, by modeling measurements with probability distributions in a metric space. The method is aimed at contributing to physical understanding of ELMs as well as their control. Furthermore, it is a general method that can be applied to the modeling of various other plasma phenomena as well.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

DOE OSTI2016

Dynamic Simulation with on the fly Doppler Broadening treatment in RMC

In conventional transient analysis, thermal hydraulics calculations are generally coupled to deterministic neutronics solvers. Due to the limited accuracy of deterministic methods and the rapid development of computer power, Monte Carlo neutronics calculations have received increasing attention nowadays. One of challenges for Monte Carlo methods coupled to thermal hydraulics calculations is the temperature dependent cross sections. Taking the detailed temperature distribution feedback into account, each nuclide may be in a large range of temperatures, pre-generated libraries at every temperature point are no longer applicable owing to unaffordable memory footprint. Different solutions have been proposed to deal with this problem. TMS, accounting for Doppler broadening effect by the explicit treatment of thermal motion, was used to model fast transients in Serpent 2. Stochastic mixing, using two sets of libraries for each nuclide and mixing them to get the correct temperature, was used in transient analysis by Sjenitzer and Hoogenboom. Besides, there are other on the fly Doppler broadening methods being developed, including series expansion of cross sections, multipole representation, different integration algorithms based on Doppler broadening equation. In this paper, on the fly Doppler broadening treatment based on integration algorithms was applied to transient calculation in Reactor Monte Carlo code RMC . In the following section, the integration algorithms implemented and dynamic simulation method in RMC is briefly introduced. Finally, a pure physical transient fuel assembly model was chosen for numerical validation. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

DOE OSTI2017

Context-aided analysis of community evolution in networks

Here, we are interested in detecting and analyzing global changes in dynamic networks (networks that evolve with time). More precisely, we consider changes in the activity distribution within the network, in terms of density (ie, edge existence) and intensity (ie, edge weight). Detecting change in local properties, as well as individual measurements or metrics, has been well studied and often reduces to traditional statistical process control. In contrast, detecting change in larger scale structure of the network is more challenging and not as well understood. We address this problem by proposing a framework for detecting change in network structure based on separate pieces: a probabilistic model for partitioning nodes by their behavior, a label-unswitching heuristic, and an approach to change detection for sequences of complex objects. We examine the performance of one instantiation of such a framework using mostly previously available pieces. The dataset we use for these investigations is the publicly available New York City Taxi and Limousine Commission dataset covering all taxi trips in New York City since 2009. Using it, we investigate the evolution of an ensemble of networks under different spatiotemporal resolutions. We identify the community structure by fitting a weighted stochastic block model. In conclusion, we offer insights on different node ranking and clustering methods, their ability to capture the rhythm of life in the Big Apple, and their potential usefulness in highlighting changes in the underlying network structure.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

A primal–dual algorithm for risk minimization

In this paper, we develop an algorithm to efficiently solve risk-averse optimization problems posed in reflexive Banach space. Such problems often arise in many practical applications as, e.g., optimization problems constrained by partial differential equations with uncertain inputs. Unfortunately, for many popular risk models including the coherent risk measures, the resulting risk-averse objective function is nonsmooth. Here, this lack of differentiability complicates the numerical approximation of the objective function as well as the numerical solution of the optimization problem. To address these challenges, we propose a primal–dual algorithm for solving large-scale nonsmooth risk-averse optimization problems. This algorithm is motivated by the classical method of multipliers and by epigraphical regularization of risk measures. As a result, the algorithm solves a sequence of smooth optimization problems using derivative-based methods. We prove convergence of the algorithm even when the subproblems are solved inexactly and conclude with numerical examples demonstrating the efficiency of our method.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2013

Stochastic joint inversion of hydrogeophysical data for salt tracer test monitoring and hydraulic conductivity imaging

The assessment of hydraulic conductivity of heterogeneous aquifers is a difficult task using traditional hydrogeological methods (e.g., steady state or transient pumping tests) due to their low spatial resolution. Geophysical measurements performed at the ground surface and in boreholes provide additional information for increasing the resolution and accuracy of the inverted hydraulic conductivity field. We used a stochastic joint inversion of Direct Current (DC) resistivity and Self-Potential (SP) data plus in situ measurement of the salinity in a downstream well during a synthetic salt tracer experiment to reconstruct the hydraulic conductivity field between two wells. The pilot point parameterization was used to avoid over-parameterization of the inverse problem. Bounds on the model parameters were used to promote a consistent Markov chain Monte Carlo sampling of the model parameters. To evaluate the effectiveness of the joint inversion process, we compared 8 cases in which the geophysical data are coupled or not to the in situ sampling of the salinity to map the hydraulic conductivity. We first tested the effectiveness of the inversion of each type of data alone (concentration sampling, self-potential, and DC resistivity), and then we combined the data two by two. We finally combined all the data together to show the value of each type of geophysical data in the joint inversion process because of their different sensitivity map. We also investigated a case in which the data were contaminated with noise and the variogram unknown and inverted stochastically. The results of the inversion revealed that incorporating the self-potential data improves the estimate of hydraulic conductivity field especially when the self-potential data were combined to the salt concentration measurement in the second well or to the time-lapse cross-well electrical resistivity data. Various tests were also performed to quantify the uncertainty in the inverted hydraulic conductivity field.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2017

Sepsis reconsidered: Identifying novel metrics for behavioral landscape characterization with a high-performance computing implementation of an agent-based model

Objectives: Sepsis affects nearly 1 million people in the United States per year, has a mortality rate of 28–50% and requires more than $20 billion a year in hospital costs. Over a quarter century of research has not yielded a single reliable diagnostic test or a directed therapeutic agent for sepsis. Central to this insufficiency is the fact that sepsis remains a clinical/physiological diagnosis representing a multitude of molecularly heterogeneous pathological trajectories. Advances in computational capabilities offered by High Peformance Computing (HPC) platforms call for an evolution in the investigation of sepsis to attempt to define the boundaries of traditional research (bench, clinical and computational) through the use of computational proxy models. We present a novel investigatory and analytical approach, derived from how HPC resources and simulation are used in the physical sciences, to identify the epistemic boundary con- ditions of the study of clinical sepsis via the use of a proxy agent-based model of systemic inflammation. Design: Current predictive models for sepsis use correlative methods that are limited by patient heterogeneity and data sparseness. We address this issue by using an HPC version of a system-level validated agent-based model of sepsis, the Innate Immune Response ABM (IIRBM), as a proxy system in order to identify boundary conditions for the possible behavioral space for sepsis. We then apply advanced analysis derived from the study of Random Dynamical Systems (RDS) to identify novel means for characterizing system behavior and providing insight into the tractability of traditional investigatory methods. Results: The behavior space of the IIRABM was examined by simulating over 70 million sepsis patients for up to 90 days in a sweep across the following parameters: cardio-respiratory-metabolic resilience; microbial invasiveness; microbial toxigenesis; and degree of nosocomial exposure. In addition to using established methods for describing parameter space, we developed two novel methods for characterizing the behavior of a RDS: Probabilistic Basins of Attraction (PBoA) and Stochastic Trajectory Analysis (STA). Computationally generated behavioral landscapes demonstrated attractor structures around stochastic re- gions of behavior that could be described in a complementary fashion through use of PBoA and STA. The stochasticity of the boundaries of the attractors highlights the challenge for correlative attempts to characterize and classify clinical sepsis. Conclusions: HPC simulations of models like the IIRABM can be used to generate approximations of the behavior space of sepsis to both establish “boundaries of futility” with respect to existing investi- gatory approaches and apply system engineering principles to investigate the general dynamic properties of sepsis to provide a pathway for developing control strategies. Here, the issues that bedevil the study and treatment of sepsis, namely clinical data sparseness and inadequate experimental sampling of system behavior space, are fundamental to nearly all biomedical research, manifesting in the “Crisis of Reproducibility” at all levels. HPC-augmented simulation-based research offers an investigatory strategy more consistent with that seen in the physical sciences (which combine experiment, theory and simulation), and an opportunity to utilize the leading advances in HPC, namely deep machine learning and evolutionary computing, to form the basis of an iterative scientific process to meet the full promise of Precision Medicine (right drug, right patient, right time).

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2020

Accounting for erroneous model structures in biokinetic process models

In engineering practice, model-based design requires not only a good process-based model, but also a good description of stochastic disturbances and measurement errors to learn credible parameter values from observations. However, typical methods use Gaussian error models, which often cannot describe the complex temporal patterns of residuals. Consequently, this results in overconfidence in the identified parameters and, in turn, optimistic reactor designs. Here, we assess the strengths and weaknesses of a method to statistically describe these patterns with autocorrelated error models. This method produces increased widths of the credible prediction intervals following the inclusion of the bias term, in turn leading to more conservative design choices. However, we also show that the augmented error model is not a universal tool, as its application cannot guarantee the desired reliability of the resulting wastewater reactor design.

42 ENGINEERING↗

DOE OSTI2013

Open-loop control of noise amplification in a separated boundary layer flow

Linear optimal gains are computed for the subcritical two-dimensional separated boundary-layer flow past a bump. Very large optimal gain values are found, making it possible for small-amplitude noise to be strongly amplified and to destabilize the flow. The optimal forcing is located close to the summit of the bump, while the optimal response is the largest in the shear layer. The largest amplification occurs at frequencies corresponding to eigenvalues which first become unstable at higher Reynolds number. Nonlinear direct numerical simulations show that a low level of noise is indeed sufficient to trigger random flow unsteadiness, characterized here by large-scale vortex shedding. Next, a variational technique is used to compute efficiently the sensitivity of optimal gains to steady control (through source of momentum in the flow, or blowing/suction at the wall). A systematic analysis at several frequencies identifies the bump summit as the most sensitive region for control with wall actuation. Based on these results, a simple open-loop control strategy is designed, with steady wall suction at the bump summit. Linear calculations on controlled base flows confirm that optimal gains can be drastically reduced at all frequencies. Nonlinear direct numerical simulations also show that this control allows the flow to withstand a higher level of stochastic noise without becoming nonlinearly unstable, thereby postponing bypass transition. In the supercritical regime, sensitivity analysis of eigenvalues supports the choice of this control design. Full restabilization of the flow is obtained, as evidenced by direct numerical simulations and linear stability analysis.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2011

TERMS PHOTOMETRY OF KNOWN TRANSITING EXOPLANETS

The Transit Ephemeris Refinement and Monitoring Survey conducts radial velocity and photometric monitoring of known exoplanets in order to refine planetary orbits and predictions of possible transit times. This effort is primarily directed toward planets not known to transit, but a small sample of our targets consists of known transiting systems. Here we present precision photometry for six WASP (Wide Angle Search for Planets) planets acquired during their transit windows. We perform a Markov Chain Monte Carlo analysis for each planet and combine these data with previous measurements to redetermine the period and ephemerides for these planets. These observations provide recent mid-transit times which are useful for scheduling future observations. Our results improve the ephemerides of WASP-4b, WASP-5b, and WASP-6b and reduce the uncertainties on the mid-transit time for WASP-29b. We also confirm the orbital, stellar, and planetary parameters of all six systems.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2013

PROBING DYNAMICS OF ELECTRON ACCELERATION WITH RADIO AND X-RAY SPECTROSCOPY, IMAGING, AND TIMING IN THE 2002 APRIL 11 SOLAR FLARE

Based on detailed analysis of radio and X-ray observations of a flare on 2002 April 11 augmented by realistic three-dimensional modeling, we have identified a radio emission component produced directly at the flare acceleration region. This acceleration region radio component has distinctly different (1) spectrum, (2) light curves, (3) spatial location, and, thus, (4) physical parameters from those of the separately identified trapped or precipitating electron components. To derive evolution of physical parameters of the radio sources we apply forward fitting of the radio spectrum time sequence with the gyrosynchrotron source function with five to six free parameters. At the stage when the contribution from the acceleration region dominates the radio spectrum, the X-ray- and radio-derived electron energy spectral indices agree well with each other. During this time the maximum energy of the accelerated electron spectrum displays a monotonic increase with time from {approx}300 keV to {approx}2 MeV over roughly one minute duration indicative of an acceleration process in the form of growth of the power-law tail; the fast electron residence time in the acceleration region is about 2-4 s, which is much longer than the time of flight and so requires a strong diffusion mode there to inhibit free-streaming propagation. The acceleration region has a relatively strong magnetic field, B {approx} 120 G, and a low thermal density, n{sub e} {approx}< 2 Multiplication-Sign 10{sup 9} cm{sup -3}. These acceleration region properties are consistent with a stochastic acceleration mechanism.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2014

Fluctuating hydrodynamics of multispecies nonreactive mixtures

In this study we discuss the formulation of the fluctuating Navier-Stokes equations for multispecies, nonreactive fluids. In particular, we establish a form suitable for numerical solution of the resulting stochastic partial differential equations. An accurate and efficient numerical scheme, based on our previous methods for single species and binary mixtures, is presented and tested at equilibrium as well as for a variety of nonequilibrium problems. These include the study of giant nonequilibrium concentration fluctuations in a ternary mixture in the presence of a diffusion barrier, the triggering of a Rayleigh-Taylor instability by diffusion in a four-species mixture, as well as reverse diffusion in a ternary mixture. Finally, good agreement with theory and experiment demonstrates that the formulation is robust and can serve as a useful tool in the study of thermal fluctuations for multispecies fluids.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2019

The Bloch equation for spin dynamics in electron storage rings: Computational and theoretical aspects

In this paper, we describe our work on spin polarization in high-energy electron storage rings which we base on the Full Bloch equation (FBE) for the polarization density and which aims towards the [Formula: see text] option of the proposed Future Circular Collider (FCC-ee) and the proposed Circular Electron Positron Collider (CEPC). The FBE takes into account non spin-flip and spin-flip effects due to synchrotron radiation including the spin-diffusion effects and the Sokolov–Ternov effect with its Baier–Katkov generalization as well as the kinetic-polarization effect. This mathematical model is an alternative to the standard mathematical model based on the Derbenev–Kondratenko formulas. For our numerical and analytical studies of the FBE, we develop an approximation to the latter to obtain an effective FBE. This is accomplished by finding a third mathematical model based on a system of stochastic differential equations (SDEs) underlying the FBE and by approximating that system via the method of averaging from perturbative ODE theory. We also give an overview of our algorithm for numerically integrating the effective FBE. This discretizes the phase space using spectral methods and discretizes time via the additive Runge–Kutta (ARK) method which is a high-order semi-implicit method. We also discuss the relevance of the third mathematical model for spin tracking.

Physics↗

DOE OSTI2017

Sensor Placement Optimization using Chama

Continuous or regularly scheduled monitoring has the potential to quickly identify changes in the environment. However, even with low - cost sensors, only a limited number of sensors can be deployed. The physical placement of these sensors, along with the sensor technology and operating conditions, can have a large impact on the performance of a monitoring strategy. Chama is an open source Python package which includes mixed - integer, stochastic programming formulations to determine sensor locations and technology that maximize monitoring effectiveness. The methods in Chama are general and can be applied to a wide range of applications. Chama is currently being used to design sensor networks to monitor airborne pollutants and to monitor water quality in water distribution systems. The following documentation includes installation instructions and examples, description of software features, and software license. The software is intended to be used by regulatory agencies, industry, and the research community. It is assumed that the reader is familiar with the Python Programming Language. References are included for addit ional background on software components. Online documentation, hosted at http://chama.readthedocs.io/, will be updated as new features are added. The online version includes API documentation .

47 OTHER INSTRUMENTATION↗