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Randomized Federated Learning Methods for Nonsmooth, Nonconvex, and Hierarchical Optimization (Final Technical Report)

This final technical report summarizes the outcomes of a DOE-funded project on federated scientific machine learning (FL) under nonsmooth, nonconvex, and hierarchical optimization settings. The project develops new mathematical models, algorithms, and theoretical guarantees for decentralized stochastic, bilevel, and minimax optimization problems arising in DOE mission-relevant applications. A unified framework of randomized and zeroth-order federated optimization methods is introduced, providing provable convergence, communication efficiency, and sample-complexity guarantees. The report documents algorithmic design, theoretical analysis, and empirical validation of the proposed federated learning methods. The project also contributes to workforce development through graduate training and dissemination of results via publications and seminars.

97 MATHEMATICS AND COMPUTING↗

Deep mixing in stellar variability: improved method, statistics, and applications

The preliminary results on deep-mixing manifestations in stellar variability are tested using our improved method and extended data set. We measure the timescales τ {sub m} of the stochastic change in the spectral power of rotational harmonics with numbers m ≤ 3 in the light curves of 1361 main-sequence stars from the Kepler mission archive. We find that the gradient [log(τ{sub 2})−log(τ{sub 1})]/[log(2)−log(1)] has a histogram maximum at −2/3, demonstrating agreement with Kolmogorov’s theory of turbulence and therefore confirming the manifestation of deep mixing. The squared amplitudes of the first and second rotational harmonics, corrected for integral photometry distortion, also show a quasi-Kolmogorov character with spectral index ≈−5/3. Moreover, the reduction of τ {sub 1} and τ {sub 2} to the timescales τ {sub lam1} and τ {sub lam2} of laminar convection in the deep stellar layers reveals the proximity of both τ {sub lam1} and τ {sub lam2} to the turnover time τ {sub MLT} of standard mixing length theory. Considering this result, we use the obtained stellar variability timescales instead of τ {sub MLT} in our analysis of the relation between stellar activity and the Rossby number P/τ {sub MLT}. Comparison of our diagrams with previous results and theoretical expectations shows that best-fit correspondence is achieved for τ {sub lam1}, which can therefore be used as an analog of τ {sub MLT}. This means that the laminar component (giant cells) of stellar turbulent convection indeed plays an important role in the physics of stars. Additionally, we estimate the diffusivity of magnetic elements in stellar photospheres.

79 ASTRONOMY AND ASTROPHYSICS↗

Control system estimation and design for aerospace vehicles with time delay

The problems of estimation and control of discrete, linear, time-varying systems are considered. Previous solutions to these problems involved either approximate techniques, open-loop control solutions, or results which required excessive computation. The estimation problem is solved by two different methods, both of which yield the identical algorithm for determining the optimal filter. The partitioned results achieve a substantial reduction in computation time and storage requirements over the expanded solution, however. The results reduce to the Kalman filter when no delays are present in the system. The control problem is also solved by two different methods, both of which yield identical algorithms for determining the optimal control gains. The stochastic control is shown to be identical to the deterministic control, thus extending the separation principle to time delay systems. The results obtained reduce to the familiar optimal control solution when no time delays are present in the system.

Allgaier, G. R.↗

Brownian motion from Boltzmann's equation.

Two apparently disparate lines of inquiry in kinetic theory are shown to be equivalent: (1) Brownian motion as treated by the (stochastic) Langevin equation and Fokker-Planck equation; and (2) Boltzmann's equation. The method is to derive the kinetic equation for Brownian motion from the Boltzmann equation for a two-component neutral gas by a simultaneous expansion in the density and mass ratios.

Montgomery, D.↗

Stochastic inverse problem in the radiation of noise

The reported investigation is concerned with a stochastic inverse radiation problem in a uniform medium. The problem is illustrated with the aid of a simple model consisting of an array of point sources. The entropy functional is chosen to be the structural functional in determining the source distribution. A general theory for the stochastic inverse problem is introduced. It is shown that the general procedure yields the methods of the Lagrangian multiplier, when the structural and residual functionals are specialized. Tihonov's regularization and a method related to generalized or pseudoinverses are also obtained. Examples considered for purposes of illustration are related to a continuous source with the least noise intensity, a continuous source with a potential, and an axisymmetric line source.

Chow, P. L.↗

Assessing Spontaneous Combustion Instability with Nonlinear Time Series Analysis

Considerable interest lies in the ability to characterize the onset of spontaneous instabilities within liquid propellant rocket engine (LPRE) combustion devices. Linear techniques, such as fast Fourier transforms, various correlation parameters, and critical damping parameters, have been used at great length for over fifty years. Recently, nonlinear time series methods have been applied to deduce information pertaining to instability incipiency hidden in seemingly stochastic combustion noise. A technique commonly used in biological sciences known as the Multifractal Detrended Fluctuation Analysis has been extended to the combustion dynamics field, and is introduced here as a data analysis approach complementary to linear ones. Advancing, a modified technique is leveraged to extract artifacts of impending combustion instability that present themselves a priori growth to limit cycle amplitudes. Analysis is demonstrated on data from J-2X gas generator testing during which a distinct spontaneous instability was observed. Comparisons are made to previous work wherein the data were characterized using linear approaches. Verification of the technique is performed by examining idealized signals and comparing two separate, independently developed tools.

Eberhart, C. J.↗

A Diagnoser Algorithm for Anomaly Detection in DEDS under Partial Unreliable Observations: Characterization and Inclusion in Sensor Configuration Optimizaton

Complex engineering systems have to be carefully monitored to meet demanding performance requirements, including detecting anomalies in their operations. There are two major monitoring challenges for these systems. The first challenge is that information collected from the monitored system is often partial and/or unreliable, in the sense that some occurred events may not be reported and/or may be reported incorrectly (e.g., reported as another event). The second is that anomalies often consist of sequences of event patterns separated in space and time. This paper introduces and analyzes a diagnoser algorithm that meets these challenges for detecting and counting occurrences of anomalies in engineering systems. The proposed diagnoser algorithm assumes that models are available for characterizing plant operations (via stochastic automata) and sensors (via probabilistic mappings) used for reporting partial and unreliable information. Methods for analyzing the effects of model uncertainties on the diagnoser performance are also discussed. In order to select configurations that reduce sensor costs, while satisfying diagnoser performance requirements, a sensor configuration selection algorithm developed in previous work is then extended for the proposed diagnoser algorithm. The proposed algorithms and methods are then applied to a multi-unit-operation system, which is derived from an actual facility application. Results show that the proposed diagnoser algorithm is able to detect and count occurrences of anomalies accurately and that its performance is robust to model uncertainties. Furthermore, the sensor configuration selection algorithm is able to suggest optimal sensor configurations with significantly reduced costs, while still yielding acceptable performance for counting the occurrences of anomalies.

97 MATHEMATICS AND COMPUTING↗

Multiscale Analysis of Nonlinear Systems Using Computational Topology

Computational Homology in Fluids: M. Schatz, K. Mischaikow. This effort focused on characterizing both the structure and dynamics of complex spatio-temporal flows that arise in thermal convection. Microstructure Characterization: T. Wanner, K. Mischaikow. We extended our previous work on studying the time evolution of patterns associated with phase separation in conserved concentration fields. Probabilistic Homology Validation: W. Kalies, T. Wanner, K. Mischaikow. Our above mentioned work on microstructure characterization is based on numerically studying the homology of certain sublevel sets of a function, whose evolution is described by deterministic or stochastic evolution equations. Computational Homology and Dynamics: W. Kalies, T. Wanner, K. Mischaikow. Topological methods can be used to rigorously describe the dynamics of nonlinear systems. We are approaching this problem from several perspectives and through a variety of systems. Stress Networks in Polycrystals: T. Wanner. Together with E. Fuller (NIST) and D. Saylor (FDA) we have characterized stress networks in polycrystals. This part of the project is aimed at developing homological metrics which can aid in distinguishing not only microstructures, but also derived mechanical response fields. Microstructure-Controlled Drug Release: K. Mischaikow, T. Wanner. This part of the project is concerned with the development of topological metrics in the context of controlled drug delivery systems, such as drug-eluting stents. We are particularly interested in developing metrics which can be used to link the processing stage to the resulting microstructure, and ultimately to the achieved system response in terms of drug release profiles. Microstructure of Fuel Cells: W. Kalies, K. Mischaikow. In collaboration with P. Voorhees (Northwestern Univ.) and M. Gameiro (Rutgers) we have been using our computational homology software to analyze the topological structure of the void, metal and ceramic components of a Solid Oxide Fuel Cell.

97 MATHEMATICS AND COMPUTING↗

Coupled Deterministic and Monte Carlo Neutronics for Vessel Fluence Calculations

Throughout core life, the reactor vessel is continually bombarded with neutron flux embrittling the vessel and limiting its useful life. As a result, it is imperative to adequately predict how much flux has passed through the vessel during all stages of its life, as a means of ensuring it has adequate ductility to preclude a brittle fracture even under design accident conditions. At present many of these predictions are made either by purely deterministic or purely stochastic means, each offering their own advantages and disadvantages. This paper introduces a coupled method for calculating fluence through the VERA framework, which enables modeling incremental accumulations of fluence while simultaneously accounting for several factors as they evolve through core life. The intention of this method is to simplify the calculation process and provide better resource utilization in obtaining the required accuracy.

Henderson, Shane↗

Nowcasting Earthquakes With Stochastic Simulations: Information Entropy of Earthquake Catalogs

Earthquake nowcasting has been proposed as a means of tracking the change in large earthquake potential in a seismically active area. The method was developed using observable seismic data, in which probabilities of future large earthquakes can be computed using Receiver Operating Characteristic methods. Furthermore, analysis of the Shannon information content of the earthquake catalogs has been used to show that there is information contained in the catalogs, and that it can vary in time. So an important question remains, where does the information originate? In this paper, we examine this question using stochastic simulations of earthquake catalogs. Our catalog simulations are computed using an Earthquake Rescaled Aftershock Seismicity (“ERAS”) stochastic model. This model is similar in many ways to other stochastic seismicity simulations, but has the advantage that the model has only 2 free parameters to be set, one for the aftershock (Omori-Utsu) time decay, and one for the aftershock spatial migration away from the epicenter. Generating a simulation catalog and fitting the two parameters to the observed catalog such as California takes only a few minutes of wall clock time. While clustering can arise from random, Poisson statistics, we show that significant information in the simulation catalogs arises from the “non-Poisson” power-law aftershock clustering, implying that the practice of de-clustering observed catalogs may remove information that would otherwise be useful in forecasting and nowcasting. We also show that the nowcasting method provides similar results with the ERAS model as it does with observed seismicity.

58 GEOSCIENCES↗

Hybrid state-space self-tuning control using dual-rate sampling

This paper presents a hybrid state-space self-tuning control scheme using dual-rate sampling for suboptimal digital adaptive control of linear time-invariant continuous-time multivariable stochastic systems with unknown parameters. An equivalent fast-rate discrete-time state-space innovation model (with estimated states) of the continuous-time system is constructed by using the estimated system parameters and Kalman gain. To utilize the existing optimal regional-pole assignment method developed in the continuous-time domain, the constructed fast-rate discrete-time model is converted into an equivalent continuous-time model for the development of a state-feedback optimal control law with pole placement in a specific region. The developed analog optimal control law is then converted into an equivalent pseudo-slow-rate digital control law via the proposed digital redesign technique, which can be realized via slow-rate digital electronics. The proposed method enables the development of a digitally implementable advanced control algorithm for digital adaptive control of continuous-time multivariable stochastic systems which may be unstable and/or have nonminimum phase.

Shieh, Leang S.↗

CALIBRATION OF SEMI-ANALYTIC MODELS OF GALAXY FORMATION USING PARTICLE SWARM OPTIMIZATION

We present a fast and accurate method to select an optimal set of parameters in semi-analytic models of galaxy formation and evolution (SAMs). Our approach compares the results of a model against a set of observables applying a stochastic technique called Particle Swarm Optimization (PSO), a self-learning algorithm for localizing regions of maximum likelihood in multidimensional spaces that outperforms traditional sampling methods in terms of computational cost. We apply the PSO technique to the SAG semi-analytic model combined with merger trees extracted from a standard Lambda Cold Dark Matter N-body simulation. The calibration is performed using a combination of observed galaxy properties as constraints, including the local stellar mass function and the black hole to bulge mass relation. We test the ability of the PSO algorithm to find the best set of free parameters of the model by comparing the results with those obtained using a MCMC exploration. Both methods find the same maximum likelihood region, however, the PSO method requires one order of magnitude fewer evaluations. This new approach allows a fast estimation of the best-fitting parameter set in multidimensional spaces, providing a practical tool to test the consequences of including other astrophysical processes in SAMs.

79 ASTRONOMY AND ASTROPHYSICS↗

Barriers in the transition to global chaos in collisionless magnetic reconnection. I. Ridges of the finite time Lyapunov exponent field

The transitional phase from local to global chaos in the magnetic field of a reconnecting current layer is investigated. Regions where the magnetic field is stochastic exist next to regions where the field is more regular. In regions between stochastic layers and between a stochastic layer and an island structure, the field of the finite time Lyapunov exponent (FTLE) shows a structure with ridges. These ridges, which are special gradient lines that are transverse to the direction of minimum curvature of this field, are approximate Lagrangian coherent structures (LCS) that act as barriers for the transport of field lines.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol’s decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. Here, a sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

97 MATHEMATICS AND COMPUTING↗

Surrogate optimization of variational quantum circuits

Variational quantum eigensolvers are touted as a near-term algorithm capable of impacting many applications. However, the potential has not yet been realized, with few claims of quantum advantage and high resource estimates, especially due to the need for optimization in the presence of noise. Finding algorithms and methods to improve convergence is important to accelerate the capabilities of near-term hardware for VQE or more broad applications of hybrid methods in which optimization is required. To this goal, we look to use modern approaches developed in circuit simulations and stochastic classical optimization, which can be combined to form a surrogate optimization approach to quantum circuits. Using an approximate (classical CPU/GPU) state vector simulator as a surrogate model, we efficiently calculate an approximate Hessian, passed as an input for a quantum processing unit or exact circuit simulator. This method will lend itself well to parallelization across quantum processing units. We demonstrate the capabilities of such an approach with and without sampling noise and a proof-of-principle demonstration on a quantum processing unit utilizing 40 qubits.

Gustafson, Erik J. [RIACS, Mtn. View] (ORCID:00000↗

Application of Wavelet-Based Methods for Accelerating Multi-Time-Scale Simulation of Bistable Heterogeneous Catalysis

Here, we report results from a numerical study of multi-time-scale bistable dynamics for CO oxidation on a catalytic surface in a flowing, well-mixed gas stream. The problem is posed in terms of surface and gas-phase submodels that dynamically interact in the presence of stochastic perturbations, reflecting the impact of molecular-scale fluctuations on the surface and turbulence in the gas. Wavelet-based methods are used to encode and characterize the temporal dynamics produced by each submodel and detect the onset of sudden state shifts (bifurcations) caused by nonlinear kinetics. When impending state shifts are detected, a more accurate but computationally expensive integration scheme can be used. This appears to make it possible, at least in some cases, to decrease the net computational burden associated with simulating multi-time-scale, nonlinear reacting systems by limiting the amount of time in which the more expensive integration schemes are required. Critical to achieving this is being able to detect unstable temporal transitions such as the bistable shifts in the example problem considered here. Lastly, our results indicate that a unique wavelet-based algorithm based on the Lipschitz exponent is capable of making such detections, even under noisy conditions, and may find applications in critical transition detection problems beyond catalysis.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

The HANDE-QMC Project: Open-Source Stochastic Quantum Chemistry from the Ground State Up

Building on the success of Quantum Monte Carlo techniques such as diffusion Monte Carlo, alternative stochastic approaches to solve electronic structure problems have emerged over the past decade. The full configuration interaction quantum Monte Carlo (FCIQMC) method allows one to systematically approach the exact solution of such problems, for cases where very high accuracy is desired. The introduction of FCIQMC has subsequently led to the development of coupled cluster Monte Carlo (CCMC) and density matrix quantum Monte Carlo (DMQMC), allowing stochastic sampling of the coupled cluster wave function and the exact thermal density matrix, respectively. In this Article, we describe the HANDE-QMC code, an open-source implementation of FCIQMC, CCMC and DMQMC, including initiator and semistochastic adaptations. We describe our code and demonstrate its use on three example systems; a molecule (nitric oxide), a model solid (the uniform electron gas), and a real solid (diamond). An illustrative tutorial is also included.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A divergence-free constrained magnetic field interpolation method for scattered data

An interpolation method to evaluate magnetic fields, given its unstructured and scattered magnetic data, is presented. The method is based on the reconstruction of the global magnetic field using a superposition of orthogonal functions. The coefficients of the expansion are obtained by minimizing a cost function defined as the L2 norm of the difference between the ground truth and the reconstructed magnetic field evaluated on the training data. The divergence-free condition is incorporated as a constraint in the cost function, allowing the method to achieve arbitrarily small errors in the magnetic field divergence. An exponential decay of the approximation error is observed and compared with the less favorable algebraic decay of local splines. Compared to local methods involving computationally expensive search algorithms, the proposed method exhibits a significant reduction of the computational complexity of the field evaluation, while maintaining a small error in the divergence even in the presence of magnetic islands and stochasticity. Finally, applications to the computation of Poincaré sections using data obtained from numerical solutions of the magnetohydrodynamic equations in toroidal geometry are presented and compared with local methods currently in use.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗