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At least 163 records · Page 9

Quantification of modeling uncertainty in the Rayleigh damping model

Understanding and accurately characterizing energy dissipation mechanisms in civil structures during earthquakes is an important element of seismic assessment and design. The most commonly used model is attributed to Rayleigh. This paper proposes a systematic approach to quantify the uncertainty associated with Rayleigh's damping model. Bayesian calibration with embedded model error is employed to treat the coefficients of the Rayleigh model as random variables using modal damping ratios. Through a numerical example, we illustrate how this approach works and how the calibrated model can address modeling uncertainty associated with the Rayleigh damping model.

42 ENGINEERING↗

Sequential Image Recovery Using Joint Hierarchical Bayesian Learning

Abstract Recovering temporal image sequences (videos) based on indirect, noisy, or incomplete data is an essential yet challenging task. We specifically consider the case where each data set is missing vital information, which prevents the accurate recovery of the individual images. Although some recent (variational) methods have demonstrated high-resolution image recovery based on jointly recovering sequential images, there remain robustness issues due to parameter tuning and restrictions on the type of sequential images. Here, we present a method based on hierarchical Bayesian learning for the joint recovery of sequential images that incorporates prior intra- and inter-image information. Our method restores the missing information in each image by “borrowing” it from the other images. More precisely, we couple sequential images by penalizing their pixel-wise difference. The corresponding penalty terms (one for each pixel and pair of subsequent images) are treated as weakly-informative random variables that favor small pixel-wise differences but allow occasional outliers. As a result, all of the individual reconstructions yield improved accuracy. Our method can be used for various data acquisitions and allows for uncertainty quantification. Some preliminary results indicate its potential use for sequential deblurring and magnetic resonance imaging.

Xiao, Yao↗

On the Feynman-alpha method for reflected fissile assemblies

The Feynman-alpha method is a neutron noise technique that is used to estimate the prompt neutron period of fissile assemblies. The method and quantity are of widespread interest including in applications such as nuclear criticality safety, safeguards and nonproliferation, and stockpile stewardship; the prompt neutron period may also be used to infer the k eff multiplication factor. The Feynman-alpha method is predicated on time-correlated neutron detections that deviate from a Poisson random variable due to multiplication. Traditionally, such measurements are diagnosed with one-region point kinetics, but two-region models are required when the fissile assembly is reflected. This paper presents a derivation of the two-region point kinetics Feynman-alpha equations based on a double integration of the Rossi-alpha equations, develops novel propagation of measurement uncertainty, and validates the theory. Validation is achieved with organic scintillator measurements of weapons-grade plutonium reflected by various amounts of copper to achieve k eff values of 0.83–0.94 and prompt periods of 5–75 ns. The results demonstrate that Feynman-alpha measurements should use the two-region model instead of the one-region model. The simplified one-region model deviates from the validated two-region models by as much as 10% in the estimate of the prompt neutron period, and the two-region model reduces to the one-region model for small amounts of reflector. The Feynman-alpha estimates of the prompt neutron period are compared to those of the Rossi-alpha approach. The comparative results demonstrate that the Feynman-alpha method is more precise than the Rossi-alpha method and more accurate for k eff < 0.92, whereas the Rossi-alpha method is generally more accurate for higher multiplications. Here, the uncertainty propagation developed in this work should be used for all Feynman-alpha measurements and will therein improve fitting accuracy and appropriate precision estimates.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

LABQ3: Bayesian method for quantification of mineral compositions and nano-scale elemental mapping of 3D synchrotron XCT data

Quantitative analysis of mineral compositions is essential in understanding geochemical, mineralogical and environmental processes. Fine-resolution 3D imaging is widely done using synchrotron X-ray computed tomography (XCT), but existing analyses are limited to visualization and segmentation. This paper presents a new method, Linear Attenuation Bayesian Quantitative 3D-mapper (LABQ3), based on the linearity of X-ray attenuation with respect to elemental concentrations. To address the random variability in attenuation measurements, LABQ3 employs Bayesian decision theory to minimize classification error, using reference attenuation distributions from scans of pure mineral standards. To demonstrate LABQ3 and test its performance, we studied precipitated carbonate samples. XCT scans were done at multiple energies using the transmission X-ray microscope (TXM) at beamline 32-ID-C of the Advanced Photon Source at Argonne National Laboratory. The reconstructed 3D images have a voxel size of 20 nm. Analyses revealed rich nano-scale compositional heterogeneity within individual particles. A mixture of calcium and cadmium produced an overall stoichiometric composition of (Ca 0.78 ,Cd 0.22 )CO 3 , with some voxels containing nearly pure CdCO 3 . The addition of zinc led to an overall stoichiometric composition of 33% Ca, 28% Cd, 39% Zn, with a nearly pure CaCO 3 core and compositional zonation through the rim. These compositional gradients are related to temporal sequences of carbonate mineral formation where Cd precipitated at the beginning in (Ca,Cd)CO 3 , while Cd and Zn precipitated at the end in (Ca, Cd,Zn)CO 3 . Results differ from bulk analyses using Inductively Coupled Plasma-Mass Spectrometry (ICP-MS), showing that LABQ3 provides particle-specific insights. LABQ3 distinguishes itself by quantifying chemical compositions along a continuum, making it different from XCT analyses based on segmentation. LABQ3 allows simultaneous acquisition of morphology and chemical composition in 3D, facilitating the interpretation of chemical gradients of trace elements, quantification of solid solution compositions, inferences about temporal sequences of mineral precipitation, and addressing other concerns about solid-phase chemistry.

58 GEOSCIENCES↗

Accelerated basis adaptation in homogeneous chaos spaces

Polynomial chaos expansions (PCE) provide an efficient approach to uncertainty quantification (UQ) and have been adapted to diverse applications across the spectrum of science and engineering. For situations involving large stochastic parameterizations, the curse of dimensionality renders PCE-based methods computationally prohibitive. A basis adaptation approach for PCE was proposed by Tipireddy and Ghanem (2014) which transforms the input random variables through an isometry such that sufficient probabilistic characterization of specific quantities of interest (QoI) is concentrated in an algebraic manifold embedded in the linear span of the dominant transformed variables. While quite versatile, that original version of the PCE basis adaptation exhibited slow convergence for a number of problems of practical significance. In the present paper, we propose two novel methods to accelerate the convergence of the original basis adaptation approach, thus expanding its reach while also providing insight into its performance. In the first method, information gained from a pilot PCE representation is used to correct the mean and Gaussian coefficients in the adapted space. By taking advantages of probabilistic information in higher dimensional adaptation gleaned from an initial adaptation, the second method updates the rotation matrix used to identify the dominant transformed variables. In this manner, the new rotation matrix concentrates even more probabilistic information in its first few dimensions. These two method can be combined to achieve even better performance, the combined method is referred to as sequentially optimized adaptation method. Here, the methods are demonstrated on an analytical test function and a model of a space structure with several sub-components and a non-smooth quantity of interest representing the maximum acceleration over time. Both methods achieve accelerated convergence of the basis adaptation approach with negligible additional costs.

Accelerated convergence↗

Bayesian sequential optimal experimental design for nonlinear models using policy gradient reinforcement learning

We present a mathematical framework and computational methods for optimally designing a finite sequence of experiments. This sequential optimal experimental design (sOED) problem is formulated as a finite-horizon partially observable Markov decision process (POMDP) under a Bayesian setting and with information-theoretic utilities. The formulation is general and may accommodate continuous random variables, non-Gaussian posteriors, and nonlinear forward models. The sOED design policy incorporates elements of feedback and lookahead simultaneously, and we show it to generalize the commonly-used batch and greedy design strategies. We solve for the sOED policy using the policy gradient (PG) method from reinforcement learning, and provide a derivation for the PG expression in the sOED context. Adopting an actor-critic approach, the policy and value functions are parameterized using deep neural networks and improved via PG estimates produced from simulated episodes of designs and observations. The new PG-sOED algorithm is first validated on a linear-Gaussian benchmark, and then compared against other design baselines on a sensor movement problem for contaminant source inversion in a convection-diffusion field. As a result, we provide explanation for the policy behaviors using knowledge of the underlying physical process.

97 MATHEMATICS AND COMPUTING↗

Stochastic modeling and statistical calibration with model error and scarce data

This paper introduces a procedure to assess the predictive accuracy of stochastic models subject to model error and sparse data. Model error is introduced as uncertainty on the coefficients of appropriate polynomial chaos expansions (PCE). The error associated with finite sample size allows us to conceive of these coefficients as statistics of the data that we describe as random variables whose influence on output quantities of interest is evaluated through the extended polynomial chaos expansion (EPCE). A Bayesian data assimilation scheme is introduced to update these expansions by considering the resulting nested chaos expansion as a hierarchical probabilistic model. Stochastic models of quantities of interest (QoI) are thus constructed and efficiently evaluated. Here, the Metropolis–Hastings Markov chain Monte Carlo procedure is used to sample the posterior. Two illustrative analytical and numerical problems are used to demonstrate the proposed approach.

Bayesian inference↗

Identification of hot water end-use process of electric water heaters from energy measurements

This paper presents an algorithm for the identification of parameters for a stochastic hot water end-use process that drives a homogeneous population of thermostatically controlled electric water heaters (EWH). Usually, only metered interval consumption data (kWh) is collected and the hot water end-use process is unobservable to utility and aggregators. However, the availability of EWHs for demand response (DR) is closely coupled with the hot water end-use process. In this context, the hot water end-use process is modeled as a two-state Markov chain (Use / No use), which causes the thermostatic ON-OFF switching process to behave as a Markov renewal process (MRP). A set of first passage-time problems is developed to obtain the moments of the transition probability densities of the MRP. These problems are addressed by establishing a system of coupled partial differential equations characterizing the temperature evolution of the EWH population. A key quantity in the methodology for estimating the parameters is the total time an EWH is ON within a period of interest. It is referred to as the total busy time. Total busy time in this approach is a random variable for which analytical expressions of the moments are developed as a function of the metered window length. The latter expressions become the basis of a hot water demand model identification algorithm which is validated using agent-based simulations of EWHs.

42 ENGINEERING↗

Ensemble variational Fokker-Planck methods for data assimilation

Particle flow filters solve Bayesian inference problems by smoothly transforming a set of particles into samples from the posterior distribution. Particles move in state space under the flow of an McKean-Vlasov-Itˆo process. This work introduces the Variational Fokker-Planck (VFP) framework for data assimilation, a general approach that includes previously known particle flow filters as special cases. The McKean-Vlasov-Itˆo process that transforms particles is defined via an optimal drift that depends on the selected diffusion term. It is established that the underlying probability density - sampled by the ensemble of particles - converges to the Bayesian posterior probability density. For a finite number of particles the optimal drift contains a regularization term that nudges particles toward becoming independent random variables. Based on this analysis, we derive computationally-feasible approximate regularization approaches that penalize the mutual information between pairs of particles, and avoid particle collapse. Moreover, the diffusion plays a role akin to a particle rejuvenation approach that aims to alleviate particle collapse. The VFP framework is very flexible. Different assumptions on prior and intermediate probability distributions can be used to implement the optimal drift, and localization and covariance shrinkage can be applied to alleviate the curse of dimensionality. A robust implicit-explicit method is discussed for the efficient integration of stiff McKean- Vlasov-Itˆo processes. Here, the effectiveness of the VFP framework is demonstrated on three progressively more challenging test problems, namely the Lorenz ’63, Lorenz ’96 and the quasi-geostrophic equations.

97 MATHEMATICS AND COMPUTING↗

Effective and asymptotic criticality of structurally disordered magnets

Changes in magnetic critical behaviour of quenched structurally-disordered magnets are usually exemplified in experiments and in MC simulations by diluted systems consisting of magnetic and non-magnetic components. In our study we aim to show that similar effects can be observed not only for diluted magnets with non-magnetic impurities but may be implemented, e.g., by the presence of two (and more) chemically different magnetic components as well. Therefore we consider a model of the structurally-disordered quenched magnet where all lattice sites are occupied by Ising-like spins of different lengths L. In such a random spin length Ising model, the length L of each spin is a random variable governed by the distribution function p (L). We demonstrate that this model belongs to the universality class of the site-diluted Ising model. This proves that both models are described by the same values of asymptotic critical exponents. However, their effective critical behaviour differs. As a case study, we consider a quenched mixture of two different magnets with values of elementary magnetic moments L 1 = 1 and L 2 = s, and of concentration c and 1 - c, correspondingly. We apply field-theoretical renormalization group approach to analyse the renormalization group flow for different initial conditions, triggered by s and c, and to calculate effective critical exponents further away from the fixed points of the renormalization group transformation. We show how the effective exponents are governed by difference in properties of the magnetic components.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Scattering of radiofrequency waves by randomly modulated density interfaces in the edge of fusion plasmas

In the scrape-off layer and the edge region of a tokamak, the plasma is strongly turbulent and scatters the radiofrequency (RF) electromagnetic waves that propagate through this region. It is important to know the spectral properties of these scattered RF waves, whether used for diagnostics or for heating and current drive. The spectral changes influence the interpretation of the obtained diagnostic data, and the current and heating profiles. A full-wave, three-dimensional (3-D) electromagnetic code ScaRF has been developed for studying the RF wave propagation through turbulent plasma. ScaRF is a finite-difference frequency-domain (FDFD) method used for solving Maxwell's equations. The magnetized plasma is defined through the cold plasma by the anisotropic permittivity tensor. As a result, ScaRF can be used to study the scattering of any cold plasma RF wave. It can also be used for the study of the scattering of electron cyclotron waves in ITER-type and medium-sized tokamaks such as TCV, ASDEX-U and DIII-D. For the case of medium-sized tokamaks, there is experimental evidence that drift waves and rippling modes are present in the edge region. Hence, we have studied the scattering of RF waves by periodic density interfaces (plasma gratings) in the form of a superposition of spatial modes with varying periodicity and random amplitudes. The power reflection coefficient (a random variable) is calculated for different realizations of the density interface. In this work, the uncertainty of the power reflection coefficient is rigorously quantified by use of the Polynomial Chaos Expansion method in conjunction with the Smolyak sparse-grid integration, which is known as the PCE-SG method. The PCE-SG method is proven to be accurate and more efficient compared with alternative methods such as the Monte Carlo (MC) approach.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Cosmic topology. Part IIa. Eigenmodes, correlation matrices, and detectability of orientable Euclidean manifolds

Abstract If the Universe has non-trivial spatial topology, observables depend on both the parameters of the spatial manifold and the position and orientation of the observer. In infinite Euclidean space, most cosmological observables arise from the amplitudes of Fourier modes of primordial scalar curvature perturbations. Topological boundary conditions replace the full set of Fourier modes with specific linear combinations of selected Fourier modes as the eigenmodes of the scalar Laplacian. We present formulas for eigenmodes in orientable Euclidean manifolds with the topologiesE 1 –E 6 ,E 11 ,E 12 ,E 16 , andE 18 that encompass the full range of manifold parameters and observer positions, generalizing previous treatments. Under the assumption that the amplitudes of primordial scalar curvature eigenmodes are independent random variables, for each topology we obtain the correlation matrices of Fourier-mode amplitudes (of scalar fields linearly related to the scalar curvature) and the correlation matrices of spherical-harmonic coefficients of such fields sampled on a sphere, such as the temperature of the cosmic microwave background (CMB). We evaluate the detectability of these correlations given the cosmic variance of the observed CMB sky. We find that topologies where the distance to our nearest clone is less than about 1.2 times the diameter of the last scattering surface of the CMB give a correlation signal that is larger than cosmic variance noise in the CMB. This implies that if cosmic topology is the explanation of large-angle anomalies in the CMB, then the distance to our nearest clone is not much larger than the diameter of the last scattering surface. We argue that the topological information is likely to be better preserved in three-dimensional data, such as will eventually be available from large-scale structure surveys.

Astronomy & Astrophysics↗

Refining fast calorimeter simulations with a Schrödinger Bridge

Machine learning-based simulations, especially calorimeter simulations, are promising tools for approximating the precision of classical high energy physics simulations with a fraction of the generation time. Nearly all methods proposed so far learn neural networks that map a random variable with a known probability density, like a Gaussian, to realistic-looking events. In many cases, physics events are not close to Gaussian and so these neural networks have to learn a highly complex function. We study an alternative approach: Schrödinger bridge Quality Improvement via Refinement of Existing Lightweight Simulations (SQuIRELS). SQuIRELS leverages the power of diffusion-based neural networks and Schrödinger bridges to map between samples where the probability density is not known explicitly. We apply SQuIRELS to the task of refining a classical fast simulation to approximate a full classical simulation. On simulated calorimeter events, we find that SQuIRELS is able to reproduce highly non-trivial features of the full simulation with a fraction of the generation time.

Calorimeter methods↗

The reproduction number and its probability distribution for stochastic viral dynamics

We consider stochastic models of individual infected cells. The reproduction number, R, is understood as a random variable representing the number of new cells infected by one initial infected cell in an otherwise susceptible (target cell) population. Variability in R results partly from heterogeneity in the viral burst size (the number of viral progeny generated from an infected cell during its lifetime), which depends on the distribution of cellular lifetimes and on the mechanism of virion release. We analyse viral dynamics models with an eclipse phase: the period of time after a cell is infected but before it is capable of releasing virions. The duration of the eclipse, or the subsequent infectious, phase is non-exponential, but composed of stages. We derive the probability distribution of the reproduction number for these viral dynamics models, and show it is a negative binomial distribution in the case of constant viral release from infectious cells, and under the assumption of an excess of target cells. In a deterministic model, the ultimate in-host establishment or extinction of the viral infection depends entirely on whether the mean reproduction number is greater than, or less than, one, respectively. Here, the probability of extinction is determined by the probability distribution of R, not simply its mean value. In particular, we show that in some cases the probability of infection is not an increasing function of the mean reproduction number.

59 BASIC BIOLOGICAL SCIENCES↗

Randomized Adiabatic Quantum Linear Solver Algorithm with Optimal Complexity Scaling and Detailed Running Costs

Solving linear systems of equations is a fundamental problem with a wide variety of applications across many fields of science, and there is increasing effort to develop quantum linear solver algorithms. Subaşı et al. [Phys. Rev. Lett. 122, 060504 (2019)] proposed a randomized algorithm inspired by adiabatic quantum computing, based on a sequence of random Hamiltonian simulation steps, with suboptimal scaling in the condition number 𝜅 of the linear system and the target error 𝜖. Here we go beyond these results in several ways. Firstly, using filtering [Lin and Tong, Quantum 4, 361 (2020)] and Poissonization techniques [Cunningham and Roland, ArXiv:2406.03972 (2024)], the algorithm complexity is improved to the optimal scaling 𝑂⁡(𝜅⁢log (1/𝜖))—an exponential improvement in 𝜖, and a shaving of a log 𝜅 scaling factor in 𝜅. Secondly, the algorithm is further modified to achieve constant factor improvements, which are vital as we progress towards hardware implementations on fault-tolerant devices. We introduce a cheaper randomized walk operator method replacing Hamiltonian simulation—which also removes the need for potentially challenging classical precomputations; randomized routines are sampled over optimized random variables; circuit constructions are improved. We obtain a closed formula rigorously upper bounding the expected number of times one needs to apply a block-encoding of the linear system matrix to output a quantum state encoding the solution to the linear system. The upper bound is 837⁢𝜅 at 𝜖 = 10 −10 for Hermitian matrices.

97 MATHEMATICS AND COMPUTING↗

Demand Response Under Stochastic, Price-Dependent User Behavior

This letter focuses on price-based demand response (DR) implemented through dynamic adjustments of electricity prices. It extends existing DR models to a stochastic framework in which customer response is represented by price-dependent random variables, leveraging models and tools from the theory of stochastic optimization with decision-dependent distributions. The inherent epistemic uncertainty in the customers' responses renders open-loop, model-based DR strategies impractical. We propose a stochastic, feedback-based pricing strategy to compensate for estimation errors and uncertainty in customer response, establish theoretical results demonstrating the stability and near-optimality of the proposed approach, and validate its effectiveness through numerical simulations.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Distributionally Robust Variational Quantum Algorithms With Shifted Noise

Given their potential to demonstrate near-term quantum advantage, variational quantum algorithms (VQAs) have been extensively studied. Although numerous techniques have been developed for VQA parameter optimization, it remains a significant challenge. A practical issue is the high sensitivity of quantum noise to environmental changes, and its propensity to shift in real time. This presents a critical problem as an optimized VQA ansatz may not perform effectively under a different noise environment. For the first time, we explore how to optimize VQA parameters to be robust against unknown shifted noise. We model the noise level as a random variable with an unknown probability density function (PDF), and we assume that the PDF may shift within an uncertainty set. This assumption guides us to formulate a distributionally robust optimization problem, with the goal of finding parameters that maintain effectiveness under shifted noise. We utilize a distributionally robust Bayesian optimization solver for our proposed formulation. This provides numerical evidence in both the Quantum Approximate Optimization Algorithm (QAOA) and the Variational Quantum Eigensolver (VQE) with hardware-efficient ansatz, indicating that we can identify parameters that perform more robustly under shifted noise. We regard this work as the first step towards improving the reliability of VQAs influenced by real-time noise.

97 MATHEMATICS AND COMPUTING↗

Multisource Data Fusion Outage Location in Distribution Systems via Probabilistic Graphical Models

Efficient outage location is critical to enhancing the resilience of power distribution systems. However, accurate outage location requires combining massive evidence received from diverse data sources, including smart meter (SM) last gasp signals, customer trouble calls, social media messages, weather data, vegetation information, and physical parameters of the network. This is a computationally complex task due to the high dimensionality of data in distribution grids. In this paper, we propose a multi-source data fusion approach to locate outage events in partially observable distribution systems using Bayesian networks (BNs). A novel aspect of the proposed approach is that it takes multi-source evidence and the complex structure of distribution systems into account using a probabilistic graphical method. Our method can radically reduce the computational complexity of outage location inference in high-dimensional spaces. The graphical structure of the proposed BN is established based on the network’s topology and the causal relationship between random variables, such as the states of branches/customers and evidence. Utilizing this graphical model, accurate outage locations are obtained by leveraging a Gibbs sampling (GS) method, to infer the probabilities of de-energization for all branches. Compared with commonly-used exact inference methods that have exponential complexity in the size of the BN, GS quantifies the target conditional probability distributions in a timely manner. As a result, a case study of several real-world distribution systems is presented to validate the proposed method.

24 POWER TRANSMISSION AND DISTRIBUTION↗