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Improved multifidelity Monte Carlo estimators based on normalizing flows and dimensionality reduction techniques

Here, we study the problem of multifidelity uncertainty propagation for computationally expensive models. In particular, we consider the general setting where the high-fidelity and low-fidelity models have a dissimilar parameterization both in terms of number of random inputs and their probability distributions, which can be either known in closed form or provided through samples. We derive novel multifidelity Monte Carlo estimators which rely on a shared subspace between the high-fidelity and low-fidelity models where the parameters follow the same probability distribution, i.e., a standard Gaussian. We build the shared space employing normalizing flows to map different probability distributions into a common one, together with linear and nonlinear dimensionality reduction techniques, active subspaces and autoencoders, respectively, which capture the subspaces where the models vary the most. We then compose the existing low-fidelity model with these transformations and construct modified models with an increased correlation with the high-fidelity model, which therefore yield multifidelity estimators with reduced variance. A series of numerical experiments illustrate the properties and advantages of our approaches.

97 MATHEMATICS AND COMPUTING↗

Personalized and uncertainty-aware coronary hemodynamics simulations: From Bayesian estimation to improved multi-fidelity uncertainty quantification

Non-invasive simulations of coronary hemodynamics have improved clinical risk stratification and treatment outcomes for coronary artery disease, compared to relying on anatomical imaging alone. However, simulations typically use empirical approaches to distribute total coronary flow amongst the arteries in the coronary tree, which ignores patient variability, the presence of disease, and other clinical factors. Further, uncertainty in the clinical data often remains unaccounted for in the modeling pipeline. We present an end-to-end uncertainty-aware pipeline to (1) personalize coronary flow simulations by incorporating vessel-specific coronary flows as well as cardiac function; and (2) predict clinical and biomechanical quantities of interest with improved precision, while accounting for uncertainty in the clinical data. We assimilate patient-specific measurements of myocardial blood flow from clinical CT myocardial perfusion imaging to estimate branch-specific coronary artery flows. Simulated noise in the clinical data is used to estimate the joint posterior distributions of the model parameters using adaptive Markov Chain Monte Carlo sampling. Additionally, the posterior predictive distribution for the relevant quantities of interest is determined using a new approach combining multi-fidelity Monte Carlo estimation with non-linear, data-driven dimensionality reduction. This leads to improved correlations between high- and low-fidelity model outputs. Our framework accurately recapitulates clinically measured cardiac function as well as branch-specific coronary flows under measurement noise uncertainty. We observe substantial reductions in confidence intervals for estimated quantities of interest compared to single-fidelity Monte Carlo estimation and state-of-the-art multi-fidelity Monte Carlo methods. This holds especially true for quantities of interest that showed limited correlation between the low- and high-fidelity model predictions. In addition, the proposed multi-fidelity Monte Carlo estimators are significantly cheaper to compute than traditional estimators, under a specified confidence level or variance. The proposed pipeline for personalized and uncertainty-aware predictions of coronary hemodynamics is based on routine clinical measurements and recently developed techniques for CT myocardial perfusion imaging. The proposed pipeline offers significant improvements in precision and reduction in computational cost.

Bayesian parameter estimation↗

A Monte Carlo Laplace Transform Estimator for Radiation Transport

This work formulates and implements a Laplace transform estimator in a simple Monte Carlo radiation transport code. The estimator maps flux-based quantities of interest, like reaction rates, from a desired phase-space dimension to the complex Laplace domain. This on-the-fly Monte Carlo integration technique enables the spectral analysis of arbitrary nuclear systems via the Laplace transform. A simple code tests the estimator in neutron slowing-down problems across various infinite media, and the results compare well with Ganapol’s uninverted analytical solution of the neutron slowing-down equation.

97 MATHEMATICS AND COMPUTING↗

Dosimetric and biological impact of activity extravasation of radiopharmaceuticals in PET imaging

The increasing use of nuclear medicine and PET imaging has intensified scrutiny of radiotracer extravasation. To our knowledge, this topic is understudied but holds great potential for enhancing our understanding of extravasation in clinical PET imaging. This work aims to (1) quantify the absorbed doses from radiotracer extravasation in PET imaging, both locally at the site of extravasation and with the extravasation location as a source of exposure to bodily organs and (2) assess the biological ramifications within the injection site at the cellular level. A radiation dosimetry simulation was performed using a whole-body 4D Extended Cardiac-Torso (XCAT) phantom embedded in the GATE Monte Carlo platform. A 10-mCi dose of 18 F-FDG was chosen to simulate a typical clinical PET scan scenario, with 10% of the activity extravasated in the antecubital fossa of the right arm of the phantom. The extravasation volume was modeled as a 5.5 mL rectangle in the hypodermal layer of skin. Absorbed dose contributions were calculated for the first two half-lives, assuming biological clearance thereafter. Dose calculations were performed as absorbed doses at the organ and skin levels. Energy deposition was simulated both at the local extravasation site and in multiple organs of interest and converted to absorbed doses based on their respective masses. Each simulation was repeated ten times to estimate Monte Carlo uncertainties. Biological impacts on cells within the extravasated volume were evaluated by randomizing cells and exposing them to a uniform radiation source of 18 F and 68 Ga. Particle types, their energies, and direction cosines were recorded in phase space files using a separate Geant4 simulation to characterize their entry into the nucleus of the cellular volume. Subsequently, the phase space files were imported into the TOPAS-nBio simulation to assess the extent of DNA damage, including double-strand breaks (DSBs) and single-strand breaks (SSBs). Organ-level dosimetric estimations are presented for 18 F and 68 Ga radionuclides in various organs of interest. With 10% extravasation, the hypodermal layer of the skin received the highest absorbed dose of 1.32 ± 0.01 Gy for 18 F and 0.99 ± 0.01 Gy for 68 Ga. The epidermal and dermal layers received absorbed doses of 0.07 ± 0.01 Gy and 0.13 ± 0.01 Gy for 18 F, and 0.14 ± 0.01 Gy and 0.29 ± 0.01 Gy for 68 Ga, respectively. In the extravasated volume, 18 F caused an average absorbed dose per nucleus of 0.17 ± 0.01 Gy, estimated to result in 10.58 ± 0.50 DSBs and 268.11 ± 12.43 SSBs per nucleus. For 68 Ga, the absorbed dose per nucleus was 0.11 ± 0.01 Gy, leading to an estimated 6.49 ± 0.34 DSBs and 161.24 ± 8.12 SSBs per nucleus. Absorbed doses in other organs were on the order of micro-gray (µGy). The likelihood of epidermal erythema resulting from extravasation during PET imaging is low, as the simulated absorbed doses to the epidermis remain below the thresholds that trigger such effects. Moreover, the organ-level absorbed doses were found to be clinically insignificant across various simulated organs. The minimal DNA damage at the extravasation site suggests that long-term harm, such as radiation-induced carcinogenesis, is highly unlikely.

DNA strand breaks↗

A novel conditional generative model for efficient ensemble forecasts of state variables in large-scale geological carbon storage

Integrating monitoring data to efficiently update reservoir pressure and CO 2 plume distribution forecasts presents a significant challenge in geological carbon storage (GCS) applications. Inverse modeling techniques are commonly used to fuse observational data and refine reservoir model parameters, thereby improving state variable forecasts. However, these techniques often rely on linear or Gaussian assumptions, which can limit their effectiveness in accurately predicting state variables. Moreover, simulating large-scale three-dimensional (3D) GCS problems is computationally expensive, making iterative runs in inverse problems prohibitive. To address these challenges, we propose a conditional generative model utilizing the score-based diffusion method for real-time 3D pressure and saturation field distribution predictions. Our approach involves solving the score function with a mini-batch-based Monte Carlo estimator to generate labeled data. This data is subsequently employed to train a fully connected neural network, enabling it to learn the conditional sample generator within a supervised learning framework. This method enables the rapid generation of a large ensemble of predictions, facilitating comprehensive uncertainty quantification of state variables. Here we applied our method to forecast the dynamic 3D distributions of pressure and saturation fields over a 30-year injection period. The statistical assessment with low root mean square error (RMSE) values demonstrates that our method can accurately predict the spatiotemporal distributions of both pressure and saturation fields. Moreover, the developed conditional generative model shows high computational efficiency by generating 100 ensemble forecasts of 3D state variables in less than 10 min. The consistency between ensemble averages and ground truth values further illustrates the model’s capability to capture state variable dynamics during the CO 2 plume injection process. Notably, the ground truth values fall within the ensemble forecasts, indicating that our uncertainty quantification effectively captures variability and potential noise in the observations. Thus, the developed conditional generative model proves to be a more efficient, accurate, and practical tool for GCS applications, facilitating timely risk analysis and informed decision-making.

58 GEOSCIENCES↗

Propagation and Periodicity of Mars's Northern Annular Mode Modulates the Dust Cycle

Abstract We document the propagation of annular modes—zonally symmetric patterns of variability—in Mars's atmosphere using a reanalysis dataset. Mars's Northern Annular Mode (MNAM) sees anomalies of zonal‐mean zonal wind emerge near the subtropics and migrate poleward with a period of 150 days, similarly to Earth's Southern Annular Mode. The mechanism of propagation involves the interaction of the two leading empirical orthogonal functions that define the MNAM. Moreover, the propagation encourages alternating bands of surface wind stress to migrate polewards with a 150‐day period. In addition, a 150‐day periodicity in anomalous column dust optical depth most likely emerges in response to extrema of the MNAM. The combination of the impact of the MNAM's internally forced periodicity on the surface wind stress and the seasonal cycle may contribute to the inter‐annual variability of global dust events, as suggested by a Monte Carlo estimate that correctly approximates the observed incidence of global dust events.

54 ENVIRONMENTAL SCIENCES↗

S U ( 2 ) principal chiral model with tensor renormalization group on a cubic lattice

We study the continuous phase transition and thermodynamic observables in the three-dimensional Euclidean S U ( 2 ) principal chiral field model with the triad tensor renormalization group and the anisotropic tensor renormalization group methods. Using these methods, we find results that are consistent with previous Monte Carlo estimates and the predicted renormalization group scaling of the magnetization close to criticality. These results bring us one step closer to studying finite-density quantum chromodynamics in four dimensions using tensor network methods. Published by the American Physical Society 2024

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

A Proof of the Asymptotic Variance of Path Length Estimators for Single-Collision Monte Carlo Source Iteration in the Thick Diffusion Limit

Here, we prove a theorem relating the variance of path length estimators for single-collision Monte Carlo source iteration to a parameter that becomes infinitesimally small in an important physical regime arising in radiative transfer. In our usage, “single-collision Monte Carlo source iteration” refers to Monte Carlo Boltzmann transport methods in which each Monte Carlo particle history includes no more than a single collision, and the physics of multiple scattering is modeled by lagging the scattering source term and iterating until this term converges. Our theorem can be used to construct variance reduction techniques which improve the order of the estimator variance. This enables calculations that would otherwise require impractically large sample sizes to achieve practical estimator uncertainties. We believe this is the first postulation of a theorem relating estimator variance to a limiting case parameter for single-collision Monte Carlo source iteration, and the first proof of such a theorem. We illustrate the theorem’s value with an example in which the authors of a transport method used the theorem to design a variance reduction technique that improved the uncertainty of their solution by a factor of about 500 for a proxy problem from radiative transfer that contains both optically-thick and optically-thin material.

Mathematics and Computing↗

A hybrid Monte Carlo, discontinuous Galerkin method for linear kinetic transport equations

Here we present a hybrid method for time-dependent particle transport problems that combines Monte Carlo (MC) estimation with deterministic solutions based on discrete ordinates. For spatial discretizations, the MC algorithm computes a piecewise constant solution and the discrete ordinates use bilinear discontinuous finite elements. From the hybridization of the problem, the resulting problem solved by Monte Carlo is scattering free, resulting in a simple, efficient solution procedure. Between time steps, we use a projection approach to “relabel” collided particles as uncollided particles. In conclusion, from a series of standard 2-D Cartesian test problems we observe that our hybrid method has improved accuracy and reduction in computational complexity of approximately an order of magnitude relative to standard discrete ordinates solutions.

97 MATHEMATICS AND COMPUTING↗

Light in the dark forest. Part I. An efficient optimal estimator for 3D Lyman-alpha forest power spectrum

The highly anisotropic nature of the Lyman-alpha (Lyα) forest data introduces a complex survey window function that complicates the measurement of the three-dimensional power spectrum ( P 3D ). In this paper, we present the first fully optimal estimator for P 3D , which exactly deconvolves the survey window function and marginalizes contaminated modes that distort the power spectrum. Our approach adapts optimal estimator techniques developed for the 2D cosmic microwave background data to the 3D case. To achieve computational feasibility, we employ the conjugate gradient method and implement the P 3 M formalism to handle large-scale and small-scale operations separately and efficiently. We validate our estimator using Monte Carlo mocks and Gaussian simulations, demonstrating its accuracy and computational efficiency. We confirm that mode marginalization eliminates distortions arising from quasar continuum errors and delivers robust power spectrum estimation, though it also inflates errors at large scales. This first implementation works in the flat-sky case; we discuss the remaining steps needed to generalize it to the curved-sky case. This formalism offers a foundation for the Lyα forest P 3D measurements and a new path toward cosmological constraints from the Lyα forest data.

Lyman alpha forest↗

Tackling the curse of dimensionality in fractional and tempered fractional PDEs with physics-informed neural networks

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus struggling with the curse of dimensionality (CoD). Physics-informed neural networks (PINNs) offer a promising solution due to their universal approximation, generalization ability, and mesh-free training. In principle, Monte Carlo fractional PINN (MC-fPINN) estimates fractional derivatives using Monte Carlo methods and thus could lift CoD. However, this may cause significant variance and errors, hence affecting convergence; in addition, MC-fPINN is sensitive to hyperparameters. In general, numerical methods and specifically PINNs for tempered fractional PDEs are under-developed. Herein, we extend MC-fPINN to tempered fractional PDEs to address these issues, resulting in the Monte Carlo tempered fractional PINN (MC-tfPINN). To reduce possible high variance and errors from Monte Carlo sampling, we replace the one-dimensional (1D) Monte Carlo with 1D Gaussian quadrature, applicable to both MC-fPINN and MC-tfPINN. We validate our methods on various forward and inverse problems of fractional and tempered fractional PDEs, scaling up to 100,000 dimensions. Our improved MC-fPINN/MC-tfPINN using quadrature consistently outperforms the original versions in accuracy and convergence speed in very high dimensions.

42 ENGINEERING↗

The Cosmic Evolution of C IV Absorbers at 1.4 < z < 4.5: Insights from 100,000 Systems in DESI Quasars

We present the largest catalog to date of triply ionized carbon (C IV ) absorbers detected in quasar spectra from the Dark Energy Spectroscopic Instrument. Using an automated matched-kernel convolution method with adaptive signal-to-noise thresholds, we identify 101,487 C IV systems in the redshift range 1.4 < z < 4.5 from 300,637 quasar spectra. Completeness is estimated via Monte Carlo simulations, and the catalog is 50% complete at EW C IV ≥ 0.4 Å. The differential equivalent width frequency distribution declines exponentially and shows weak redshift evolution. The absorber incidence per unit comoving path increases by a factor of 2–5 from z ≈ 4.5 to z ≈ 1.4, with stronger redshift evolution for strong systems. Using column densities derived from the apparent optical depth method, we constrain the cosmic mass density of C IV , Ω C IV , which increases by a factor of ∼3.8 from (0.82 ± 0.05) × 10 −8 at z ≈ 4.5 to (3.16 ± 0.2) × 10 −8 at z ≈ 1.4. From Ω C IV , we estimate a lower limit on intergalactic medium metallicity ${\mathrm{log}}({Z}_{{\rm{IGM}}}/{Z}_{\odot })\gtrsim -3.25$ at z ∼ 2.3, with a smooth decline at higher redshifts. These trends trace the cosmic star formation history and He II photoheating rate, suggesting a link between C IV enrichment, star formation, and UV background over ∼3 Gyr. The catalog also provides a critical resource for future studies connecting circumgalactic metals to galaxy evolution, especially near cosmic noon.

79 ASTRONOMY AND ASTROPHYSICS↗

Graph-based Simulation Framework for Power Resilience Estimation and Enhancement

The increasing frequency of extreme weather events poses significant risks to power distribution systems, leading to widespread outages and severe economic and social consequences. This paper presents a novel simulation framework for assessing and enhancing the resilience of power distribution networks under such conditions. Resilience is estimated through Monte Carlo simulations, which simulate extreme weather scenarios and evaluate the impact on infrastructure fragility. Due to the proprietary nature of power network topology, a distribution network is synthesized using publicly available data. To generate the weather scenarios, an extreme weather generation method is developed. To enhance resilience, renewable resources such as solar panels and energy storage systems (batteries in this study) are incorporated. A customized Genetic Algorithm is proposed to determine the optimal locations and capacities for solar panels and battery installations, maximizing resilience while balancing cost constraints. Experiment results demonstrate that on a large-scale synthetic distribution network with more than 300,000 nodes and 300,000 edges, the proposed framework can efficiently evaluate the resilience, and enhance the resilience through the installations of distributed energy resources (DERs), providing utilities with valuable insights for community-level power system resilience estimation and enhancement.

Wang, Xuesong [Wayne State Univ., Detroit, MI (Uni↗

Effects of growth rate and dynamic substrate tilt on properties of Au-Ta alloy films deposited by high-power impulse magnetron sputtering

Gold-tantalum (Au—Ta) alloys are promising for next-generation hohlraums for magnetically-assisted indirect-drive inertial confinement fusion. Hohlraum fabrication involves sputter deposition of ultrathick coatings on sphero-cylindrical substrates. The control of physical properties of such coatings remains a challenge. Here, in this work, we systematically study effects of the growth rate and dynamic substrate tilt on properties of AuTa 4 films deposited onto rotating planar substrates mounted at different tilt angles to mimic different regions of the sphero-cylindrical surface of a hohlraum. We use high-power impulse magnetron sputtering (HiPIMS) in the constant charge per pulse mode with a pulse duration of 100 μs, a charge per pulse of 190 μC, a peak target current of about 3 A, and the pulse frequency varied in the range of 400–1400 Hz. The Langmuir probe, mass-resolved ion energy spectrometry, and optical emission spectroscopy are used to monitor plasma discharge characteristics in order to isolate and study effects of the growth rate. The deposition rate and the ballistics and energetics of depositing species are estimated by Monte Carlo simulations. Results show that the film microstructure, crystallographic phase, residual stress, and electrical resistivity strongly depend on both the deposition rate and substrate tilt, highlighting their critical role in tailoring properties of Au—Ta films during hohlraum fabrication.

36 MATERIALS SCIENCE↗

A Platform for Ultra-Fast Proton Probing of Matter in Extreme Conditions

Recent developments in ultrashort and intense laser systems have enabled the generation of short and brilliant proton sources, which are valuable for studying plasmas under extreme conditions in high-energy-density physics. However, developing sensors for the energy selection, focusing, transport, and detection of these sources remains challenging. This work presents a novel and simple design for an isochronous magnetic selector capable of angular and energy selection of proton sources, significantly reducing temporal spread compared to the current state of the art. The isochronous selector separates the beam based on ion energy, making it a potential component in new energy spectrum sensors for ions. Analytical estimations and Monte Carlo simulations validate the proposed configuration. Due to its low temporal spread, this selector is also useful for studying extreme states of matter, such as proton stopping power in warm dense matter, where short plasma stagnation time (<100 ps) is a critical factor. The proposed selector can also be employed at higher proton energies, achieving final time spreads of a few picoseconds. This has important implications for sensing technologies in the study of coherent energy deposition in biology and medical physics.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Estimating Large Global Significances with a New Monte Carlo Extrapolation Method

In particle physics, it is needed to evaluate the possibility that excesses of events in mass spectra are due to statistical fluctuations as quantified by the standards of local and global significances. Without prior knowledge of a particle’s mass, it is especially critical to estimate its global significance. The usual approach is to count the number of times a significance limit is exceeded in a collection of simulated Monte Carlo (MC) “toy experiments”. To demonstrate this conventional method for global significance, we performed simulation studies according to a recent Compact Muon Solenoid (CMS) result to show its effectiveness. However, this counting method is not practical for computing large global significances. To address this problem, we developed a new “extrapolation” method to evaluate the global significance. We compared the global significance estimated by our new method with that of the conventional approach, and verified its feasibility and effectiveness. This method is also applicable for cases where only small toy MC samples are available. In this approach, the significance is calculated based on p-values, assuming symmetrical Gaussian distributions.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Uncertainties in greenhouse gas emission factors: A comprehensive analysis of switchgrass‐based biofuel production

Abstract This study investigates uncertainties in greenhouse gas (GHG) emission factors related to switchgrass‐based biofuel production in Michigan. Using three life cycle assessment (LCA) databases—US lifecycle inventory (USLCI) database, GREET, and Ecoinvent—each with multiple versions, we recalculated the global warming intensity (GWI) and GHG mitigation potential in a static calculation. Employing Monte Carlo simulations along with local and global sensitivity analyses, we assess uncertainties and pinpoint key parameters influencing GWI. The convergence of results across our previous study, static calculations, and Monte Carlo simulations enhances the credibility of estimated GWI values. Static calculations, validated by Monte Carlo simulations, offer reasonable central tendencies, providing a robust foundation for policy considerations. However, the wider range observed in Monte Carlo simulations underscores the importance of potential variations and uncertainties in real‐world applications. Sensitivity analyses identify biofuel yield, GHG emissions of electricity, and soil organic carbon (SOC) change as pivotal parameters influencing GWI. Decreasing uncertainties in GWI may be achieved by making greater efforts to acquire more precise data on these parameters. Our study emphasizes the significance of considering diverse GHG factors and databases in GWI assessments and stresses the need for accurate electricity fuel mixes, crucial information for refining GWI assessments and informing strategies for sustainable biofuel production.

Kim, Seungdo↗

Determining hexavalent chromium transport properties in alkaline nuclear waste using nuclear magnetic resonance spectroscopy

This study focuses on the transport properties of hexavalent chromium, specifically the chromate anion, to improve predictive models and environmental remediation strategies for Cr(VI) migration. Using 53 Cr Nuclear Magnetic Resonance (NMR) spectroscopy, the research quantifies chromate in multicomponent electrolytes replicating nuclear waste conditions at the Hanford Site in Washington State. The consistency of the 53 Cr NMR signal integral with chromate concentration, despite varying matrix compositions, establishes it as a reliable concentration indicator. The transport properties of chromate in an alkaline solution were assessed using relaxation-based measurements via saturation recovery and Carr-Purcell-Meiboom-Gill experiments, determining spin-lattice and spin-spin relaxation times. These measurements, combined with the Bloembergen-Purcell-Pound equation, helped estimate the rotational correlation time and the 53 Cr self-diffusion coefficient using Stokes-Einstein-Debye and Stokes-Einstein equations. Direct measurements were obtained through pulsed field gradient stimulated echo 53 Cr NMR spectroscopy. Monte Carlo simulations further estimated uncertainty propagation. The results enhance comprehension of chromate transport and highlight prospects for identifying transport properties of NMR-active nuclei, traditionally considered unreachable.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗