Spiking Neural Algorithms for Markov Process Random Walk.
Abstract not provided.
Severa, William Mark↗
SEARCH · Engineering Papers
Results for “RANDOM PROCESS”
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Self-similar random process and chaotic behavior in serrated flow of high entropy alloys
Here, the statistical and dynamic analyses of the serrated-flow behavior in the nanoindentation of a high-entropy alloy, Al 0.5 CoCrCuFeNi, at various holding times and temperatures, are performed to reveal the hidden order associated with the seemingly-irregular intermittent flow. Two distinct types of dynamics are identified in the high-entropy alloy, which are based on the chaotic time-series, approximate entropy, fractal dimension, and Hurst exponent. The dynamic plastic behavior at both room temperature and 200 °C exhibits a positive Lyapunov exponent, suggesting that the underlying dynamics is chaotic. The fractal dimension of the indentation depth increases with the increase of temperature, and there is an inflection at the holding time of 10 s at the same temperature. A large fractal dimension suggests the concurrent nucleation of a large number of slip bands. In particular, for the indentation with the holding time of 10 s at room temperature, the slip process evolves as a self-similar random process with a weak negative correlation similar to a random walk.
36 MATERIALS SCIENCE↗
Data and scripts associated with “Non-random processes impacting organic matter chemistry are maximized in mid-order streams”
NOTE: The manuscript associated with this data package is currently in review. The data may be revised based on reviewer feedback. Upon manuscript acceptance, this data package will be updated with the final dataset and additional metadata. This data package is associated with the publication “Non-random processes impacting organic matter chemistry are maximized in mid-order streams” submitted to Limnology and Oceanography (L&O) by Danczak et al. (in review). This package contains data and scripts used to investigate dissolved organic matter (DOM) molecular chemistry and diversification processes across 47 surface-water sampling sites in the Yakima River Basin, Washington, USA, during an August 2021 sampling campaign. The package contains analyses of ultrahigh-resolution Fourier transform ion cyclotron resonance mass spectrometry (FTICR-MS), geochemical measurements, geospatial attributes, molecular diversity, and meta-metabolome ecological null models needed to reproduce the main manuscript results. The underlying field data were pulled from exising data packages at https://doi.org/10.15485/1892052 (Fulton et al., 2022) and https://doi.org/10.15485/1898914 (Grieger et al., 2022). For details on how to navigate data packages generated by this project, see https://data.ess-dive.lbl.gov/portals/PNNLRiverCorridorSFA/About. We thank the following organizations for providing access to field locations for sample collection: the United States Forest Service, Washington Department of Fish and Wildlife, Washington Department of Natural Resources, the Confederated Tribes and Bands of the Yakama Nation, and the Cowiche Canyon Conservatory. Research was conducted under Washington State Parks and Recreation Commission Scientific Research Permit #210901. We are grateful to the Yakama Nation Tribal Council and Yakama Nation Fisheries for their collaboration in facilitating sample collection and ensuring data usage aligns with their values and worldview. This data package contains an R-Markdown file for analyses and five folders: (1) Data, (2) Geospatial Data, (3) Supplemental_Files, (5) Figures_pdf, (4) and src. The Data folder contains tabular inputs and derived files used in the manuscript analysis. The Geospatial Data folder contains climate and water-balance, hydrologic, land-cover, population/regional water-use, stream, topographic, and stream-order attribute CSV files. The src folder contains scripts used to process data, run analyses, and generate figures. The Figures_pdf folder contains manuscript figure outputs. The Supplemental_Files folder contains supplemental analysis products. All files are .csv, .pdf, .html, .png, .R, .Rmd, .svg, or .tre. This data package is associated with the rcfsa-RC2-SPS_Null_Modeling repository found at https://github.com/river-corridors-sfa/rcfsa-RC2-SPS_Null_Modeling.
54 ENVIRONMENTAL SCIENCES↗
Processing Random and Systematic Experimental Uncertainties in Replicate Tests of Stochastic Phenomena for Real-Space Model Validation.
Abstract not provided.
Romero, Vicente J.↗
Ensemble-type numerical uncertainty information from single model integrations
We suggest an algorithm that quantifies the discretization error of time-dependent physical quantities of interest (goals) for numerical models of geophysical fluid dynamics. The goal discretization error is estimated using a sum of weighted local discretization errors. The key feature of our algorithm is that these local discretization errors are interpreted as realizations of a random process. The random process is determined by the model and the flow state. From a class of local error random processes we select a suitable specific random process by integrating the model over a short time interval at different resolutions. The weights of the influences of the local discretization errors on the goal are modeled as goal sensitivities, which are calculated via automatic differentiation. The integration of the weighted realizations of local error random processes yields a posterior ensemble of goal approximations from a single run of the numerical model. From the posterior ensemble we derive the uncertainty information of the goal discretization error. This algorithm bypasses the requirement of detailed knowledge about the models discretization to generate numerical error estimates. The algorithm is evaluated for the spherical shallow-water equations. For two standard test cases we successfully estimate the error of regional potential energy, track its evolution, and compare it to standard ensemble techniques. The posterior ensemble shares linear-error-growth properties with ensembles of multiple model integrations when comparably perturbed. The posterior ensemble numerical error estimates are of comparable size as those of a stochastic physics ensemble.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
A modular methodology for time-domain stochastic seismic wave propagation
Presented here is a modular methodology for time-domain stochastic seismic wave propagation analysis. Presented methodology is designed to analyse uncertain seismic motions as an input, propagating through uncertain material. Traditional approach for uncertain wave propagation relies on models that include deep bedrock, local soil site, and their random process and random field information. Such models can become quite large and computationally intractable. The modular approach proposed herein features two step approach that allows separate consideration of the deep bedrock and local site along with corresponding random field information. In this work, the first step considers an auxiliary stochastic motions problem in the bedrock. Stochastic local site response can then be simulated in a reduced domain within certain depth from the surface. Application of uncertain seismic motions at depth, for local uncertain site response is done using stochastic effective forces developed through the Domain Reduction Method. By using Hermite polynomial chaos expansion to represent the non-Gaussian random field of material parameters and non-stationary random process of seismic motion, the proposed modular methodology is formulated using intrusive stochastic Galerkin approach, as seen in the Stochastic Elastic–Plastic Finite Element Method (SEPFEM). Developed modular methodology is illustrated using a 1-D stochastic seismic wave propagation analysis with three cases, and simulation results are also verified with results from conventional approach.
58 GEOSCIENCES↗
UQpy: A general purpose Python package and development environment for uncertainty quantification
In this paper, we present the UQpy software toolbox, an open-source Python package for general uncertainty quantification (UQ) in mathematical and physical systems. The software serves as both a user-ready toolbox that includes many of the latest methods for UQ in computational modeling and a convenient development environment for Python programmers advancing the field of UQ. The paper presents an introduction to the software's architecture and existing capabilities, divided in the code in a set of modules centered around different UQ tasks such as sampling methods, generation of random processes and random fields, probabilistic inverse modeling, reliability analysis, surrogate modeling, and active learning. The paper also highlights the importance of the RunModel module, which is used to drive simulations in the uncertainty analyses performed in UQpy. This module conveniently allows the user to define computational models directly in Python, or to run simulations from a third-party software in serial or in parallel. To illustrate the various capabilities, two examples are tracked throughout the paper and analyzed repeatedly for various UQ tasks. The first is a Python model solving a nonlinear structural dynamics problem, used to illustrate UQpy's capabilities in sampling and forward propagation of high dimensional random vectors (stochastic processes), and probabilistic inference. The second model is a third-party Abaqus finite element model solving the thermomechanical response of a beam structure. This example is used to illustrate UQpy's capabilities in variance reduction sampling techniques, reliability analysis, surrogate modeling and active learning techniques.
97 MATHEMATICS AND COMPUTING↗
Stochastic Modeling in a Multimaterial Continuum Mixture Shock Physics Code
Stochastic modelling approaches are presented to capture random effects at multiple time and length scales. Random processes that occur at the microscale produce nondeterministic effects at the macroscale. Here we present three stochastic modeling approaches that describe random processes at microscopic length scales and map these processes to the macroscopic length scale. The first stochastic modeling approach is based upon a particle based numerical technique to solve a Stochastic Differential Equation (SDE) using an arbitrary diffusion process to capture random processes at the microstructural level. The second approach prescribes a Probability Density Function (PDF) for the drift and diffusion of the random variable derived using the forward and backward Kolmogorov equations. This method requires mean and drift evolution PDF transport equations. The third approach is the coupling of multiple random variables which are dependent on each other. The relationship of the PDFs and a coupling function, known as a copula, produces a Joint Probability Density Function (JPDF). These stochastic modeling approaches are implemented into a Multiple Component (MC) shock physics computational code and used to model statistical fracture and reactive flow applications.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Random Sampling Process Leads to Overestimation of β-Diversity of Microbial Communities
The site-to-site variability in species composition, known as β-diversity, is crucial to understanding spatiotemporal patterns of species diversity and the mechanisms controlling community composition and structure. However, quantifying β-diversity in microbial ecology using sequencing-based technologies is a great challenge because of a high number of sequencing errors, bias, and poor reproducibility and quantification. Herein, based on general sampling theory, a mathematical framework is first developed for simulating the effects of random sampling processes on quantifying β-diversity when the community size is known or unknown. Also, using an analogous ball example under Poisson sampling with limited sampling efforts, the developed mathematical framework can exactly predict the low reproducibility among technically replicate samples from the same community of a certain species abundance distribution, which provides explicit evidences of random sampling processes as the main factor causing high percentages of technical variations. In addition, the predicted values under Poisson random sampling were highly consistent with the observed low percentages of operational taxonomic unit (OTU) overlap (<30% and <20% for two and three tags, respectively, based on both Jaccard and Bray-Curtis dissimilarity indexes), further supporting the hypothesis that the poor reproducibility among technical replicates is due to the artifacts associated with random sampling processes. Finally, a mathematical framework was developed for predicting sampling efforts to achieve a desired overlap among replicate samples. Our modeling simulations predict that several orders of magnitude more sequencing efforts are needed to achieve desired high technical reproducibility. These results suggest that great caution needs to be taken in quantifying and interpreting β-diversity for microbial community analysis using next-generation sequencing technologies.
59 BASIC BIOLOGICAL SCIENCES↗
Contact Processes with Random Recovery Rates and Edge Weights on Complete Graphs
In this paper we are concerned with the contact process with random recovery rates and edge weights on the complete graph with n vertices. We show that the model has a critical value which is inversely proportional to the product of the mean of the edge weight and the mean of the inverse of the recovery rate. In the subcritical case, the process dies out before an amount of time with order O(log n) with high probability as n→+∞. In the supercritical case, the process survives for an amount of time with order exp {O(n)} with high probability as n→+∞.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Experimental quantum Bernoulli factories via Bell-basis measurements
Randomness processing in the Bernoulli factory framework provides a concrete setting in which quantum resources can outperform classical ones. We experimentally demonstrate quantum randomness processing based on Bell-basis measurements of two identical input quoins prepared on IBM superconducting hardware. Using only the measurement outcomes (and no external classical randomness source), we realize the classically inconstructible Bernoulli doubling primitive f(p)=2p, and, as intermediate outputs from the same Bell-measurement statistics, an exact fair coin f(p)=1/2 and the classically inconstructible function f(p)=4p(1−p). We benchmark the measured output biases against ideal predictions and discuss the impact of device noise. Our results establish a simple resource-efficient experimental primitive for quantum-to-classical randomness processing and support the viability of quantum Bernoulli factories for quantum-enhanced stochastic simulation and sampling tasks.
Roy, Tanay [Fermilab] (ORCID:000000019442862X)↗
Time domain probabilistic seismic risk analysis using ground motion prediction equations of Fourier amplitude spectra
Modeling of Fourier amplitude spectra (FAS) of seismic motions has gained much attention in engineering seismology. In the past few years, several ground motion prediction equations (GMPEs) and inter-frequency correlation structure of FAS have been established. Due to many preferable characteristics of FAS, probabilistic seismic hazard/risk analysis is rapidly changing from ergodic, spectrum acceleration Sa(T 0 )-based approach to non-ergodic, site-specific, FAS-based approach. This paper presents time domain intrusive framework for probabilistic seismic risk analysis using GMPE of FAS. Herein, methodology for time domain stochastic ground motion modeling based on GMPEs of FAS is presented in some detail. The simulated uncertain motions are modeled as a random process and represented by polynomial chaos Karhunen-Loève expansion. The random process excitations are further propagated into the uncertain structural system using Galerkin stochastic finite element method (SFEM). Probabilistic evolution of structural response is solved, and such solution is used to develop seismic risk for any damage state. The presented framework is illustrated through seismic risk analysis of a four-story building subjected to possible earthquakes from two strike slip faults. The influences of the epistemic uncertainties in source stress drop Δσ and site attenuation κ0 on seismic risk are investigated. The need for non-ergodic seismic risk analysis with source-specific and site specific characterizations is emphasized.
58 GEOSCIENCES↗
Radiation Transport in Random Media With Large Fluctuations
Strongly heterogeneous media arise in several applications that include radiation shields, nuclear fuel, BWR moderators, clouds, planetary and stellar atmospheres, turbulent gases and plasmas. Neutral and charged particle transport computations in such media have relied heavily on formulating transport equations with spatially random coefficients (physical data) and developing solution methods to deal with the additional stochastic dimensions. Attempts at developing approximate closures that yield only low order statistical information (e.g., mean and variance of the flux) have proved to be highly restrictive under real physics conditions or rely on techniques that require fluctuation amplitudes to be small for robustness. Recently, stochastic spectral methods such as polynomial chaos and stochastic collocation have been developed for aleatoric uncertainty quantification and sensitivity analysis, and successfully applied in radiation transport work. Advances in UQ techniques have tended to focus on efficiently handling large numbers of uncertain variables but the rigorous stochastic basis of the approach also promotes its use in situations where stochasticity is due to spatial heterogeneity and the associated uncertainty is large. Here we apply these techniques to radiation transport in media with spatially randomly varying cross sections without restriction on fluctuation amplitudes. Specifically, we represent the cross sections as a lognormal spatial random process with specified mean, variance and covariance function and use a Karhunen-Loeve (KL) decomposition to generate cross section realizations that are strictly positive. Woodcock Monte Carlo (WMC) is then used to simulate transport using random sampling of cross sections and deterministic sampling based on a stochastic collocation technique. Numerical results for the mean and variance in the scalar flux and leakage currents are obtained for weak and strong random variations. We focus in this work on demonstrating the approach and defer application to specific problems to a future investigation. We have demonstrated that a combination of stochastic spectral representation and Woodcock Monte Carlo simulation allows efficient computation of radiation transport in strongly random media. The use of a lognormal distribution to represent the fluctuations in medium properties facilitates enforcement of strict positivity of cross section realizations, a condition that has challenged standard approaches that assume Gaussian fluctuations. The fact that the lognormal random process is a memoryless nonlinear transformation of a Gaussian process further enables efficient and accurate reconstruction of the random cross section realizations using a Karhunen-Loeve representation of the cross section. Finally, the robustness of this model enables fluctuations of arbitrarily large amplitude to be studied, using both random sampling Monte Carlo and more efficient stochastic collocation techniques. The present work is being extended to allow reconstruction of probability density functions of output variables using polynomial chaos representation, and to accommodate general cross section covariance functions. Also, techniques are being explored to more judiciously select ceiling cross sections to enhance the efficiency of Woodcock Monte Carlo for transport in random media. (authors)
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
Non-stationary Almost Sure Invariance Principle for Hyperbolic Systems with Singularities
We investigate a wide class of two-dimensional hyperbolic systems with singularities, and prove the almost sure invariance principle (ASIP) for the random process generated by sequences of dynamically Hölder observables. The observables could be unbounded, and the process may be non-stationary and need not have linearly growing variances. Our results apply to Anosov diffeomorphisms, Sinai dispersing billiards and their perturbations. The random processes under consideration are related to the fluctuation of Lyapunov exponents, the shrinking target problem, etc.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Characterization of a random anisotropic conductivity field with Karhunen-Loeve methods
While parametric uncertainty quantification for NDE models has been addressed in recent years, the problem of stochastic field parameters such as spatially distributed electrical conductivity has only been investigated minimally in the last year. In that work, the authors treated the field as a one-dimensional random process and Karhunen-Loeve methods were used to discretize this process to make it amenable to UQ methods such as ANOVA expansions. In the present work, we will treat the field as a two dimensional random process, and the eigenvalues and eigenfunctions of the integral operator will be determined via Galerkin methods. The Karhunen-Loeve methods is extended to two dimensions and implemented to represent this process. Several different choices for basis functions will be discussed, as well as convergence criteria for each. The methods are applied to correlation functions collected over electron backscatter data from highly micro textured Ti-7Al.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Solving inverse problems in stochastic models using deep neural networks and adversarial training
Inverse problems associated with stochastic models constitute a significant portion of scientific and engineering applications. In such cases the unknown quantities are distributions. The applicability of traditional methods is limited because of their demanding assumptions or prohibitive computational consumption; for example, maximum likelihood methods require closed-form density functions, and Markov Chain Monte Carlo needs a large number of simulations. We propose a new method that estimates the unknown distribution by matching the statistical properties between observed and simulated random processes. We leverage the expressive power of neural networks to approximate the unknown distribution and use a discriminative neural network for computing the statistical discrepancies between the observed and simulated random processes. Here we demonstrated numerically that the proposed methods can estimate both the model parameters and learn complicated unknown distributions.
42 ENGINEERING↗
Predicting initial trans-membrane pressure across cycles in the ultrafiltration process using random forest
With growing freshwater scarcity, direct potable reuse (DPR) systems that reclaim wastewater for drinking are becoming increasingly important for sustainable water supply. Reliable operation requires minimizing downtime in ultrafiltration (UF) units, where membrane fouling leads to elevated trans-membrane pressure (TMP). This study develops data-driven regression models based on random forest (RF) and autoregressive (AR) approaches to forecast the initial TMP at the start of each UF filtration cycle in a pilot-scale DPR system. The RF model consistently outperforms baseline methods, including historical mean, last observation carried forward, and AR models, across multiple forecast horizons, achieving the lowest root mean square error. To evaluate how different classes of process variables contribute to TMP dynamics over time, we examine the feature importance of independent input variables across multiple forecast horizons. This analysis provides insight into the temporal relevance of operational and sensor-derived features, guiding control and monitoring strategies. Additionally, the impact of hyperparameter tuning on TMP prediction performance is assessed for both direct and recursive RF modelling approaches. The proposed RF framework establishes a robust foundation for predictive monitoring and real-time optimization of UF operations, supporting sustainable and reliable water reuse.
direct potable reuse↗
Nonlinear development of the two-plasmon decay instability in three dimensions
Most recent experiments on the excitation of the two plasmon-decay (TPD) instability involve a three-dimensional (3D) array of overlapping laser beams. Our recent two dimensional (2D) simulations suggested that Langmuir cavitation and collapse are important nonlinear saturation mechanisms for TPD. There are important quantitative differences in the Langmuir collapse process in 2D and 3D. To address these and other issues, we have developed a 3D Zakharov code. It has been applied to study the evolution of TPD from absolute instabilities (arising from 3D laser geometries) to the nonlinear state (J. Zhang et al., Phys. Rev. Lett. (submitted)). The present paper concentrates on the nonlinear saturated state excited by the collective action of two crossed laser beams with arbitrary polarizations. Remarkable agreement between 3D and 2D simulations is found for several averaged physical quantities when the beams are polarized in their common plane. As in the previous 2D simulations, we find: (a) the collective, initially convectively unstable triad modes dominate after a sub-picosecond burst, (b) Langmuir cavitation and collapse are important nonlinearities, and (c) that the statistics of intense cavitons are characteristic of a Gaussian random process. The 3D steady-state saturated Langmuir energy level is about 30% higher than in 2D. The auto-correlation functions of the Langmuir envelope field and of the low-frequency electron density field yield the spatial shape of the strongest collapsing cavitons which are 3D ellipsoids whose orientation depends on the laser polarizations. This tilting of the caviton's strongest electric field direction away from the normal to the target surface is a major new 3D result. This tilting may deflect the hot electron flux and thereby mitigate target preheat.
Vu, H. X.↗