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This paper presents a new algorithm for solving systems of nonlinear equations, which combines elements of the method of local variations with a sequential secant method. The new algorithm converges superlinearly and its convergence does not depend upon a good initial guess at a solution.
We consider the setting of sequential decision making where, at each stage, potential actions are evaluated based on expected reduction in posterior uncertainty, given by mutual information (MI). As MI typically lacks a closed form, we propose an approach which maintains variational approximations of, both, the posterior and MI utility. Our planning objective extends an established variational bound on MI to the setting of sequential planning. The result, variational information planning (VIP), is an efficient method for sequential decision making. We further establish convexity of the variational planning objective and, under conditional exponential family approximations, we show that the optimal MI bound arises from a relaxation of the well-known exponential family moment matching property. Here, we demonstrate VIP for sensor selection, experiment design, and active learning, where it meets or exceeds methods requiring more computation, or those specialized to the task.
Dynamic data assimilation offers a suite of algorithms that merge measurement data with numerical simulations to predict accurate state trajectories. Meteorological centers rely heavily on data assimilation to achieve trustworthy weather forecast. With the advance in measurement systems, as well as the reduction in sensor prices, data assimilation (DA) techniques are applicable to various fields, other than meteorology. However, beginners usually face hardships digesting the core ideas from the available sophisticated resources requiring a steep learning curve. In this tutorial, we lay out the mathematical principles behind DA with easy-to-follow Python module implementations so that this group of newcomers can quickly feel the essence of DA algorithms. We explore a series of common variational, and sequential techniques, and highlight major differences and potential extensions. We demonstrate the presented approaches using an array of fluid flow applications with varying levels of complexity.
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.
We propose a trust-region method that solves a sequence of linear integer programs to tackle integer optimal control problems regularized with a total variation penalty. The total variation penalty implies that the considered integer control problems admit minimizers. We introduce a local optimality concept for the problem, which arises from the infinite-dimensional perspective. In the case of a one-dimensional domain of the control function, we prove convergence of the iterates produced by our algorithm to points that satisfy first-order stationarity conditions for local optimality. We demonstrate the theoretical findings on a computational example.
During the Development Phase of the U.S. Southwest Regional Partnership on Carbon Sequestration, supercritical CO2 was continuously injected into the deep oil-bearing Morrow B formation of the Farnsworth Unit in Texas for Enhanced Oil Recovery (EOR). The project injected approximately 94 kilotons of CO2 to study geologic carbon storage during CO2-EOR. A three-dimensional (3D) surface seismic dataset was acquired in 2013 to characterize the subsurface structures of the Farnsworth site. Following this data acquisition, the baseline and three time-lapse three-dimensional three-component (3D-3C) vertical seismic profiling (VSP) data were acquired at a narrower surface area surrounding the CO2 injection and oil/gas production wells between 2014 and 2017 for monitoring CO2 injection and migration. With these VSP datasets, we inverted for subsurface velocity models to quantitatively monitor the CO2 plume within the Morrow B formation. We first built 1D initial P-wave (Vp) and S-wave (Vs) velocity models by upscaling the sonic logs. We improved the deep region of the Vp and Vs models by incorporating the deep part of a migration velocity model derived from the 3D surface seismic data. We improved the shallow region of 3D Vp and Vs models using 3D traveltime tomography of first arrivals of VSP downgoing waves. We further improved the 3D baseline velocity models using elastic-waveform inversion (EWI) of the 3D baseline VSP upgoing data. Our advanced EWI method employs alternative tomographic and conventional gradients and total-variation-based regularization to ensure the high-fidelity updates of the 3D baseline Vp and Vs models. We then sequentially applied our 3D EWI method to the three time-lapse datasets to invert for spatiotemporal changes of Vp and Vs in the reservoir. Our inversion results reveal the volumetric changes of the time-lapse Vp and Vs models and show the evolution of the CO2 plume from the CO2 injection well to the oil/gas production wells.
Monte Carlo simulations combined with sudden death testing were used to compare resultant bearing lives to the calculated hearing life and the cumulative test time and calendar time relative to sequential and censored sequential testing. A total of 30 960 virtual 50-mm bore deep-groove ball bearings were evaluated in 33 different sudden death test configurations comprising 36, 72, and 144 bearings each. Variations in both life and Weibull slope were a function of the number of bearings failed independent of the test method used and not the total number of bearings tested. Variation in L10 life as a function of number of bearings failed were similar to variations in lift obtained from sequentially failed real bearings and from Monte Carlo (virtual) testing of entire populations. Reductions up to 40 percent in bearing test time and calendar time can be achieved by testing to failure or the L(sub 50) life and terminating all testing when the last of the predetermined bearing failures has occurred. Sudden death testing is not a more efficient method to reduce bearing test time or calendar time when compared to censored sequential testing.
In the assembly of hybrid microcircuits, passive and active discrete chip components are attached by epoxy cements and by solders. This study was initiated to determine the integrity of such attachments. Alumina substrates were subjected to a group of thermal and mechanical test environments defined by test methods in MIL-STD-883. Lot samples of substrates with assembly variations were subjected to separately applied testing and to serial testing. These test methods were applied sequentially to the same lot of substrates. Epoxy cements were generally satisfactory with respect to separate tests, although sequential tests severely degraded epoxy bond strengths of all types. Bond strengths to unglazed substrates were slightly superior to those of the same components on glazed types. Solder joints were vulnerable to catastrophic failure in several environments, especially temperature cycling and thermal shock. Vibration and impact shock also produced solder joint failures.
We propose a sequential Monte Carlo (SMC) method to efficiently and accurately compute cut-Bayesian posterior quantities of interest, variations of standard Bayesian approaches constructed primarily to account for model misspecification. We prove finite sample concentration bounds for estimators derived from the proposed method along with a linear tempering extension and apply these results to a realistic setting where a computer model is misspecified. We then illustrate the SMC method for inference in a modular chemical reactor example that includes submodels for reaction kinetics, turbulence, mass transfer, and diffusion. The samples obtained are commensurate with a direct-sampling approach that consists of running multiple Markov chains, with computational efficiency gains using the SMC method. Overall, the SMC method presented yields a novel, rigorous approach to computing with cut-Bayesian posterior distributions.
Ocean color data assimilation has been shown to dramatically improve chlorophyll abundances and distributions globally and regionally in the oceans. Chlorophyll is a proxy for phytoplankton biomass (which is explicitly defined in a model), and is related to the inorganic carbon cycle through the interactions of the organic carbon (particulate and dissolved) and through primary production where inorganic carbon is directly taken out of the system. Does ocean color data assimilation, whose effects on estimates of chlorophyll are demonstrable, trickle through the simulated ocean carbon system to produce improved estimates of inorganic carbon? Our emphasis here is dissolved inorganic carbon, pC02, and the air-sea flux. We use a sequential data assimilation method that assimilates chlorophyll directly and indirectly changes nutrient concentrations in a multi-variate approach. The results are decidedly mixed. Dissolved organic carbon estimates from the assimilation model are not meaningfully different from free-run, or unassimilated results, and comparisons with in situ data are similar. pC02 estimates are generally worse after data assimilation, with global estimates diverging 6.4% from in situ data, while free-run estimates are only 4.7% higher. Basin correlations are, however, slightly improved: r increase from 0.78 to 0.79, and slope closer to unity at 0.94 compared to 0.86. In contrast, air-sea flux of C02 is noticeably improved after data assimilation. Global differences decline from -0.635 mol/m2/y (stronger model sink from the atmosphere) to -0.202 mol/m2/y. Basin correlations are slightly improved from r=O.77 to r=0.78, with slope closer to unity (from 0.93 to 0.99). The Equatorial Atlantic appears as a slight sink in the free-run, but is correctly represented as a moderate source in the assimilation model. However, the assimilation model shows the Antarctic to be a source, rather than a modest sink and the North Indian basin is represented incorrectly as a sink rather than the source indicated by the free-run model and data estimates.
The invention relates to devices and methods of maintaining the current starved delay at a constant value across variations in voltage and temperature to increase the speed of operation of the sequential logic in the radiation hardened ASIC design.
Recent research has shown that wavefunction evolution in real and imaginary time can generate quantum subspaces with significant utility for obtaining accurate ground state energies. Inspired by these methods, we propose combining quantum subspace techniques with the variational quantum eigensolver (VQE). In our approach, the parameterized quantum circuit is divided into a series of smaller subcircuits. The sequential application of these subcircuits to an initial state generates a set of wavefunctions that we use as a quantum subspace to obtain high-accuracy groundstate energies. We call this technique the circuit subspace variational quantum eigensolver (CSVQE) algorithm. By benchmarking CSVQE on a range of quantum chemistry problems, we show that it can achieve significant error reduction in the best case compared to conventional VQE, particularly for poorly optimized circuits, greatly improving convergence rates. Furthermore, we demonstrate that when applied to circuits trapped at local minima, CSVQE can produce energies close to the global minimum of the energy landscape, making it a potentially powerful tool for diagnosing local minima.
A key drawback to estimating geodetic and geodynamic parameters over time based on satellite laser ranging (SLR) observations is the inability to accurately model all the forces acting on the satellite. Errors associated with the observations and the measurement model can detract from the estimates as well. These 'model errors' corrupt the solutions obtained from the satellite orbit determination process. Dynamical models for satellite motion utilize known geophysical parameters to mathematically detail the forces acting on the satellite. However, these parameters, while estimated as constants, vary over time. These temporal variations must be accounted for in some fashion to maintain meaningful solutions. The primary goal of this study is to analyze the feasibility of using a sequential process noise filter for estimating geodynamic parameters over time from the Laser Geodynamics Satellite (LAGEOS) SLR data. This evaluation is achieved by first simulating a sequence of realistic LAGEOS laser ranging observations. These observations are generated using models with known temporal variations in several geodynamic parameters (along track drag and the J(sub 2), J(sub 3), J(sub 4), and J(sub 5) geopotential coefficients). A standard (non-stochastic) filter and a stochastic process noise filter are then utilized to estimate the model parameters from the simulated observations. The standard non-stochastic filter estimates these parameters as constants over consecutive fixed time intervals. Thus, the resulting solutions contain constant estimates of parameters that vary in time which limits the temporal resolution and accuracy of the solution. The stochastic process noise filter estimates these parameters as correlated process noise variables. As a result, the stochastic process noise filter has the potential to estimate the temporal variations more accurately since the constraint of estimating the parameters as constants is eliminated. A comparison of the temporal resolution of solutions obtained from standard sequential filtering methods and process noise sequential filtering methods shows that the accuracy is significantly improved using process noise. The results show that the positional accuracy of the orbit is improved as well. The temporal resolution of the resulting solutions are detailed, and conclusions drawn about the results. Benefits and drawbacks of using process noise filtering in this type of scenario are also identified.
Applying the Full Flow Field Tracking (FFFT) method, the flow patterns and the accompanying fluid velocities inside a series of brushes were nonintrusively determined and graphically reconstructed. The visualized flow field revealed regions that are characteristically river-jetting, vortical, and crossflow, and exist upstream, downstream, or within the seal. These flows are especially engendered by variations in fiber void that are spatial and temporal and affect changes in seal leakage and stability. The deformation of the upper half of each of the four sequential brushes as a function of upstream pressure and mass flow was determined. The axial pressure variation across the set of four brushes and the mass flow as a function of the pressure drops are also presented.
Flubendazole (FBZ) is a poorly water-soluble drug, and different methodologies have been proposed to improve its oral bioavailability. Obtaining the amorphous drug phase is an alternative to improve its water solubility. Several techniques for drug amorphization, such as spray drying, lyophilization, melt quenching, solvent-evaporation, and ball milling, can yield various types of structural disorder and possibly render variations in physicochemical properties. Herein, we focus on evaluating the influence of the ball-milling process on the amorphization of FBZ. The characterization of the average global and local structures before, during, and after the milling process is described by sequential Rietveld refinements, pair distribution function analysis, and the Reverse Monte Carlo method. In conclusion, we show that preserving the local structure (nearest molecules) can be responsible for avoiding the fast structure recrystallization commonly observed when using the solvent-evaporation process for the studied drug.
Block copolymer-directed self-assembly (DSA) remains promising for improving pattern quality and reducing the stochastic variations that challenge high numerical aperture extreme ultraviolet lithography. Equally critical is refining pattern transfer methods for accurately transferring the rectified DSA features to the underlying substrate. We compare two atomic layer deposition (ALD)-based techniques: sequential infiltration synthesis (SIS) and dry liftoff, applied to polystyrene-block-poly(methyl methacrylate) (PS-b-PMMA) DSA patterns. Both methods utilize aluminum oxide hard masks, with one synthesized through infiltration into the PMMA domains and the other through conformal ALD coating. High-resolution scanning electron micrographs were analyzed to measure line edge, width, and placement roughness for both the line (PMMA) and space (PS) features. Although both methods yielded similar overall 3σ rms roughness, they differed significantly in the frequency-dependent power spectral density (PSD) profiles. SIS reduced line placement roughness at length scales associated with the polymer pitch, but increased space width roughness at low frequencies, whereas dry liftoff mimicked the frequency content of the original guiding pattern. This study underscores the importance of PSD evaluation in selecting optimal pattern transfer strategies for specific applications.
Two versions of the planetary reduction stages from U.S. Army OH-58 helicopter main rotor transmissions were tested at NASA Lewis. One sequential and one nonsequential planetary were tested. Sun gear and ring gear teeth strains were measured, and stresses were calculated from the strains. The alternating stress at the fillet of both the loaded and unloaded sides of the teeth and at the root of the sun gear teeth are reported. Typical stress variations as the gear tooth moves through mesh are illustrated. At the tooth root location of the thin rimmed sun gear, a significant stress was produced by a phenomenon other than the passing of a planet gear. The load variation among the planets was studied. Each planet produced its own distinctive load distribution on the ring and sun gears. The load variation was less for a three planet, nonsequential design as compared to that of a four planet, sequential design. The reported results enhance the data base for gear stress levels and provide data for the validation of analytical methods.
In order to study the behavior and effects of thermal plumes associated with the condenser cooling of power plants, thermal line scans are periodically made from aircraft over all power plants along the Wisconsin shore of Lake Michigan. Simultaneous ground truth is also gathered with a radiometer. Some sequential imagery has been obtained for periods up to two hours to study short term variations in the surface temperature of the plume. The article concentrates on the techniques used to analyze thermal scanner data for a single power plant which was studied intensively. The calibration methods, temperature dependence of the thermal scanner, and calculation of the modulation transfer function for the scanner are treated. It is concluded that obtaining quantitative surface-temperature data from thermal scanning is a nontrivial task. Accuracies up to plus or minus 0.1 C are attainable.