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Rey-Bellet, Luc

Publications and source records attributed to Rey-Bellet, Luc.

5 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2018

Mathematical Foundations for Uncertainty Quantification in Materials Design. Final Report

Final report DE-SC0010723. Our key accomplishment in the first year of the grant is that we started developing pathwise information theory-based and goal-oriented sensitivity analysis and parameter identification methods for complex high-dimensional dynamics and in particular of nonequilibrium extended systems. The combination of these novel methodologies provide the first methods in the literature which are capable to handle UQ questions for stochastic complex systems with some or all of the following features: (a) multi-scale models with a very large number of parameters, (b) spatially distributed systems such as Kinetic Monte Carlo or Langevin Dynamics, (c) non-equilibrium processes typically associated with coupled physico-chemical mechanisms, driven boundary conditions, etc. The first two such publications sponsored by the grant, have just been published.

36 MATERIALS SCIENCE↗
DOE OSTI2017

Information criteria for quantifying loss of reversibility in parallelized KMC

Parallel Kinetic Monte Carlo (KMC) is a potent tool to simulate stochastic particle systems efficiently. However, despite literature on quantifying domain decomposition errors of the particle system for this class of algorithms in the short and in the long time regime, no study yet explores and quantifies the loss of time-reversibility in Parallel KMC. Inspired by concepts from non-equilibrium statistical mechanics, we propose the entropy production per unit time, or entropy production rate, given in terms of an observable and a corresponding estimator, as a metric that quantifies the loss of reversibility. Typically, this is a quantity that cannot be computed explicitly for Parallel KMC, which is why we develop a posteriori estimators that have good scaling properties with respect to the size of the system. Through these estimators, we can connect the different parameters of the scheme, such as the communication time step of the parallelization, the choice of the domain decomposition, and the computational schedule, with its performance in controlling the loss of reversibility. From this point of view, the entropy production rate can be seen both as an information criterion to compare the reversibility of different parallel schemes and as a tool to diagnose reversibility issues with a particular scheme. As a demonstration, we use Sandia Lab's SPPARKS software to compare different parallelization schemes and different domain (lattice) decompositions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Uncertainty quantification for generalized Langevin dynamics

Here, we present efficient finite difference estimators for goal-oriented sensitivity indices with applications to the generalized Langevin equation (GLE). In particular, we apply these estimators to analyze an extended variable formulation of the GLE where other well known sensitivity analysis techniques such as the likelihood ratio method are not applicable to key parameters of interest. These easily implemented estimators are formed by coupling the nominal and perturbed dynamics appearing in the finite difference through a common driving noise or common random path. After developing a general framework for variance reduction via coupling, we demonstrate the optimality of the common random path coupling in the sense that it produces a minimal variance surrogate for the difference estimator relative to sampling dynamics driven by independent paths. In order to build intuition for the common random path coupling, we evaluate the efficiency of the proposed estimators for a comprehensive set of examples of interest in particle dynamics. These reduced variance difference estimators are also a useful tool for performing global sensitivity analysis and for investigating non-local perturbations of parameters, such as increasing the number of Prony modes active in an extended variable GLE.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗