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Yang, Minglei

Publications and source records attributed to Yang, Minglei.

A Pseudoreversible Normalizing Flow for Stochastic Dynamical Systems with Various Initial Distributions

Here, we present a pseudoreversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with various initial distributions. The primary objective is to construct an accurate and efficient sampler that can be used as a surrogate model for computationally expensive numerical integration of SDEs, such as those employed in particle simulation. After training, the normalizing flow model can directly generate samples of the SDE’s final state without simulating trajectories. The existing normalizing flow model for SDEs depends on the initial distribution, meaning the model needs to be retrained when the initial distribution changes. The main novelty of our normalizing flow model is that it can learn the conditional distribution of the state, i.e., the distribution of the final state conditional on any initial state, such that the model only needs to be trained once and the trained model can be used to handle various initial distributions. This feature can provide a significant computational saving in studies of how the final state varies with the initial distribution. Additionally, we propose to use a pseudoreversible network architecture to define the normalizing flow model, which has sufficient expressive power and training efficiency for a variety of SDEs in science and engineering, e.g., in particle physics. We provide a rigorous convergence analysis of the pseudoreversible normalizing flow model to the target probability density function in the Kullback–Leibler divergence metric. Numerical experiments are provided to demonstrate the effectiveness of the proposed normalizing flow model.

97 MATHEMATICS AND COMPUTING↗

Diffusion-Model-Assisted Supervised Learning of Generative Models for Density Estimation

Here, we present a supervised learning framework of training generative models for density estimation. Generative models, including generative adversarial networks (GANs), normalizing flows, and variational auto-encoders (VAEs), are usually considered as unsupervised learning models, because labeled data are usually unavailable for training. Despite the success of the generative models, there are several issues with the unsupervised training, e.g., requirement of reversible architectures, vanishing gradients, and training instability. To enable supervised learning in generative models, we utilize the score-based diffusion model to generate labeled data. Unlike existing diffusion models that train neural networks to learn the score function, we develop a training-free score estimation method. This approach uses mini-batch-based Monte Carlo estimators to directly approximate the score function at any spatial-temporal location in solving an ordinary differential equation (ODE), corresponding to the reverse-time stochastic differential equation (SDE). This approach can offer both high accuracy and substantial time savings in neural network training. Once the labeled data are generated, we can train a simple, fully connected neural network to learn the generative model in the supervised manner. Compared with existing normalizing flow models, our method does not require the use of reversible neural networks and avoids the computation of the Jacobian matrix. Compared with existing diffusion models, our method does not need to solve the reverse-time SDE to generate new samples. As a result, the sampling efficiency is significantly improved. We demonstrate the performance of our method by applying it to a set of 2D datasets as well as real data from the University of California Irvine (UCI) repository.

97 MATHEMATICS AND COMPUTING↗

A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Here, our numerical scheme is based on the direct approximation of the nonlinear Feynman–Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman–Kac representation avoids solving dense linear systems arising from nonlocal operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.

97 MATHEMATICS AND COMPUTING↗

A divergence-free constrained magnetic field interpolation method for scattered data

An interpolation method to evaluate magnetic fields, given its unstructured and scattered magnetic data, is presented. The method is based on the reconstruction of the global magnetic field using a superposition of orthogonal functions. The coefficients of the expansion are obtained by minimizing a cost function defined as the L2 norm of the difference between the ground truth and the reconstructed magnetic field evaluated on the training data. The divergence-free condition is incorporated as a constraint in the cost function, allowing the method to achieve arbitrarily small errors in the magnetic field divergence. An exponential decay of the approximation error is observed and compared with the less favorable algebraic decay of local splines. Compared to local methods involving computationally expensive search algorithms, the proposed method exhibits a significant reduction of the computational complexity of the field evaluation, while maintaining a small error in the divergence even in the presence of magnetic islands and stochasticity. Finally, applications to the computation of Poincaré sections using data obtained from numerical solutions of the magnetohydrodynamic equations in toroidal geometry are presented and compared with local methods currently in use.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A Sparse-Grid Probabilistic Scheme for Approximation of the Runaway Probability of Electrons in Fusion Tokamak Simulation

Runaway electrons (RE) generated during magnetic disruptions present a major threat to the safe operation of plasma nuclear fusion reactors. A critical aspect of understanding RE dynamics is to calculate the runaway probability, i.e., the probability that an electron in the phase space will runaway on, or before, a prescribed time. Such probability can be obtained by solving the adjoint equation of the underlying Fokker-Planck equation that controls the electron dynamics. In this effort, we present a sparse-grid probabilistic scheme for computing the runaway probability. The key ingredient of our approach is to represent the solution of the adjoint equation as a conditional expectation, such that discretizing the differential operator reduces to the approximation of a set of integrals. Adaptive sparse grid interpolation is utilized to approximate the map from the phase space to the runaway probability. The main novelties of this effort are the integration of the sparse-grid method into the probabilistic numerical scheme for computing escape probability, and the application of the proposed method in computing RE probabilities. Two numerical examples are given to illustrate that the proposed method can achieve O(Δt) convergence, and that the local anisotropic adaptive refinement strategy (M. Stoyanov, Adaptive sparse grid construction in a context of local anisotropy and multiple hierarchical parents. In: Sparse Grids and Applications-Miami 2016, Springer, Berlin, 2018, pp. 175–199) can effectively handle the sharp transition layer between the runaway and non-runaway regions.

Yang, Minglei↗

A Feynman-Kac based numerical method for the exit time probability of a class of transport problems

The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport problems. In this work, we present an accurate and efficient numerical method for computing this probability for systems described by non-autonomous (time-dependent) stochastic differential equations (SDEs) or their equivalent Fokker-Planck partial differential equations. The method is based on the direct approximation of the Feynman-Kac formula that establishes a link between the adjoint Fokker-Planck equation and the forward SDE. The Feynman-Kac formula is approximated using the Gauss-Hermite quadrature rules and piecewise cubic Hermite interpolating polynomials, and a GPU accelerated matrix representation is used to compute the entire time evolution of the exit time probability using a single pass of the algorithm. The method is unconditionally stable, exhibits second order convergence in space, first order convergence in time, and it is straightforward to parallelize. Applications are presented to the advection diffusion of a passive tracer in a fluid flow exhibiting chaotic advection, and to the runaway acceleration of electrons in a plasma in the presence of an electric field, collisions, and radiation damping. Benchmarks against analytical solutions as well as comparisons with explicit and implicit finite difference standard methods for the adjoint Fokker-Planck equation are presented.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Magnetic resonance imaging findings of renal cell carcinoma associated with Xp11.2 translocation/TFE3 gene fusion in adults: a pilot study

Purpose: The purpose of the study was to retrospectively analyze MRI findings of renal cell carcinoma associated with Xp11.2 translocation/TFE3 gene fusion (Xp11.2/TFE RCC) in adults. Methods: Sixteen patients with Xp11.2/TFE RCC were reviewed retrospectively. The clinical characteristics and imaging features were assessed and then compared between metastatic and non-metastatic subgroups. Results: The mean age at diagnosis was 47.4 (20–76) years. Seven (44 %) patients were men, and nine (56 %) patients were women. The lesions predominantly exhibited an endophytic distribution (n = 14, 88 %) with a capsule (n = 16, 100 %), accompanied by solid and cystic patterns (n = 12, 75%) and hemorrhage (n = 11, 69 %). The tumors prevalently appeared hyper- to isointense on T1WI (n = 14, 88 %), hypointense on T2WI (n = 13, 81 %), and hyperintense on DWI (n = 16, 100 %) with a lower ADC (P < 0.001) than that of the surrounding tissue. The tumors were less enhanced than the normal renal cortex in all phases with a prolonged enhancement pattern (P ≤ 0.001). In addition, six patients (38 %) developed recurrence or metastases. The RCCs with metastases showed an irregular shape (P = 0.013), an incomplete capsule (P = 0.018), heterogeneous solid-cystic patterns (P = 0.034), and hemorrhage (P = 0.037) than non-metastatic subgroups. Conclusions: MRI provides valuable information for the diagnosis of adult Xp11.2/TFE RCCs. Features including irregular shape, incomplete capsule, mixed solid-cystic pattern, and hemorrhage may indicate the occurrence of recurrence or metastases.

62 RADIOLOGY AND NUCLEAR MEDICINE↗