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At least 181 records · Page 10

An introduction to financial option pricing on a qudit-based quantum computer

The financial sector is anticipated to be one of the first industries to benefit from the increased computational power of quantum computers, in areas such as portfolio optimisation and risk management to financial derivative pricing. Financial mathematics, and derivative pricing in particular, are not areas quantum physicists are traditionally trained in despite the fact that they often have the raw technical skills needed to understand such topics. On the other hand, most quantum algorithms have largely focused on qubits, which are comprised of two discrete states, as the information carriers. However, discrete higher-dimensional qudits, in addition to possibly possessing increased noise robustness and allowing for novel error correction protocols in certain hardware implementations, also have logarithmically greater information storage and processing capacity. In the current NISQ era of quantum computing, a wide array of hardware paradigms are still being studied and any potential advantage a platform offers is worth exploring. Here we introduce the basic concepts behind financial derivatives for the unfamiliar enthusiast as well as outline in great detail the quantum algorithm routines needed to price a European option, the simplest derivative. This is done within the context of a quantum computer comprised of qudits and employing the natural higher-dimensional analogue of a qubit-based pricing algorithm with its various subroutines. From these pieces, one should relatively easily be able to tailor the scheme to more complex, realistic financial derivatives. Finally, the entire stack is numerically simulated with the results demonstrating how the qudit-based scheme's payoff quickly approaches that of both a similarly-resourced classical computer as well as the true payoff, within error, for a modest increase in qudit dimension.

Bornman, Nicholas↗

Generation and evoluation of near-optimum vertical flight profiles

The overall objectives of this research effort have been to develop and evaluate algorithms and flight management concepts for minimization of fuel or direct operating costs. These concepts are to be used for flight planning or for on-board computation and steering of turbojet transport aircraft in the vertical path. Within this research context, a computer program, called OPTIM, has been developed to use these algorithms to generate near-optimum vertical reference profiles. OPTIM contains control options to examine effects of various flight constraints on cost performance. A companion program, called TRAGEN, was developed to simulate an aircraft flying along a given vertical reference profile. TRAGEN is used to verify OPTIM's output , to examine the effects of parameter value uncertainty (such as prevailing wind), and to compare cost performance of profiles generated by different techniques. This paper describes OPTIM and TRAGEN and presents examples of the programs utility.

Sorensen, J. A.↗

Formally Verified Practical Algorithms for Recovery from Loss of Separation

In this paper, we develop and formally verify practical algorithms for recovery from loss of separation. The formal verification is performed in the context of a criteria-based framework. This framework provides rigorous definitions of horizontal and vertical maneuver correctness that guarantee divergence and achieve horizontal and vertical separation. The algorithms are shown to be independently correct, that is, separation is achieved when only one aircraft maneuvers, and implicitly coordinated, that is, separation is also achieved when both aircraft maneuver. In this paper we improve the horizontal criteria over our previous work. An important benefit of the criteria approach is that different aircraft can execute different algorithms and implicit coordination will still be achieved, as long as they all meet the explicit criteria of the framework. Towards this end we have sought to make the criteria as general as possible. The framework presented in this paper has been formalized and mechanically verified in the Prototype Verification System (PVS).

Butler, Ricky W.↗

Fully Automated Detection of Cloud and Aerosol Layers in the CALIPSO Lidar Measurements

Accurate knowledge of the vertical and horizontal extent of clouds and aerosols in the earth s atmosphere is critical in assessing the planet s radiation budget and for advancing human understanding of climate change issues. To retrieve this fundamental information from the elastic backscatter lidar data acquired during the Cloud-Aerosol Lidar and Infrared Pathfinder Satellite Observations (CALIPSO) mission, a selective, iterated boundary location (SIBYL) algorithm has been developed and deployed. SIBYL accomplishes its goals by integrating an adaptive context-sensitive profile scanner into an iterated multiresolution spatial averaging scheme. This paper provides an in-depth overview of the architecture and performance of the SIBYL algorithm. It begins with a brief review of the theory of target detection in noise-contaminated signals, and an enumeration of the practical constraints levied on the retrieval scheme by the design of the lidar hardware, the geometry of a space-based remote sensing platform, and the spatial variability of the measurement targets. Detailed descriptions are then provided for both the adaptive threshold algorithm used to detect features of interest within individual lidar profiles and the fully automated multiresolution averaging engine within which this profile scanner functions. The resulting fusion of profile scanner and averaging engine is specifically designed to optimize the trade-offs between the widely varying signal-to-noise ratio of the measurements and the disparate spatial resolutions of the detection targets. Throughout the paper, specific algorithm performance details are illustrated using examples drawn from the existing CALIPSO dataset. Overall performance is established by comparisons to existing layer height distributions obtained by other airborne and space-based lidars.

Vaughan, Mark A.↗

Efficient Preparation of Dicke States

Here, we present an algorithm utilizing midcircuit measurement and feedback that prepares Dicke states with polylogarithmically many ancillae and polylogarithmic depth. Our algorithm uses only global midcircuit projective measurements and adaptively chosen global rotations. This improves over prior work that was only efficient for Dicke states of low weight or was not efficient in both depth and width. Our algorithm can also naturally be implemented in a cavity QED context using logarithmic time, zero ancillae, and atom-photon coupling scaling with the square root of the system size.

cavity methods↗

Enhancement of the MODIS Daily Snow Albedo Product

The MODIS daily snow albedo product is a data layer in the MOD10A1 snow-cover product that includes snow-covered area and fractional snow cover as well as quality information and other metadata. It was developed to augment the MODIS BRDF/Albedo algorithm (MCD43) that provides 16-day maps of albedo globally at 500-m resolution. But many modelers require daily snow albedo, especially during the snowmelt season when the snow albedo is changing rapidly. Many models have an unrealistic snow albedo feedback in both estimated albedo and change in albedo over the seasonal cycle context, Rapid changes in snow cover extent or brightness challenge the MCD43 algorithm; over a 16-day period, MCD43 determines whether the majority of clear observations was snow-covered or snow-free then only calculates albedo for the majority condition. Thus changes in snow albedo and snow cover are not portrayed accurately during times of rapid change, therefore the current MCD43 product is not ideal for snow work. The MODIS daily snow albedo from the MOD10 product provides more frequent, though less robust maps for pixels defined as "snow" by the MODIS snow-cover algorithm. Though useful, the daily snow albedo product can be improved using a daily version of the MCD43 product as described in this paper. There are important limitations to the MOD10A1 daily snow albedo product, some of which can be mitigated. Utilizing the appropriate per-pixel Bidirectional Reflectance Distribution Functions (BRDFs) can be problematic, and correction for anisotropic scattering must be included. The BRDF describes how the reflectance varies with view and illumination geometry. Also, narrow-to-broadband conversion specific for snow on different surfaces must be calculated and this can be difficult. In consideration of these limitations of MOD10A1, we are planning to improve the daily snow albedo algorithm by coupling the periodic per-pixel snow albedo from MCD43, with daily surface ref|outanoom, In this paper, we compare a daily version of MCD43B3 with the daily albedo from MOD10A1. and MCD43B3 with a 16-day average of MOD10A1, over Greenland. We also discuss some near-future planned enhancements to MOD10A1.

Hall, Dorothy K.↗

Moving body overset grid methods for complete aircraft tiltrotor simulations

A hypothetical, but realistic, set of flight conditions for the V-22 aircraft is established to facilitate rigorous testing of a new domain connectivity algorithm, and to carry out an overset grid proof-of-concept tiltrotor simulation. Relative motion and interference effects between the V-22 airframe and rotor-blades are directly simulated within the context of an unsteady, thin-layer Navier-Stokes computation. The domain connectivity algorithm is verified to perform at rates equal to or greater than those realized previously for store-separation-like applications. The feasibility of carrying out unsteady Navier-Stokes analyses of rotorcraft problems is demonstrated.

Meakin, Robert L.↗

Intelligent Process Visualization through Nuclear Operation Process Modeling, Reasoning, and Object Detection from Field Videos (Final Report)

This report is a deliverable for the “Final Report” task of DOE NEET Project 19-16790, "Context-Aware Safety Information Display for Nuclear Field Workers." This project's overall goal is to test the hypothesis that integrating computer vision and process reasoning methods will enable proactive visualization of the safe operation and maintenance processes of Nuclear Power Plants (NPP) for field workers. Augmented Reality (AR) glasses adopting such proactive safety information visualization techniques can significantly increase personnel safety and reduce the NPP’s operating costs. The current practice of monitoring NPPs requires workers to switch between digital models, data, and physical workspaces in identifying relevant but potentially occluded objects and in assessing the risks of operation and maintenance processes. On the other hand, frequently changed field conditions require field workers to report to supervisors for real-time guidance. Such guidance is essential to ensure that changing conditions will not invalidate or endanger the work order and other ongoing processes that may jeopardize NPP operations. Additionally, incorrect recognition of equipment objects can result in communication errors and safety problems. AR techniques can assist engineers in viewing the physical workspaces with objects labeled with detailed operation procedures and safety reminders during field operations. The project team developed an “Intelligent Context-Aware Safety Information Display” (ICAD) for supporting Nuclear Power Plant (NPP) field workers in achieving safe and efficient execution of a series of operational tasks in uncertain and changing workspaces of an NPP. Before designing the ICAD-AR prototype, the project team synthesized NPP operational knowledge models through literature review studies, surveys, interviews with domain experts, and knowledge modeling. The project team conducted an extensive study of the operational procedures of various NPPs, and digital technologies that can support the safe and efficient execution of those procedures in different NPP operational contexts. This literature review helped the project team conduct surveys and interviews with nuclear engineers and field workers to identify three categories of information. The NPP knowledge modeling efforts reveal that the three categories of information identified have different levels of importance in a typical procedure of carrying out a series of tasks to achieve a specific NPP operation goal (e.g., shutdown, mode changes). These three categories of information include 1) Workspace dynamics – the changing spatial arrangements of workspaces, tools, protection equipment, and supporting materials, 2) Workflow prognostics – the dynamic dependencies between different parts of an NPP that functionally support and influence each other in terms of safety and efficiency, and 3) Hazards – objects and spaces that contain hazardous materials or physical conditions that can pose risks to workers or mechanical systems. The project team has profiled the importance levels of these categories of information into a knowledge model. This knowledge model specifies what types of information are more critical for a given task in a given workspace so that computers can automatically identify critical objects and sensors in a scene for delivering context-ware safety information to field workers through AR devices. Significant research development of this project results in technical research outcomes and a prototyping system that illustrates the technical feasibility of establishing an ICAD-AR system supporting the proactive safety information display for nuclear field workers. This final report summarizes the project team’s technological achievements in the past three years. Overall, the project team completed the development and integration of five techniques into a prototype ICAD Augmented Reality (ICAD-AR) system and demonstrated the developed system’s real-time execution in a mechanical room. The project team completed the analysis of using this prototype in other types of workspaces based on 3D image data and digital design models collected from two additional workspaces (a water treatment plant and a flow loop training facility). The integrated techniques include 1) Natural Language Processing (NLP) algorithms supporting the generation and updates of nuclear fieldwork process models based on text analysis of work packages and operation manuals; 2) sensor log analysis for predicting control actions in given sensor reading contexts; 3) computer vision algorithms for automatic localization and navigation of workers; 4) object detection algorithms for identifying task-related objects and correlated sensors for safety checking; 5) AR technique as a platform for supporting the integration. The testing results of these five techniques have shown that 1) the sensor log analysis model can predict the next control action with an accuracy of 0.883; 2) the trained natural language processing model can extract more than 80% of the critical information from paper-based procedures (PBPs); 3) the navigation algorithm with the integration of Visual Inertial Odometry (VIO) and Non-Recursive Bayesian Filter methods make operator’s trajectory estimation resilient to drift error; 4) the computer vision algorithm can detect task-specific and safety-critical objects with an average accuracy of 95.3%. The project team used work procedures collected from a flow loop training facility and two datasets collected from two mechanical rooms simulating the workspaces of NPPs to demonstrate the technical capabilities of the developed ICAD-AR prototype. The demonstration validated the technical feasibility of establishing the ICAD-AR system for nuclear field workers and identified the challenges in 1) automatic text analysis of work packages; 2) use of limited samples of sensor logs for predicting the proper timings of control actions; 3) reliably tracking workers and their task progress in mechanical rooms with many similar objects.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Real-time streamflow forecasting: AI vs. Hydrologic insights

In this paper, we propose a set of simple benchmarks for the evaluation of data-based models for real-time streamflow forecasting, such as those developed with sophisticated Artificial Intelligence (AI) algorithms. The benchmarks are also data-based and provide context to judge incremental improvements in the performance metrics from the more complicated approaches. The benchmarks include temporal and spatial persistence, persistence corrected for baseflow and streamflow, as well as river distance weighted runoff obtained from space-time distributed rainfall. In the development of the benchmarks, we use basic hydrologic insights such as flow aggregation by the river network, scale-dependence in basin response, streamflow partitioning into quick flow and baseflow, water travel time, and rainfall averaging by the basin width function. The study uses 140 streamflow gauges in Iowa that cover a range of basin scales between 7 and 37,000 km 2 . The data cover 17 years. This work demonstrates that the proposed benchmarks can provide good performance according to several commonly used metrics. For example, streamflow forecasting at half of the test locations across years achieves a Kling-Gupta Efficiency (KGE) score of 0.6 or higher at one-day ahead lead time, and 20% of cases reach the KGE of 0.8 or higher. The proposed benchmarks are easy to implement and should prove useful for developers of data-based as well as physics-based hydrologic models and real-time data assimilation techniques.

54 ENVIRONMENTAL SCIENCES↗

Some implementational issues of convection schemes for finite-volume formulations

Two higher-order upwind schemes - second-order upwind and QUICK - are examined in terms of their interpretation, implementations, as well as performance for a recirculating flow in a lid-driven cavity, in the context of a control-volume formulation using the SIMPLE algorithm. The present formulation of these schemes is based on a unified framework wherein the first-order upwind scheme is chosen as the basis, with the remaining terms being assigned to the source term. The performance of these schemes is contrasted with the first-order upwind and second-order central difference schemes. Also addressed in this study is the issue of boundary treatment associated with these higher-order upwind schemes. Two different boundary treatments - one that uses a two-point scheme consistently within a given control volume at the boundary, and the other that maintains consistency of flux across the interior face between the adjacent control volumes - are formulated and evaluated.

Thakur, Siddharth↗

Parallelized direct execution simulation of message-passing parallel programs

As massively parallel computers proliferate, there is growing interest in findings ways by which performance of massively parallel codes can be efficiently predicted. This problem arises in diverse contexts such as parallelizing computers, parallel performance monitoring, and parallel algorithm development. In this paper we describe one solution where one directly executes the application code, but uses a discrete-event simulator to model details of the presumed parallel machine such as operating system and communication network behavior. Because this approach is computationally expensive, we are interested in its own parallelization specifically the parallelization of the discrete-event simulator. We describe methods suitable for parallelized direct execution simulation of message-passing parallel programs, and report on the performance of such a system, Large Application Parallel Simulation Environment (LAPSE), we have built on the Intel Paragon. On all codes measured to date, LAPSE predicts performance well typically within 10 percent relative error. Depending on the nature of the application code, we have observed low slowdowns (relative to natively executing code) and high relative speedups using up to 64 processors.

Dickens, Phillip M.↗

Instrumentation and Control Needs for Reliable Operation of Lunar Base Surface Nuclear Power Systems

As one of the near-term goals of the President's Vision for Space Exploration, establishment of a multi-person lunar base will require high-endurance power systems which are independent of the sun, and can operate without replenishment for several years. These requirements may be obtained using nuclear power systems specifically designed for use on the lunar surface. While it is envisioned that such a system will generally be supervised by humans, some of the evolutions required maybe semi or fully autonomous. The entire base complement for near-term missions may be less than 10 individuals, most or all of which may not be qualified nuclear plant operators and may be off-base for extended periods thus, the need for power system autonomous operation. Startup, shutdown, and load following operations will require the application of advanced control and health management strategies with an emphasis on robust, supervisory, coordinated control of, for example, the nuclear heat source, energy conversion plant (e.g., Brayton Energy Conversion units), and power management system. Autonomous operation implies that, in addition to being capable of automatic response to disturbance input or load changes, the system is also capable of assessing the status of the integrated plant, determining the risk associated with the possible actions, and making a decision as to the action that optimizes system performance while minimizing risk to the mission. Adapting the control to deviations from design conditions and degradation due to component failures will be essential to ensure base inhabitant safety and mission success. Intelligent decisions will have to be made to choose the right set of sensors to provide the data needed to do condition monitoring and fault detection and isolation because of liftoff weight and space limitations, it will not be possible to have an extensive set of instruments as used for earth-based systems. Advanced instrumentation and control technologies will be needed to enable this critical functionality of autonomous operation. It will be imperative to consider instrumentation and control requirements in parallel to system configuration development so as to identify control-related, as well as integrated system-related, problem areas early to avoid potentially expensive work-arounds . This paper presents an overview of the enabling technologies necessary for the development of reliable, autonomous lunar base nuclear power systems with an emphasis on system architectures and off-the-shelf algorithms rather than hardware. Autonomy needs are presented in the context of a hypothetical lunar base nuclear power system. The scenarios and applications presented are hypothetical in nature, based on information from open-literature sources, and only intended to provoke thought and provide motivation for the use of autonomous, intelligent control and diagnostics.

Turso, James↗

Collaborative Communications Between A Human and A Resilient Safety Support System

Successful introductory UAM integration into the NAS will be contingent on resilient safety systems that support reduced-crew flight operations. In this paper, we present a system that performs three functions: 1) monitors an operator’s physiological state; 2) assesses when the operator is experiencing anomalous states; and 3) mitigates risks by a combination of dynamic, context-based unilateral or collaborative dynamic function allocation of operational tasks. The monitoring process receives high data-rate sensor values from eye-tracking and electrocardiogram sensors. The assessment process takes these values and performs a classification that was developed using machine learning algorithms. The mitigation process invokes a collaboration protocol called DFACCto which, based on context, performs vehicle operations that the operator would otherwise routinely execute. This system has been demonstrated in a UAM flight simulator for an operator incapacitation scenario. The methods and initial results as well as relevant UAM and AAM scenarios will be described.

Advanced air mobility↗

On the utility of finite element theory for computational fluid dynamics

An implicit finite element numerical solution algorithm is derived for the compressible Navier-Stokes equations expressed in generalized coordinates. The theoretical basis utilizes a Galerkin-Weighted Residuals formulation, and extremization of approximation error within the context of a multipole expansion. A von Neumann analysis for a simplified form indicates the algorithm fourth- to sixth-order phase accurate, with third-order dissipation for the elementary linear element construction. Performance is improved for the algorithm constructed using quadratic interpolation. Numerical experiments for shocked duct flows are employed to optimize the several algorithm parameters. Additional numerical solutions validate algorithm accuracy and utility for aerodynamics applications.

Baker, A. J.↗

Online data-enabled predictive control

We develop an online data-enabled predictive (ODeePC) control method for optimal control of unknown systems, building on the recently proposed DeePC (Coulson et al., 2019). Our proposed ODeePC method leverages a primal-dual algorithm with real-time measurement feedback to iteratively compute the corresponding real-time optimal control policy as system conditions change. The proposed ODeePC conceptual-wise resembles standard adaptive system identification and model predictive control (MPC), but it provides a new alternative for the standard methods. ODeePC is enabled by computationally efficient methods that exploit the special structure of the Hankel matrices in the context of DeePC with Fast Fourier Transform (FFT) and primal-dual algorithm We provide theoretical guarantees regarding the asymptotic behavior of ODeePC, and we demonstrate its performance through numerical examples.

97 MATHEMATICS AND COMPUTING↗

Quantum error mitigation by hidden inverses protocol in superconducting quantum devices

We present a method to improve the convergence of variational algorithms based on hidden inverses (HIs) to mitigate coherent errors. In the context of error mitigation, this means replacing the hardware implementation of certain Hermitian gates with their inverses. Doing so results in noise cancellation and a more resilient quantum circuit. This approach improves performance in a variety of two-qubit error models where the noise operator also inverts with the gate inversion. We apply the mitigation scheme on superconducting quantum processors running the variational quantum eigensolver (VQE) algorithm to find the H 2 ground-state energy. When implemented on superconducting hardware we find that the mitigation scheme effectively reduces the energy fluctuations in the parameter learning path in VQE, reducing the number of iterations for a converged value. We also provide a detailed numerical simulation of VQE performance under different noise models and explore how HIs and randomized compiling affect the underlying loss landscape of the learning problem. These simulations help explain our experimental hardware outcomes, helping to connect lower-level gate performance to application-specific behavior in contrast to metrics like fidelity which often do not provide an intuitive insight into observed high level performance.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Edge detection algorithm for SST images

An algorithm to detect fronts in satellite-derived sea surface temperature fields is presented. Although edge detection is the main focus, the problem of cloud detection is also addressed since unidentified clouds can lead to erroneous edge detection. The algorithm relies on a combination of methods and it operates at the picture, the window, and the local level. The resulting edge detection is not based on the absolute strength of the front, but on the relative strength depending on the context, thus, making the edge detection temperature-scale invariant. The performance of this algorithm is shown to be superior to that of simpler algorithms commonly used to locate edges in satellite-derived SST images. This evaluation was performed through a careful comparison between the location of the fronts obtained by applying the various methods to the SST images and the in situ measures of the Gulf Stream position.

Cayula, Jean-Francois↗

Analyzing Natural Language Context in Human-Machine Teaming using Supervised Machine Learning

Building a foundation for trustworthiness and trust verification in multi-asset teaming is the research challenge of Autonomy Teaming and TRAjectories for Complex Trusted Operational Reliability (ATTRACTOR). The Design Reference Mission (DRM) for ATTRACTOR is a search and rescue mission objective governed by a multi-member team consisting of human and machine operators. A crucial component to the effort is the communication between humans and autonomous agents throughout both planning and execution stages of the mission. Intuitive communication methods and modalities are posited as critical enablers for certifying trust and trustworthiness. This paper reports on the data collection and analysis conducted in support of the Human Informed Natural-language GANs Evaluation (HINGE)project to attain explainable and trusted communication between human-machine assets. Two identically curated image description datasets were acquired for HINGE, both consisting of two unique input modalities (typed vs. verbal) and retrieved in two distinct contexts (general vs. specific). The gathered datasets were assessed and compared using Parts-of-Speech (POS)features, sentence similarity metrics, and linguistic analysis. Then, the datasets were modeled and tested separately and in combination with one another using machine learning algorithms. The comparison and testing results reveal a superior dataset, by which a preferred context and input is understood, for generating image representations of missing persons using a Generative Adversarial Network (GAN).

Bryan A Barrows↗