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At least 217 records · Page 12

From Weakly Chaotic Dynamics to Deterministic Subdiffusion via Copula Modeling

Copula modeling consists in finding a probabilistic distribution, called copula, whereby its coupling with the marginal distributions of a set of random variables produces their joint distribution. The present work aims to use this technique to connect the statistical distributions of weakly chaotic dynamics and deterministic subdiffusion. More precisely, we decompose the jumps distribution of Geisel–Thomae map into a bivariate one and determine the marginal and copula distributions respectively by infinite ergodic theory and statistical inference techniques. We verify therefore that the characteristic tail distribution of subdiffusion is an extreme value copula coupling Mittag–Leffler distributions. We also present a method to calculate the exact copula and joint distributions in the case where weakly chaotic dynamics and deterministic subdiffusion statistical distributions are already known. Numerical simulations and consistency with the dynamical aspects of the map support our results.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Asymptotic Equivalence of Probability Measures and Stochastic Processes

Let P{sub n} and Q{sub n} be two probability measures representing two different probabilistic models of some system (e.g., an n-particle equilibrium system, a set of random graphs with n vertices, or a stochastic process evolving over a time n) and let M{sub n} be a random variable representing a “macrostate” or “global observable” of that system. We provide sufficient conditions, based on the Radon–Nikodym derivative of P{sub n} and Q{sub n}, for the set of typical values of M{sub n} obtained relative to P{sub n} to be the same as the set of typical values obtained relative to Q{sub n} in the limit n→∞. This extends to general probability measures and stochastic processes the well-known thermodynamic-limit equivalence of the microcanonical and canonical ensembles, related mathematically to the asymptotic equivalence of conditional and exponentially-tilted measures. In this more general sense, two probability measures that are asymptotically equivalent predict the same typical or macroscopic properties of the system they are meant to model.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Weighted Distances in Scale-Free Configuration Models

In this paper we study first-passage percolation in the configuration model with empirical degree distribution that follows a power-law with exponent τ∈(2,3). We assign independent and identically distributed (i.i.d.) weights to the edges of the graph. We investigate the weighted distance (the length of the shortest weighted path) between two uniformly chosen vertices, called typical distances. When the underlying age-dependent branching process approximating the local neighborhoods of vertices is found to produce infinitely many individuals in finite time—called explosive branching process—Baroni, Hofstad and the second author showed in Baroni et al. (J Appl Probab 54(1):146–164, 2017) that typical distances converge in distribution to a bounded random variable. The order of magnitude of typical distances remained open for the τ∈(2,3) case when the underlying branching process is not explosive. We close this gap by determining the first order of magnitude of typical distances in this regime for arbitrary, not necessary continuous edge-weight distributions that produce a non-explosive age-dependent branching process with infinite mean power-law offspring distributions. This sequence tends to infinity with the amount of vertices, and, by choosing an appropriate weight distribution, can be tuned to be any growing function that is O(loglog n), where n is the number of vertices in the graph. We show that the result remains valid for the the erased configuration model as well, where we delete loops and any second and further edges between two vertices.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

D-Guaranteed Discrimination of Statistical Hypotheses: a Review of Results and Unsolved Problems

We compare two sequential d-guaranteed tests and an optimal d-guaranteed test based on a fixed number of observations with respect to the average number of observations within the most accepted practical applications of Bayesian probabilistic models. We consider the sequential “first skipping” test, the sequential locally efficient test based on the score statistic, and the test based on a fixed number of observations that minimizes the necessary sample size. We study various characteristics of these tests connected with the number of observations within three probabilistic models, namely, the normal (ϑ, σ{sup 2}) distribution of the observed random variable and the normal a priori distribution of ϑ with fixed σ{sup 2}; the exponential distribution with the intensity parameter ϑ and the a priori gamma distribution of ϑ; and the Bernoulli sampling with the success probability ϑ and the a priori beta distribution of ϑ. We discuss the connection of the d-posterior approach with the compound decision problem as applied to the analysis of data provided by microchips (when the false discovery rate, or FDR, for short, is treated as the d-risk of the first kind). We present the vast data on characteristics of the mentioned tests obtained by the method of mathematical modeling in several tables. We discuss unsolved problems of the d-guaranteed discrimination of hypotheses with the minimal number of observations and approaches to their solution.

97 MATHEMATICS AND COMPUTING↗

An Improved Discrete Least-Squares/Reduced-Basis Method for Parameterized Elliptic PDEs

It is shown that the computational efficiency of the discrete least-squares (DLS) approximation of solutions of stochastic elliptic PDEs is improved by incorporating a reduced-basis method into the DLS framework. In particular, we consider stochastic elliptic PDEs with an affine dependence on the random variable. The goal is to recover the entire solution map from the parameter space to the finite element space. To this end, first, a reduced-basis solution using a weak greedy algorithm is constructed, then a DLS approximation is determined by evaluating the reduced-basis approximation instead of the full finite element approximation. The main advantage of the new approach is that one only need apply the DLS operator to the coefficients of the reduced-basis expansion, resulting in huge savings in both the storage of the DLS coefficients and the online cost of evaluating the DLS approximation. In addition, the recently developed quasi-optimal polynomial space is also adopted in the new approach, resulting in superior convergence rates for a wider class of problems than previous analyzed. Numerical experiments are provided that illustrate the theoretical results.

97 MATHEMATICS AND COMPUTING↗

A global solution to the Schrödinger equation: From Henstock to Feynman

One of the key elements of Feynman’s formulation of non-relativistic quantum mechanics is a so-called Feynman path integral. It plays an important role in the theory, but it appears as a postulate based on intuition, rather than a well-defined object. All previous attempts to supply Feynman’s theory with rigorous mathematics underpinning, based on the physical requirements, have not been satisfactory. The difficulty comes from the need to define a measure on the infinite dimensional space of paths and to create an integral that would possess all of the properties requested by Feynman. In the present paper, we consider a new approach to defining the Feynman path integral, based on the theory developed by Muldowney [A Modern Theory of Random Variable: With Applications in Stochastic Calcolus, Financial Mathematics, and Feynman Integration (John Wiley & Sons, Inc., New Jersey, 2012)]. Muldowney uses the Henstock integration technique and deals with non-absolute integrability of the Fresnel integrals, in order to obtain a representation of the Feynman path integral as a functional. This approach offers a mathematically rigorous definition supporting Feynman’s intuitive derivations. But in his work, Muldowney gives only local in space-time solutions. A physical solution to the non-relativistic Schrödinger equation must be global, and it must be given in the form of a unitary one-parameter group in L{sup 2}(ℝ{sup n}). The purpose of this paper is to show that a system of one-dimensional local Muldowney’s solutions may be extended to yield a global solution. Moreover, the global extension can be represented by a unitary one-parameter group acting in L{sup 2}(ℝ{sup n})

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic Schrödinger evolution over piecewise enlarged filtrations

This paper constructs a nonlinear filtering framework that admits appearances of new information processes at random times by introducing piecewise enlargements of filtrations and proposes a new energy-based Schrodinger evolution expressed as a stochastic differential equation on a complex Hilbert space. Each information process is modeled as the sum of a random variable taking the eigenvalues of a Hamiltonian and an independent Brownian bridge noise. It is shown that under a piecewise enlarged filtration, the wave function is a jump-diffusion process until it collapses at some terminal time. In between discontinuities, the dynamics of the state vector are governed by different Wiener processes and diffusion coefficients. This motivates the introduction of an inclusive chain of Kolmogorov probability spaces or a *-isomorphic chain of commutative von Neumann probability spaces, on which the quantum system evolves differently based on the number of active information processes. The expectation of the Hamiltonian at a given state is the solution of a second-order nonlinear differential equation determined by one of the possible regimes that the quantum system belongs to. It is shown that the collapse rate is a submartingale with positive jumps and the Shannon entropy process is a supermartingale with expected negative jumps when passing to higher-order probability spaces. The framework is extended to the case when the Hamiltonian is modeled as a function of a set of commutative operators, where each operator is associated with a different piecewise enlarged filtration.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Uncertainty quantification for radiation measurements: Bottom-up error variance estimation using calibration information

One example of top-down uncertainty quantification (UQ) involves comparing two or more measurements on each of multiple items. One example of bottom-up UQ expresses a measurement result as a function of one or more input variables that have associated errors, such as a measured count rate, which individually (or collectively) can be evaluated for impact on the uncertainty in the resulting measured value. In practice, it is often found that top-down UQ exhibits larger error variances than bottom-up UQ because some error sources are present in the fielded assay methods used in top-down UQ that are not present (or not recognized) in the assay studies used in bottom-up UQ One would like better consistency between the two approaches in order to claim understanding of the measurement process. The purpose of this paper is to refine bottom-up uncertainty estimation by using calibration information so that if there are no unknown error sources, the refined bottom-up uncertainty estimate will agree with the top-down uncertainty estimate to within a specified tolerance. Then, in practice, if the top-down uncertainty estimate is larger than the refined bottom-up uncertainty estimate by more than the specified tolerance, there must be omitted sources of error beyond those predicted from calibration uncertainty. The paper develops a refined bottom-up uncertainty approach for four cases of simple linear calibration: (1) inverse regression with negligible error in predictors, (2) inverse regression with non negligible error in predictors, (3) classical regression followed by inversion with negligible error in predictors, and (4) classical regression followed by inversion with non-negligible errors in predictors. Our illustrations are of general interest, but are drawn from our experience with nuclear material assay by non-destructive assay. The main example we use is gamma spectroscopy that applies the enrichment meter principle. Previous papers that ignore error in predictors have shown a tendency for inverse regression to have lower error variance than classical regression followed by inversion. Our paper supports that tendency both with and without error in predictors. Furthermore, the paper shows that calibration parameter estimates using error in predictor methods perform worse than without using error in predictor methods in the case of inverse regression, but perform better than without using error in predictor methods in the case of classical regression followed by inversion. Both inverse and classical regression involve the ratio of dependent random variables; therefore, the assumed error distribution(s) will matter in parameter estimation and in uncertainty calculations. Mainly for that reason, calibration using a single predictor is distinct from simple regression, and it has not been thoroughly treated in the literature, nor in the ISO Guide to the Expression of Uncertainty in Measurements (GUM). This refined approach is based on simulation, because we illustrate that analytical approximations are not adequate when there are, for example, 10 or fewer calibration measurements, which is common in calibration applications, each consisting of measured responses from known quantities.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

A simple way to measure daily lifestyle regularity

A brief diary instrument to quantify daily lifestyle regularity (SRM-5) is developed and compared with a much longer version of the instrument (SRM-17) described and used previously. Three studies are described. In Study 1, SRM-17 scores (2 weeks) were collected from a total of 293 healthy control subjects (both genders) aged between 19 and 92 years. Five items (1) Get out of bed, (2) First contact with another person, (3) Start work, housework or volunteer activities, (4) Have dinner, and (5) Go to bed were then selected from the 17 items and SRM-5 scores calculated as if these five items were the only ones collected. Comparisons were made with SRM-17 scores from the same subject-weeks, looking at correlations between the two SRM measures, and the effects of age and gender on lifestyle regularity as measured by the two instruments. In Study 2 this process was repeated in a group of 27 subjects who were in remission from unipolar depression after treatment with psychotherapy and who completed SRM-17 for at least 20 successive weeks. SRM-5 and SRM-17 scores were then correlated within an individual using time as the random variable, allowing an indication of how successful SRM-5 was in tracking changes in lifestyle regularity (within an individual) over time. In Study 3 an SRM-5 diary instrument was administered to 101 healthy control subjects (both genders, aged 20-59 years) for two successive weeks to obtain normative measures and to test for correlations with age and morningness. Measures of lifestyle regularity from SRM-5 correlated quite well (about 0.8) with those from SRM-17 both between subjects, and within-subjects over time. As a detector of irregularity as defined by SRM-17, the SRM-5 instrument showed acceptable values of kappa (0.69), sensitivity (74%) and specificity (95%). There were, however, differences in mean level, with SRM-5 scores being about 0.9 units [about one standard deviation (SD)] above SRM-17 scores from the same subject-weeks. SRM-5 scores also deviated more from a Gaussian distribution than did SRM-17 ones. In a study with a sample size of 101, the new SRM-5 instrument yielded scores with a mean of 4.11 and an SD of 1.13. Correlations between lifestyle regularity and age, and between lifestyle regularity and morningness appeared similar whether 5-item or 17-item SRM measures were used. When a gender difference in lifestyle regularity appeared, it was detected by both SRM-5 and SRM-17 measures.

Non-NASA Center↗

Quantification of modeling uncertainty in the Rayleigh damping model

Understanding and accurately characterizing energy dissipation mechanisms in civil structures during earthquakes is an important element of seismic assessment and design. The most commonly used model is attributed to Rayleigh. This paper proposes a systematic approach to quantify the uncertainty associated with Rayleigh's damping model. Bayesian calibration with embedded model error is employed to treat the coefficients of the Rayleigh model as random variables using modal damping ratios. Through a numerical example, we illustrate how this approach works and how the calibrated model can address modeling uncertainty associated with the Rayleigh damping model.

42 ENGINEERING↗

Order priors for Bayesian network discovery with an application to malware phylogeny

Here, Bayesian networks have been used extensively to model and discover dependency relationships among sets of random variables. We learn Bayesian network structure with a combination of human knowledge about the partial ordering of variables and statistical inference of conditional dependencies from observed data. Our approach leverages complementary information from human knowledge and inference from observed data to produce networks that reflect human beliefs about the system as well as to fit the observed data. Applying prior beliefs about partial orderings of variables is an approach distinctly different from existing methods that incorporate prior beliefs about direct dependencies (or edges) in a Bayesian network. We provide an efficient implementation of the partial-order prior in a Bayesian structure discovery learning algorithm, as well as an edge prior, showing that both priors meet the local modularity requirement necessary for an efficient Bayesian discovery algorithm. In benchmark studies, the partial-order prior improves the accuracy of Bayesian network structure learning as well as the edge prior, even though order priors are more general. Our primary motivation is in characterizing the evolution of families of malware to aid cyber security analysts. For the problem of malware phylogeny discovery, we find that our algorithm, compared to existing malware phylogeny algorithms, more accurately discovers true dependencies that are missed by other algorithms.

97 MATHEMATICS AND COMPUTING↗

Sequential Image Recovery Using Joint Hierarchical Bayesian Learning

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.

Xiao, Yao↗

Statistics of Point Vortex Turbulence in Non-neutral Flows and in Flows with Translational and Rotational Symmetries

A theory (Esler and Ashbee in J Fluid Mech 779:275–308, 2015) describing the statistics of N freely-evolving point vortices in a bounded two-dimensional domain is extended. First, the case of a non-neutral vortex gas is addressed, and it is shown that the density of states function can be identified with the probability density function of an infinite sum of independent non-central chi-squared random variables, the details of which depend only on the shape of the domain. Equations for the equilibrium energy spectrum and other statistical quantities follow, the validity of which are verified against direct numerical simulations of the equations of motion. Second, domains with additional conserved quantities associated with a symmetry (e.g., circle, periodic channel) are investigated, and it is shown that the treatment of the non-neutral case can be modified to account for the additional constraint.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A state estimation approach based on stochastic expansions

This paper presents a new approach for state estimation problems. It is based on the representation of random variables using stochastic functions. Its main idea is to expand the state variables in terms of the noise variables of the system, and then estimate the unnoisy value of the state variables by taking the mean value of the stochastic expansion. Moreover, it was shown that in some situations, the proposed approach may be adapted to the determination of the probability distribution of the state noise. For the determination of the coefficients of the expansions, we present three approaches: moment matching (MM), collocation (COL) and variational (VAR). In the numerical analysis section, three examples are analyzed including a discrete linear system, the Influenza in a boarding school and the state estimation problem in the Hodgkin–Huxley’s model. In all these examples, the proposed approach was able to estimate the values of the state variables with precision, i.e., with very low RMS values.

97 MATHEMATICS AND COMPUTING↗

On the Feynman-alpha method for reflected fissile assemblies

The Feynman-alpha method is a neutron noise technique that is used to estimate the prompt neutron period of fissile assemblies. The method and quantity are of widespread interest including in applications such as nuclear criticality safety, safeguards and nonproliferation, and stockpile stewardship; the prompt neutron period may also be used to infer the k eff multiplication factor. The Feynman-alpha method is predicated on time-correlated neutron detections that deviate from a Poisson random variable due to multiplication. Traditionally, such measurements are diagnosed with one-region point kinetics, but two-region models are required when the fissile assembly is reflected. This paper presents a derivation of the two-region point kinetics Feynman-alpha equations based on a double integration of the Rossi-alpha equations, develops novel propagation of measurement uncertainty, and validates the theory. Validation is achieved with organic scintillator measurements of weapons-grade plutonium reflected by various amounts of copper to achieve k eff values of 0.83–0.94 and prompt periods of 5–75 ns. The results demonstrate that Feynman-alpha measurements should use the two-region model instead of the one-region model. The simplified one-region model deviates from the validated two-region models by as much as 10% in the estimate of the prompt neutron period, and the two-region model reduces to the one-region model for small amounts of reflector. The Feynman-alpha estimates of the prompt neutron period are compared to those of the Rossi-alpha approach. The comparative results demonstrate that the Feynman-alpha method is more precise than the Rossi-alpha method and more accurate for k eff < 0.92, whereas the Rossi-alpha method is generally more accurate for higher multiplications. Here, the uncertainty propagation developed in this work should be used for all Feynman-alpha measurements and will therein improve fitting accuracy and appropriate precision estimates.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

Characterization of the quantumness of unsteerable tripartite correlations

Quantumness for a bipartite unsteerable quantum correlation is operationally characterized by the notion of super-unsteerability. Super-unsteerability refers to the requirement of a larger dimension of the random variable that the steering party has to preshare with the party to be steered in the classical simulation protocol to generate an unsteerable correlation than the local Hilbert space dimension of the quantum states (reproducing the given unsteerable correlation) at the steering party’s side. In the present study, this concept of super-unsteerability is generalized by defining the notion of super-bi-unsteerability for tripartite correlations, which is unsteerable across a bipartite cut. Genuine super-bi-unsteerability is defined as the occurrence of super-bi-unsteerability across all possible bipartite cuts. Specific example of genuine super-bi-unsteerability for tripartite correlations has been presented. This study provides a tool to characterize the genuine quantumness of tripartite quantum correlations which are unsteerable across every bipartite cut.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

LABQ3: Bayesian method for quantification of mineral compositions and nano-scale elemental mapping of 3D synchrotron XCT data

Quantitative analysis of mineral compositions is essential in understanding geochemical, mineralogical and environmental processes. Fine-resolution 3D imaging is widely done using synchrotron X-ray computed tomography (XCT), but existing analyses are limited to visualization and segmentation. This paper presents a new method, Linear Attenuation Bayesian Quantitative 3D-mapper (LABQ3), based on the linearity of X-ray attenuation with respect to elemental concentrations. To address the random variability in attenuation measurements, LABQ3 employs Bayesian decision theory to minimize classification error, using reference attenuation distributions from scans of pure mineral standards. To demonstrate LABQ3 and test its performance, we studied precipitated carbonate samples. XCT scans were done at multiple energies using the transmission X-ray microscope (TXM) at beamline 32-ID-C of the Advanced Photon Source at Argonne National Laboratory. The reconstructed 3D images have a voxel size of 20 nm. Analyses revealed rich nano-scale compositional heterogeneity within individual particles. A mixture of calcium and cadmium produced an overall stoichiometric composition of (Ca 0.78 ,Cd 0.22 )CO 3 , with some voxels containing nearly pure CdCO 3 . The addition of zinc led to an overall stoichiometric composition of 33% Ca, 28% Cd, 39% Zn, with a nearly pure CaCO 3 core and compositional zonation through the rim. These compositional gradients are related to temporal sequences of carbonate mineral formation where Cd precipitated at the beginning in (Ca,Cd)CO 3 , while Cd and Zn precipitated at the end in (Ca, Cd,Zn)CO 3 . Results differ from bulk analyses using Inductively Coupled Plasma-Mass Spectrometry (ICP-MS), showing that LABQ3 provides particle-specific insights. LABQ3 distinguishes itself by quantifying chemical compositions along a continuum, making it different from XCT analyses based on segmentation. LABQ3 allows simultaneous acquisition of morphology and chemical composition in 3D, facilitating the interpretation of chemical gradients of trace elements, quantification of solid solution compositions, inferences about temporal sequences of mineral precipitation, and addressing other concerns about solid-phase chemistry.

58 GEOSCIENCES↗

Asynchronous space–time domain decomposition method with localized uncertainty quantification

The computational cost associated with uncertainty quantification of engineering problems featuring localized phenomenon can be reduced by confining the random variability of the model parameters within a region of interest. Here in this case, a localized treatment of mesh and time resolutions is required to capture the effect of the confined material uncertainty on the global response. We present a computational approach for localized uncertainty quantification with the capability of asynchronous treatment of mesh and time resolutions. In particular, we allow each subdomain to have its local uncertainty representation and the corresponding mesh and time resolutions. As a result, computing resources can be directed toward a small region of interest where a model with high spatial and temporal resolutions is required. To verify the numerical implementation, we consider elastic wave propagation in an axially loaded beam. Moreover, we perform convergence studies with respect to the spatial and temporal discretizations as well as the size of an uncertain subdomain. A projectile impacting a composite sandwich plate is considered as an engineering application for the proposed method.

42 ENGINEERING↗