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At least 253 records · Page 14

Flexible and scalable methods for quantifying stochastic variability in the era of massive time-domain astronomical data sets

We present the use of continuous-time autoregressive moving average (CARMA) models as a method for estimating the variability features of a light curve, and in particular its power spectral density (PSD). CARMA models fully account for irregular sampling and measurement errors, making them valuable for quantifying variability, forecasting and interpolating light curves, and variability-based classification. We show that the PSD of a CARMA model can be expressed as a sum of Lorentzian functions, which makes them extremely flexible and able to model a broad range of PSDs. We present the likelihood function for light curves sampled from CARMA processes, placing them on a statistically rigorous foundation, and we present a Bayesian method to infer the probability distribution of the PSD given the measured light curve. Because calculation of the likelihood function scales linearly with the number of data points, CARMA modeling scales to current and future massive time-domain data sets. We conclude by applying our CARMA modeling approach to light curves for an X-ray binary, two active galactic nuclei, a long-period variable star, and an RR Lyrae star in order to illustrate their use, applicability, and interpretation.

79 ASTRONOMY AND ASTROPHYSICS↗

Stochastic weighted particle methods for population balance equations with coagulation, fragmentation and spatial inhomogeneity

Graphical abstract: -- Highlights: •Problems concerning multi-compartment population balance equations are studied. •A class of fragmentation weight transfer functions is presented. •Three stochastic weighted algorithms are compared against the direct simulation algorithm. •The numerical errors of the stochastic solutions are assessed as a function of fragmentation rate. •The algorithms are applied to a multi-dimensional granulation model. -- Abstract: This paper introduces stochastic weighted particle algorithms for the solution of multi-compartment population balance equations. In particular, it presents a class of fragmentation weight transfer functions which are constructed such that the number of computational particles stays constant during fragmentation events. The weight transfer functions are constructed based on systems of weighted computational particles and each of it leads to a stochastic particle algorithm for the numerical treatment of population balance equations. Besides fragmentation, the algorithms also consider physical processes such as coagulation and the exchange of mass with the surroundings. The numerical properties of the algorithms are compared to the direct simulation algorithm and an existing method for the fragmentation of weighted particles. It is found that the new algorithms show better numerical performance over the two existing methods especially for systems with significant amount of large particles and high fragmentation rates.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A Vision for Co-optimized T&D System Interaction with Renewables and Demand Response

The evolution of the power system to the reliable, effi- cient and sustainable system of the future will involve development of both demand- and supply-side technology and operations. The use of demand response to counterbalance the intermittency of re- newable generation brings the consumer into the spotlight. Though individual consumers are interconnected at the low-voltage distri- bution system, these resources are typically modeled as variables at the transmission network level. In this paper, a vision for co- optimized interaction of distribution systems, or microgrids, with the high-voltage transmission system is described. In this frame- work, microgrids encompass consumers, distributed renewables and storage. The energy management system of the microgrid can also sell (buy) excess (necessary) energy from the transmission system. Preliminary work explores price mechanisms to manage the microgrid and its interactions with the transmission system. Wholesale market operations are addressed through the devel- opment of scalable stochastic optimization methods that provide the ability to co-optimize interactions between the transmission and distribution systems. Modeling challenges of the co-optimization are addressed via solution methods for large-scale stochastic op- timization, including decomposition and stochastic dual dynamic programming.

14 SOLAR ENERGY↗

Training models using forces computed by stochastic electronic structure methods

Abstract Quantum Monte Carlo (QMC) can play a very important role in generating accurate data needed for constructing potential energy surfaces. We argue that QMC has advantages in terms of a smaller systematic bias and an ability to cover phase space more completely. The stochastic noise can ease the training of the machine learning model. We discuss how stochastic errors affect the generation of effective models by analyzing the errors within a linear least squares procedure, finding that there is an advantage to having many relatively imprecise data points for constructing models. We then analyze the effect of noise on a model of many-body silicon finding that noise in some situations improves the resulting model. We then study the effect of QMC noise on two machine learning models of dense hydrogen used in a recent study of its phase diagram. The noise enables us to estimate the errors in the model. We conclude with a discussion of future research problems.

Ceperley, David M. (ORCID:0000000150826271)↗

Stochastic Discrete Equation Method (sDEM) for two-phase flows

A new scheme for the numerical approximation of a five-equation model taking into account Uncertainty Quantification (UQ) is presented. In particular, the Discrete Equation Method (DEM) for the discretization of the five-equation model is modified for including a formulation based on the adaptive Semi-Intrusive (aSI) scheme, thus yielding a new intrusive scheme (sDEM) for simulating stochastic two-phase flows. Some reference test-cases are performed in order to demonstrate the convergence properties and the efficiency of the overall scheme. The propagation of initial conditions uncertainties is evaluated in terms of mean and variance of several thermodynamic properties of the two phases.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An Adaptive Reduced Basis Collocation Method Based on PCM ANOVA Decomposition for Anisotropic Stochastic PDEs

The combination of reduced basis and collocation methods enables efficient and accurate evaluation of the solutions to parameterized PDEs. Here, we study the stochastic collocation methods that can be combined with reduced basis methods to solve high-dimensional parameterized stochastic PDEs. We also propose an adaptive algorithm using a probabilistic collocation method (PCM) and ANOVA decomposition. This procedure involves two stages. First, the method employs an ANOVA decomposition to identify the effective dimensions, i.e., subspaces of the parameter space in which the contributions to the solution are larger, and sort the reduced basis solution in a descending order of error.Then, the adaptive search refines the parametric space by increasing the order of polynomials until the algorithm is terminated by a saturation constraint. We demonstrate the effectiveness of the proposed algorithm for solving a stationary stochastic convection-diffusion equation, a benchmark problem chosen because solutions contain steep boundary layers and anisotropic features. Lastly, we show that two stages of adaptivity are critical in a benchmark problem with anisotropic stochasticity.

97 MATHEMATICS AND COMPUTING↗

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also show that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Hybrid pathwise sensitivity methods for discrete stochastic models of chemical reaction systems

Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations of model output quantities with respect to model parameters, are useful in this setting for a variety of applications. In this paper, we introduce a class of hybrid pathwise differentiation methods for the numerical estimation of parametric sensitivities. The new hybrid methods combine elements from the three main classes of procedures for sensitivity estimation and have a number of desirable qualities. First, the new methods are unbiased for a broad class of problems. Second, the methods are applicable to nearly any physically relevant biochemical CTMC model. Third, and as we demonstrate on several numerical examples, the new methods are quite efficient, particularly if one wishes to estimate the full gradient of parametric sensitivities. The methods are rather intuitive and utilize the multilevel Monte Carlo philosophy of splitting an expectation into separate parts and handling each in an efficient manner.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Towards a Mass-Consistent Methodology for Realistic Melting Hydrometeor Retrieval

To address the acute challenge posed by the melting layer to accurate surface precipitation retrievals from space, we en-sure the compositional consistency in ice, liquid, and total masses of synthetic melting hydrometeors with a method of stochastic compensation. The method is applied to simulated melting hydrometeors prior to calculating their scattering properties using the discrete dipole approximation (DDA). We investigate the impact of this stochastic compensation to calculated scattering properties by contrasting it with a naïve approach and report our findings.

precipitation remote sensing↗

Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs

In this paper we present a reduced basis ANOVA approach for partial deferential equations (PDEs) with random inputs. The ANOVA method combined with stochastic collocation methods provides model reduction in high-dimensional parameter space through decomposing high-dimensional inputs into unions of low-dimensional inputs. In this work, to further reduce the computational cost, we investigate spatial low-rank structures in the ANOVA-collocation method, and develop efficient spatial model reduction techniques using hierarchically generated reduced bases. We present a general mathematical framework of the methodology, validate its accuracy and demonstrate its efficiency with numerical experiments.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

IAEA Coordinated Research Project on HTGR Reactor Physics, Thermal-hydraulics and Depletion Uncertainty Analysis

The continued development of High Temperature Gas Cooled Reactors (HTGRs) requires verification of HTGR design and safety features with reliable high fidelity physics models and robust, efficient, and accurate codes. The predictive capability of coupled neutronics/thermal-hydraulics and depletion simulations for reactor design and safety analysis can be assessed with sensitivity analysis (SA) and uncertainty analysis (UA) methods. Uncertainty originates from errors in physical data, manufacturing uncertainties, modelling and computational algorithms. (The interested reader is referred to the large body of published SA and UA literature for a more complete overview of the various types of uncertainties, methodologies and results obtained). SA is helpful for ranking the various sources of uncertainty and error in the results of core analyses. SA and UA are required to address cost, safety, and licensing needs and should be applied to all aspects of reactor multi-physics simulation. SA and UA can guide experimental, modelling, and algorithm research and development. Current SA and UA rely either on derivative-based methods such as stochastic sampling methods or on generalized perturbation theory to obtain sensitivity coefficients. Neither approach addresses all needs. In order to benefit from recent advances in modelling and simulation and the availability of new covariance data (nuclear data uncertainties) extensive sensitivity and uncertainty studies are needed for quantification of the impact of different sources of uncertainties on the design and safety parameters of HTGRs. Only a parallel effort in advanced simulation and in nuclear data improvement will be able to provide designers with more robust and well validated calculation tools to meet design target accuracies. In February 2009, the Technical Working Group on Gas-Cooled Reactors (TWG-GCR) of the International Atomic Energy Agency (IAEA) recommended that the proposed Coordinated Research Program (CRP) on the HTGR Uncertainty Analysis in Modelling (UAM) be implemented. This CRP is a continuation of the previous IAEA and Organization for Economic Co-operation and Development (OECD)/Nuclear Energy Agency (NEA) international activities on Verification and Validation (V&V) of available analytical capabilities for HTGR simulation for design and safety evaluations. Within the framework of these activities different numerical and experimental benchmark problems were performed and insight was gained about specific physics phenomena and the adequacy of analysis methods.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Navier-Stokes Dynamics by a Discrete Boltzmann Model

This work investigates the possibility of particle-based algorithms for the Navier-Stokes equations and higher order continuum approximations of the Boltzmann equation; such algorithms would generalize the well-known Pullin scheme for the Euler equations. One such method is proposed in the context of a discrete velocity model of the Boltzmann equation. Preliminary results on shock structure are consistent with the expectation that the shock should be much broader than the near discontinuity predicted by the Pullin scheme, yet narrower than the prediction of the Boltzmann equation. We discuss the extension of this essentially deterministic method to a stochastic particle method that, like DSMC, samples the distribution function rather than resolving it completely.

Rubinstein, Robet↗