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Codiscovering graphical structure and functional relationships within data: A Gaussian Process framework for connecting the dots

Most problems within and beyond the scientific domain can be framed into one of the following three levels of complexity of function approximation. Type 1: Approximate an unknown function given input/output data. Type 2: Consider a collection of variables and functions, some of which are unknown, indexed by the nodes and hyperedges of a hypergraph (a generalized graph where edges can connect more than two vertices). Given partial observations of the variables of the hypergraph (satisfying the functional dependencies imposed by its structure), approximate all the unobserved variables and unknown functions. Type 3: Expanding on Type 2, if the hypergraph structure itself is unknown, use partial observations of the variables of the hypergraph to discover its structure and approximate its unknown functions. These hypergraphs offer a natural platform for organizing, communicating, and processing computational knowledge. While most scientific problems can be framed as the data-driven discovery of unknown functions in a computational hypergraph whose structure is known (Type 2), many require the data-driven discovery of the structure (connectivity) of the hypergraph itself (Type 3). We introduce an interpretable Gaussian Process (GP) framework for such (Type 3) problems that does not require randomization of the data, access to or control over its sampling, or sparsity of the unknown functions in a known or learned basis. Its polynomial complexity, which contrasts sharply with the super-exponential complexity of causal inference methods, is enabled by the nonlinear ANOVA capabilities of GPs used as a sensing mechanism.

Science & Technology - Other Topics↗

Exits in order: How crowding affects particle lifetimes

Diffusive processes are often represented using stochastic random walk frameworks. The amount of time taken for an individual in a random walk to intersect with an absorbing boundary is a fundamental property that is often referred to as the particle lifetime, or the first passage time. The mean lifetime of particles in a random walk model of diffusion is related to the amount of time required for the diffusive process to reach a steady state. Mathematical analysis describing the mean lifetime of particles in a standard model of diffusion without crowding is well known. However, the lifetime of agents in a random walk with crowding has received much less attention. Since many applications of diffusion in biology and biophysics include crowding effects, here we study a discrete model of diffusion that incorporates crowding. Using simulations, we show that crowding has a dramatic effect on agent lifetimes, and we derive an approximate expression for the mean agent lifetime that includes crowding effects. Our expression matches simulation results very well, and highlights the importance of crowding effects that are sometimes overlooked.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A Visual Comparison of Silent Error Propagation

High-performance computing (HPC) systems play a critical role in facilitating scientific discoveries. Their scale and complexity (e.g., the number of computational units and software stack) continue to grow as new systems are expected to process increasingly more data and reduce computing time. However, with more processing elements, the probability that these systems will experience a random bit-flip error that corrupts a program's output also increases, which is often recognized as silent data corruption. Analyzing the resiliency of HPC applications in extreme-scale computing to silent data corruption is crucial but difficult. An HPC application often contains a large number of computation units that need to be tested, and error propagation caused by error corruption is complex and difficult to interpret. Here, to accommodate this challenge, we propose an interactive visualization system that helps HPC researchers understand the resiliency of HPC applications and compare their error propagation. Our system models an application's error propagation to study a program's resiliency by constructing and visualizing its fault tolerance boundary. Coordinating with multiple interactive designs, our system enables domain experts to efficiently explore the complicated spatial and temporal correlation between error propagations. At the end, the system integrated a nonmonotonic error propagation analysis with an adjustable graph propagation visualization to help domain experts examine the details of error propagation and answer such questions as why an error is mitigated or amplified by program execution.

97 MATHEMATICS AND COMPUTING↗

The Effect of the Prior and the Experimental Design on the Inference of the Precision Matrix in Gaussian Chain Graph Models

Here, we investigate whether (and how) experimental design could aid in the estimation of the precision matrix in a Gaussian chain graph model, especially the interplay between the design, the effect of the experiment and prior knowledge about the effect. Estimation of the precision matrix is a fundamental task to infer biological graphical structures like microbial networks. We compare the marginal posterior precision of the precision matrix under four priors: flat, conjugate Normal-Wishart, Normal-MGIG and a general independent. Under the flat and conjugate priors, the Laplace-approximated posterior precision is not a function of the design matrix rendering useless any efforts to find an optimal experimental design to infer the precision matrix. In contrast, the Normal-MGIG and general independent priors do allow for the search of optimal experimental designs, yet there is a sharp upper bound on the information that can be extracted from a given experiment. We confirm our theoretical findings via a simulation study comparing (i) the KL divergence between prior and posterior and (ii) the Stein’s loss difference of MAPs between random and no experiment. Our findings provide practical advice for domain scientists conducting experiments to better infer the precision matrix as a representation of a biological network.

54 ENVIRONMENTAL SCIENCES↗

The expected anisotropy in solid inflation

Solid inflation is an effective field theory of inflation in which isotropy and homogeneity are accomplished via a specific combination of anisotropic sources (three scalar fields that individually break isotropy). This results in specific observational signatures that are not found in standard models of inflation: a non-trivial angular dependence for the squeezed bispectrum, and a possibly long period of anisotropic inflation (to drive inflation, the ''solid'' must be very insensitive to any deformation, and thus background anisotropies are very slowly erased). In this paper we compute the expected level of statistical anisotropy in the power spectrum of the curvature perturbations of this model. To do so, we account for the classical background values of the three scalar fields that are generated on large (superhorizon) scales during inflation via a random walk sum, as the perturbation modes leave the horizon. Such an anisotropy is unavoidably generated, even starting from perfectly isotropic classical initial conditions. The expected level of anisotropy is related to the duration of inflation and to the amplitude of the squeezed bispectrum. If this amplitude is close to its current observational limit (so that one of the most interesting predictions of the model can be observed in the near future), we find that a level of statistical anisotropy F{sup 2} gives frozen and scale invariant vector perturbations on superhorizon scales.

79 ASTRONOMY AND ASTROPHYSICS↗

A Machine Learning Approach to Improve Air Traffic Management Initiatives

Collaborating closely with commercial air carriers and related organizations, the Federal Aviation Administration(FAA) regulates air traffic and ensures the safety and efficiency of air operations. Air traffic controllers make strategic decisions, such as delaying, rerouting, or canceling flights, partly based on guidance provided by the FAA’s Air TrafficControl System Command Center (ATCSCC). The guidance includes, among other things, control measures known asTraffic Management Initiatives (TMIs) designed to enhance safety and improve operational efficiency. TMIs play a crucial role in managing the demand and capacity within the U.S. National Airspace System (NAS). Two major TMIs that are routinely used (primarily to mitigate the adverse effects of bad weather) are Ground Delay Programs (GDPs) andGround Stops (GSs). In a GDP, flights destined for airports facing thunderstorm activity experience delays at their origin airports. This proactive approach minimizes the risk of routing aircraft through hazardous weather conditions and also replaces (fuel burning) airborne delays with ground delays. In a GS, a temporary restriction is imposed on the departure or arrival of aircraft at a specific airport or within a designated airspace. Although other TMIs (e.g., miles-in-trail) are also implemented as part of (air) traffic flow management in the NAS, the focus of this work is on GDPs and GSs. Since TMIs, by design, lead to flight delays or cancellations, it is crucial to put in place the right set of parameters(e.g., scope and duration of the GDP). For example, when the end time of a GDP extends beyond what is necessary, it imposes unnecessary delays on departing flights. This situation could occur as a result of inaccurate prediction of the(required) duration of the GDP based on the weather forecast. On the other hand, if a GDP ends prematurely before the underlying capacity constraints are resolved at the destination airport, it may result in airborne holding. The delicate balance lies in matching the termination of the GDP precisely with the resolution of capacity constraints, avoiding both the imposition of unnecessary ground delays and the need for airborne holding due to premature program termination.Failing to specify the right parameters for TMIs also leads to flight delays, creating a significant obstacle in managing the increasing traffic volumes causing increased work load for the controllers. To address this issue, we propose the integration of Machine Learning (ML) models in the traffic flow management(TFM) pipeline. In current operations, decisions are made by human experts based on extensive training, historical patterns, available traffic and weather data. Since we have an abundance of data from past events that tell us the likely impact of various TMIs, by ingesting historical data, properly trained ML models can offer valuable insights and aid human decision-making. With the FAA increasingly exploring advanced analytics, ML emerges as a focal point for enhancing TFM within the National Airspace System (NAS). As a first step, this study aims to provide traffic controllers with decision-making support for the issuance and adjustment of TMIs. Data analytics and machine learning have been previously employed to address some of the challenges associated with TMIs. Numerous studies have concentrated on various facets of TMI issuance, exploring factors influencing TMI parameters, including arrival rate, airport capacity, and delay prediction. For example, using weather forecasts, several statistical methods were used to produce probabilistic capacity profiles which in conjunction with deterministic models provided insights into the GDP planning process [1–4]. The downside of using deterministic models is that they rely on fixed inputs and predetermined rules, which lack the ability to account for the inherent uncertainty and variability present in real-world scenarios. In a separate series of studies, researchers aimed to predict the occurrences of GDPs and GSs. The majority of these studies utilized various supervised learning methods, including Decision Trees, Naive Bayes, Support VectorMachines, and Random Forests to analyze the influence of weather conditions and arrival demand on TMI incidents[5–8]. However, these studies primarily focused on predicting the incidence of TMIs without explicitly addressing the scope of TMIs, including their duration and their geographical coverage. Furthermore, the emphasis of these studies was largely on GDPs, given their higher frequency and longer duration when compared to GSs. A limited number of studies focused on predicting the parameters of TMIs, specifically addressing their duration and extent. In one such study focusing on optimizing the TMI parameters at San Francisco International Airport (SFO),the authors utilized a probabilistic forecast of fog [9]. They simulated various capacity scenarios based on the (fog)burn-off forecasts, selecting GDP parameters that minimized airborne and overall ground delays. However, this approach exclusively emphasizes stratus (fog) burn-off as the primary determinant of GDP and GS, neglecting other influential factors like severe weather events, runway closures, lower capacity than traffic demand, and other important variables. Given the complexity of predicting the TMI and determining its scope, we seek a more holistic approach. We aim to consider all significant factors that could impact TMIs and their parameters. What sets this research apart is the fusion of all data sources relevant to the issuance and adjustment of TMIs and it represents the first comprehensive attempt to optimize TMIs in this manner. Since this comprehensive solution involves various aspects, we break down the problem into smaller components and input all parameters into a unified model called the “TMI Adjuster”. Figure 1 shows the overall framework and the list of datasets used in each model. The objective of the TMI Adjuster module is to deliver reliable, consistent and expedited recommendations for the progression, adjustment, and termination of TMIs. The ML solution entails developing a pipeline capable of predicting the necessity of a TMI (e.g., GS or GDP) along with its various parameters. For example, in the case of a GS, this includes the scope of the GS either in terms of distance from the destination airport or based on pre-defined airspace sectors. Here, scope refers to those regions and departing airports that are subject to the GS. In this paper, we concentrate on the issuance of GSs in the three major airports in the New York area — LaGuardia(LGA), John F. Kennedy International (JFK), and Newark Liberty International (EWR). We fuse traffic, weather and other relevant aviation data from years 2017 to 2019 to train and validate the ML models. In particular, we use the following datasets: •Terminal Aerodrome Forecast (TAF): meteorological forecasts specific to each airport, issued four times a day, covering predefined time periods. •TMI data: includes all GSs and GDPs along with their respective parameters. •Aviation System Performance Metrics (ASPM): includes traffic related data such as aircraft delays, arrival, and departure rates. •Notices to Airmen (NOTAMs): utilized to extract runway closure data and manage interdependencies between terminals in close proximity. •Flight cancellation data •Airspace Flow Programs (AFP): includes information on flight airborne holdings caused by TMIs. The data preprocessing entails transforming ASPM, TMI, AFP, NOTAMs, and weather data into an hourly format and consolidating all datasets by merging them based on date and time as the primary key. The TMI Adjuster framework comprises two parallel models: one dedicated to GS and a second model focused on GDP. As previously mentioned, our specific focus is on the GS model as a multi-classification problem. In this framework, each data point of the GS model input summarizes ten hours of data. Specifically, the data loader for the GS model generates the input and output of the model as follows: at a given time step, the input includes the actual traffic, weather, and TMI data from the two-hour window before the time step, alongside the weather forecast and scheduled traffic for the next 8 hours starting from the time step. Based on this information, the output of the GS model for each time interval consists of three dimensions. The first dimension represents a binary decision on whether there should be a GS in place for the next hour or not. The second dimension is related to the scope of the GS in the United States, and the third dimension is related to the scope of the GS in Canada (i.e., to determine if the GS impacts airports in Canada).One of the challenges with TMI modeling is the sparsity of TMI events, particularly regarding its scope. To address this challenge in the scope of the GS model output, we implement grouping. The GS scope for the US region is defined based on a list of centers that should be included when the GS is in place. With 20 centers in the US, we utilized historical data to group them into 4 categories. In particular, we summarized our historical data in a graph format where nodes represent centers, and link weights are defined based on the co-occurrence of centers in the scope parameter ofTMIs. By identified strongly connected components in this graph, we were able to partition the centers into four groups. We consider two model structures for the GS Model. Firstly, a hierarchical classification model [10], where the human decision-making for a GS is of hierarchical nature. The decision-maker first decides whether there is a need fora GS, and if the answer is yes, determines the scope. A hierarchical classification model organizes the problem into a class hierarchy, typically a tree or a Directed Acyclic Graph (DAG) structure, and considers the dependency of the decision in the previous step to the next component [10]. Here, we employ the local classifier per level approach, which involves training one multi-class classifier for each level of the class hierarchy. The second structure is the independent structure. In this setting, as the name suggests, we do not consider the dependency of the decisions in the different dimensions of the output of the model. Instead, for each dimension, we train a multi-class classifier independently. Table 1 summarizes GS model statistics for training, validation and testing. The table documents the effect of limiting data to the time steps when there was actually a TMI in place or when a TMI had just terminated. This resulted in a more balanced distribution of the GS class(GS positive class)versus “No GS”(GS negative class), which might help the training process. While JFK and LGA follow very similar distributions, with 40% and 42% GS positive class respectively, EWR has proportionally fewer GS incidents at 28%. Our subsequent phase involves evaluating the performance of both hierarchical structure and independent structure using different state-of-the-art multi-class classifier models such as Random Forest, Decision Trees, K-nearest Neighbors, and Logistic Regression and forecast the duration and scope of the GSs.

Farzan Masrour Shalmani↗

Monte Carlo Estimates of Eigenvalue Sensitivity to System Dimensions using Kernel Density Estimators

In the last decade there has been an increasing interest in calculating sensitivity coefficients in order to quantify the impact of uncertainty in material properties and system parameters on quantities of interest. Extensive work has been done developing Monte Carlo methods to estimate eigenvalue sensitivity to material properties. While deterministic methods exist for determining the eigenvalue sensitivity to system dimensions, the use of Monte Carlo methods to efficiently calculate eigenvalue sensitivity coefficients to system dimensions is still an open topic. Current Monte Carlo methods for calculating eigenvalue sensitivity coefficients to system dimensions are inefficient. Direct Monte Carlo perturbations require two additional simulations of high statistical precision in order to determine the eigenvalue sensitivity to the location of a single boundary. If the sensitivity to the location of multiple surfaces are desired, two additional simulations must be run for each surface. Kiedrowski and Favorite extended continuous energy Monte Carlo methods for sensitivities of nuclear cross sections to calculate sensitivities to interface boundaries or system dimensions to create the only current alternative to direct Monte Carlo calculations. However this method relies on the simulation of additional random walks launched at each surface crossing event. The present method extends upon Kiedrowski's work and eliminates the inefficient portions of the calculation through the use of Kernel Density Estimators (KDEs). The new method efficiently estimates eigenvalue sensitivities to the uniform expansion or contraction of material interface boundaries or system dimensions, negligibly impacting the runtime performance of the Monte Carlo code. The new estimator is tested on bare and reflected critical configurations in spherical geometry and is compared to estimates obtained from direct Monte Carlo perturbations.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Statistical and sensitivity analysis of failing rods in EPR LBLOCA

A statistical fuel failure analysis procedure has been developed, and is now applied in full scale to a large break loss-of-coolant accident (LBLOCA) scenario in EPR-type nuclear power plant. The goal is to statistically determine the number of failing fuel rods. It is also important to bring out the underlying causes for rod failures, and therefore a sensitivity analysis procedure for the preceding complex calculation chain is outlined and adopted. In order to produce a statistically reliable estimation on the number of failing rods, a large number of simulations are required. In the analysis, single rods are simulated with the coupled fuel performance - thermal hydraulics code FRAPTRAN-GENFLO. The statistically varied factors are divided into global and local by their range of influence. Transient thermal hydraulic and power history boundary conditions and model parameters are global and affect all the rods. Fuel rod manufacturing parameters and other rod position related factors are local and are related to a certain rod. The number of global scenarios is 59 as dictated by the Wilks' formula, and 1000 randomly sampled rods are simulated in each scenario. The thermal hydraulic and transient power boundary conditions for the fuel performance code are calculated with a statistical version of the system code APROS. The steady-state irradiation histories are simulated with FRAPCON, and the steady-state power histories used as boundary conditions for FRAPCON are obtained from SIMULATE calculations. Thus, a multistage calculation chain is required to consolidate the procedure. As an outcome, in the worst global scenario, 1.4% of the simulated rods failed. It can be concluded that the Finnish safety regulations, i.e. max. 10% of the rods allowed to fail, are met. In order to find out which input parameters have significance to the outcome of the analysis, a sensitivity analysis is done. At the moment, only the worst global scenario is considered but later on it is possible to include also the sensitivities of the global factors. Due to complexity of the existing data, first the relevant input parameters for the sensitivity analysis have to be specified. Data visualization with a cobweb graph is used for the screening. Then, selected sensitivity measures are calculated between the chosen input and output parameters. The sensitivity indices calculated are the Borgonovo's delta measure, the first order Sobol sensitivity index, and squared Pearson correlation coefficients. The first mentioned is a novelty in this context. As an outcome, the most relevant parameters with respect to the cladding integrity were determined to be the decay heat power during the transient, the thermal hydraulic conditions in the rod's location in the reactor, and the steady-state irradiation history of the rod as represented in this analysis by the rod burnup. (authors)

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Exact moments of the Sachdev-Ye-Kitaev model up to order 1/ N 2

We analytically evaluate the moments of the spectral density of the q-body Sachdev-Ye-Kitaev (SYK) model, and obtain order 1/ N 2 corrections for all moments, where N is the total number of Majorana fermions. To order 1/ N , moments are given by those of the weight function of the Q-Hermite polynomials. Representing Wick contractions by rooted chord diagrams, we show that the 1/ N 2 correction for each chord diagram is proportional to the number of triangular loops of the corresponding intersection graph, with an extra grading factor when q is odd. Therefore the problem of finding 1/ N 2 corrections is mapped to a triangle counting problem. Since the total number of triangles is a purely graph-theoretic property, we can compute them for the q = 1 and q = 2 SYK models, where the exact moments can be obtained analytically using other methods, and therefore we have solved the moment problem for any q to 1/ N 2 accuracy. The moments are then used to obtain the spectral density of the SYK model to order 1/ N 2 . We also obtain an exact analytical result for all contraction diagrams contributing to the moments, which can be evaluated up to eighth order. This shows that the Q-Hermite approximation is accurate even for small values of N .

1/N Expansion↗

Gear Performance Improved by Coating

Gears, bearings, and other mechanical elements transmit loads through contacting surfaces. Even if properly designed, manufactured, installed, and maintained, gears and bearings will eventually fail because of the fatigue of the working surfaces. Economical means for extending the fatigue lives of gears and bearings are highly desired, and coatings offer the opportunity to engineer surfaces to extend the fatigue lives of mechanical components. A tungsten-containing diamondlike-carbon coating exhibiting high hardness, low friction, and good toughness was evaluated for application to spur gears. Fatigue testing was done at the NASA Glenn Research Center on both uncoated and coated spur gears. The results showed that the coating extended the surface fatigue lives of the gears by a factor of about 5 relative to the uncoated gears. For the experiments, a lot of spur test gears made from AISI 9310 gear steel were case-carburized and ground to aerospace specifications. The geometries of the 28-tooth, 8-pitch gears were verified as meeting American Gear Manufacturing Association (AGMA) quality class 12. One-half of the gears were randomly selected for coating. The method of coating was selected to achieve desired adherence, toughness, hardness, and low-friction characteristics. First the gears to be coated were prepared by blasting (vapor honing) with Al2O3 particles and cleaning. Then, the gears were provided with a thin adhesion layer of elemental chromium followed by magnetron sputtering of the outer coating consisting of carbon (70 at.%), hydrogen (15 at.%), tungsten (12 at.%), and nickel (3 at.%) (atomic percent at the surface). In total, the coating thickness was about 2.5 to 3 microns. As compared with the steel substrate, the coated surface was harder by a factor of about 2 and had a smaller elastic modulus. All gears were tested using a 5-centistoke synthetic oil, a 10,000-rpm rotation speed, and a hertzian contact stress of at least 1.7 GPa (250 ksi). Tests were run until either surface fatigue occurred or 300 million stress cycles were completed. Tests were run using either a pair of uncoated gears or a pair of coated gears (coated gears mated with uncoated gears were not evaluated). The fatigue test results, shown on Weibull coordinates in the graph, demonstrate that the coating provided substantially longer fatigue lives even though some of the coated gears endured larger stresses. The increase in fatigue life was a factor of about 5 and the statistical confidence for the improvement is high (greater than 99 percent). Examination of the tested gears revealed substantial reductions of total wear for coated gears in comparison to uncoated gears. The coated gear surface topography changed with running, with localized areas of the tooth surface becoming smoother with running. Theories explaining how coatings can extend gear fatigue lives are research topics for coating, tribology, and fatigue specialists. This work was done as a partnership between NASA, the U.S. Army Research Laboratory, United Technologies Research Corporation, and Sikorsky Aircraft.

Krantz, Timothy L.↗

Similarity Downselection: Finding the n Most Dissimilar Molecular Conformers for Reference-Free Metabolomics

Computational methods for creating in silico libraries of molecular descriptors (e.g., collision cross sections) are becoming increasingly prevalent due to the limited number of authentic reference materials available for traditional library building. These so-called “reference-free metabolomics” methods require sampling sets of molecular conformers in order to produce high accuracy property predictions. Due to the computational cost of the subsequent calculations for each conformer, there is a need to sample the most relevant subset and avoid repeating calculations on conformers that are nearly identical. The goal of this study is to introduce a heuristic method of finding the most dissimilar conformers from a larger population in order to help speed up reference-free calculation methods and maintain a high property prediction accuracy. Finding the set of the n items most dissimilar from each other out of a larger population becomes increasingly difficult and computationally expensive as either n or the population size grows large. Because there exists a pairwise relationship between each item and all other items in the population, finding the set of the n most dissimilar items is different than simply sorting an array of numbers. For instance, if you have a set of the most dissimilar n = 4 items, one or more of the items from n = 4 might not be in the set n = 5. An exact solution would have to search all possible combinations of size n in the population exhaustively. We present an open-source software called similarity downselection (SDS), written in Python and freely available on GitHub. SDS implements a heuristic algorithm for quickly finding the approximate set(s) of the n most dissimilar items. We benchmark SDS against a Monte Carlo method, which attempts to find the exact solution through repeated random sampling. We show that for SDS to find the set of n most dissimilar conformers, our method is not only orders of magnitude faster, but it is also more accurate than running Monte Carlo for 1,000,000 iterations, each searching for set sizes n = 3–7 out of a population of 50,000. We also benchmark SDS against the exact solution for example small populations, showing that SDS produces a solution close to the exact solution in these instances. Using theoretical approaches, we also demonstrate the constraints of the greedy algorithm and its efficacy as a ratio to the exact solution.

97 MATHEMATICS AND COMPUTING↗

A Parallel Genetic Algorithm for Automated Electronic Circuit Design

Parallelized versions of genetic algorithms (GAs) are popular primarily for three reasons: the GA is an inherently parallel algorithm, typical GA applications are very compute intensive, and powerful computing platforms, especially Beowulf-style computing clusters, are becoming more affordable and easier to implement. In addition, the low communication bandwidth required allows the use of inexpensive networking hardware such as standard office ethernet. In this paper we describe a parallel GA and its use in automated high-level circuit design. Genetic algorithms are a type of trial-and-error search technique that are guided by principles of Darwinian evolution. Just as the genetic material of two living organisms can intermix to produce offspring that are better adapted to their environment, GAs expose genetic material, frequently strings of 1s and Os, to the forces of artificial evolution: selection, mutation, recombination, etc. GAs start with a pool of randomly-generated candidate solutions which are then tested and scored with respect to their utility. Solutions are then bred by probabilistically selecting high quality parents and recombining their genetic representations to produce offspring solutions. Offspring are typically subjected to a small amount of random mutation. After a pool of offspring is produced, this process iterates until a satisfactory solution is found or an iteration limit is reached. Genetic algorithms have been applied to a wide variety of problems in many fields, including chemistry, biology, and many engineering disciplines. There are many styles of parallelism used in implementing parallel GAs. One such method is called the master-slave or processor farm approach. In this technique, slave nodes are used solely to compute fitness evaluations (the most time consuming part). The master processor collects fitness scores from the nodes and performs the genetic operators (selection, reproduction, variation, etc.). Because of dependency issues in the GA, it is possible to have idle processors. However, as long as the load at each processing node is similar, the processors are kept busy nearly all of the time. In applying GAs to circuit design, a suitable genetic representation 'is that of a circuit-construction program. We discuss one such circuit-construction programming language and show how evolution can generate useful analog circuit designs. This language has the desirable property that virtually all sets of combinations of primitives result in valid circuit graphs. Our system allows circuit size (number of devices), circuit topology, and device values to be evolved. Using a parallel genetic algorithm and circuit simulation software, we present experimental results as applied to three analog filter and two amplifier design tasks. For example, a figure shows an 85 dB amplifier design evolved by our system, and another figure shows the performance of that circuit (gain and frequency response). In all tasks, our system is able to generate circuits that achieve the target specifications.

Long, Jason D.↗

Lattice Monte Carlo simulation of Galilei variant anomalous diffusion

The observation of an increasing number of anomalous diffusion phenomena motivates the study to reveal the actual reason for such stochastic processes. When it is difficult to get analytical solutions or necessary to track the trajectory of particles, lattice Monte Carlo (LMC) simulation has been shown to be particularly useful. To develop such an LMC simulation algorithm for the Galilei variant anomalous diffusion, we derive explicit solutions for the conditional and unconditional first passage time (FPT) distributions with double absorbing barriers. According to the theory of random walks on lattices and the FPT distributions, we propose an LMC simulation algorithm and prove that such LMC simulation can reproduce both the mean and the mean square displacement exactly in the long-time limit. However, the error introduced in the second moment of the displacement diverges according to a power law as the simulation time progresses. We give an explicit criterion for choosing a small enough lattice step to limit the error within the specified tolerance. We further validate the LMC simulation algorithm and confirm the theoretical error analysis through numerical simulations. The numerical results agree with our theoretical predictions very well.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Tempered fractional calculus

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered fractional difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A new Green's function Monte Carlo algorithm for the solution of the two-dimensional nonlinear Poisson–Boltzmann equation: Application to the modeling of the communication breakdown problem in space vehicles during re-entry

The objective of this paper is the exposition of a recently-developed, novel Green's function Monte Carlo (GFMC) algorithm for the solution of nonlinear partial differential equations and its application to the modeling of the plasma sheath region around a cylindrical conducting object, carrying a potential and moving at low speeds through an otherwise neutral medium. The plasma sheath is modeled in equilibrium through the GFMC solution of the nonlinear Poisson–Boltzmann (NPB) equation. The traditional Monte Carlo based approaches for the solution of nonlinear equations are iterative in nature, involving branching stochastic processes which are used to calculate linear functionals of the solution of nonlinear integral equations. Over the last several years, one of the authors of this paper, K. Chatterjee has been developing a philosophically-different approach, where the linearization of the equation of interest is not required and hence there is no need for iteration and the simulation of branching processes. Instead, an approximate expression for the Green's function is obtained using perturbation theory, which is used to formulate the random walk equations within the problem sub-domains where the random walker makes its walks. However, as a trade-off, the dimensions of these sub-domains have to be restricted by the limitations imposed by perturbation theory. The greatest advantage of this approach is the ease and simplicity of parallelization stemming from the lack of the need for iteration, as a result of which the parallelization procedure is identical to the parallelization procedure for the GFMC solution of a linear problem. The application area of interest is in the modeling of the communication breakdown problem during a space vehicle's re-entry into the atmosphere. However, additional application areas are being explored in the modeling of electromagnetic propagation through the atmosphere/ionosphere in UHF/GPS applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Sampling-Based Motion Planning Algorithms for Replanning and Spatial Load Balancing

The common theme of this dissertation is sampling-based motion planning with the two key contributions being in the area of replanning and spatial load balancing for robotic systems. Here, we begin by recalling two sampling-based motion planners: the asymptotically optimal rapidly-exploring random tree (RRT*), and the asymptotically optimal probabilistic roadmap (PRM*). We also provide a brief background on collision cones and the Distributed Reactive Collision Avoidance (DRCA) algorithm. The next four chapters detail novel contributions for motion replanning in environments with unexpected static obstacles, for multi-agent collision avoidance, and spatial load balancing. First, we show improved performance of the RRT* when using the proposed Grandparent-Connection (GP) or Focused-Refinement (FR) algorithms. Next, the Goal Tree algorithm for replanning with unexpected static obstacles is detailed and proven to be asymptotically optimal. A multi-agent collision avoidance problem in obstacle environments is approached via the RRT*, leading to the novel Sampling-Based Collision Avoidance (SBCA) algorithm. The SBCA algorithm is proven to guarantee collision free trajectories for all of the agents, even when subject to uncertainties in the knowledge of the other agents’ positions and velocities. Given that a solution exists, we prove that livelocks and deadlock will lead to the cost to the goal being decreased. We introduce a new deconfliction maneuver that decreases the cost-to-come at each step. This new maneuver removes the possibility of livelocks and allows a result to be formed that proves convergence to the goal configurations. Finally, we present a limited range Graph-based Spatial Load Balancing (GSLB) algorithm which fairly divides a non-convex space among multiple agents that are subject to differential constraints and have a limited travel distance. The GSLB is proven to converge to a solution when maximizing the area covered by the agents. The analysis for each of the above mentioned algorithms is confirmed in simulations.

97 MATHEMATICS AND COMPUTING↗

Using LDPC Code Constraints to Aid Recovery of Symbol Timing

A method of utilizing information available in the constraints imposed by a low-density parity-check (LDPC) code has been proposed as a means of aiding the recovery of symbol timing in the reception of a binary-phase-shift-keying (BPSK) signal representing such a code in the presence of noise, timing error, and/or Doppler shift between the transmitter and the receiver. This method and the receiver architecture in which it would be implemented belong to a class of timing-recovery methods and corresponding receiver architectures characterized as pilotless in that they do not require transmission and reception of pilot signals. Acquisition and tracking of a signal of the type described above have traditionally been performed upstream of, and independently of, decoding and have typically involved utilization of a phase-locked loop (PLL). However, the LDPC decoding process, which is iterative, provides information that can be fed back to the timing-recovery receiver circuits to improve performance significantly over that attainable in the absence of such feedback. Prior methods of coupling LDPC decoding with timing recovery had focused on the use of output code words produced as the iterations progress. In contrast, in the present method, one exploits the information available from the metrics computed for the constraint nodes of an LDPC code during the decoding process. In addition, the method involves the use of a waveform model that captures, better than do the waveform models of the prior methods, distortions introduced by receiver timing errors and transmitter/ receiver motions. An LDPC code is commonly represented by use of a bipartite graph containing two sets of nodes. In the graph corresponding to an (n,k) code, the n variable nodes correspond to the code word symbols and the n-k constraint nodes represent the constraints that the code places on the variable nodes in order for them to form a valid code word. The decoding procedure involves iterative computation of values associated with these nodes. A constraint node represents a parity-check equation using a set of variable nodes as inputs. A valid decoded code word is obtained if all parity-check equations are satisfied. After each iteration, the metrics associated with each constraint node can be evaluated to determine the status of the associated parity check. Heretofore, normally, these metrics would be utilized only within the LDPC decoding process to assess whether or not variable nodes had converged to a codeword. In the present method, it is recognized that these metrics can be used to determine accuracy of the timing estimates used in acquiring the sampled data that constitute the input to the LDPC decoder. In fact, the number of constraints that are satisfied exhibits a peak near the optimal timing estimate. Coarse timing estimation (or first-stage estimation as described below) is found via a parametric search for this peak. The present method calls for a two-stage receiver architecture illustrated in the figure. The first stage would correct large time delays and frequency offsets; the second stage would track random walks and correct residual time and frequency offsets. In the first stage, constraint-node feedback from the LDPC decoder would be employed in a search algorithm in which the searches would be performed in successively narrower windows to find the correct time delay and/or frequency offset. The second stage would include a conventional first-order PLL with a decision-aided timing-error detector that would utilize, as its decision aid, decoded symbols from the LDPC decoder. The method has been tested by means of computational simulations in cases involving various timing and frequency errors. The results of the simulations ined in the ideal case of perfect timing in the receiver.

Jones, Christopher↗

The Sloan Digital Sky Survey Reverberation Mapping project: Ensemble spectroscopic variability of quasar broad emission lines

We explore the variability of quasars in the Mg ii and Hβ broad emission lines and ultraviolet/optical continuum emission using the Sloan Digital Sky Survey Reverberation Mapping project (SDSS-RM). This is the largest spectroscopic study of quasar variability to date: our study includes 29 spectroscopic epochs from SDSS-RM over 6 months, containing 357 quasars with Mg ii and 41 quasars with Hβ. On longer timescales, the study is also supplemented with two-epoch data from SDSS-I/II. The SDSS-I/II data include an additional 2854 quasars with Mg ii and 572 quasars with Hβ. The Mg ii emission line is significantly variable (Δf/f∼10% on ∼100-day timescales), a necessary prerequisite for its use for reverberation mapping studies. The data also confirm that continuum variability increases with timescale and decreases with luminosity, and the continuum light curves are consistent with a damped random-walk model on rest-frame timescales of ≳5 days. We compare the emission-line and continuum variability to investigate the structure of the broad-line region. Broad-line variability shows a shallower increase with timescale compared to the continuum emission, demonstrating that the broad-line transfer function is not a δ-function. Hβ is more variable than Mg ii (roughly by a factor of ∼1.5), suggesting different excitation mechanisms, optical depths and/or geometrical configuration for each emission line. The ensemble spectroscopic variability measurements enabled by the SDSS-RM project have important consequences for future studies of reverberation mapping and black hole mass estimation of 1<z<2 quasars.

79 ASTRONOMY AND ASTROPHYSICS↗