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At least 343 records · Page 19

Multi Model Monte Carlo with Python (MXMCPy)

Multi Model Monte Carlo with Python (\mxmc {}) is a software package developed as a general capability for computing the statistics of outputs from an expensive, high-fidelity model by leveraging faster, low-fidelity models for speedup. Motivated by uncertainty propagation problems where classical Monte Carlo (MC) simulation is computationally intractable, various multi-model MC approaches have recently emerged that yield unbiased estimators with significantly reduced variance relative to MC for the same cost. These existing methods include multi-level Monte Carlo (MLMC), multi-fidelity Monte Carlo (MFMC), and approximate control variates (ACV). Given a fixed computational budget and a collection of models with varying cost/accuracy, each method seeks a sample allocation strategy across the models that results in an estimator with optimal variance reduction. \mxmc {} is a versatile tool that enables convenient access to many existing multi-model MC approaches within one modular and extensible package. With \mxmc {}, users can easily compare existing methods to determine the best choice for their particular problem, while developers have a basis for implementing and sharing new variance reduction approaches. This report introduces the \mxmc {} software, providing a summary of the problem-solving workflow for users as well as a brief overview of the code layout for developers.

Geoffrey F Bomarito↗

Testing the Responses of Three PSF Fitting Methods

We present an analysis of prototype code designed to fit point-spread functions to point-like astronomical objects appearing in images taken by DECam, or the Dark Energy Camera. We test three methods, each of which yields a maximum likelihood estimate for a different likelihood function. We call these methods Poisson likelihood, χ 2 with background error, and χ 2 with data error, and describe their differences mathematically. Each is used to construct a fit involving up to four parameters characterizing the raw pixel data. We measure biases in the signal and background levels under a variety of conditions. We test the variance and error estimate of the fits as a function of signal strength, outline areas of sensitivity, and demonstrate the effects of incomplete or inaccurate information on the Poisson fit. We conclude that the Poisson likelihood fitting method is best, as it is successful in all circumstances under which the χ 2 series are, and displays other favorable attributes where the others do not.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol’s decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. Here, a sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

97 MATHEMATICS AND COMPUTING↗

Transmission estimation at the quantum Cramér-Rao bound with macroscopic quantum light

The field of quantum metrology seeks to apply quantum techniques and/or resources to classical sensing approaches with the goal of enhancing the precision in the estimation of a parameter beyond what can be achieved with classical resources. Theoretically, the fundamental minimum uncertainty in the estimation of a parameter for a given probing state is bounded by the quantum Cramér-Rao bound. From a practical perspective, it is necessary to find physical measurements that can saturate this fundamental limit and to show experimentally that it is possible to perform measurements with the required precision to do so. Here we perform experiments that saturate the quantum Cramér-Rao bound for transmission estimation over a wide range of transmissions when probing the system under study with a continuous wave bright two-mode squeezed state. To properly take into account the imperfections in the generation of the quantum state, we extend our previous theoretical results to incorporate the measured properties of the generated quantum state. For our largest transmission level of 84%, we show a 62% reduction over the optimal classical protocol in the variance in transmission estimation when probing with a bright two-mode squeezed state with -8 dB of intensity-difference squeezing. Given that transmission estimation is an integral part of many sensing protocols, such as plasmonic sensing, spectroscopy, calibration of the quantum efficiency of detectors, etc., the results presented promise to have a significant impact on a number of applications in various fields of research.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo (KMC). Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-“coupled”- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that the new coupled process depends on the targeted observables, e.g., coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore, the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz–Kalos–Lebowitz algorithm's philosophy, where events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption, and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach. We also provide a complete implementation of the proposed sensitivity analysis algorithms, including various spatial KMC examples, in a supplementary MATLAB source code.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Sequential Importance Sampling for Rare Event Estimation with Computer Experiments

Importance sampling often drastically improves the variance of percentile and quantile estimators of rare events. We propose a sequential strategy for iterative refinement of importance distributions for sampling uncertain inputs to a computer model to estimate quantiles of model output or the probability that the model output exceeds a fixed or random threshold. A framework is introduced for updating a model surrogate to maximize its predictive capability for rare event estimation with sequential importance sampling. Examples of the proposed methodology involving materials strength and nuclear reactor applications will be presented. The conclusions are: (1) Importance sampling improves UQ of percentile and quantile estimates relative to brute force approach; (2) Benefits of importance sampling increase as percentiles become more extreme; (3) Iterative refinement improves importance distributions in relatively few iterations; (4) Surrogates are necessary for slow running codes; (5) Sequential design improves surrogate quality in region of parameter space indicated by importance distributions; and (6) Importance distributions and VRFs stabilize quickly, while quantile estimates may converge slowly.

97 MATHEMATICS AND COMPUTING↗

WE-FG-207B-04: Noise Suppression for Energy-Resolved CT Via Variance Weighted Non-Local Filtration

Purpose: The photon starvation problem is exacerbated in energy-resolved CT, since the detected photons are shared by multiple energy channels. Using pixel similarity-based non-local filtration, we aim to produce accurate and high-resolution energy-resolved CT images with significantly reduced noise. Methods: Averaging CT images reconstructed from different energy channels reduces noise at the price of losing spectral information, while conventional denoising techniques inevitably degrade image resolution. Inspired by the fact that CT images of the same object at different energies share the same structures, we aim to reduce noise of energy-resolved CT by averaging only pixels of similar materials - a non-local filtration technique. For each CT image, an empirical exponential model is used to calculate the material similarity between two pixels based on their CT values and the similarity values are organized in a matrix form. A final similarity matrix is generated by averaging these similarity matrices, with weights inversely proportional to the estimated total noise variance in the sinogram of different energy channels. Noise suppression is achieved for each energy channel via multiplying the image vector by the similarity matrix. Results: Multiple scans on a tabletop CT system are used to simulate 6-channel energy-resolved CT, with energies ranging from 75 to 125 kVp. On a low-dose acquisition at 15 mA of the Catphan©600 phantom, our method achieves the same image spatial resolution as a high-dose scan at 80 mA with a noise standard deviation (STD) lower by a factor of >2. Compared with another non-local noise suppression algorithm (ndiNLM), the proposed algorithms obtains images with substantially improved resolution at the same level of noise reduction. Conclusion: We propose a noise-suppression method for energy-resolved CT. Our method takes full advantage of the additional structural information provided by energy-resolved CT and preserves image values at each energy level. Research reported in this publication was supported by the National Institute Of Biomedical Imaging And Bioengineering of the National Institutes of Health under Award Number R21EB019597. The content is solely the responsibility of the authors and does not necessarily represent the official views of the National Institutes of Health.

60 APPLIED LIFE SCIENCES↗

Multilevel Monte Carlo Estimators For Derivative-Free Optimization Under Uncertainty

Optimization is a key tool for scientific and engineering applications; however, in the presence of models affected by uncertainty, the optimization formulation needs to be extended to consider statistics of the quantity of interest. Optimization under uncertainty (OUU) deals with this endeavor and requires uncertainty quantification analyses at several design locations; i.e., its overall computational cost is proportional to the cost of performing a forward uncertainty analysis at each design location. An OUU workflow has two main components: an inner loop strategy for the computation of statistics of the quantity of interest, and an outer loop optimization strategy tasked with finding the optimal design, given a merit function based on the inner loop statistics. Here, in this work, we propose to alleviate the cost of the inner loop uncertainty analysis by leveraging the so-called multilevel Monte Carlo (MLMC) method, which is able to allocate resources over multiple models with varying accuracy and cost. The resource allocation problem in MLMC is formulated by minimizing the computational cost given a target variance for the estimator. We consider MLMC estimators for statistics usually employed in OUU workflows and solve the corresponding allocation problem. For the outer loop, we consider a derivative-free optimization strategy implemented in the SNOWPAC library; our novel strategy is implemented and released in the Dakota software toolkit. We discuss several numerical test cases to showcase the features and performance of our approach with respect to its Monte Carlo single fidelity counterpart.

97 MATHEMATICS AND COMPUTING↗

Comparison of Organ Dose and Dose Equivalent Using Ray Tracing of Male and Female Voxel Phantoms to Space Flight Phantom Torso Data

Phantom torso experiments have been flown on the space shuttle and International Space Station (ISS) providing validation data for radiation transport models of organ dose and dose equivalents. We describe results for space radiation organ doses using a new human geometry model based on detailed Voxel phantoms models denoted for males and females as MAX (Male Adult voXel) and Fax (Female Adult voXel), respectively. These models represent the human body with much higher fidelity than the CAMERA model currently used at NASA. The MAX and FAX models were implemented for the evaluation of directional body shielding mass for over 1500 target points of major organs. Radiation exposure to solar particle events (SPE), trapped protons, and galactic cosmic rays (GCR) were assessed at each specific site in the human body by coupling space radiation transport models with the detailed body shielding mass of MAX/FAX phantom. The development of multiple-point body-shielding distributions at each organ site made it possible to estimate the mean and variance of space dose equivalents at the specific organ. For the estimate of doses to the blood forming organs (BFOs), active marrow distributions in adult were accounted at bone marrow sites over the human body. We compared the current model results to space shuttle and ISS phantom torso experiments and to calculations using the CAMERA model.

Kim, Myung-Hee Y.↗

Errors in radial velocity variance from Doppler wind lidar

A high-fidelity lidar turbulence measurement technique relies on accurate estimates of radial velocity variance that are subject to both systematic and random errors determined by the autocorrelation function of radial velocity, the sampling rate, and the sampling duration. Our paper quantifies the effect of the volumetric averaging in lidar radial velocity measurements on the autocorrelation function and the dependence of the systematic and random errors on the sampling duration, using both statistically simulated and observed data. For current-generation scanning lidars and sampling durations of about 30 min and longer, during which the stationarity assumption is valid for atmospheric flows, the systematic error is negligible but the random error exceeds about 10%.

54 ENVIRONMENTAL SCIENCES↗

Neural Active Manifolds: Nonlinear Dimensionality Reduction for Uncertainty Quantification

We present a new approach for nonlinear dimensionality reduction, specifically designed for computationally expensive mathematical models. We leverage autoencoders to discover a one-dimensional neural active manifold (NeurAM) capturing the model output variability, through the aid of a simultaneously learnt surrogate model with inputs on this manifold. Our method only relies on model evaluations and does not require the knowledge of gradients. The proposed dimensionality reduction framework can then be applied to assist outer loop many-query tasks in scientific computing, like sensitivity analysis and multifidelity uncertainty propagation. In particular, we prove, both theoretically under idealized conditions, and numerically in challenging test cases, how NeurAM can be used to obtain multifidelity sampling estimators with reduced variance by sampling the models on the discovered low-dimensional and shared manifold among models. Several numerical examples illustrate the main features of the proposed dimensionality reduction strategy and highlight its advantages with respect to existing approaches in the literature.

Autoencoders↗

The current status of REH theory

A response is made to the evaluation of Fitch (1980) of REH (random evolutionary hits) theory for the evolutionary divergence of proteins and nucleic acids. Correct calculations for the beta hemoglobin mRNAs of the human, mouse and rabbit in the absence and presence of selective constraints are summarized, and it is shown that the alternative evolutionary analysis of Fitch underestimates the total fixed mutations. It is further shown that the model used by Fitch to test for the completeness of the count of total base substitutions is in fact a variant of REH theory. Considerations of the variance inherent in evolutionary estimations are also presented which show the REH model to produce no more variance than other evolutionary models. In the reply, it is argued that, despite the objections raised, REH theory applied to proteins gives inaccurate estimates of total gene substitutions. It is further contended that REH theory developed for nucleic sequences suffers from problems relating to the frequency of nucleotide substitutions, the identity of the codons accepting silent and amino acid-changing substitutions, and estimate uncertainties.

Holmquist, R.↗

Validation Assessment for the Soil Moisture Active Passive (SMAP) Level 4 Carbon (L4_C) Data Product Version 5

The post-launch Cal/Val phase of the SMAP mission is guided by two primary objectives for each science product team: 1) to calibrate, verify, and improve the performance of the science algorithms, and 2) validate accuracies of the science data products as specified in the SMAP Level-1 mission science requirements. Algorithm science and product maintenance activities during the SMAP extended mission phase have also involved periodic algorithm calibration and product refinements to maintain or enhance product consistency and performance as well as science utility. This report provides an assessment of the latest (Version 5) SMAP Level 4 Carbon (L4_C) product. The L4_C Version 5 (v5) global record now spans more than six years (March 2015 – present) of SMAP operations and has benefited from five major reprocessing updates to the operational product. These reprocessing events and L4_C product release updates have incorporated various algorithm refinements and calibration adjustments to account for similar refinements to the upstream GEOS land model assimilation system, SMAP brightness temperatures, and MODIS vegetation inputs used for L4_C processing. The SMAP L4_C algorithms utilize a terrestrial carbon flux model informed by daily surface and root zone soil moisture information contributed from the SMAP Level 4 Soil Moisture (L4_SM) product along with optical remote sensing-based (e.g. MODIS-based) land cover and canopy fractional photosynthetic active radiation (fPAR), and other ancillary biophysical data. The carbon flux model estimates global daily net ecosystem CO2 exchange (NEE) and the component carbon fluxes, namely, vegetation gross primary production (GPP) and soil heterotrophic respiration (Rh). Other L4_C product elements include surface (~0-5 cm depth) soil organic carbon (SOC) stocks and associated environmental constraints to these processes, including soil moisture-related controls on GPP and ecosystem respiration (Kimball et al. 2014, Jones et al. 2017). The L4_C product addresses SMAP carbon cycle science objectives by: 1) providing a direct link between terrestrial carbon fluxes and underlying freeze/thaw and soil moisture-related constraints to these processes, 2) documenting primary connections between terrestrial water, energy and carbon cycles, and 3) improving understanding of terrestrial carbon sink activity. The SMAP L4_C algorithms and operational product are mature and at a CEOS Validation Stage 4 level (Jackson et al. 2012) based on extensive validation of the multi-year record against a diverse array of independent benchmarks, well characterized global performance, and systematic refinements gained from five major reprocessing events. There are no Level-1 mission science requirements for the L4_C product; however, self-imposed requirements have been established focusing on NEE as the primary product field for validation, and on demonstrating L4_C accuracy and success in meeting product science requirements (Jackson et al. 2012). The other L4_C product fields also have strong utility for carbon science applications (e.g., Liu et al. 2019, Endsley et al. 2020); however, analysis of these other fields is considered secondary relative to primary validation activities focusing on NEE. The L4_C targeted accuracy requirements are to meet or exceed a mean unbiased root-mean-square error (ubRMSE, or standard deviation of the error) for NEE of 1.6 g C m-2 d-1 and 30 g C m-2 yr-1, emphasizing northern (≥45°N) boreal and arctic ecosystems; this accuracy is similar to that of tower eddy covariance measurement-based observations (Baldocchi 2008). Methods used for the latest v5 L4_C product performance and validation assessment have been established from the SMAP Cal/Val plan and previous studies (Jackson et al. 2012, Jones et al. 2017) and include: 1) consistency evaluations of the product fields against earlier product releases (version 4 or earlier); 2) comparisons of daily carbon flux estimates with independent tower eddy 4covariance measurement-based daily carbon (CO2) flux observations from core tower validation sites (CVS); and 3) consistency checks against other global carbon products, including soil carbon inventory records, global GPP records derived from tower observation upscaling methods, and satellite-based observations of canopy solar induced chlorophyll fluorescence (SIF) as a surrogate for GPP. Metrics used to evaluate relative agreement between L4_C product fields and observational benchmarks include correlation (r-value), RMSE differences, bias and model sensitivity diagnostics. Following these validation criteria, the present report provides a validation assessment of the latest L4_C product release (v5). Detailed descriptions of the L4_C algorithm and additional global product accuracy and performance results are given elsewhere (Jones et al. 2017, Endsley et al. 2020). The v5 L4_C product replaces earlier product versions and continues to show: (i) accuracy and performance levels meeting or exceeding SMAP L4_C science requirements; (ii) improvement over the previous product version (version 4); and (iii) suitability for a diversity of science applications. Example L4_C applications from the recent literature include clarifying environmental trends and controls on the northern terrestrial carbon sink (Liu et al. 2019), diagnosing drought-related impacts on ecosystem productivity (Li et al. 2020), and regional monitoring of cropland conditions for projecting annual yields (Wurster et al. 2020). 2EXPECTED L4_C ALGORITHM AND PRODUCTPERFORMANCE The L4_C algorithm performance, including variance and uncertainty estimates of model outputs, was determined during the mission pre-launch phase through spatially explicit model sensitivity studies using available model inputs similar to those currently being used for operational production and evaluating the resulting model simulations over the observed range of northern (≥45 °N) and global conditions (Kimball et al. 2012, Entekhabi et al. 2014). The L4_C algorithm options were also evaluated during the mission prelaunch phase, including deriving canopy fPAR from lower order NDVI (Normalized Difference Vegetation Index) inputs in lieu of using MODIS (MOD15) fPAR; and including an explicit model representation of boreal fire disturbance recovery impacts. These results indicated that the L4_C accuracy requirements (i.e., NEE ubRMSE ≤ 30 g C m-2 yr-1or ≤ 1.6 g C m-2 d-1) could be met from the baseline algorithms over more than 82% and 89% of global and northern vegetated land areas, respectively (Yi et al. 2013, Kimball et al. 2014). The global L4_C algorithm error budget for NEE derived during the mission prelaunch phase indicated that the estimated NEE ubRMSE uncertainty is proportional to GPP and is therefore larger in higher biomass productivity areas, including forests and croplands (Kimball et al. 2014). Likewise, NEE ubRMSE uncertainty is expected to be lower in less-productive areas, including grasslands and shrublands. Expected model NEE ubRMSE levels were also generally within targeted accuracy levels for characteristically less-productive boreal and Arctic biomes, even though relative model error as a proportion of total productivity (NEE RMSE / GPP) may be large in these areas. The estimated NEE uncertainty was lower than expected in some warmer tropical high biomass productivity areas (e.g. Amazon rainforest) because of reduced low temperature and moisture constraints to the L4_C respiration calculations so that the bulk of model uncertainty is contributed by GPP in these areas. Model NEE uncertainty in the African Congo was estimated to

SMAP↗

The fundamental structure function of oscillator noise models

Continuous-time models of oscillator phase noise x(t) usually have stationary nth differences, for some n. The covariance structure of such a model can be characterized in the time domain by the structure function: D sub n (t;gamma sub 1, gamma sub 2) = E delta (n) sub gamma sub 1 x(s+t) delta(n) sub gamma sub 2 x (s). Although formulas for the special case D sub 2 (0;gamma,gamma) (the Allan variance times 2 gamma(2)) exist for power-law spectral models, certain estimation problems require a more complete knowledge of (0). Exhibited is a much simpler function of one time variable, D(t), from which (0) can easily be obtained from the spectral density by uncomplicated integrations. Believing that D(t) is the simplest function of time that holds the same information as (0), D(t) is called the fundamental structure function. D(t) is computed for several power-law spectral models. Two examples are D(t) = K/t/(3) for random walk FM, D(t) = Kt(2) 1n/t/ for flicker FM. Then, to demonstrate its use, a BASIC program is given that computes means and variances of two Allan variance estimators, one of which incorporates a method of frequency drift estimation and removal.

Greenhall, C. A.↗

Improved statistical models for limited datasets in uncertainty quantification using stochastic collocation

This paper presents a data-driven framework for performing uncertainty quantification (UQ) by choosing a stochastic model that accurately describes the sources of uncertainty in a system. This model is propagated through an appropriate response surface function that approximates the behavior of this system using stochastic collocation. Given a sample of data describing the uncertainty in the inputs, our goal is to estimate a probability density function (PDF) using the kernel moment matching (KMM) method so that this PDF can be used to accurately reproduce statistics like mean and variance of the response surface function. Instead of constraining the PDF to be optimal for a particular response function, we show that we can use the properties of stochastic collocation to make the estimated PDF optimal for a wide variety of response functions. We contrast this method with other traditional procedures that rely on the Maximum Likelihood approach, like kernel density estimation (KDE) and its adaptive modification (AKDE). We argue that this modified KMM method tries to preserve what is known from the given data and is the better approach when the available data is limited in quantity. We test the performance of these methods for both univariate and multivariate density estimation by sampling random datasets from known PDFs and then measuring the accuracy of the estimated PDFs, using the known PDF as a reference. Comparing the output mean and variance estimated with the empirical moments using the raw data sample as well as the actual moments using the known PDF, we show that the KMM method performs better than KDE and AKDE in predicting these moments with greater accuracy. This improvement in accuracy is also demonstrated for the case of UQ in electrostatic and electrothermomechanical microactuators. We show how our framework results in the accurate computation of statistics in micromechanical systems.

97 MATHEMATICS AND COMPUTING↗

Characterizing the convective boundary layer turbulence with a High Spectral Resolution Lidar

Abstract High Spectral Resolution Lidar (HSRL) aerosol backscatter coefficient observations collected in Norman, Oklahoma, USA, between April and July 2012 were analyzed to characterize the turbulent fluctuations in the convective boundary layer (CBL). Seventeen cloud‐free 2 h periods, during which the CBL was quasi‐stationary in the late afternoon, were selected. Autocovariance techniques were applied to each 2 h period to derive vertical profiles of statistical moments and integral scale. The low random noise level in the HSRL allowed meaningful estimates of the variance, skewness ( S ), and kurtosis ( K ) of the aerosol backscatter field to be computed. The S profiles showed a transition from negative to positive just below the top of the CBL ( z i ); this suggests that there are relatively few narrow plumes of aerosol‐laden air being lofted from the CBL into the free troposphere (yielding positive S above z i ) and similarly that there are some plumes of cleaner air descending from the free troposphere into the CBL (negative S below z i ). Vertical profiles of K indicated that the distribution of aerosols transitioned from leptokurtic to platykurtic just above z i . However, the profile of K is not symmetric around z i ; the turbulence is more intermittent above z i and below 0.8 z i , but the turbulent motions are relatively constant between 0.8 z i and z i . The relationship between S and K in the upper portion of the CBL and through the interfacial layer indicated that the distribution of turbulence is not Gaussian (i.e., S is 0 and K is 3) at any height.

McNicholas, Callie↗

Multifidelity uncertainty quantification with models based on dissimilar parameters

Multifidelity uncertainty quantification (MF UQ) sampling approaches have been shown to significantly reduce the variance of statistical estimators while preserving the bias of the highest-fidelity model, provided that the low-fidelity models are well correlated. However, maintaining a high level of correlation can be challenging, especially when models depend on different input uncertain parameters, which drastically reduces the correlation. Existing MF UQ approaches do not adequately address this issue. In this work, we propose a new sampling strategy that exploits a shared space to improve the correlation among models with dissimilar parameterization. We achieve this by transforming the original coordinates onto an auxiliary manifold using the adaptive basis (AB) method (Tipireddy and Ghanem, 2014). The AB method has two main benefits: (1) it provides an effective tool to identify the low-dimensional manifold on which each model can be represented, and (2) it enables easy transformation of polynomial chaos representations from high- to low-dimensional spaces. This latter feature is used to identify a shared manifold among models without requiring additional evaluations. Here we present two algorithmic flavors of the new estimator to cover different analysis scenarios, including those with legacy and non-legacy high-fidelity (HF) data. We provide numerical results for analytical examples, a direct field acoustic test, and a finite element model of a nuclear fuel assembly. For all examples, we compare the proposed strategy against both single-fidelity and MF estimators based on the original model parameterization.

42 ENGINEERING↗

Equilibration and analysis of first-principles molecular dynamics simulations of water

First-principles molecular dynamics (FPMD) simulations based on density functional theory are becoming increasingly popular for the description of liquids. In view of the high computational cost of these simulations, the choice of an appropriate equilibration protocol is critical. In this study, we assess two methods of estimation of equilibration times using a large dataset of first-principles molecular dynamics simulations of water. The Gelman-Rubin potential scale reduction factor [A. Gelman and D. B. Rubin, Stat. Sci. 7, 457 (1992)] and the marginal standard error rule heuristic proposed by White [Simulation 69, 323 (1997)] are evaluated on a set of 32 independent 64-molecule simulations of 58 ps each, amounting to a combined cumulative time of 1.85 ns. The availability of multiple independent simulations also allows for an estimation of the variance of averaged quantities, both within MD runs and between runs. We analyze atomic trajectories, focusing on correlations of the Kohn-Sham energy, pair correlation functions, number of hydrogen bonds, and diffusion coefficient. The observed variability across samples provides a measure of the uncertainty associated with these quantities, thus facilitating meaningful comparisons of different approximations used in the simulations. We find that the computed diffusion coefficient and average number of hydrogen bonds are affected by a significant uncertainty in spite of the large size of the dataset used. Lastly, a comparison with classical simulations using the TIP4P/2005 model confirms that the variability of the diffusivity is also observed after long equilibration times. Complete atomic trajectories and simulation output files are available online for further analysis.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗