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At least 379 records · Page 21

Ensemble variational Fokker-Planck methods for data assimilation

Particle flow filters solve Bayesian inference problems by smoothly transforming a set of particles into samples from the posterior distribution. Particles move in state space under the flow of an McKean-Vlasov-Itˆo process. This work introduces the Variational Fokker-Planck (VFP) framework for data assimilation, a general approach that includes previously known particle flow filters as special cases. The McKean-Vlasov-Itˆo process that transforms particles is defined via an optimal drift that depends on the selected diffusion term. It is established that the underlying probability density - sampled by the ensemble of particles - converges to the Bayesian posterior probability density. For a finite number of particles the optimal drift contains a regularization term that nudges particles toward becoming independent random variables. Based on this analysis, we derive computationally-feasible approximate regularization approaches that penalize the mutual information between pairs of particles, and avoid particle collapse. Moreover, the diffusion plays a role akin to a particle rejuvenation approach that aims to alleviate particle collapse. The VFP framework is very flexible. Different assumptions on prior and intermediate probability distributions can be used to implement the optimal drift, and localization and covariance shrinkage can be applied to alleviate the curse of dimensionality. A robust implicit-explicit method is discussed for the efficient integration of stiff McKean- Vlasov-Itˆo processes. Here, the effectiveness of the VFP framework is demonstrated on three progressively more challenging test problems, namely the Lorenz ’63, Lorenz ’96 and the quasi-geostrophic equations.

97 MATHEMATICS AND COMPUTING↗

Biased diffusion in tubes of alternating diameter: Numerical study over a wide range of biasing force

This paper is devoted to particle transport in a tube formed by alternating wide and narrow sections, in the presence of an external biasing force. The focus is on the effective transport coefficients—mobility and diffusivity, as functions of the biasing force and the geometric parameters of the tube. Dependences of the effective mobility and diffusivity on the tube geometric parameters are known in the limiting cases of no bias and strong bias. The approximations used to obtain these results are inapplicable at intermediate values of the biasing force. To bridge the two limits Brownian dynamics simulations were run to determine the transport coefficients at intermediate values of the force. The simulations were performed for a representative set of tube geometries over a wide range of the biasing force. They revealed that there is a range of the narrow section length, where the force dependence of the mobility has a maximum. In contrast, the diffusivity is a monotonically increasing function of the force. A simple formula is proposed, which reduces to the known dependences of the diffusivity on the tube geometric parameters in both limits of zero and strong bias. At intermediate values of the biasing force, the formula catches the diffusivity dependence on the narrow section length, if the radius of these sections is not too small.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

On effective temperature in network models of collective behavior

Collective behavior of self-propelled units is studied analytically within the Vectorial Network Model (VNM), a mean-field approximation of the well-known Vicsek model. We propose a dynamical systems framework to study the stochastic dynamics of the VNM in the presence of general additive noise. We establish that a single parameter, which is a linear function of the circular mean of the noise, controls the macroscopic phase of the system—ordered or disordered. By establishing a fluctuation–dissipation relation, we posit that this parameter can be regarded as an effective temperature of collective behavior. The exact critical temperature is obtained analytically for systems with small connectivity, equivalent to low-density ensembles of self-propelled units. Numerical simulations are conducted to demonstrate the applicability of this new notion of effective temperature to the Vicsek model. The identification of an effective temperature of collective behavior is an important step toward understanding order–disorder phase transitions, informing consistent coarse-graining techniques and explaining the physics underlying the emergence of collective phenomena.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multifidelity Approach to Sensitivity Estimation in Large-Eddy Simulation

A novel approach to compute affordable approximate sensitivities in a large-eddy simulation (LES) is proposed and assessed. The approach is based on solving a Reynolds-averaged Navier–Stokes (RANS) problem that has been linearized around the mean LES solution, with closure modeling required for the linearized changes in turbulent Reynolds stresses. In the present study, the closure modeling is based on a linearized algebraic turbulence model. The method is assessed for the flow over a NACA0012 airfoil at a fixed angle of attack, with the Reynolds number as the variable parameter. The results show that, provided an accurate linearized closure model, the method predicts the correct sensitivity of the skin friction coefficient and the mean velocity field at the cost of a linearized RANS, which provides an important proof-of-concept for this approach. Here, the linearized algebraic turbulence model with standard model coefficients produces a reasonably accurate sensitivity, but the results also suggest that accuracy could be gained from recalibrating the model coefficients for this new use of the model.

42 ENGINEERING↗

Direct probe of dark energy through gravitational lensing effect

We show that gravitational lensing can provide a direct method to probe the nature of dark energy at astrophysical scales. For lensing system as an isolated astrophysical object, we derive the dark energy contribution to gravitational potential as a repulsive power-law term, containing a generic equation of state parameter w . We find that it generates w -dependent and position-dependent modification to the conventional light orbital equation of w =−1. With post-Newtonian approximation, we compute its direct effect for an isolated lensing system at astrophysical scales and find that the dark energy force can deflect the path of incident light rays. We demonstrate that the dark-energy-induced deflection angle Δα{sub DE}∝ M {sup (1+1/3} {sup w} {sup )} (with 1+1/3 w > 0), which increases with the lensing mass M and consistently approaches zero in the limit M → 0. This effect is distinctive because dark energy tends to diffuse the rays and generates concave lensing effect . This is in contrast to the conventional convex lensing effect caused by both visible and dark matter. Measuring such concave lensing effect can directly probe the existence and nature of dark energy. We estimate this effect and show that the current gravitational lensing experiments are sensitive to the direct probe of dark energy at astrophysical scales. For the special case w =−1, our independent study favors the previous works that the cosmological constant can affect light bending, but our prediction qualitatively and quantitatively differ from the literature, including our consistent realization of Δα{sub DE} → 0 (under 0 M → ) at the leading order.

79 ASTRONOMY AND ASTROPHYSICS↗

H{sub 4}: A challenging system for natural orbital functional approximations

The correct description of nondynamic correlation by electronic structure methods not belonging to the multireference family is a challenging issue. The transition of D{sub 2h} to D{sub 4h} symmetry in H{sub 4} molecule is among the most simple archetypal examples to illustrate the consequences of missing nondynamic correlation effects. The resurgence of interest in density matrix functional methods has brought several new methods including the family of Piris Natural Orbital Functionals (PNOF). In this work, we compare PNOF5 and PNOF6, which include nondynamic electron correlation effects to some extent, with other standard ab initio methods in the H{sub 4} D{sub 4h}/D{sub 2h} potential energy surface (PES). Thus far, the wrongful behavior of single-reference methods at the D{sub 2h}–D{sub 4h} transition of H{sub 4} has been attributed to wrong account of nondynamic correlation effects, whereas in geminal-based approaches, it has been assigned to a wrong coupling of spins and the localized nature of the orbitals. We will show that actually interpair nondynamic correlation is the key to a cusp-free qualitatively correct description of H{sub 4} PES. By introducing interpair nondynamic correlation, PNOF6 is shown to avoid cusps and provide the correct smooth PES features at distances close to the equilibrium, total and local spin properties along with the correct electron delocalization, as reflected by natural orbitals and multicenter delocalization indices.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

The redshift distribution of cosmological samples: a forward modeling approach

Determining the redshift distribution n ( z ) of galaxy samples is essential for several cosmological probes including weak lensing. For imaging surveys, this is usually done using photometric redshifts estimated on an object-by-object basis. We present a new approach for directly measuring the global n ( z ) of cosmological galaxy samples, including uncertainties, using forward modeling. Our method relies on image simulations produced using \textsc(UFig) (Ultra Fast Image Generator) and on ABC (Approximate Bayesian Computation) within the MCCL (Monte-Carlo Control Loops) framework. The galaxy population is modeled using parametric forms for the luminosity functions, spectral energy distributions, sizes and radial profiles of both blue and red galaxies. We apply exactly the same analysis to the real data and to the simulated images, which also include instrumental and observational effects. By adjusting the parameters of the simulations, we derive a set of acceptable models that are statistically consistent with the data. We then apply the same cuts to the simulations that were used to construct the target galaxy sample in the real data. The redshifts of the galaxies in the resulting simulated samples yield a set of n ( z ) distributions for the acceptable models. We demonstrate the method by determining n ( z ) for a cosmic shear like galaxy sample from the 4-band Subaru Suprime-Cam data in the COSMOS field. We also complement this imaging data with a spectroscopic calibration sample from the VVDS survey. We compare our resulting posterior n ( z ) distributions to the one derived from photometric redshifts estimated using 36 photometric bands in COSMOS and find good agreement. This offers good prospects for applying our approach to current and future large imaging surveys.

79 ASTRONOMY AND ASTROPHYSICS↗

On the Statistical Calibration of Physical Models

ABSTRACT We introduce a novel statistical calibration framework for physical models, relying on probabilistic embedding of model discrepancy error within the model. For clarity of illustration, we take the measurement errors out of consideration, calibrating a chemical model of interest with respect to a more detailed model, considered as “truth” for the present purpose. We employ Bayesian statistical methods for such model‐to‐model calibration and demonstrate their capabilities on simple synthetic models, leading to a well‐defined parameter estimation problem that employs approximate Bayesian computation. The method is then demonstrated on two case studies for calibration of kinetic rate parameters for methane air chemistry, where ignition time information from a detailed elementary‐step kinetic model is used to estimate rate coefficients of a simple chemical mechanism. We show that the calibrated model predictions fit the data and that uncertainty in these predictions is consistent in a mean‐square sense with the discrepancy from the detailed model data.

Sargsyan, K.↗

Extending the eigCG algorithm to nonsymmetric Lanczos for linear systems with multiple right-hand sides

The technique that was used to build the EigCG algorithm for sparse symmetric linear systems is extended to the nonsymmetric case using the BiCG algorithm. We show that, similarly to the symmetric case, we can build an algorithm that is capable of computing a few smallest magnitude eigenvalues and their corresponding left and right eigenvectors of a nonsymmetric matrix using only a small window of the BiCG residuals while simultaneously solving a linear system with that matrix. For a system with multiple right-hand sides, we give an algorithm that computes incrementally more eigenvalues while solving the first few systems and then uses the computed eigenvectors to deflate BiCGStab for the remaining systems. Our experiments on various test problems, including Lattice QCD, show the remarkable ability of EigBiCG to compute spectral approximations with accuracy comparable to that of the unrestarted, nonsymmetric Lanczos. Furthermore, our incremental EigBiCG followed by appropriately restarted and deflated BiCGStab provides a competitive method for systems with multiple right-hand sides.

Abdel-Rehim, A M↗

A minimally invasive, efficient method for propagation of full-field uncertainty in solid dynamics

In this work, we present a minimally invasive method for forward propagation of material property uncertainty to full-field quantities of interest in solid dynamics. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known a priori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the evolution equations based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the driving term of the evolution equations. The implementation is model independent, storage and communication efficient, and straightforward. We demonstrate its efficiency, accuracy, scaling with dimension of the parameter space, and convergence in distribution with two problems: a quasi-one-dimensional bar impact, and a two material notched plate impact. For the bar impact problem, we provide an analytical solution to PDF of the solution fields for method validation. With the notched plate problem, we also demonstrate good parallel efficiency and scaling of the method.

42 ENGINEERING↗

Exotic phases in finite-density ℤ 3 theories

Lattice ℤ 3 theories with complex actions share many key features with finite- density QCD including a sign problem and $\mathcal{CK}$ symmetry. Complex ℤ 3 spin and gauge models exhibit a generalized Kramers-Wannier duality mapping them onto chiral ℤ 3 spin and gauge models, which are simulatable with standard lattice methods in large regions of parameter space. The Migdal-Kadanoff real-space renormalization group (RG) preserves this duality, and we use it to compute the approximate phase diagram of both spin and gauge ℤ 3 models in dimensions one through four. Chiral ℤ 3 spin models are known to exhibit a Devil’s Flower phase structure, with inhomogeneous phases that can be thought of as ℤ 3 analogues of chiral spirals. Out of the large class of models we study, we find that only chiral spin models and their duals have a Devil’s Flower structure with an infinite set of inhomogeneous phases, a result we attribute to Elitzur’s theorem. We also find that different forms of the Migdal-Kadanoff RG produce different numbers of phases, a violation of the expectation for universal behavior from a real-space RG. We discuss extensions of our work to ℤ N models, SU(N) models and nonzero temperature.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Perturbation theory for the logarithm of a positive operator

In various contexts in mathematical physics, such as out-of-equilibrium physics and the asymptotic information theory of many-body quantum systems, one needs to compute the logarithm of a positive unbounded operator. Examples include the von Neumann entropy of a density matrix and the flow of operators with the modular Hamiltonian in the Tomita-Takesaki theory. Often, one encounters the situation where the operator under consideration, which we denote by ∆, can be related by a perturbative series to another operator ∆ 0 , whose logarithm is known. We set up a perturbation theory for the logarithm log ∆. It turns out that the terms in the series possess a remarkable algebraic structure, which enables us to write them in the form of nested commutators plus some “contact terms”.

97 MATHEMATICS AND COMPUTING↗

Averaging and Linear Programming in Some Singularly Perturbed Problems of Optimal Control

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite time horizon. We mostly focus on problems with time discounting criteria but a possibility of the extension of results to periodic optimization problems is discussed as well. Our consideration is based on earlier results on averaging of SP control systems and on linear programming formulations of optimal control problems. The idea that we exploit is to first asymptotically approximate a given problem of optimal control of the SP system by a certain averaged optimal control problem, then reformulate this averaged problem as an infinite-dimensional linear programming (LP) problem, and then approximate the latter by semi-infinite LP problems. We show that the optimal solution of these semi-infinite LP problems and their duals (that can be found with the help of a modification of an available LP software) allow one to construct near optimal controls of the SP system. We demonstrate the construction with two numerical examples.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Topological Structures in Unconventional Scenario for 2D Cuprates

Numerous experimental data point to cuprates as d-d charge transfer unstable systems whose description implies the inclusion of the three many-electron valence states CuO{sub 4}{sup 7−,6−,5−} (nominally Cu{sup 1+,2+,3+}) on an equal footing as a well-defined charge triplet. We introduce a minimal model to describe the charge degree of freedom in cuprates with the on-site Hilbert space reduced to only the three states and make use of the S = 1 pseudospin formalism. The formalism constitutes a powerful method to study complex phenomena in interacting quantum systems characterized by the coexistence and competition of various ordered states. Overall, such a framework provides a simple and systematic methodology to predict and discover new kinds of orders. In particular, the pseudospin formalism provides the most effective way to describe different topological structures, in particular, due to a possibility of a geometrical two-vector description of the on-site states. We introduce and analyze effective pseudospin Hamiltonian with on-site and inter-site charge correlations, two types of a correlated one-particle transfer and two-particle, or the composite boson transfer. The latter is of a principal importance for the HTSC perspectives. The 2D S = 1 pseudospin system is prone to a creation of different topological structures, which form topologically protected inhomogeneous distributions of the eight local S = 1 pseudospin order parameters. We present a short overview of localized topological structures, typical for S = 1 (pseudo)spin systems, focusing on unexpected antiphase domain walls in parent cuprates and so-called quadrupole skyrmion, which are believed to be candidates for a topological charge excitation in parent or underdoped cuprates. Puzzlingly, these unconventional structures can be characterized by an uniform distribution of the mean on-site charge, that makes these invisible for X-rays. Quasi-classical approximation and computer simulation are applied to analyze localized topological defects and evolution of the domain structures in “negative-U” model under charge order-superfluid phase transition.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Bottom-up and Top-Down Uncertainty Quantification for Measurements

Several recent papers address improved uncertainty quantification (UQ) for measurements used in nuclear safeguards. This paper reviews progress and presents new results for bottom-up (first principles) and top-down (empirical) UQ for safeguards, where the main quantitative measure of uncertainty is the total measurement error standard deviation (SD), which includes both random and systematic error components. The five main UQ topics addressed here include: (1) impact of making data-driven choices in SD estimation; (2) use of approximate Bayesian computation (ABC) for both bottom-up and top-down UQ; (3) computational calibration; (4) revisions to the guide to the expression of uncertainty in measurement (GUM), and (5) critique of a recently-suggested “Unified Theory of Measurement Errors and Uncertainties.”

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

Analysis of the shifted boundary method for the Stokes problem

The analysis of stability and accuracy of the shifted boundary method is developed for the Stokes flow equations. The key feature of the shifted boundary method, an embedded finite element method, is the shifting of the location where boundary conditions are applied from the true to a surrogate boundary, and an appropriate modification (shifting) of the value of the boundary conditions. An inf–sup condition is proved for the variational formulation associated to the shifted boundary method and we derive, by way of Strang’s second lemma, an optimal error estimate in the natural SBM norm. Here we also derive an L 2 -error estimate for the velocity field, by means of an extension of the Aubin–Nitsche approach to embedded, non-consistent, mixed finite element methods.

97 MATHEMATICS AND COMPUTING↗

Integration of graphical approaches into optimization-based design of multistage liquid extraction

We propose two optimization models for designing two liquid extraction systems: simple multistage liquid extractors and extractors with extract reflux. Both models are motivated by the concepts of the modified McCabe-Thiele graphical method for multistage extractor design. The operating and equilibrium curves in the McCabe-Thiele method are represented by material balances and piece-wise linearized thermodynamics properties. The use of piece-wise approximations improves computational tractability of both optimization models. In addition, we consider some extensions such as dilute systems, insoluble solvents, and non-ideal stages. In conclusion, the applicability of the proposed models is demonstrated with four illustrative examples.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗