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At least 487 records · Page 27

Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling

A numerical method, called OBSM, was recently proposed which employs overcomplete basis functions to achieve sparse representations. While the method can handle non-stationary response without the need of inverting large covariance matrices, it lacks the capability to quantify uncertainty in predictions. We address this issue by proposing a Bayesian approach which first imposes a normal prior on the large space of linear coefficients, then applies the MCMC algorithm to generate posterior samples for predictions. From these samples, Bayesian credible intervals can then be obtained to assess prediction uncertainty. A key application for the proposed method is the efficient construction of sequential designs. Several sequential design procedures with different infill criteria are proposed based on the generated posterior samples. As a result, numerical studies show that the proposed schemes are capable of solving problems of positive point identification, optimization, and surrogate fitting.

97 MATHEMATICS AND COMPUTING↗

Adaptive Algebraic Multigrid for Finite Element Elliptic Equations with Random Coefficients

This thesis presents a two-grid algorithm based on Smoothed Aggregation Spectral Element Agglomeration Algebraic Multigrid (SA-ρAMGe) combined with adaptation. The aim is to build an efficient solver for the linear systems arising from discretization of second-order elliptic partial differential equations (PDEs) with stochastic coefficients. Examples include PDEs that model subsurface flow with random permeability field. During a Markov Chain Monte Carlo (MCMC) simulation process, that draws PDE coefficient samples from a certain distribution, the PDE coefficients change, hence the resulting linear systems to be solved change. At every such step the system (discretized PDE) needs to be solved and the computed solution used to evaluate some functional(s) of interest that then determine if the coefficient sample is acceptable or not. The MCMC process is hence computationally intensive and requires the solvers used to be efficient and fast. This fact that at every step of MCMC the resulting linear system changes, makes an already existing solver built for the old problem perhaps not as efficient for the problem corresponding to the new sampled coefficient. This motivates the main goal of our study, namely, to adapt an already existing solver to handle the problem (with changed coefficient) with the objective to achieve this goal to be faster and more efficient than building a completely new solver from scratch. Our approach utilizes the local element matrices (for the problem with changed coefficients) to build local problems associated with constructed by the method agglomerated elements (a set of subdomains that cover the given computational domain). We solve a generalized eigenproblem for each set in a subspace spanned by the previous local coarse space (used for the old solver) and a vector, component of the error, that the old solver cannot handle. A portion of the spectrum of these local eigen-problems (corresponding to eigenvalues close to zero) form the coarse basis used to define the new two-level method of our interest. We illustrate the performance of this adaptive two-level procedure with a large set of numerical experiments that demonstrate its efficiency over building the solvers from scratch.

97 MATHEMATICS AND COMPUTING↗

Integrated analysis of particle interactions at hadron colliders Report of research activities in 2010-2015

The report summarizes research activities of the project ”Integrated analysis of particle interactions” at Southern Methodist University, funded by 2010 DOE Early Career Research Award DE-SC0003870. The goal of the project is to provide state-of-the-art predictions in quantum chromodynamics in order to achieve objectives of the LHC program for studies of electroweak symmetry breaking and new physics searches. We published 19 journal papers focusing on in-depth studies of proton structure and integration of advanced calculations from different areas of particle phenomenology: multi-loop calculations, accurate long-distance hadronic functions, and precise numerical programs. Methods for factorization of QCD cross sections were advanced in order to develop new generations of CTEQ parton distribution functions (PDFs), CT10 and CT14. These distributions provide the core theoretical input for multi-loop perturbative calculations by LHC experimental collaborations. A novel ”PDF meta-analysis” technique was invented to streamline applications of PDFs in numerous LHC simulations and to combine PDFs from various groups using multivariate stochastic sampling of PDF parameters. The meta-analysis will help to bring the LHC perturbative calculations to the new level of accuracy, while reducing computational efforts. The work on parton distributions was complemented by development of advanced perturbative techniques to predict observables dependent on several momentum scales, including production of massive quarks and transverse momentum resummation at the next-to-next-to-leading order in QCD.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Mesoscale to Microscale Coupling for a Wind Ramp Case over Complex Terrain

Within the wind energy community, it has become increasingly important to simulate realistic weather events at high fidelity in order to improve wind turbine design, wind farm efficiency, and power forecasting. One of the major difficulties in simulating atmospheric events with numerical models at high fidelity is in accurately transitioning from the mesoscale to the microscale. The mesoscale flow, when input into the large-eddy simulation (LES) domain, will be free of resolved turbulence; needing sufficient time and space (known as fetch) for resolved-scale turbulence to develop. In order to reduce this fetch, several methods exist in which the temperature field, wind field, or both, are stochastically perturbed in order to accelerate the generation of turbulence. However, for cases involving complex terrain, it remains unclear if these perturbation processes are necessary, and if the interaction of the flow over the terrain, alone, is sufficient to generate adequate turbulence. In this study, a wind ramp event observed at the National Wind Technology Center (NWTC) outside of Boulder, CO is simulated first with a mesoscale model and then, using the simulated mesoscale solution as initial and boundary conditions, within a microscale LES solver. The mesoscale solution generated by the Weather Research and Forecasting (WRF) model accurately captures the wind ramp event with only a slight temporal shift and a small temperature bias when compared to the meteorological towers in the NWTC site. This information is then taken as the initial and boundary conditions within the Simulator for Wind Farm Applications (SOWFA) microscale LES model with varying terrain inputs. These inputs include the high-resolution (roughly 30 m grid spacing) terrain data from the Shuttle Radar Topography Mission (SRTM) (Figure 1a), as well as, three intermediate terrain resolution data sets produced by applying a uniform convolution window to the SRTM data with varying window sizes (Figure 1b-d). These are compared to the WRF terrain data interpolated to the high-resolution microscale grid (Figure 1e) in order to determine the impact of low-resolution (about 1 km grid spacing) terrain data on turbulence generation. The wind field is compared at several heights and distances along the dominant wind flow axis between each of the terrain cases. It is found that the development of turbulence across the domain is accelerated as terrain information increases in fidelity. Further, because this ramp event at the location of interest is largely influenced by the interaction of the short-wave trough with the terrain, as the topographic information decreases in fidelity the accuracy of the ramp event is decreased. To make generalizations and describe the benefits and shortcomings of this approach, several of the existing perturbation techniques are employed and compared to that of turbulence generation through topographic features.

17 WIND ENERGY↗

Optimization and supervised machine learning methods for fitting numerical physics models without derivatives

Here, we address the calibration of a computationally expensive nuclear physics model for which derivative information with respect to the fit parameters is not readily available. Of particular interest is the performance of optimization-based training algorithms when dozens, rather than millions or more, of training data are available and when the expense of the model places limitations on the number of concurrent model evaluations that can be performed. As a case study, we consider the Fayans energy density functional model, which has characteristics similar to many model fitting and calibration problems in nuclear physics. We analyze hyperparameter tuning considerations and variability associated with stochastic optimization algorithms and illustrate considerations for tuning in different computational settings.

97 MATHEMATICS AND COMPUTING↗

High-Performance Electron Sources: Numerical Methods and Beam Dynamics at the Precision Frontier

Electron sources have a wide range of applications and there are many stakeholders that express continuing need for improvements and performance enhancements. Whether we consider ultra-cold, high-brightness, high-charge or high-average current source needs, there are some common themes from the point of view of the beam dynamics involved. These are the following ones: ability to model accurately the emission processes, including the presence of often complicated cathode and other boundary surfaces with a wide range of spatial scales; ability to deal accurately and efficiently with a large number of particles interacting pair-wise, including the stochastic part of these interactions with a wide range of spatial scales; and ability to propagate the particle distributions in time, including collisions with a wide range of temporal scales. These tasks require high precision and accuracy since the goal is usually generation, transport and preservation of very high-quality beams. This grant addressed one of the rem

43 PARTICLE ACCELERATORS↗

A high-fidelity approach towards simulation of pool boiling

A novel numerical approach is developed to simulate the multiscale problem of pool-boiling phase change. The particular focus is to develop a simulation technique that is capable of predicting the heat transfer and hydrodynamic characteristics of nucleate boiling and the transition to critical heat flux on surfaces of arbitrary shape and roughness distribution addressing a critical need to design enhanced boiling heat transfer surfaces. The macro-scale of the phase change and bubble dynamics is addressed through employing off-the-shelf Computational Fluid Dynamics (CFD) methods for interface tracking and interphase mass and energy transfer. The micro-scale of the microlayer, which forms at early stage of bubble nucleation near the wall, is resolved through asymptotic approximation of the thin-film theory which provides a closed-form solution for the distribution of the micro-layer and its influence on the evaporation process. In addition, the sub-grid surface roughness is represented stochastically through probabilistic density functions and its role in bubble nucleation and growth is then represented based on the thermodynamics of nucleation process. This combination of deterministic CFD, local approximation, and stochastic representation allows the simulation of pool boiling on any surface with known roughness and enhancement characteristics. The numerical model is validated for dynamics and hydrothermal characteristics of a single nucleated bubble on a flat surface against available literature data. In addition, the prediction of pool-boiling heat transfer coefficient is verified against experimental measurements as well as reputable correlations for various roughness distributions and different surface orientations. Finally, the model is employed to demonstrate pool-boiling phenomenon on enhanced structures with reentrance cavities and to explore the effect of enhancement feature design on thermal and hydrodynamic characteristics of these surfaces.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Large-Scale Optimization for Bayesian Inference in Complex Systems

The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimization) Project focused on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimization and inversion methods. The project was a collaborative effort among MIT, the University of Texas at Austin, Georgia Institute of Technology, and Sandia National Laboratories. The research was directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. The MIT₋Sandia component of the SAGUARO Project addressed the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas₋Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to-observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as "reduce then sample" and "sample then reduce." In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to achieve their speedups.

97 MATHEMATICS AND COMPUTING↗

Tau leaping of stiff stochastic chemical systems via local central limit approximation

Stiffness manifests in stochastic dynamic systems in a more complex manner than in deterministic systems; it is not only important for a time-stepping method to remain stable but it is also important for the method to capture the asymptotic variances accurately. In the context of stochastic chemical systems, time stepping methods are known as tau leaping. Well known existing tau leaping methods have shortcomings in this regard. The implicit tau method is far more stable than the trapezoidal tau method but underestimates the asymptotic variance. On the other hand, the trapezoidal tau method which estimates the asymptotic variance exactly for linear systems suffers from the fact that the transients of the method do not decay fast enough in the context of very stiff systems. We propose a tau leaping method that possesses the same stability properties as the implicit method while it also captures the asymptotic variance with reasonable accuracy at least for the test system S{sub 1}↔S{sub 2}. The proposed method uses a central limit approximation (CLA) locally over the tau leaping interval and is referred to as the LCLA-τ. The CLA predicts the mean and covariance as solutions of certain differential equations (ODEs) and for efficiency we solve these using a single time step of a suitable low order method. We perform a mean/covariance stability analysis of various possible low order schemes to determine the best scheme. Numerical experiments presented show that LCLA-τ performs favorably for stiff systems and that the LCLA-τ is also able to capture bimodal distributions unlike the CLA itself. The proposed LCLA-τ method uses a split implicit step to compute the mean update. We also prove that any tau leaping method employing a split implicit step converges in the fluid limit to the implicit Euler method as applied to the fluid limit differential equation.

97 MATHEMATICS AND COMPUTING↗

Explosive X-point collapse in relativistic magnetically dominated plasma

The extreme properties of the gamma-ray flares in the Crab nebula present a clear challenge to our ideas on the nature of particle acceleration in relativistic astrophysical plasma. It seems highly unlikely that standard mechanisms of stochastic type are at work here and hence the attention of theorists has switched to linear acceleration in magnetic reconnection events. In this series of papers, we attempt to develop a theory of explosive magnetic reconnection in highly magnetized relativistic plasma which can explain the extreme parameters of the Crab flares. In the first paper, we focus on the properties of the X-point collapse. Using analytical and numerical methods (fluid and particle-in-cell simulations) we extend Syrovatsky’s classical model of such collapse to the relativistic regime. We find that the collapse can lead to the reconnection rate approaching the speed of light on macroscopic scales. During the collapse, the plasma particles are accelerated by charge-starved electric fields, which can reach (and even exceed) values of the local magnetic field. The explosive stage of reconnection produces non-thermal power-law tails with slopes that depend on the average magnetization $\unicode[STIX]{x1D70E}$ . For sufficiently high magnetizations and vanishing guide field, the non-thermal particle spectrum consists of two components: a low-energy population with soft spectrum that dominates the number census; and a high-energy population with hard spectrum that possesses all the properties needed to explain the Crab flares.

Physics↗

The effects of additive outliers on time Series Components and robust estimation: a case study on the oymapinar dam, turkey

In this paper, the behaviour of the body of the Oymapinar Dam (Antalya, Turkey) resulting from reservoir water level changes was investigated by time series analysis. First, the possible best fitting methods for determining the existing additive outliers in series were investigated. For this purpose, a time series with known parameters consisting of trend, periodical and stochastic components was obtained. Then, a new time series with additive outlier(s) was created by adding outlier(s) to series with known parameters. The parameters of the components were determined by the least squares method and it was seen that outlier(s) affect the components of the series. It was found that the correct data were contaminated by an outlier to a similar degree as the autoregressive model. The outliers affecting the components were determined by Andrews, Bisquare, Cauchy, Huber and Welsch estimators in trend analysis. The results show that the parameters of the trend were not affected by outliers and the results produced by the estimators are numerically close to each other. Thus, series of the outlier(s) of the Oymapinar Dam were determined by Bisquare estimator in a trend analysis. As a result of series analysis it was determined that the linear trend resulted from a long-term periodical of changes and the dam body responded periodically depending on the water level changes.

42 ENGINEERING↗

Efficient prediction of attosecond two-colour pulses from an X-ray free-electron laser with machine learning

Abstract X-ray free-electron lasers are sources of coherent, high-intensity X-rays with numerous applications in ultra-fast measurements and dynamic structural imaging. Due to the stochastic nature of the self-amplified spontaneous emission process and the difficulty in controlling injection of electrons, output pulses exhibit significant noise and limited temporal coherence. Standard measurement techniques used for characterizing two-coloured X-ray pulses are challenging, as they are either invasive or diagnostically expensive. In this work, we employ machine learning methods such as neural networks and decision trees to predict the central photon energies of pairs of attosecond fundamental and second harmonic pulses using parameters that are easily recorded at the high-repetition rate of a single shot. Using real experimental data, we apply a detailed feature analysis on the input parameters while optimizing the training time of the machine learning methods. Our predictive models are able to make predictions of central photon energy for one of the pulses without measuring the other pulse, thereby leveraging the use of the spectrometer without having to extend its detection window. We anticipate applications in X-ray spectroscopy using XFELs, such as in time-resolved X-ray absorption and photoemission spectroscopy, where improved measurement of input spectra will lead to better experimental outcomes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Conservative tightly-coupled simulations of stochastic multiscale systems

Multiphysics problems often involve components whose macroscopic dynamics is driven by microscopic random fluctuations. The fidelity of simulations of such systems depends on their ability to propagate these random fluctuations throughout a computational domain, including subdomains represented by deterministic solvers. When the constituent processes take place in nonoverlapping subdomains, system behavior can be modeled via a domain-decomposition approach that couples separate components at the interfaces between these subdomains. Its coupling algorithm has to maintain a stable and efficient numerical time integration even at high noise strength. We propose a conservative domain-decomposition algorithm in which tight coupling is achieved by employing either Picard's or Newton's iterative method. Coupled diffusion equations, one of which has a Gaussian white-noise source term, provide a computational testbed for analysis of these two coupling strategies. Fully-converged (“implicit”) coupling with Newton's method typically outperforms its Picard counterpart, especially at high noise levels. This is because the number of Newton iterations scales linearly with the amplitude of the Gaussian noise, while the number of Picard iterations can scale superlinearly. At large time intervals between two subsequent inter-solver communications, the solution error for single-iteration (“explicit”) Picard's coupling can be several orders of magnitude higher than that for implicit coupling. Increasing the explicit coupling's communication frequency reduces this difference, but the resulting increase in computational cost can make it less efficient than implicit coupling at similar levels of solution error, depending on the communication frequency of the latter and the noise strength. This trend carries over into higher dimensions, although at high noise strength explicit coupling may be the only computationally viable option.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Recent efforts of vapour-phase strategies for EUV resist toward high- and hyper-NA extreme ultraviolet lithography

Extreme ultraviolet lithography (EUVL, λ = 13.5 nm) is critical for sub-1 nm technology nodes but remains constrained by inherent trade-offs among resolution, line-edge roughness (LER), and sensitivity. Stochastic effects originating from photon shot noise, low-energy secondary electron blur, and the random distribution of resist components further limit its advancement toward high numerical-aperture (NA, NA = 0.55) and hyper-NA (NA ≥0.75) EUVL. While the optimization of spin-on chemically amplified resists (CARs) continues, metal-oxide resists (MORs) have emerged as strong candidates for next-generation EUVL by incorporating metals with high EUV absorption coefficients, which enhances both resist sensitivity and etch resistance during pattern transfer. Besides spin-coating, recent advances in vapour-phase techniques, such as vapour-phase infiltration (VPI), chemical vapour deposition (CVD), and molecular atomic layer deposition (MALD), offer promising pathways to achieve new resist platforms, such as dry resists, that satisfy the stringent thickness and uniformity requirements of next-generation EUVL. These methods enable the direct incorporation of metal species into existing resist matrices or the formation of hybrid inorganic–organic resist platforms, thereby improving film uniformity, etch durability, and pattern fidelity while mitigating stochastic defects. This review highlights the latest advancements in vapour-phase-synthesized EUV resists, emphasizing material design, lithographic performance, and the underlying exposure mechanisms. Although still emerging, vapour-phase strategies are paving the way for an all-dry integration framework that could improve EUV patterning workflows and meet the demands of future technology nodes.

36 MATERIALS SCIENCE↗

Solving the nuclear pairing model with neural network quantum states

In this work, we present a variational Monte Carlo method that solves the nuclear many-body problem in the occupation number formalism exploiting an artificial neural network representation of the groundstate wave function. A memory-efficient version of the stochastic reconfiguration algorithm is developed to train the network by minimizing the expectation value of the Hamiltonian. We benchmark this approach against widely used nuclear many-body methods by solving a model used to describe pairing in nuclei for different types of interaction and different values of the interaction strength. Despite its polynomial computational cost, our method outperforms coupled-cluster and provides energies that are in excellent agreement with the numerically-exact full configuration interaction values.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Parameterization and Explicit Modeling of Cloud Microphysics: Approaches, Challenges, and Future Directions

Cloud microphysical processes occur at the smallest end of scales among cloud-related processes and thus must be parameterized not only in large-scale global circulation models (GCMs) but also in various higher-resolution limited-area models such as cloud-resolving models (CRMs) and large-eddy simulation (LES) models. Instead of giving a comprehensive review of existing microphysical parameterizations that have been developed over the years, this study concentrates purposely on several topics that we believe are understudied but hold great potential for further advancing bulk microphysics parameterizations: multi-moment bulk microphysics parameterizations and the role of the spectral shape of hydrometeor size distributions; discrete vs “continuous” representation of hydrometeor types; turbulence-microphysics interactions including turbulent entrainment-mixing processes and stochastic condensation; theoretical foundations for the mathematical expressions used to describe hydrometeor size distributions and hydrometeor morphology; and approaches for developing bulk microphysics parameterizations. Also presented are the spectral bin scheme and particle-based scheme (especially, super-droplet method) for representing explicit microphysics. Their advantages and disadvantages are elucidated for constructing cloud models with detailed microphysics that are essential to developing processes understanding and bulk microphysics parameterizations. Particle-resolved direct numerical simulation (DNS) models are described as an emerging technique to investigate turbulence-microphysics interactions at the most fundamental level by tracking individual particles and resolving the smallest turbulent eddies in turbulent clouds. Outstanding challenges and future research directions are explored as well.

54 ENVIRONMENTAL SCIENCES↗

Stochastic DG Placement for Conservation Voltage Reduction Based on Multiple Replications Procedure

Conservation voltage reduction (CVR) and distributed-generation (DG) integration are popular strategies implemented by utilities to improve energy efficiency. This paper investigates the interactions between CVR and DG placement to minimize load consumption in distribution networks, while keeping the lowest voltage level within the predefined range. The optimal placement of DG units is formulated as a stochastic optimization problem considering the uncertainty of DG outputs and load consumptions. A sample average approximation algorithm-based technique is developed to solve the formulated problem effectively. A multiple replications procedure is developed to test the stability of the solution and calculate the confidence interval of the gap between the candidate solution and optimal solution. The proposed method has been applied to the IEEE 37-bus distribution test system with different scenarios. The numerical results indicate that the implementations of CVR and DG, if combined, can achieve significant energy savings.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Understanding Soot Development and Thermal Stratification in Combustion Engines through Hyperspectral Non-linear Optical Diagnostics Development

Progress towards next-generation internal combustion engine technologies is dramatically hindered by the complexity of both simulating and measuring key processes, such as thermal stratification and soot formation, in an operating prototype. In general, spectroscopic methods for in-operando probing become limitingly complex at the high pressures and temperature encountered in such systems, and numerical methods for simulating device performance become computationally expensive due to the turbulent flow field, detailed chemistry, and range of important length-scales involved. This report presents parallel experimental and theoretical advances to conquer these limitations. We report the development of high pressure and high temperature ultrafast coherent anti-Stokes Raman spectroscopy measurements, up to a pressure and temperature regime relevant to engine conditions. This report also presents theoretical results using a stochastic one-dimensional turbulence (ODT) model providing insight into the local thermochemical state and its consequences by resolving the full range of reaction-diffusion scales in a stochastic model.

36 MATERIALS SCIENCE↗