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A problem is considered which arises in the numerical analysis of the degenerate partial differential equations of stochastic control theory. The relationship between diffusions and finite state Markov chains is considered. The role of probability theory in numerical analysis is illustrated.
To sustain the current and increasing accessibility of space, a scalable communications infrastructure (i.e. the Solar System Internet, SSI) is necessary. The goal of this paper is to begin the discovery of the fundamental underlying mathematical structure of space networks to help the research community harness these structures for algorithm development and optimization. To ensure the applicability of the research, the approaches are considered through the lens of simulated scenarios inspired by the Artemis Back-to-the-Moon mission set for 2024. We note that any approach to an SSI must fit under the umbrella of Delay Tolerant Networking (DTN), due to celestial mobility, high link latencies, high variance in link latencies, disconnections, lack of end-to-end paths, and so on. These difficulties are exacerbated by the fact that the underlying structure of a space network is a time-evolving network and may experience multiple discontinuities in its topology. In this paper we propose several novel approaches to a mathematical foundation for Delay Tolerant Networking Theory that fall outside the traditional scope of temporal network theory. These techniques include methods from Topological Data Analysis, Dynamic Graph Analysis, Applied Algebraic Geometry, Probability Theory, and Game Theory. Some of these methods include tools adapted to the study of dynamic metric spaces, such as zigzag persistent homology and their higher parameter analogs. We find that several of these methods target desired engineering outcomes such as discovery and automatic sub-netting. While each approach is theoretical, they are also algorithmic in nature and offer immediate practical applications. The paper concludes with comparisons of the various methods along with suggestions for future work.
Highlights: • The GeoMicro3D model was innovatively developed for simulating the reaction process and microstructure formation of AAS. • In GeoMicro3D, the dissolution of slag and reactions of aqueous ions are fundamentally described in the local lattice cell. • A novel approach is proposed to speed up the nucleation simulations. • GeoMicro3D was implemented and verified with the relevant experimental data and thermodynamic calculation results. For the first time, this study developed a novel model, named GeoMicro3D, to simulate the reaction process and microstructure formation of alkali-activated slag. The GeoMicro3D model consists of four modules that are designed to simulate, respectively: (i) the initial spatial distribution of real-shape slag particles in alkaline activator, (ii) the dissolution of slag and diffusion of ions via the transition state theory and lattice Boltzmann method, respectively, (iii) the spatial distribution of reaction products using a nucleation probability theory, and (iv) the chemical reactions with thermodynamic modelling. Afterwards the GeoMicro3D model was implemented and verified. The simulation results were discussed and compared with the relevant experimental data and thermodynamic calculation results using GEMS. A good agreement was found in the comparisons, showing the strong simulation capability of GeoMicro3D.
The risks to potable aquifers due to brine leakage through plugged and abandoned (P&A) wells is highly uncertain and a potentially significant contributor to the risk profile in Geologic Carbon Storage (GCS). This uncertainty stems from the unknown location of wells and the large variance of P&A wellbore permeability, making the spatial assessment of P&A brine leakage risk challenging. A new methodology is presented to generate “risk maps”, or spatial distributions of brine leakage risk to groundwater resources as defined with no-impact or Maximum Contaminant Level (MCL) thresholds. The methodology utilizes probability theory, thereby avoiding the use of computationally expensive Monte Carlo simulations while maintaining flexibility in modeling techniques. These maps provide quantitative probabilities of risk as a function of time to inform site selection and monitoring during and post-injection, conducive to the US EPA's permitting of class-VI wells and the so-called “area of review”, AoR. As a demonstration of the methodology, a numerical model of a hypothetical fully-coupled system spanning from the injection reservoir to the USDW is used to assess the evolution of brine leakage through P&A wells. Risk maps of CO 2 leakage can also be generated with this methodology for a comprehensive assessment of GCS leakage risk.
The generic question is considered: How can we determine the probability of an otherwise quasi-random event, having been triggered by an external influence? A specific problem is the quantification of the success of techniques to trigger, and hence control, edge-localised plasma instabilities (ELMs) in magnetically confined fusion (MCF) experiments. The development of such techniques is essential to ensure tolerable heat loads on components in large MCF fusion devices, and is necessary for their development into economically successful power plants. Bayesian probability theory is used to rigorously formulate the problem and to provide a formal solution. Accurate but pragmatic methods are developed to estimate triggering probabilities, and are illustrated with experimental data. These allow results from experiments to be quantitatively assessed, and rigorously quantified conclusions to be formed. Example applications include assessing whether triggering of ELMs is a statistical or deterministic process, and the establishment of thresholds to ensure that ELMs are reliably triggered.
Steering is one of the most counter intuitive non-classical features of bipartite quantum system, first noticed by Schrödinger at the early days of quantum theory. On the other hand, measurement incompatibility is another non-classical feature of quantum theory, initially pointed out by Bohr. Recently, Quintino et al. [Phys. Rev. Lett. 113, 160402 (2014)] and Uola et al. [Phys. Rev. Lett. 113, 160403 (2014)] have investigated the relation between these two distinct non-classical features. They have shown that a set of measurements is not jointly measurable (i.e., incompatible) if and only if they can be used for demonstrating Schrödinger-Einstein-Podolsky-Rosen steering. The concept of steering has been generalized for more general abstract tensor product theories rather than just Hilbert space quantum mechanics. In this article, we discuss that the notion of measurement incompatibility can be extended for general probability theories. Further, we show that the connection between steering and measurement incompatibility holds in a border class of tensor product theories rather than just quantum theory.
A radically new class of Bell inequalities in Wigner’s form was obtained on the basis of Kolmorov’s axiomatization of probability theory and the hypothesis of locality. These inequalities take explicitly into account the dependence on time (time-dependent Bell inequalities in Wigner’s form). By using these inequalities, one can propose a means for experimentally testing Bohr’ complementarity principle in the relativistic region. The inequalities in question open broad possibilities for studying correlations of nonrelativistic and relativistic quantum systems in external fields. The violation of the time-dependent inequalities in quantum mechanics was studied by considering the behavior of a pair of anticorrelated spins in a constant external magnetic field and oscillations of neutral pseudoscalar mesons. The decay of a pseudoscalar particle to a fermion–antifermion pair is considered within quantum field theory. In order to test experimentally the inequalities proposed in the present study, it is not necessary to perform dedicated noninvasive measurements required in the Leggett–Garg approach, for example.
The aim of this article is to set out a bookkeeping procedure for formalizing the process of assessing a hypothesis by comparison of conclusions drawn theoretically from this hypothesis with facts obtained by reduction of observational data. The formalism used is that of probability theory. A key role is played by Bayes's rule representing the inductive process of adjusting a degree of belief in response to new information. Formulae are derived which show (1) how the probability of each hypothesis should be adjusted in response to information concerning one item, and (2) how such estimates concerning more than one item may be combined. The procedure is illustrated by a work sheet showing how a few facts and conclusions concerning pulsars were combined to appraise the neutron-star and white-dwarf hypotheses.
Using a diagrammatic reformulation of Bayes' theorem, we provide a necessary and sufficient condition for the existence of Bayesian inference in the setting of finite-dimensional C* -algebras. In other words, we prove an analogue of Bayes' theorem in the joint classical and quantum context. Our analogue is justified by recent advances in categorical probability theory, which have provided an abstract formulation of the classical Bayes' theorem. In the process, we further develop non-commutative almost everywhere equivalence and illustrate its important role in non-commutative Bayesian inversion. The construction of such Bayesian inverses, when they exist, involves solving a positive semidefinite matrix completion problem for the Choi matrix. This gives a solution to the open problem of constructing Bayesian inversion for completely positive unital maps acting on density matrices that do not have full support. In conclusion, we illustrate how the procedure works for several examples relevant to quantum information theory.
In this paper I examine more closely the way in which probability theory, the calculus of inference, is derived from the Boolean lattice structure of logical assertions ordered by implication. I demonstrate how the duality between the logical conjunction and disjunction in Boolean algebra is lost when deriving the probability calculus. In addition, I look more closely at the other lattice identities to verify that they are satisfied by the probability calculus. Last, I look towards developing the calculus of inquiry demonstrating that there is a sum and product rule for the relevance measure as well as a Bayes theorem. Current difficulties in deriving the complete inquiry calculus will also be discussed.
We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute the asymptotic eigenvalue distribution of the modified matrices in terms of the initial asymptotic distribution. Moreover, using recent results on operator-valued subordination, we present an algorithm that computes, numerically but in full generality, the limiting eigenvalue distribution of the modified matrices. Our analytical results cover many cases of interest in quantum information theory: we unify some known results and we obtain new distributions and various generalizations.
The Probabilistic Structural Analysis Methods (PSAM) project developed at the Southwest Research Institute integrates state-of-the-art structural analysis techniques with probability theory for the design and analysis of complex large-scale engineering structures. An advanced efficient software system (NESSUS) capable of performing complex probabilistic analysis has been developed. NESSUS contains a number of software components to perform probabilistic analysis of structures. These components include: an expert system, a probabilistic finite element code, a probabilistic boundary element code and a fast probability integrator. The NESSUS software system is shown. An expert system is included to capture and utilize PSAM knowledge and experience. NESSUS/EXPERT is an interactive menu-driven expert system that provides information to assist in the use of the probabilistic finite element code NESSUS/FEM and the fast probability integrator (FPI). The expert system menu structure is summarized. The NESSUS system contains a state-of-the-art nonlinear probabilistic finite element code, NESSUS/FEM, to determine the structural response and sensitivities. A broad range of analysis capabilities and an extensive element library is present.
The last century saw the application of Boolean algebra to the construction of computing machines, which work by applying logical transformations to information contained in their memory. The development of information theory and the generalization of Boolean algebra to Bayesian inference have enabled these computing machines, in the last quarter of the twentieth century, to be endowed with the ability to learn by making inferences from data. This revolution is just beginning as new computational techniques continue to make difficult problems more accessible. Recent advances in our understanding of the foundations of probability theory have revealed implications for areas other than logic. Of relevance to intelligent machines, we recently identified the algebra of questions as the free distributive algebra, which will now allow us to work with questions in a way analogous to that which Boolean algebra enables us to work with logical statements. In this paper, we examine the foundations of inference and inquiry. We begin with a history of inferential reasoning, highlighting key concepts that have led to the automation of inference in modern machine-learning systems. We then discuss the foundations of inference in more detail using a modern viewpoint that relies on the mathematics of partially ordered sets and the scaffolding of lattice theory. This new viewpoint allows us to develop the logic of inquiry and introduce a measure describing the relevance of a proposed question to an unresolved issue. Last, we will demonstrate the automation of inference, and discuss how this new logic of inquiry will enable intelligent machines to ask questions. Automation of both inference and inquiry promises to allow robots to perform science in the far reaches of our solar system and in other star systems by enabling them not only to make inferences from data, but also to decide which question to ask, which experiment to perform, or which measurement to take given what they have learned and what they are designed to understand.
Abstract Objectives: This paper discusses the differences between classical human reliability analysis (HRA) dependence and the full spectrum of probabilistic dependence. Positive influence suggests an error increases the likelihood of subsequent errors or success increases the likelihood of subsequent success. Currently the typical method for dependence in HRA implements the Technique for Human Error Rate Prediction (THERP) positive dependence equations. This assumes that the dependence between two human failure events varies at discrete levels between zero and complete dependence (as defined by THERP). Dependence in THERP does not consistently span dependence values between 0 and 1. In contrast, probabilistic dependence employs Bayes Law, and addresses a continuous range of dependence. Methods: Using the laws of probability, complete dependence and maximum positive dependence do not always agree. Maximum dependence is when two events overlap to their fullest amount. Maximum negative dependence is the smallest amount that two events can overlap. When the minimum probability of two events overlapping is less than independence, negative dependence occurs. For example, negative dependence is when an operator fails to actuate Pump A, thereby increasing his or her chance of actuating Pump B. The initial error actually increases the chance of subsequent success. Results: Comparing THERP and probability theory yields different results in certain scenarios; with the latter addressing negative dependence. Given that most human failure events are rare, the minimum overlap is typically 0. And when the second event is smaller than the first event the max dependence is less than 1, as defined by Bayes Law. As such alternative dependence equations are provided along with a look-up table defining the maximum and maximum negative dependence given the probability of two events. Conclusions: THERP dependence has been used ubiquitously for decades, and has provided approximations of the dependencies between two events. Since its inception, computational abilities have increased exponentially, and alternative approaches that follow the laws of probability dependence need to be implemented. These new approaches need to consider negative dependence and identify when THERP output is not appropriate.
The last century saw the application of Boolean algebra toward the construction of computing machines, which work by applying logical transformations to information contained in their memory. The development of information theory and the generalization of Boolean algebra to Bayesian inference have enabled these computing machines. in the last quarter of the twentieth century, to be endowed with the ability to learn by making inferences from data. This revolution is just beginning as new computational techniques continue to make difficult problems more accessible. However, modern intelligent machines work by inferring knowledge using only their pre-programmed prior knowledge and the data provided. They lack the ability to ask questions, or request data that would aid their inferences. Recent advances in understanding the foundations of probability theory have revealed implications for areas other than logic. Of relevance to intelligent machines, we identified the algebra of questions as the free distributive algebra, which now allows us to work with questions in a way analogous to that which Boolean algebra enables us to work with logical statements. In this paper we describe this logic of inference and inquiry using the mathematics of partially ordered sets and the scaffolding of lattice theory, discuss the far-reaching implications of the methodology, and demonstrate its application with current examples in machine learning. Automation of both inference and inquiry promises to allow robots to perform science in the far reaches of our solar system and in other star systems by enabling them to not only make inferences from data, but also decide which question to ask, experiment to perform, or measurement to take given what they have learned and what they are designed to understand.
Neutral particle analyzers (NPA) detect neutralized energetic particles that escape from plasmas. Geometric factors relate the counting rate of the detectors to the intensity of the particle source. Accurate geometric factors enable quick simulation of geometric effects without the need to resort to slower Monte Carlo methods. Previously derived expressions [G. R. Thomas and D. M. Willis, “Analytical derivation of the geometric factor of a particle detector having circular or rectangular geometry,” J. Phys. E: Sci. Instrum. 5(3), 260 (1972); J. D. Sullivan, “Geometric factor and directional response of single and multi-element particle telescopes,” Nucl. Instrum. Methods 95(1), 5–11 (1971)] for the geometric factor implicitly assume that the particle source is very far away from the detector (far-field); this excludes applications close to the detector (near-field). The far-field assumption does not hold in most fusion applications of NPA detectors. We derive, from probability theory, a generalized framework for deriving geometric factors that are valid for both near and far-field applications as well as for non-isotropic sources and nonlinear particle trajectories.
Errors in the selection of management practices at an enterprise confronting the prospect of crisis are considered: specifically, the adoption of standard management during a crisis; or crisis management when no crisis exists. By analogy with classical approaches in probability theory and operational research, such errors are interpreted as errors of the first and second kind. The basic problems arising from such errors are identified, and some measures are proposed for reducing their likelihood. The results should prove useful to managers at industrial enterprises, consulting firms, developers of management systems, and the faculty at universities and staff-training centers.
A research and development (R&D) project often involves a number of decisions that must be made concerning which subset of systems or tasks are to be undertaken to achieve the goal of the R&D project. To help in this decision making, SIMRAND (SIMulation of Research ANd Development Projects) is a methodology for the selection of the optimal subset of systems or tasks to be undertaken on an R&D project. Using alternative networks, the SIMRAND methodology models the alternative subsets of systems or tasks under consideration. Each path through an alternative network represents one way of satisfying the project goals. Equations are developed that relate the system or task variables to the measure of reference. Uncertainty is incorporated by treating the variables of the equations probabilistically as random variables, with cumulative distribution functions assessed by technical experts. Analytical techniques of probability theory are used to reduce the complexity of the alternative networks. Cardinal utility functions over the measure of preference are assessed for the decision makers. A run of the SIMRAND Computer I Program combines, in a Monte Carlo simulation model, the network structure, the equations, the cumulative distribution functions, and the utility functions.