Model based network clustering based on random walk hitting times.
Abstract not provided.
Stuart, Zacharia William↗
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Quantum information approach to the implementation of a neutron cavity
Abstract Using the quantum information model of dynamical diffraction we consider a neutron cavity composed of two perfect crystal silicon blades capable of containing the neutron wavefunction. We show that the internal confinement of the neutrons through Bragg diffraction can be modelled by a quantum random walk. Furthermore, we introduce a toolbox for modelling crystal imperfections such as surface roughness and defects. Good agreement is found between the simulation and the experimental implementation, where leakage beams are present, modelling of which is impractical with the conventional theory of dynamical diffraction. Analysis of the standing neutron waves is presented in regards to the crystal geometry and parameters; and the conditions required for well-defined bounces are derived. The presented results enable new approaches to studying the setups utilizing neutron confinement, such as the experiments to measure neutron magnetic and electric dipole moments.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
Comparison of On-Orbit Performance of Rate Sensing Gyroscopes
This work presents results from the study of a large volume of spacecraft flight data pertaining to gyroscope performance. We have examined long and short term trends of gyroscope biase of first, an exact solution for the time-dependence of the attitude part of the state error covariance, averaged over the three spacecraft axes, is given. This solution is more complete than the usual cubic polynomial for the variance in that it includes coupling among the three gyroscope axes and includes an important term arising from the initial correlations. Second, several continuous 24-hour spans of gyroscope data are examined to verify the short-term statistical model. This analysis demonstrates that in-flight data can be used to determine the strength of the white noise driving the random walk of the gyroscope bias. This may be useful for postlaunch improvement to the noise model and for diagnosing the health of the gyroscope. Third, the long-term trends in gyroscope biases show a nearly linear systematic variation over time scales of years. This has been found on three different missions. While the random walk model is adequate as a basis for onboard Kalman filters or for state estimation using relatively short time spans, these trends indicate that some applications could benefit by accounting for the secular changes in the biases. One example is a new gyroscope calibration method that is under development that allows for multi-epoch bias solutions.
Sedlak, Joseph↗
Investigation of light scattering in highly reflecting pigmented coatings. Volume 3 - Monte Carlo and other statistical investigations Final report, 1 May 1963 - 30 Sep. 1966
Monte Carlo methods, Mie theory, and random walk and screen models for predicting reflective properties of paint films
OPTICAL REFLECTIVITY↗
Numerical solution of the problem of flame propagation by the use of the random element method
A numerical, grid-free algorithm is presented for one-dimensional reaction-diffusion model of laminar flame propagation in premixed gases. It is based on the random element method we developed for the analysis of diffusional processes. The effect of combustion is taken into account by applying the principle of fractional steps to separate the process of diffusion, modeled by the random walk of computational elements, from the exothermic effects of chemical reaction, monitoring their strength. The validity of the algorithm is demonstrated by application to flame propagation problems for which exact solutions exist. The flame speed evaluated by its use oscillates around the exact value at a relatively small amplitude, while the temperature and species concentration profiles are self-correcting in their convergence to the exact solution. A satisfactory resolution is obtained by the use of quite a small number of computational elements which automatically adjust their distribution of fit sharp gradients.
Ghoniem, A. F.↗
Dual Extended Kalman Filter for the Identification of Time-Varying Human Manual Control Behavior
A Dual Extended Kalman Filter was implemented for the identification of time-varying human manual control behavior. Two filters that run concurrently were used, a state filter that estimates the equalization dynamics, and a parameter filter that estimates the neuromuscular parameters and time delay. Time-varying parameters were modeled as a random walk. The filter successfully estimated time-varying human control behavior in both simulated and experimental data. Simple guidelines are proposed for the tuning of the process and measurement covariance matrices and the initial parameter estimates. The tuning was performed on simulation data, and when applied on experimental data, only an increase in measurement process noise power was required in order for the filter to converge and estimate all parameters. A sensitivity analysis to initial parameter estimates showed that the filter is more sensitive to poor initial choices of neuromuscular parameters than equalization parameters, and bad choices for initial parameters can result in divergence, slow convergence, or parameter estimates that do not have a real physical interpretation. The promising results when applied to experimental data, together with its simple tuning and low dimension of the state-space, make the use of the Dual Extended Kalman Filter a viable option for identifying time-varying human control parameters in manual tracking tasks, which could be used in real-time human state monitoring and adaptive human-vehicle haptic interfaces.
manual control↗
A Computational Information Criterion for Particle-Tracking with Sparse or Noisy Data
Traditional probabilistic methods for the simulation of advection-diffusion equations (ADEs) often overlook the entropic contribution of the discretization, e.g., the number of particles, within associated numerical methods. Many times, the gain in accuracy of a highly discretized numerical model is outweighed by its associated computational costs or the noise within the data. Herein, we address the question of how many particles are needed in a simulation to best approximate and estimate parameters in one-dimensional advective-diffusive transport. To do so, we use the well-known Akaike Information Criterion (AIC) and a recently-developed correction called the Computational Information Criterion (COMIC) to guide the model selection process. Random-walk and mass-transfer particle tracking methods are employed to solve the model equations at various levels of discretization. Numerical results demonstrate that the COMIC provides an optimal number of particles that can describe a more efficient model in terms of parameter estimation and model prediction compared to the model selected by the AIC even when the data is sparse or noisy, the sampling volume is not uniform throughout the physical domain, or the error distribution of the data is non-IID Gaussian.
97 MATHEMATICS AND COMPUTING↗
Multiscale modeling of solute diffusion in triblock copolymer membranes
We develop a multiscale simulation model for diffusion of solutes through porous triblock copolymer membranes. The approach combines two techniques: self-consistent field theory (SCFT) to predict the structure of the self-assembled, solvated membrane and on-lattice kinetic Monte Carlo (kMC) simulations to model diffusion of solutes. Solvation is simulated in SCFT by constraining the glassy membrane matrix while relaxing the brush-like membrane pore coating against the solvent. The kMC simulations capture the resulting solute spatial distribution and concentration-dependent local diffusivity in the polymer-coated pores; we parameterize the latter using particle-based simulations. We apply our approach to simulate solute diffusion through nonequilibrium morphologies of a model triblock copolymer, and we correlate diffusivity with structural descriptors of the morphologies. We also compare the model’s predictions to alternative approaches based on simple lattice random walks and find our multiscale model to be more robust and systematic to parameterize. Furthermore, our multiscale modeling approach is general and can be readily extended in the future to other chemistries, morphologies, and models for the local solute diffusivity and interactions with the membrane.
36 MATERIALS SCIENCE↗
A Stable Clock Error Model Using Coupled First and Second Order Gauss-Markov Processes
Long data outages may occur in applications of global navigation satellite system technology to orbit determination for missions that spend significant fractions of their orbits above the navigation satellite constellation(s). Current clock error models based on the random walk idealization may not be suitable in these circumstances, since the covariance of the clock errors may become large enough to overflow flight computer arithmetic. A model that is stable, but which approximates the existing models over short time horizons is desirable. A coupled first- and second-order Gauss-Markov process is such a model.
Carpenter, Russell↗
Self-Supervised Dynamical Systems
Some progress has been made in a continuing effort to develop mathematical models of the behaviors of multi-agent systems known in biology, economics, and sociology (e.g., systems ranging from single or a few biomolecules to many interacting higher organisms). Living systems can be characterized by nonlinear evolution of probability distributions over different possible choices of the next steps in their motions. One of the main challenges in mathematical modeling of living systems is to distinguish between random walks of purely physical origin (for instance, Brownian motions) and those of biological origin. Following a line of reasoning from prior research, it has been assumed, in the present development, that a biological random walk can be represented by a nonlinear mathematical model that represents coupled mental and motor dynamics incorporating the psychological concept of reflection or self-image. The nonlinear dynamics impart the lifelike ability to behave in ways and to exhibit patterns that depart from thermodynamic equilibrium. Reflection or self-image has traditionally been recognized as a basic element of intelligence. The nonlinear mathematical models of the present development are denoted self-supervised dynamical systems. They include (1) equations of classical dynamics, including random components caused by uncertainties in initial conditions and by Langevin forces, coupled with (2) the corresponding Liouville or Fokker-Planck equations that describe the evolutions of probability densities that represent the uncertainties. The coupling is effected by fictitious information-based forces, denoted supervising forces, composed of probability densities and functionals thereof. The equations of classical mechanics represent motor dynamics that is, dynamics in the traditional sense, signifying Newton s equations of motion. The evolution of the probability densities represents mental dynamics or self-image. Then the interaction between the physical and metal aspects of a monad is implemented by feedback from mental to motor dynamics, as represented by the aforementioned fictitious forces. This feedback is what makes the evolution of probability densities nonlinear. The deviation from linear evolution can be characterized, in a sense, as an expression of free will. It has been demonstrated that probability densities can approach prescribed attractors while exhibiting such patterns as shock waves, solitons, and chaos in probability space. The concept of self-supervised dynamical systems has been considered for application to diverse phenomena, including information-based neural networks, cooperation, competition, deception, games, and control of chaos. In addition, a formal similarity between the mathematical structures of self-supervised dynamical systems and of quantum-mechanical systems has been investigated.
Zak, Michail↗
Patchy nuclear chain reactions
Stochastic fluctuations of the neutron population within a nuclear reactor are typically prevented by operating the core at a sufficient power, since a deterministic (i.e., exactly predictable) behavior of the neutron population is required by automatic safety systems to detect unwanted power excursions. In order to characterize the reactor operating conditions at which the fluctuations vanish, an experiment was designed and took place in 2017 at the Rensselaer Polytechnic Institute Reactor Critical Facility. This experiment however revealed persisting fluctuations and striking patchy spatial patterns in neutron spatial distributions. Here we report these experimental findings, interpret them by a stochastic modeling based on branching random walks, and extend them using a “numerical twin” of the reactor core. Consequences on nuclear safety will be discussed.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
The ASAS-SN catalogue of variable stars – IV. Periodic variables in the APOGEE survey
ABSTRACT We explore the synergy between photometric and spectroscopic surveys by searching for periodic variable stars among the targets observed by the Apache Point Observatory Galactic Evolution Experiment (APOGEE) using photometry from the All-Sky Automated Survey for Supernovae (ASAS-SN). We identified 1924 periodic variables among more than $258\, 000$ APOGEE targets; 465 are new discoveries. We homogeneously classified 430 eclipsing and ellipsoidal binaries, 139 classical pulsators (Cepheids, RR Lyrae, and δ Scuti), 719 long-period variables (pulsating red giants), and 636 rotational variables. The search was performed using both visual inspection and machine learning techniques. The light curves were also modelled with the damped random walk stochastic process. We find that the median [Fe/H] of variable objects is lower by 0.3 dex than that of the overall APOGEE sample. Eclipsing binaries and ellipsoidal variables are shifted to a lower median [Fe/H] by 0.2 dex. Eclipsing binaries and rotational variables exhibit significantly broader spectral lines than the rest of the sample. We make ASAS-SN light curves for all the APOGEE stars publicly available and provide parameters for the variable objects.
Pawlak, Michał↗
Estimation of attitude sensor timetag biases
This paper presents an extended Kalman filter for estimating attitude sensor timing errors. Spacecraft attitude is determined by finding the mean rotation from a set of reference vectors in inertial space to the corresponding observed vectors in the body frame. Any timing errors in the observations can lead to attitude errors if either the spacecraft is rotating or the reference vectors themselves vary with time. The state vector here consists of the attitude quaternion, timetag biases, and, optionally, gyro drift rate biases. The filter models the timetags as random walk processes: their expectation values propagate as constants and white noise contributes to their covariance. Thus, this filter is applicable to cases where the true timing errors are constant or slowly varying. The observability of the state vector is studied first through an examination of the algebraic observability condition and then through several examples with simulated star tracker timing errors. The examples use both simulated and actual flight data from the Extreme Ultraviolet Explorer (EUVE). The flight data come from times when EUVE had a constant rotation rate, while the simulated data feature large angle attitude maneuvers. The tests include cases with timetag errors on one or two sensors, both constant and time-varying, and with and without gyro bias errors. Due to EUVE's sensor geometry, the observability of the state vector is severely limited when the spacecraft rotation rate is constant. In the absence of attitude maneuvers, the state elements are highly correlated, and the state estimate is unreliable. The estimates are particularly sensitive to filter mistuning in this case. The EUVE geometry, though, is a degenerate case having coplanar sensors and rotation vector. Observability is much improved and the filter performs well when the rate is either varying or noncoplanar with the sensors, as during a slew. Even with bad geometry and constant rates, if gyro biases are independently known, the timetag error for a single sensor can be accurately estimated as long as its boresight is not too close to the spacecraft rotation axis.
Sedlak, J.↗
Does the way we do science foster discovery?
Freedom to explore the unknown is key to scientific discovery. Maximizing modern individualistic measures of scientific productivity like citations and number of publications may impede the progress of science as a whole.
discovery↗
Stochastic models for atomic clocks
For the atomic clocks used in the National Bureau of Standards Time Scales, an adequate model is the superposition of white FM, random walk FM, and linear frequency drift for times longer than about one minute. The model was tested on several clocks using maximum likelihood techniques for parameter estimation and the residuals were acceptably random. Conventional diagnostics indicate that additional model elements contribute no significant improvement to the model even at the expense of the added model complexity.
Barnes, J. A.↗
Random Walks With Tweedie: A Unified View of Score-Based Diffusion Models [In the Spotlight]
We present a concise derivation for several influential score-based diffusion models that relies on only a few textbook results. Diffusion models have recently emerged as powerful tools for generating realistic, synthetic signals—particularly natural images—and often play a role in state-of-the-art algorithms for inverse problems in image processing. While these algorithms are often surprisingly simple, the theory behind them is not, and multiple complex theoretical justifications exist in the literature. Here, in this study, we provide a simple and largely self-contained theoretical justification for score-based diffusion models that is targeted towards the signal processing community. This approach leads to generic algorithmic templates for training and generating samples with diffusion models. We show that several influential diffusion models correspond to particular choices within these templates and demonstrate that alternative, more straightforward algorithmic choices can provide comparable results. This approach has the added benefit of enabling conditional sampling without any likelihood approximation.
97 MATHEMATICS AND COMPUTING↗
Using Markov Models of Fault Growth Physics and Environmental Stresses to Optimize Control Actions
A generalized Markov chain representation of fault dynamics is presented for the case that available modeling of fault growth physics and future environmental stresses can be represented by two independent stochastic process models. A contrived but representatively challenging example will be presented and analyzed, in which uncertainty in the modeling of fault growth physics is represented by a uniformly distributed dice throwing process, and a discrete random walk is used to represent uncertain modeling of future exogenous loading demands to be placed on the system. A finite horizon dynamic programming algorithm is used to solve for an optimal control policy over a finite time window for the case that stochastic models representing physics of failure and future environmental stresses are known, and the states of both stochastic processes are observable by implemented control routines. The fundamental limitations of optimization performed in the presence of uncertain modeling information are examined by comparing the outcomes obtained from simulations of an optimizing control policy with the outcomes that would be achievable if all modeling uncertainties were removed from the system.
Bole, Brian↗
Stationary Spatial Charging Demand Distribution for Commercial Electric Vehicles in Urban Area
The electric vehicle (EV) is an increasingly popu- lar mobility solution today. It is especially appealing for urban commercial usage including serving commuters and delivering goods. Commercial EVs, defined as electric taxi fleets in this paper, contribute a lot to the energy consumption and emission. One critical component to facilitate the adoption of EVs is to provide sufficient charging infrastructures for road users to alleviate the range anxiety. In this study, we develop an analytical model to profile the stationary spatial distribution of charging demand for any given fleet of commercial EVs, which serves as the necessary input for planning the location of charging infrastructures. Our model considers the movement of EVs as a random walk, with the underlying Markov process driven by the spatial demand that the commercial EV fleet needs to serve. We then define the electricity consumption and charging models and develop the probability distribution that an EV may need to recharge its battery at any given location in the city, based on the stationary distribution of the random walk process. We calibrate the performance parameters of EVs from the trip record and present numerical experiments based on New York City taxi trip data and compare the solution from simulation with our analytical solution. The result shows that analytical solution is quite close to the simulation result. This paper provides insights to the city agencies and private companies to make charging infrastructure location planning.
Qian, Xinwu↗