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At least 73 records · Page 4

A scalable variational method for estimating the latent infection-rate field of an outbreak

In this paper, we explore whether the infection-rate of a disease can serve as a robust monitoring variable in epidemiological surveillance algorithms. The infection-rate is dependent on population mixing patterns that do not vary erratically day-to-day; in contrast, daily case-counts used in contemporary surveillance algorithms are corrupted by reporting errors. The technical challenge lies in estimating the latent infection-rate from case-counts. Here we devise a Bayesian method to estimate the infection-rate across multiple adjoining areal units, and then use it, via an anomaly detector, to discern a change in epidemiological dynamics. We extend an existing model for estimating the infection-rate in an areal unit by incorporating a Markov random field model, so that we may estimate infection-rates across multiple areal units, while preserving spatial correlations observed in the epidemiological dynamics. To carry out the high-dimensional Bayesian inverse problem, we develop an implementation of mean-field variational inference specific to the infection model and integrate it with the random field model to incorporate correlations across counties. The method is tested on estimating the COVID-19 infection-rates across all 33 counties in New Mexico using data from the summer of 2020, and then employing them to detect the arrival of the Fall 2020 COVID-19 wave. We perform the detection using a temporal algorithm that is applied county-by-county. We also show how the infection-rate field can be used to cluster counties with similar epidemiological dynamics.

60 APPLIED LIFE SCIENCES↗

Probability and Cumulative Density Function Methods for the Stochastic Advection-Reaction Equation

We present a cumulative density function (CDF) method for the probabilistic analysis of $d$-dimensional advection-dominated reactive transport in heterogeneous media. We employ a probabilistic approach in which epistemic uncertainty on the spatial heterogeneity of Darcy-scale transport coefficients is modeled in terms of random fields with given correlation structures. Our proposed CDF method employs a modified Large-Eddy-Diffusivity (LED) approach to close and localize the nonlocal equations governing the one-point PDF and CDF of the concentration field, resulting in a $(d + 1)$ dimensional PDE. Compared to the classsical LED localization, the proposed modified LED localization explicitly accounts for the mean-field advective dynamics over the phase space of the PDF and CDF. To illustrate the accuracy of the proposed closure, we apply our CDF method to one-dimensional single-species reactive transport with uncertain, heterogeneous advection velocities and reaction rates modeled as random fields.

advection-reaction equation↗

Computationally efficient and error aware surrogate construction for numerical solutions of subsurface flow through porous media

Limiting the injection rate to restrict the pressure below a threshold at a critical location can be an important goal of simulations that model the subsurface pressure between injection and extraction wells. The pressure is approximated by the solution of Darcy’s partial differential equation for a given permeability field. The subsurface permeability is modeled as a random field since it is known only up to statistical properties. This induces uncertainty in the computed pressure. Solving the partial differential equation for an ensemble of random permeability simulations enables estimating a probability distribution for the pressure at the critical location. These simulations are computationally expensive, and practitioners often need rapid online guidance for real-time pressure management. An ensemble of numerical partial differential equation solutions is used to construct a Gaussian process regression model that can quickly predict the pressure at the critical location as a function of the extraction rate and permeability realization. The Gaussian process surrogate analyzes the ensemble of numerical pressure solutions at the critical location as noisy observations of the true pressure solution, enabling robust inference using the conditional Gaussian process distribution. Our first novel contribution is to identify a sampling methodology for the random environment and matching kernel technology for which fitting the Gaussian process regression model scales as O ( n log n ) instead of the typical O ( n 3 ) rate in the number of samples n used to fit the surrogate. The surrogate model allows almost instantaneous predictions for the pressure at the critical location as a function of the extraction rate and permeability realization. Our second contribution is a novel algorithm to calibrate the uncertainty in the surrogate model to the discrepancy between the true pressure solution of Darcy’s equation and the numerical solution. Finally, although our method is derived for building a surrogate for the solution of Darcy’s equation with a random permeability field, the framework broadly applies to solutions of other partial differential equations with random coefficients.

54 ENVIRONMENTAL SCIENCES↗

Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA

Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even with gradient information provided. Moreover, the ‘nonlinear’ mapping from parameters to observables generally gives rise to non-Gaussian posteriors even with Gaussian priors, thus hampering the use of efficient inversion algorithms designed for models with Gaussian assumptions. In this work, we propose a novel Bayesian stochastic inversion methodology, characterized by a tight coupling between a gradient-based Langevin Markov Chain Monte Carlo (LMCMC) method and a kernel principal component analysis (KPCA). This approach addresses the ‘curse-of-dimensionality’ via KPCA to identify a low-dimensional feature space within the high-dimensional and nonlinearly correlated spatial random field. Moreover, non-Gaussian full posterior probability distribution functions are estimated via an efficient LMCMC method on both the projected low-dimensional feature space and the recovered high-dimensional parameter space. We demonstrate this computational framework by integrating and adapting recent developments such as data-driven statistics-on-manifolds constructions and reduction-through-projection techniques to solve inverse problems in linear elasticity.

97 MATHEMATICS AND COMPUTING↗

Evaluation of Two-Dimensional to One-Dimensional Site Response for Idaho National Laboratory

We perform two-dimensional (2D) site response analyses accounting for spatial variability of soil properties and subsurface geometry of the Eastern Snake River Plane (ESRP), and quantify their effects on ground surface motion relative to one-dimensional (1D) site response analyses at the Idaho National Laboratory (INL). We first present the development of random field idealizations of the repeated basalt lava flows, heterogeneously inter-layered with sediments, from seismic velocity data collected over four decades in the ESRP. Using realizations of the stochastic fields mapped on 2D deterministic finite element models, we perform 2D viscoelastic and equivalent-linear wave propagation simulations, and quantify the mean and variance of site response aggravation factors, defined as the response spectral ratio of 2D to 1D analyses on the ground surface. Results are shown to be insensitive to the constitutive material behavior considered here, for strains induced by rock outcrop peak ground acceleration (PGA) as high as 0.7g: viscoelastic and equivalent-linear analyses predict peak mean 2D/1D aggravation factor 1.05 at period T=0.075 sec (i.e. the 2D response spectrum is 5% higher than the corresponding 1D at that period, on average), which corresponds to the wavelength of the horizontal correlation length of the random field (50m). For periods longer than the fundamental period of the site (here, T 1 =0.3125 sec), the propagating wavelengths are too long to be affected by the 1D site response and the aggravation factor becomes equal to 1. The standard deviation of the natural logarithms of the 2D/1D aggravation factors is ~0.15 for periods shorter than the fundamental period of the site, and decays thereafter at a steady rate.

58 GEOSCIENCES↗

A Domain Decomposition Model Reduction Method for Linear Convection-Diffusion Equations with Random Coefficients

We developed a domain decomposition model reduction method for linear steady- state convection-diffusion equations with random coefficients. Of particular interest to this effort are the diffusion equation with random diffusivity and the convection-dominated transport equation with random velocity. We investigated two types of random fields, i.e., colored noises and discrete white noises, both of which can lead to high-dimensional parametric dependence in practice. The motivation is to exploit domain decomposition to reduce the parametric dimension of local problems in subdomains, such that an entire parametric map can be approximated with a small number of expensive partial differential equation (PDE) simulations. The new method combines domain decomposition with model reduction and sparse polynomial approximation, so as to simultaneously handle the high dimensionality and irregular behavior of the PDEs under consideration. Here, the advantages of our method lie in three aspects: (i) online-offline decomposition, i.e., the online cost is independent of the size of the triangle mesh; (ii) sparse approximation of operators involving nonaffine high-dimensional random fields; (iii) an effective strategy to capture irregular behaviors, e.g., sharp transitions of the PDE solutions. Two numerical examples are provided to demonstrate the advantageous performance of our method.

97 MATHEMATICS AND COMPUTING↗

Efficient computation of N -point correlation functions in D dimensions

We present efficient algorithms for computing the N-point correlation functions (NPCFs) of random fields in arbitrary D-dimensional homogeneous and isotropic spaces. Such statistics appear throughout the physical sciences and provide a natural tool to describe stochastic processes. Typically, algorithms for computing the NPCF components have $\mathscr O$(n N ) complexity (for a dataset containing n particles); their application is thus computationally infeasible unless N is small. By projecting the statistic onto a suitably defined angular basis, we show that the estimators can be written in a separable form, with complexity $\mathscr O$(n 2 ) or $\mathscr O$(n g log n g ) if evaluated using a Fast Fourier Transform on a grid of size n g . Our decomposition is built upon the D-dimensional hyperspherical harmonics; these form a complete basis on the (D – 1) sphere and are intrinsically related to angular momentum operators. Concatenation of (N – 1) such harmonics gives states of definite combined angular momentum, forming a natural separable basis for the NPCF. As N and D grow, the number of basis components quickly becomes large, providing a practical limitation to this (and all other) approaches: However, the dimensionality is greatly reduced in the presence of symmetries; for example, isotropic correlation functions require only states of zero combined angular momentum. We provide a Julia package implementing our estimators and show how they can be applied to a variety of scenarios within cosmology and fluid dynamics. The efficiency of such estimators will allow higher-order correlators to become a standard tool in the analysis of random fields.

97 MATHEMATICS AND COMPUTING↗

A spatially regularized detector for emergent/re-emergent disease outbreaks

Early detection of outbreaks caused by emergent pathogens, using epidemiological surveillance data i.e., daily case counts, is difficult. This is because the data tend to be noisy during the early epoch of the outbreak. In contrast, the spread-rate of the disease tends to be well-behaved, as it depends only on the mixing patterns of the population and the characteristics of the pathogen, neither of which behave erratically in space-time. In this report, we explore whether the spread-rate can be used for epidemiological surveillance, conditional on case count data. Estimating the spread-rate from case count data allows us to exploit exogenous information, e.g., incubation period distributions etc., which can considerably smooth out any erratic temporal behavior. Further, epidemiological dynamics are spatially correlated, and if case counts are available for multiple areal units e.g., counties, these correlations could potentially be used to suppress noise in the early epoch data. These exogenous information and structure are not exploited by conventional syndromic surveillance detectors to extract a well-behaved latent variable for monitoring purposes. The technical challenge lies in the estimation of the spread-rate field jointly over a collection of areal units; further, the spread-rate varies over time. We develop a method based on mean-field variational inference to approximately estimate the spread-rate field, using a Gaussian Random Field Model for spatial regularization. The method is tested on the estimation of spread-rate in the thirty-three counties of New Mexico and detect the arrival of the Fall 2020 COVID-19 wave in September 2020. We find that the method is scalable, but underestimates the uncertainty in the estimated spread-rate field. We detect the arrival of the Fall 2020 wave a week ahead of conventional syndromic surveillance algorithms, but our simplistic detection algorithm, based on simple anomaly detection, suffers from a high false positive rate, similar to conventional detectors.

59 BASIC BIOLOGICAL SCIENCES↗

Exponential Bound for the Heating Rate of Periodically Driven Spin Systems

For the nuclear spin system of a solid in the presence of an inhomogeneous magnetic field, we have found a rigorous bound for the heating rate of the system under the action of a high-frequency magnetic field, which is applied, for example, to create effective Hamiltonians. We consider the autocorrelation function (ACF) of a spin rotating in a local field whose fluctuations are specified by a Gaussian random process. The correlation function of a random field is taken as the sum of a static inhomogeneous contribution and a time-dependent contribution expressed self-consistently via the spin ACF. The ACF singularities on the imaginary time axis whose coordinates determine the exponents of exponential asymptotics in the high-frequency domain are investigated. The dependences of the coordinates on field inhomogeneity for various approximations have been derived. The wing of the ACF spectrum in the cumulant approximation is shown to serve as a rigorous upper bound for the wing of the ACF spectrum and, consequently, for the heating rate of the system when subjected to variable magnetic fields. We have established that randomly distributed inhomogeneous magnetic fields increase the wings of the ACF spectra and, thus, speed up the system’s heating.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Probabilistic Context Neighborhood model for lattices

Here we present the Probabilistic Context Neighborhood model designed for two-dimensional lattices as a variation of a Markov random field assuming discrete values. In this model, the neighborhood structure has a fixed geometry but a variable order, depending on the neighbors’ values. Our model extends the Probabilistic Context Tree model, originally applicable to one-dimensional space. It retains advantageous properties, such as representing the dependence neighborhood structure as a graph in a tree format, facilitating an understanding of model complexity. Furthermore, we adapt the algorithm used to estimate the Probabilistic Context Tree to estimate the parameters of the proposed model. We illustrate the accuracy of our estimation methodology through simulation studies. Additionally, we apply the Probabilistic Context Neighborhood model to spatial real-world data, showcasing its practical utility.

97 MATHEMATICS AND COMPUTING↗

Topology optimization under uncertainty via non-intrusive polynomial chaos expansion

This paper presents a systematic approach for topology optimization under uncertainty that integrates non-intrusive polynomial chaos expansion with design sensitivity analysis for reliability-based and robust topology optimization. Uncertainty is introduced in loading and in geometry to address the manufacturing variability. The manufacturing variability is modeled via a thresholding technique in which the threshold field is represented by a reduced dimensional random field. Response metrics such as compliance and volume are characterized as polynomial chaos expansions of the underlying uncertain parameters thus allowing accurate and efficient estimation of statistical moments, failure probabilities and their sensitivities. The number of simulations is reduced for linear structures under loading uncertainty by means of superposition. Efficiency of the non-intrusive polynomial chaos approach is highlighted by comparison with the Monte Carlo method in terms of the number of simulations. To demonstrate the effect of uncertainty, optimized designs that consider uncertainty are compared to those that do not. Finally, comparisons of polynomial chaos expansion to existing analytical methods on a benchmark numerical example are also provided for reliability-based and worst case designs.

42 ENGINEERING↗

The information content of projected galaxy fields

ABSTRACT The power spectrum of the non-linearly evolved large-scale mass distribution recovers only a minority of the information available on the mass fluctuation amplitude. We investigate the recovery of this information in 2D ‘slabs’ of the mass distribution averaged over ≈100 h−1 Mpc along the line of sight, as might be obtained from photometric redshift surveys. We demonstrate a Hamiltonian Monte Carlo method to reconstruct the non-Gaussian mass distribution in slabs, under the assumption that the projected field is a point-transformed Gaussian random field, Poisson-sampled by galaxies. When applied to the Quijote N-body suite at z = 0.5 and at a transverse resolution of 2 h−1 Mpc, the method recovers ∼30 times more information than the 2D power spectrum in the well-sampled limit, recovering the Gaussian limit on information. At a more realistic galaxy sampling density of 0.01 h3 Mpc−3, shot noise reduces the information gain to a factor of 5 improvement over the power spectrum at resolutions of 4 h−1 Mpc or smaller.

79 ASTRONOMY AND ASTROPHYSICS↗

Distribution of interevent avalanche times in disordered and frustrated spin systems

Hysteresis loops and the associated avalanche statistics of spin systems, such as the random-field Ising and Edwards-Anderson spin-glass models, have been extensively studied. A particular focus has been on self-organized criticality, manifest in power-law distributions of avalanche sizes. Considerably less work has been done on the statistics of the times between avalanches. This paper considers this issue, generalizing the work of Nampoothiri et al. [Phys. Rev. E 96, 032107 (2017)] in one space dimension to higher space dimensions. In addition to the interevent statistics of all avalanches, we also consider what happens when events are restricted to those exceeding a certain threshold size. Doing so raises the possibility of altering the definition of time to count the number of small events between the large ones, which provides for an analog to the concept of natural time introduced by the geophysics community with the goal of predicting patterns in seismic events. Furthermore, we analyze the distribution of time and natural time intervals both in the case of models that include only nearest-neighbor interactions, as well as models with (sparse) long-range couplings.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Interactions Enhance Ramp Reversal Memory in Locally Phase Separated Materials

The ramp-reversal memory (RRM) effect in metal–insulator transition metal oxides (TMOs), a non-volatile resistance change induced by repeated temperature cycling, has attracted considerable interest in neuromorphic computing and non-volatile memory devices. Our previous defect motion model successfully explained RRM in vanadium dioxide (VO 2 ), capturing observed critical temperature shifts and memory accumulation throughout the sample. However, this approach lacked interactions between metallic and insulating domains. Here, we extend our model by combining a correlated Random Field Ising Model with defect diffusion-segregation, enabling accurate hysteresis modeling while predicting the relationship between RRM and domain interactions. Our simulations demonstrate that the maximum RRM occurs when the turnaround temperature approaches the inflection point. This peak in RRM vs. turnaround temperature is consistent with prior transport measurements, as well as our own optical measurements reported here. Significantly, we find that increasing nearest-neighbor interactions enhances the maximum memory effect, thus providing a clear mechanism for optimizing RRM performance. Since our model employs minimal assumptions, we predict that RRM should be a widespread phenomenon in materials exhibiting patterned phase coexistence of electronic domains. This work not only advances fundamental understanding of memory behavior in TMOs but also establishes a much-needed theoretical framework for optimizing device applications.

36 MATERIALS SCIENCE↗