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At least 73 records · Page 4

Probabilistic Calibration of Expensive Models using Efficiently Trained Surrogates

Calibration of computational models in the presence of uncertainty is often cast as a Bayesian inference problem and solved via sampling methods, e.g., Markov chain Monte Carlo. When the computational model is expensive, this task becomes intractable due to the large number of samples required to accurately estimate the posterior distribution of the calibration parameters. A popular solution to this problem is to use machine learning to develop a faster-to-evaluate, lower-fidelity substitute for the original model to serve as a surrogate while solving the inference problem. Although considered an offline cost, generating training data to construct this surrogate model can still be an expensive task in practice. An active learning algorithm is presented that focuses training on improving surrogate accuracy specifically in and around the bulk of the posterior distribution, as this is where the model is exercised during calibration. Candidate samples are drawn from families of distributions related to an approximation of the posterior. The sample maximizing predictive variance is then selected for evaluation by the original computational model, yielding a label for the training point. Iterating this approach increases efficiency relative to space filling designs (e.g., Latin hypercube sampling) by avoiding low probability points. Practical considerations are discussed, including the benefits of using a sequential Monte Carlo sampling approach, convergence heuristics, and the importance of both exploration and exploitation given that the true posterior is unknown a priori.

uncertainty quantification↗

Tractable minor-free generalization of planar zero-field Ising models

In this work, we present a new family of zero-field Ising models over N binary variables/spins obtained by consecutive 'gluing' of planar and O(1)-sized components and subsets of at most three vertices into a tree. The polynomial time algorithm of the dynamic programming type for solving exact inference (computing partition function) and exact sampling (generating i.i.d. samples) consists of sequential application of an efficient (for planar) or brute-force (for O(1)-sized) inference and sampling to the components as a black box. To illustrate the utility of the new family of tractable graphical models, we first build a polynomial algorithm for inference and sampling of zero-field Ising models over K 33 -minor-free topologies and over K 5 -minor-free topologies—both of which are extensions of the planar zero-field Ising models—which are neither genus- nor treewidth-bounded. Second, we empirically demonstrate an improvement in the approximation quality of the NP-hard problem of inference over the square-grid Ising model in a node-dependent nonzero 'magnetic' field.

97 MATHEMATICS AND COMPUTING↗

Anomaly Detection in Dynamic Networks

Anomaly detection in dynamic communication networks has many important security applications. These networks can be extremely large and so detecting any changes in their structure can be computationally challenging; hence, computationally fast, parallelisable methods for monitoring the network are paramount. For this reason the methods presented here use independent node and edge based models to detect locally anomalous substructures within communication networks. As a first stage, the aim is to detect changes in the data streams arising from node or edge communications. Throughout the thesis simple, conjugate Bayesian models for counting processes are used to model these data streams. A second stage of analysis can then be performed on a much reduced subset of the network comprising nodes and edges which have been identified as potentially anomalous in the first stage. The first method assumes communications in a network arise from an inhomogeneous Poisson process with piecewise constant intensity. Anomaly detection is then treated as a changepoint problem on the intensities. The changepoint model is extended to incorporate seasonal behavior inherent in communication networks. This seasonal behavior is also viewed as a changepoint problem acting on a piecewise constant Poisson process. In a static time frame, inference is made on this extended model via a Gibbs sampling strategy. In a sequential time frame, where the data arrive as a stream, a novel, fast Sequential Monte Carlo (SMC) algorithm is introduced to sample from the sequence of posterior distributions of the change points over time. A second method is considered for monitoring communications in a large scale computer network. The usage patterns in these types of networks are very bursty in nature and don’t fit a Poisson process model. For tractable inference, discrete time models are considered, where the data are aggregated into discrete time periods and probability models are fitted to the communication counts. In a sequential analysis, anomalous behavior is then identified from outlying behavior with respect to the fitted predictive probability models. Seasonality is again incorporated into the model and is treated as a changepoint model on the transition probabilities of a discrete time Markov process. Second stage analytics are then developed which combine anomalous edges to identify anomalous substructures in the network.

97 MATHEMATICS AND COMPUTING↗

Visualization of Microbial Biomarkers by Scanning Electron Microscopy

We are developing tools to link the biochemical structure of selected biomarkers with putative biogenic structures observed in mineralized samples. The detection of evidence of life on Mars and other planets will rely on methods that can discriminate compounds formed exclusively by living organisms. While biogenic compounds, such as amino acids and nucleotides have been discovered in extraterrestrial sources, such as meteorites and comets, their formation can be explained by abiotic means. The formation of cellular structures, or more elaborate organic molecules, such as complex lipids, proteins or nucleic acids, however, is strongly correlated to the presence of even the most primitive life processes. Recent evidence lends support to the hypothesis that life may have once existed on Mars. Carbonate globules and ppm concentrations of polycyclic aromatic hydrocarbons (PAHs) have been described in ALH84001, a meteorite originating from Mars ejecta captured by Earth over 13,000 years ago. The localized high concentration of PAHs that follow an increasing gradient from the intact fusion crust towards the interior corresponds to microgram quantities of hydrocarbon. Even though ALH84001 and other similar meteorites have withstood the forces capable of ejecting rock through Mars' escape velocity, upon entering Earth's atmosphere, their core temperatures are likely not to have been raised significantly, as evidenced by the survival of remanent magnetic signatures. Ideal biomarkers of ancient or modern biological life would include molecules that are (or were) pervasive and highly resistant to degradation. Also, requisite methods of detection should be simple, extremely sensitive and broadly inclusive (NASA SP-530). Lipopolysaccharide (LPS), peptidoglycan or pseudopeptidoglycan and beta-glucan are microbial cell wall components which together cover the entire microbial spectrum of eubacteria, archea and fungi. They are all remarkably resistant to thermal degradation. Fortunately, many antimicrobial defense systems of higher organisms require sensitive detection to combat microbial pathogens. We employ here the primitive immune system of the evolutionarily ancient horseshoe crab, Limulus polyphemus. This species relies on multi-enzyme signal amplification detection of cell wall molecules and they can be applied to the development of useful detectors of life. An extension of this work includes the visualization of microbial signatures by labeling LAL components with chromogenic or electron dense markers. The protein Limulus Anti-LPS Factor (LALF) has an extremely high affinity for LPS. By coupling LALF binding with colloidal gold labels we demonstrate a correlation of the structures visible by electron microscopy with biochemical evidence of microbial cell wall materials. Pure silica particles were mixed with cultures of E. coli (10(exp 6) cfu/mL). Samples were washed sequentially with buffered saline, LALF, antibody to LALF and finally colloidal gold-labeled Protein A. Negative controls were not exposed to E. coli but received identical treatment otherwise. Samples were coated with carbon and imaged on a JEOL JSM-840 scanning electron microscope with LaB6 source in the back scatter mode with the JEOL annular back scatter detector. 20 nm-scale black spots in this contrast-reversed image originate from electrons back-scattered by gold atoms. Negative controls did not give any signal. Future work will expand application of this technique to soil simulants and mineralized rock samples.

Wainwright, Norman R.↗

Three Dimensional Structures of Particles Recovered from the Asteroid Itokawa by the Hayabusa Mission and a Role of X-Ray Microtomography in the Preliminary Examination

Particles of regolith on S-type Asteroid 25143 Itokawa were successfully recovered by the Hayabusa mission of JAXA (Japan Aerospace Exploration Agency). Near-infrared spectral study of Itokawa s surface indicates that these particles are materials similar to LL5 or LL6 chondrites. High-resolution images of Itokawa's surface suggest that they may be breccias and some impact products. At least more than 1500 particles were identified as Itokawa origin at curation facility of JAXA. Preliminary analysis with SEM/EDX at the curation facility shows that they are roughly similar to LL chondrites. Although most of them are less than 10 micron in size, some larger particles of about 100 micron or larger were also identified. A part of the sample (probably several tens particles) will be selected by Hayabusa sample curation team, and sequential examination will start from January 2011 by Hayabusa Asteroidal Sample Preliminary Examination Team (HASPET). In mainstream of the analytical flow, each particle will be examined by microtomography, XRD and XRF first as nondestructive analyses, and then the particle will be cut by an ultra-microtome and examined by TEM, SEM, EPMA, SIMS, PEEM/XANES, and TOF-SIMS sequentially. Three-dimensional structures of Itokawa particles will be obtained by microtomography sub-team of HASPET. The results together with XRD and XRF will be used for design of later destructive analyses, such as determination of cutting direction and depth, to obtain as much information as possible from small particles. Scientific results and a role of the microtomography in the preliminary examination will be presented.

Tsuchiyama, A.↗

Soluble Organic Matter (SOM) analysis of the Hayabusa2 samples: The first results

The Hayabusa2 spacecraft successfully collected the surface and possible sub-surface materials of the asteroid 162173 Ryugu. Ryugu is a C-type asteroid characterized by a low-albedo surface probably consisting of hydrous minerals and carbonaceous materials. [1] The direct optical and spectral analysis of the returned samples indicates that Ryugu material is dominated by hydrous carbonaceous chondrite-like matter (similar to CI chondrites) [2]. Since carbonaceous chondrites have generally yielded various types of organic matter, the collected Ryugu grains are expected to contain diverse types of organic compounds including bio-related molecules. The occurrence of organic compounds in the Ryugu surface will provide clues to the evolution of prebiotic molecules and their preservations associated with aqueous alteration of the primitive asteroid. The initial analysis of soluble organic matter (SOM) of the Hayabusa2-returned samples has been performed by an international team consisting of 32 members. Because the sample amount available for comprehensive SOM analyses is limited, and because the SOM is expected to be present as a complex mixture of various types of organic compounds with very small concentrations of each compound, high-sensitivity and high-resolution analytical techniques have been developed using carbonaceous meteorites [e.g. 3]. Two aggregate samples of the Ryugu grains (A106 and C107) were allocated for the solvent extractions and bulk carbon (C), hydrogen (H), nitrogen (N), sulfur (S) and oxygen (O) measurements. The A106 sample was collected during the 1st sampling in February 2019 and the C107 sample was collected during the 2nd sampling in July 2019 after the Small Carry Impactor (SCI) operation. They consist mainly of particles smaller than 1 mm in diameter, and each sample mass was 38-39 mg. They were firstly investigated spectroscopically in the near infrared wavelength range by the Stone Team prior to the solvent extractions. Other small grains (A0080 and C0057) were also allocated for this study to investigate the spatial distribution of organic compounds on the sample surface. The extraction and analytical measurements implemented by the SOM Team are summarized in Figure 1. Each powder sample was extracted sequentially with non-polar to polar solvents, i.e., hexane, dichloromethane (DCM), methanol (MeOH) and H2O, for non-targeted analysis to reveal the compound composition. Each solvent extract was analyzed by solution state nuclear magnetic resonance (NMR) spectroscopy [4], Fourier transform- ion cyclotron resonance/mass spectrometry (FT-ICR/MS) with ESI and APPI ionization [5] and by high-resolution mass spectroscopy using Orbitrap MS coupled with nano-liquid chromatography (nanoLC/Orbitrap MS) [6], and using two dimensional gas chromatography/mass spectrometry (GC×GC/MS). The extracted residues were passed to the Chemistry Team for further inorganic element analysis. The other powder sample was subjected to the hot water extraction for amino acid analyses including chiral isomer separation, which was performed by three-dimensional (3D) high-performance liquid chromatography (HPLC) with high-sensitivity fluorescence detection (FD) [7] and by HPLC/FD coupled with quadrupole-time of flight/mass spectrometry (QToF/MS) [8]. After the hot water extraction, the residue was split into two halves. One half was further extracted with hydrochloric acid (HCl) to analyze for amino acids in bound-form. The other half was sequentially extracted with DCM/MeOH (1/1) to analyze semi-polar compounds such as polycyclic aromatic hydrocarbons (PAHs) by GC/MS, followed by further extraction with formic acid to analyze polar heterocyclic compounds, and subsequent extraction with HCl to detect bound-form polar compounds. The extracted residues were passed to the IOM Team for the analysis of insoluble organic matter (IOM). Compound-specific stable isotope analyses will be performed using GC/combustion/isotope ratio mass spectrometry (GC/C/IRMS) if the compound concentration is high enough to enable such an isotopic measurement. All extraction procedures were performed on an ISO 6 (Class 100) clean bench inside an ISO 5 (Class 1000) clean room. Baked serpentine powder was also analyzed as a procedural blank. In situ organic compound analysis with the molecular imaging was performed using desorption electrospray ionization (DESI) equipped with Orbitrap MS [9, 10], followed by spatial imaging of organic compounds using ToF/secondary ion mass spectrometry (ToF/SIMS) [11]. The bulk chemical and isotopic compositions of CNS and HO were determined using nano-elemental analysis/isotope ratio mass spectrometry (nanoEA/IRMS) [12] and EA/pyrolysis/IRMS, respectively. We have identified a variety of indigenous organic compounds in the extracts of both A106 and C107 samples. The Ryugu grains host organic molecules under the high-vacuum and cosmic-ray irradiation environment of the asteroid surface. The analysis of extracted molecules is in progress, and the first results will be presented at the symposium.

Hiroshi Naraoka↗

Thermal Desorption/GCMS Analysis of Astrobiologically Relevant Organic Materials

Several macromolecular organic materials, both biologically-derived (type II kerogen and humic acid) and abiotic in origin (Murchison insoluble organic material, cyanide polymer, and Titan tholin) were subjected to thermal desorption using a Chromatoprobe attachment on a Varian Saturn 2000 GCMS system. Each sample was heated sequentially at 100, 200, and 300 C to release volatile components. The evolved compounds were then separated on a Supelco EC-1 dimethylsilica GC column and detected by the Saturn 2000 ion trap mass spectrometer. The various types of macromolecular organic material subjected to thermal desorption produced distinctly different GCMS chromatograms at each temperature, containing fractions of both low and high chromatographic mobility. The relative amounts of detectable volatiles released at each temperature also differed, with type II kerogen and cyanide polymer containing the highest percentage of low-temperature components. In all the samples, the highest yield of released compounds occurred at 300 C. Only cyanide polymer evolved a homologous hydrocarbon series, suggesting that it is the only material among those examined that contains a truly polymeric structure. Pyrolysis/gas chromatography/mass spectrometry has been used extensively for analysis of terrestrial organic macromolecular materials, and was also part of the instrument package on the Viking landers. Thorough analysis by pyrolysis usually employs temperatures of 500 C or higher, which for in situ analyses can be problematic given spacecraft power and materials constraints. This study demonstrates that heating of organic materials of astrobiological relevance to temperatures as low as 200-300 C for short periods releases volatile components that can be analyzed by gas chromatography and mass spectrometry. Even in the absence of full pyrolysis, useful chemical information on samples can be obtained, and materials from different biological and abiological sources can be distinguished. The research described in this paper was carried out at the Jet Propulsion Laboratory, California Institute of Technology, under a contract with the National Aeronautics and Space Administration.

McDonald, Gene D.↗

FIRST RESULTS FROM Nb3Sn COATINGS OF 2.6 GHz Nb SRF CAVITIES USING DC CYLINDRICAL MAGNETRON SPUTTERING SYSTEM

A DC cylindrical magnetron sputtering system has been commissioned and operated to deposit Nb3Sn onto 2.6 GHz Nb SRF cavities. After optimizing the deposition conditions in a mock-up cavity, Nb-Sn films are deposited first on flat samples by multilayer sequential sputtering of Nb and Sn, and later annealed at 950 °C for 3 hours. X-ray diffraction of the films showed multiple peaks for the Nb3Sn phase and Nb (substrate). No peaks from any Nb-Sn compound other than Nb3Sn were detected. Later three 2.6 GHz Nb SRF cavities are coated with ~1 µm thick Nb3Sn. The first Nb3Sn coated cavity reached close to Eacc = 8 MV/m, demonstrating a quality factor Q0 of 3.2 × 108 at Tbath = 4.4 K and Eacc = 5 MV/m, about a factor of three higher than that of Nb at this temperature. Q0 was close to 1.1 × 109, dominated by the residual resistance, at 2 K and Eacc = 5 MV/m. The Nb3Sn coated cavities demonstrated Tc in the range of 17.9 ? 18 K. Here, we present the commissioning experience, system optimization, and the first results from the Nb3Sn fabrication on flat samples and SRF cavities.

Shakel, M.S.↗

First Results From Nb3Sn Coatings of 2.6 GHz Nb SRF Cavities Using DC Cylindrical Magnetron Sputtering System

A DC cylindrical magnetron sputtering system has been commissioned and operated to deposit Nb3Sn onto 2.6 GHz Nb SRF cavities. After optimizing the deposition conditions in a mock-up cavity, Nb-Sn films are deposited first on flat samples by multilayer sequential sputtering of Nb and Sn, and later annealed at 950 °C for 3 hours. X-ray diffraction of the films showed multiple peaks for the Nb3Sn phase and Nb (substrate). No peaks from any Nb- Sn compound other than Nb3Sn were detected. Later three 2.6 GHz Nb SRF cavities are coated with ~1 μm thick Nb3Sn. The first Nb3Sn coated cavity reached close to Eacc = 8 MV/m, demonstrating a quality factor Q0 of 3.2 × 108 at Tbath = 4.4 K and Eacc = 5 MV/m, about a factor of three higher than that of Nb at this temperature. Q0 was close to 1.1 × 109, dominated by the residual resistance, at 2 K and Eacc = 5 MV/m. The Nb3Sn coated cavities demonstrated Tc in the range of 17.9 – 18 K. Here we present the commissioning experience, s ystem optimization, and the first results from the Nb3Sn fabrication on flat samples and SRF cavities.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

FIRST RESULTS FROM Nb3Sn COATINGS OF 2.6 GHz Nb SRF CAVITIES USING DC CYLINDRICAL MAGNETRON SPUTTERING SYSTEM

A DC cylindrical magnetron sputtering system has been commissioned and operated to deposit Nb3Sn onto 2.6 GHz Nb SRF cavities. After optimizing the deposition conditions in a mock-up cavity, Nb-Sn films are deposited first on flat samples by multilayer sequential sputtering of Nb and Sn, and later annealed at 950 °C for 3 hours. X-ray diffraction of the films showed multiple peaks for the Nb3Sn phase and Nb (substrate). No peaks from any Nb-Sn compound other than Nb3Sn were detected. Later three 2.6 GHz Nb SRF cavities are coated with ~1 µm thick Nb3Sn. The first Nb3Sn coated cavity reached close to Eacc = 8 MV/m, demonstrating a quality factor Q0 of 3.2 × 108 at Tbath = 4.4 K and Eacc = 5 MV/m, about a factor of three higher than that of Nb at this temperature. Q0 was close to 1.1 × 109, dominated by the residual resistance, at 2 K and Eacc = 5 MV/m. The Nb3Sn coated cavities demonstrated Tc in the range of 17.9 ? 18 K. Here, we present the commissioning experience, system optimization, and the first results from the Nb3Sn fabrication on flat samples and SRF cavities.

Shakel, M. S.↗

First Results From Nb3Sn Coatings of 2.6 GHz Nb SRF Cavities Using DC Cylindrical Magnetron Sputtering System

A DC cylindrical magnetron sputtering system has been commissioned and operated to deposit Nb3Sn onto 2.6 GHz Nb SRF cavities. After optimizing the deposition conditions in a mock-up cavity, Nb-Sn films are deposited first on flat samples by multilayer sequential sputtering of Nb and Sn, and later annealed at 950°C for 3 hours. X-ray diffraction of the films showed multiple peaks for the Nb3Sn phase and Nb (substrate). No peaks from any Nb- Sn compound other than Nb3Sn were detected. Later three 2.6 GHz Nb SRF cavities are coated with ~1 μm thick Nb3Sn. The first Nb3Sn coated cavity reached close to Eacc = 8 MV/m, demonstrating a quality factor Q0 of $3.2 \times 108$ at Tbath = 4.4 K and Eacc = 5 MV/m, about a factor of three higher than that of Nb at this temperature. Q0 was close to $1.1 \times 109$, dominated by the residual resistance, at 2 K and Eacc = 5 MV/m. The Nb3Sn coated cavities demonstrated Tc in the range of $17.9 -- 18$ K. Here we present the commissioning experience, system optimization, and the first results from the Nb3Sn fabrication on flat samples and SRF cavities.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

First Results from Nb3Sn Coatings of 2.6 GHz Nb SRF Cavities Using DC Cylindrical Magnetron Sputtering System

A DC cylindrical magnetron sputtering system has been commissioned and operated to deposit Nb3Sn onto 2.6 GHz Nb SRF cavities. After optimizing the deposition conditions in a mock-up cavity, Nb-Sn films are deposited first on flat samples by multilayer sequential sputtering of Nb and Sn, and later annealed at 950 {\deg}C for 3 hours. X-ray diffraction of the films showed multiple peaks for the Nb3Sn phase and Nb (substrate). No peaks from any Nb3Sn compound other than Nb3Sn were detected. Later three 2.6 GHz Nb SRF cavities are coated with ~1 $\mu$m thick Nb3Sn. The first Nb3Sn coated cavity reached close to Eacc = 8 MV/m, demonstrating a quality factor Q0 of 3.2 x 108 at Tbath = 4.4 K and Eacc = 5 MV/m, about a factor of three higher than that of Nb at this temperature. Q0 was close to 1.1 x 109, dominated by the residual resistance, at 2 K and Eacc = 5 MV/m. The Nb3Sn coated cavities demonstrated Tc in the range of 17.9 - 18 K. Here we present the commissioning experience, system optimization, and the first results from the Nb3Sn fabrication on flat samples and SRF cavities.

43 PARTICLE ACCELERATORS↗

Selective Fluorination and Separation of Metals with NF3 for Mass Spectrometry

We report recent progress on the development of a new methodology based on the generation of volatile metal fluorides through the use of nitrogen trifluoride (NF3), and the separation and measurement of these metal fluorides by electron ionization mass spectrometry. Though unreactive under ambient conditions, NF3 reacts selectively at specified temperatures with various metal-containing species to form volatile metal fluorides. Utilizing these species-dependent traits, elements of a sample may be sequentially produced and thus separated on-line. Metals were reacted inside a thermogravimetric analyzer, the gas outlet of which was directly coupled to a quadrupole mass spectrometer with an electron impact ionization source via a molecular leak valve. We present results of this project including the electron ionization mass spectrum of gaseous tellurium hexafluoride.

Fluorination↗

Progression of soot cake layer properties during the systematic regeneration of diesel particulate filters measured with neutron tomography

Although particulate filters (PFs) have been a key component of the emission control system for modern diesel engines, there remain significant questions about the basic regeneration behavior of the filters and how it changes with accumulation of increasing soot layers. This effort describes a systematic deposition and regeneration of particulate matter in 25-mm diameter × 76-mm long wall-flow PFs composed of silicon carbide (SiC) material. The initial soot distributions were analyzed for soot cake thickness using a nondestructive neutron imaging technique. With the PFs intact, it was then possible to sequentially regenerate the samples and reanalyze them, which was performed after nominal 20, 50, and 70 % regenerations. The loaded samples show a relatively uniform distribution of particulate with an increasing soot cake thickness and nearly identical initial density of 70 mg/cm 3 . Throughout regeneration, the soot cake thickness initially decreases significantly while the density increases to 80–90 mg/cm 3 . After ~50 % regeneration, the soot cake thickness stays relatively constant, but instead, the density decreases as pores open up in the layer (~35 mg/cm 3 at 70 % regeneration). Here, complete regeneration initially occurs at the rear of the PF channels. With this information, a conceptual model of the regeneration is proposed.

54 ENVIRONMENTAL SCIENCES↗

Stepwise allomorphic transformations by alkaline and ethylenediamine treatments on bamboo crystalline cellulose for enhanced enzymatic digestibility

Efficient modification and decrystallization of cellulose Iβ in lignocellulosic biomass are potential ways to overcome biomass recalcitrance and facilitates enzymatic degradation. Herein, we have treated moso bamboo and microcrystalline cellulose separately by either alkali or ethylenediamine (EDA) treatments, as well as using both in succession. The pretreatments successfully transformed the initial cellulose Iβ allomorph into cellulose II, III I , and cellulose III II . Crystal structures and crystallinities were determined by Rietveld X-ray diffraction and CP/MAS 13 C NMR. Comparatively, the samples that were sequentially treated by EDA and NaOH had low crystallinity (~50%), larger d-spacings of ~4.4 Å for the hydrophobic (110) planes, and less condensed microfibrillar aggregation. The factors simultaneously contributed to as high enzymatic hydrolysis yield as 89.5% and 91.7% respectively, followed by the yields of mercerized cellulose II and cellulose III II allomorph. Here, the stepwise allomorphic transformations may provide new strategies on improving efficiency of saccharification process and biomass utilization.

59 BASIC BIOLOGICAL SCIENCES↗

Hybrid Quantum Mechanics/Molecular Mechanics Solvation Scheme for Computing Free Energies of Reactions at Metal–Water Interfaces

We report the development of a quantum mechanics/molecular mechanics free energy perturbation (QM/MM-FEP) method for modeling chemical reactions at metal-water interfaces. This novel solvation scheme combines planewave density function theory (DFT), periodic electrostatic embedded cluster method (PEECM) calculations using Gaussian-type orbitals, and classical molecular dynamics (MD) simulations to obtain a free energy description of a complex metal-water system. We derive a potential of mean force (PMF) of the reaction system within the QM/MM framework. A fixed-size, finite ensemble of MM conformations is used to permit precise evaluation of the PMF of QM coordinates and its gradient defined within this ensemble. Local conformations of adsorbed reaction moieties are optimized using sequential MD-sampling and QM-optimization steps. An approximate reaction coordinate is constructed using a number of interpolated states and the free energy difference between adjacent states is calculated using the QM/MM-FEP method. By avoiding on-the-fly QM calculations and by circumventing the challenges associated with statistical averaging during MD sampling, a computational speedup of multiple orders of magnitude is realized. The method is systematically validated against the results of ab initio QM calculations and demonstrated for C–C cleavage in double-dehydrogenated ethylene glycol on a Pt (111) model surface.

Chemical calculations↗

Estimation of stochastic volatility with long memory for index prices of FTSE Bursa Malaysia KLCI

In recent years, modeling in long memory properties or fractionally integrated processes in stochastic volatility has been applied in the financial time series. A time series with structural breaks can generate a strong persistence in the autocorrelation function, which is an observed behaviour of a long memory process. This paper considers the structural break of data in order to determine true long memory time series data. Unlike usual short memory models for log volatility, the fractional Ornstein-Uhlenbeck process is neither a Markovian process nor can it be easily transformed into a Markovian process. This makes the likelihood evaluation and parameter estimation for the long memory stochastic volatility (LMSV) model challenging tasks. The drift and volatility parameters of the fractional Ornstein-Unlenbeck model are estimated separately using the least square estimator (lse) and quadratic generalized variations (qgv) method respectively. Finally, the empirical distribution of unobserved volatility is estimated using the particle filtering with sequential important sampling-resampling (SIR) method. The mean square error (MSE) between the estimated and empirical volatility indicates that the performance of the model towards the index prices of FTSE Bursa Malaysia KLCI is fairly well.

97 MATHEMATICS AND COMPUTING↗

Data Assimilation for Robust UQ Within Agent-Based Simulation on HPC Systems

Agent-based simulation provides a powerful tool for in silico system modeling. However, these simulations do not provide built-in methods for uncertainty quantification (UQ). Within these types of models a typical approach to UQ is to run multiple realizations of the model then compute aggregate statistics. This approach is limited due to the compute time required for a solution. When faced with an emerging biothreat, public health decisions need to be made quickly and solutions for integrating near real-time data with analytic tools are needed. We propose an integrated Bayesian UQ framework for agent-based models based on sequential Monte Carlo sampling. Given streaming or static data about the evolution of an emerging pathogen this Bayesian framework provides a distribution over the parameters governing the spread of a disease through a population. These estimates of the spread of a disease may be provided to public health agencies seeking to abate the spread. By coupling agent-based simulations with Bayesian modeling in a data assimilation, our proposed framework provides a powerful tool for modeling dynamical systems in silico. We propose a method which reduces model error and provides a range of realistic possible outcomes. Moreover, our method addresses two primary limitations of ABMs: the lack of UQ and an inability to assimilate data. Our proposed framework combines the flexibility of an agent-based model with UQ provided by the Bayesian paradigm in a workflow which scales well to HPC systems. We provide algorithmic details and results on a simulated outbreak with both static and streaming data.

Spannaus, Adam [ORNL] (ORCID:0000000225213657)↗