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At least 721 records · Page 40

A semi-intrusive deterministic approach to uncertainty quantification in non-linear fluid flow problems

This paper deals with the formulation of a semi-intrusive (SI) method allowing the computation of statistics of linear and non linear PDEs solutions. This method shows to be very efficient to deal with probability density function of whatsoever form, long-term integration and discontinuities in stochastic space. Given a stochastic PDE where randomness is defined on Ω, starting from (i) a description of the solution in term of a space variables, (ii) a numerical scheme defined for any event ω∈Ω and (iii) a (family) of random variables that may be correlated, the solution is numerically described by its conditional expectancies of point values or cell averages and its evaluation constructed from the deterministic scheme. One of the tools is a tessellation of the random space as in finite volume methods for the space variables. Then, using these conditional expectancies and the geometrical description of the tessellation, a piecewise polynomial approximation in the random variables is computed using a reconstruction method that is standard for high order finite volume space, except that the measure is no longer the standard Lebesgue measure but the probability measure. This reconstruction is then used to formulate a scheme on the numerical approximation of the solution from the deterministic scheme. This new approach is said semi-intrusive because it requires only a limited amount of modification in a deterministic solver to quantify uncertainty on the state when the solver includes uncertain variables. The effectiveness of this method is illustrated for a modified version of Kraichnan–Orszag three-mode problem where a discontinuous pdf is associated to the stochastic variable, and for a nozzle flow with shocks. The results have been analyzed in terms of accuracy and probability measure flexibility. Finally, the importance of the probabilistic reconstruction in the stochastic space is shown up on an example where the exact solution is computable, the viscous Burgers equation.

97 MATHEMATICS AND COMPUTING↗

DeepHyper: Asynchronous Hyperparameter Search for Deep Neural Networks

Hyperparameters employed by deep learning (DL) methods play a substantial role in the performance and reliability of these methods in practice. Unfortunately, finding performance-optimizing hyperparameter settings is a notoriously difficult task. Hyperparameter search methods typically have limited production-strength implementations or do not target scalability within a highly parallel machine, portability across different machines, experimental comparison between different methods, and tighter integration with workflow systems. In this paper, we present DeepHyper, a Python package that provides a common interface for the implementation and study of scalable hyperparameter search methods. It adopts the Balsam workflow system to hide the complexities of running large numbers of hyperparameter configurations in parallel on high-performance computing (HPC) systems. We implement and study asynchronous model-based search methods that consist of sampling a small number of input hyperparameter configurations and progressively fitting surrogate models over the input-output space until exhausting a user-defined budget of evaluations. We evaluate the efficacy of these methods relative to approaches such as random search, genetic algorithms, Bayesian optimization, and hyperband on DL benchmarks on CPU- and GPU-based HPC systems.

Balaprakash, Prasanna↗

Modal confidence factor in vibration testing

The theory and applications of a time domain modal test technique are presented. The method uses free decay of random responses from a structure under test to identify its modal characteristics namely, natural frequencies, damping factors, and mode shapes. The method can identify multimodal (highly coupled) systems and modes that have very small contribution in the responses. A method is presented to decrease the effects of high levels of noise in the data and thus improve the accuracy of identified parameters. This is accomplished using an oversized mathematical model. The concept of modal confidence factor (MCF) is developed. The MCF is a number calculated for every identified mode for a structure under test. The MCF varies from 0.000 for a distorted, nonlinear, or noise mode to 100.0 for a pure structural mode. The theory of the MCF is based on the correlation that exits between the modal deflection at a certain station and the modal deflection at the same station delayed in time. The theory and application of the MCF is illustrated by two experiments. The first experiment deals with simulated responses from a two degree of freedom system with 20 percent, 40 percent, and 100 percent noise added. The second experiment was run on a generalized payload model. The free decay response from the payload model contained about 22 percent noise.

Ibrahim, S. R.↗

Statistical methods for efficient design of community surveys of response to noise: Random coefficients regression models

Research studies of residents' responses to noise consist of interviews with samples of individuals who are drawn from a number of different compact study areas. The statistical techniques developed provide a basis for those sample design decisions. These techniques are suitable for a wide range of sample survey applications. A sample may consist of a random sample of residents selected from a sample of compact study areas, or in a more complex design, of a sample of residents selected from a sample of larger areas (e.g., cities). The techniques may be applied to estimates of the effects on annoyance of noise level, numbers of noise events, the time-of-day of the events, ambient noise levels, or other factors. Methods are provided for determining, in advance, how accurately these effects can be estimated for different sample sizes and study designs. Using a simple cost function, they also provide for optimum allocation of the sample across the stages of the design for estimating these effects. These techniques are developed via a regression model in which the regression coefficients are assumed to be random, with components of variance associated with the various stages of a multi-stage sample design.

Tomberlin, T. J.↗

LUNGx Challenge for computerized lung nodule classification

The purpose of this work is to describe the LUNGx Challenge for the computerized classification of lung nodules on diagnostic computed tomography (CT) scans as benign or malignant and report the performance of participants’ computerized methods along with that of six radiologists who participated in an observer study performing the same Challenge task on the same dataset. The Challenge provided sets of calibration and testing scans, established a performance assessment process, and created an infrastructure for case dissemination and result submission. We present ten groups that applied their own methods to 73 lung nodules (37 benign and 36 malignant) that were selected to achieve approximate size matching between the two cohorts. Area under the receiver operating characteristic curve (AUC) values for these methods ranged from 0.50 to 0.68; only three methods performed statistically better than random guessing. The radiologists’ AUC values ranged from 0.70 to 0.85; three radiologists performed statistically better than the best-performing computer method. The LUNGx Challenge compared the performance of computerized methods in the task of differentiating benign from malignant lung nodules on CT scans, placed in the context of the performance of radiologists on the same task. Lastly, the continued public availability of the Challenge cases will provide a valuable resource for the medical imaging research community.

62 RADIOLOGY AND NUCLEAR MEDICINE↗

Adaptation of the CVT algorithm for catheter optimization in high dose rate brachytherapy

Purpose: An innovative, simple, and fast method to optimize the number and position of catheters is presented for prostate and breast high dose rate (HDR) brachytherapy, both for arbitrary templates or template-free implants (such as robotic templates).Methods: Eight clinical cases were chosen randomly from a bank of patients, previously treated in our clinic to test our method. The 2D Centroidal Voronoi Tessellations (CVT) algorithm was adapted to distribute catheters uniformly in space, within the maximum external contour of the planning target volume. The catheters optimization procedure includes the inverse planning simulated annealing algorithm (IPSA). Complete treatment plans can then be generated from the algorithm for different number of catheters. The best plan is chosen from different dosimetry criteria and will automatically provide the number of catheters and their positions. After the CVT algorithm parameters were optimized for speed and dosimetric results, it was validated against prostate clinical cases, using clinically relevant dose parameters. The robustness to implantation error was also evaluated. Finally, the efficiency of the method was tested in breast interstitial HDR brachytherapy cases.Results: The effect of the number and locations of the catheters on prostate cancer patients was studied. Treatment plans with a better or equivalent dose distributions could be obtained with fewer catheters. A better or equal prostate V100 was obtained down to 12 catheters. Plans with nine or less catheters would not be clinically acceptable in terms of prostate V100 and D90. Implantation errors up to 3 mm were acceptable since no statistical difference was found when compared to 0 mm error (p > 0.05). No significant difference in dosimetric indices was observed for the different combination of parameters within the CVT algorithm. A linear relation was found between the number of random points and the optimization time of the CVT algorithm. Because the computation time decrease with the number of points and that no effects were observed on the dosimetric indices when varying the number of sampling points and the number of iterations, they were respectively fixed to 2500 and to 100. The computation time to obtain ten complete treatments plans ranging from 9 to 18 catheters, with the corresponding dosimetric indices, was 90 s. However, 93% of the computation time is used by a research version of IPSA. For the breast, on average, the Radiation Therapy Oncology Group recommendations would be satisfied down to 12 catheters. Plans with nine or less catheters would not be clinically acceptable in terms of V100, dose homogeneity index, and D90.Conclusions: The authors have devised a simple, fast and efficient method to optimize the number and position of catheters in interstitial HDR brachytherapy. The method was shown to be robust for both prostate and breast HDR brachytherapy. More importantly, the computation time of the algorithm is acceptable for clinical use. Ultimately, this catheter optimization algorithm could be coupled with a 3D ultrasound system to allow real-time guidance and planning in HDR brachytherapy.

61 RADIATION PROTECTION AND DOSIMETRY↗

Is the Multigrid Method Fault Tolerant? The Two-Grid Case

The predicted reduced resiliency of next-generation high performance computers means that it will become necessary to take into account the effects of randomly occurring faults on numerical methods. Further, in the event of a hard fault occurring, a decision has to be made as to what remedial action should be taken in order to resume the execution of the algorithm. The action that is chosen can have a dramatic effect on the performance and characteristics of the scheme. Ideally, the resulting algorithm should be subjected to the same kind of mathematical analysis that was applied to the original, deterministic variant. The purpose of this work is to provide the first rigorous analysis of the behavior of the multigrid algorithm in the presence of faults. Specifically, we prove estimates on the behavior of the Two Grid Method similar to the classical asymptotic results. Multigrid is arguably the method of choice for the solution of large-scale linear algebra problems arising from discretization of partial differential equations, and it is of considerable importance to anticipate its behavior on an exascale machine. The analysis of resilience of algorithms is in its infancy, and the current work is perhaps the first to provide a mathematical model for faults and analyze the behavior of a state-of-the-art algorithm under the model. It is shown that the Two Grid Method fails to be resilient to faults. Attention is then turned to identifying the minimal necessary remedial action required to restore the rate of convergence to that enjoyed by the ideal fault-free method.

Mathematics↗

Some estimation problems in epidemic modeling

In the field of computer virus, a growing number of mathematical models have been published during the last decade. In this paper, we consider several estimation methods under two parametric models, the random constant scanning model and the nonhomogeneous random scanning model, to propose a comparison of the estimators’ performances based on the simulation of random populations. We conclude our work with an application of the different estimation methods to a real data set of worm propagation.

Mathematics↗

GALAXY CLUSTERING AND PROJECTED DENSITY PROFILES AS TRACED BY SATELLITES IN PHOTOMETRIC SURVEYS: METHODOLOGY AND LUMINOSITY DEPENDENCE

We develop a new method which measures the projected density distribution w{sub p} (r{sub p} )n of photometric galaxies surrounding a set of spectroscopically identified galaxies and simultaneously the projected cross-correlation function w{sub p} (r{sub p} ) between the two populations. In this method, we are able to divide the photometric galaxies into subsamples in luminosity intervals even when redshift information is unavailable, enabling us to measure w{sub p} (r{sub p} )n and w{sub p} (r{sub p} ) as a function of not only the luminosity of the spectroscopic galaxy, but also that of the photometric galaxy. Extensive tests show that our method can measure w{sub p} (r{sub p} ) in a statistically unbiased way. The accuracy of the measurement depends on the validity of the assumption inherent to the method that the foreground/background galaxies are randomly distributed and are thus uncorrelated with those galaxies of interest. Therefore, our method can be applied to the cases where foreground/background galaxies are distributed in large volumes, which is usually valid in real observations. We have applied our method to data from the Sloan Digital Sky Survey (SDSS) including a sample of 10{sup 5} luminous red galaxies at z {approx} 0.4 and a sample of about half a million galaxies at z {approx} 0.1, both of which are cross-correlated with a deep photometric sample drawn from the SDSS. On large scales, the relative bias factor of galaxies measured from w{sub p} (r{sub p} ) at z {approx} 0.4 depends on luminosity in a manner similar to what is found for those at z {approx} 0.1, which are usually probed by autocorrelations of spectroscopic samples in previous studies. On scales smaller than a few Mpc and at both z {approx} 0.4 and z {approx} 0.1, the photometric galaxies of different luminosities exhibit similar density profiles around spectroscopic galaxies at fixed luminosity and redshift. This provides clear observational support for the assumption commonly adopted in halo occupation distribution models that satellite galaxies of different luminosities are distributed in a similar way, following the dark matter distribution within their host halos.

79 ASTRONOMY AND ASTROPHYSICS↗

Evaluation of two gas-dilution methods for instrument calibration

Two gas dilution methods were evaluated for use in the calibration of analytical instruments used in air pollution studies. A dual isotope fluorescence carbon monoxide analyzer was used as the transfer standard. The methods are not new but some modifications are described. The rotary injection gas dilution method was found to be more accurate than the closed loop method. Results by the two methods differed by 5 percent. This could not be accounted for by the random errors in the measurements. The methods avoid the problems associated with pressurized cylinders. Both methods have merit and have found a place in instrument calibration work.

Evans, A., Jr.↗

Frontal Slice Approaches for Tensor Linear Systems

Inspired by the row and column action methods for solving large-scale linear systems, in this work, we explore the use of frontal slices for solving tensor linear systems. In particular, this paper presents a novel approach for using frontal slices of a tensor $\mathcal{A}$ to solve tensor linear systems $\mathcal{A} ∗\mathcal{X} = \mathcal{B}$ where ∗ denotes the $t$-product. In addition, we consider variations of this method, including cyclic, block, and randomized approaches, each designed to optimize performance in different operational contexts. Our primary contribution lies in the development and convergence analysis of these methods. Experimental results on synthetically generated and real-world data, including applications such as image and video deblurring, demonstrate the efficacy of our proposed approaches and validate our theoretical findings.

Luo, Hengrui↗

Random center vortex model

This work presents a model of center vortices, expressed by random lines in three-dimensional space–time. Monte Carlo methods were used to ensemble these closed random lines. The physical space wherein the vortex lines are defined is a cuboid including periodic boundary conditions. Reconnections are allowed aside from moving, growing, and shrinking of the vortex configuration. Therefore, the ensemble contains a variable number of closed vortex clusters, which are considered significant in realizing the deconfining phase transition. The average vortex density and length are studied as a function of vortex density [Formula: see text] by using this model. At different temperatures, potential [Formula: see text] between quark and antiquark is studied as a function of distance [Formula: see text]. This model is able to emphasize the confinement physics qualitative properties in [Formula: see text] Yang–Mills theory.

Physics↗

Advances and trends in structures and dynamics; Proceedings of the Symposium, Washington, DC, October 22-25, 1984

Among the topics discussed are developments in structural engineering hardware and software, computation for fracture mechanics, trends in numerical analysis and parallel algorithms, mechanics of materials, advances in finite element methods, composite materials and structures, determinations of random motion and dynamic response, optimization theory, automotive tire modeling methods and contact problems, the damping and control of aircraft structures, and advanced structural applications. Specific topics covered include structural design expert systems, the evaluation of finite element system architectures, systolic arrays for finite element analyses, nonlinear finite element computations, hierarchical boundary elements, adaptive substructuring techniques in elastoplastic finite element analyses, automatic tracking of crack propagation, a theory of rate-dependent plasticity, the torsional stability of nonlinear eccentric structures, a computation method for fluid-structure interaction, the seismic analysis of three-dimensional soil-structure interaction, a stress analysis for a composite sandwich panel, toughness criterion identification for unidirectional composite laminates, the modeling of submerged cable dynamics, and damping synthesis for flexible spacecraft structures.

Noor, A. K.↗

Monte Carlo Estimates of Eigenvalue Sensitivity to System Dimensions using Kernel Density Estimators

In the last decade there has been an increasing interest in calculating sensitivity coefficients in order to quantify the impact of uncertainty in material properties and system parameters on quantities of interest. Extensive work has been done developing Monte Carlo methods to estimate eigenvalue sensitivity to material properties. While deterministic methods exist for determining the eigenvalue sensitivity to system dimensions, the use of Monte Carlo methods to efficiently calculate eigenvalue sensitivity coefficients to system dimensions is still an open topic. Current Monte Carlo methods for calculating eigenvalue sensitivity coefficients to system dimensions are inefficient. Direct Monte Carlo perturbations require two additional simulations of high statistical precision in order to determine the eigenvalue sensitivity to the location of a single boundary. If the sensitivity to the location of multiple surfaces are desired, two additional simulations must be run for each surface. Kiedrowski and Favorite extended continuous energy Monte Carlo methods for sensitivities of nuclear cross sections to calculate sensitivities to interface boundaries or system dimensions to create the only current alternative to direct Monte Carlo calculations. However this method relies on the simulation of additional random walks launched at each surface crossing event. The present method extends upon Kiedrowski's work and eliminates the inefficient portions of the calculation through the use of Kernel Density Estimators (KDEs). The new method efficiently estimates eigenvalue sensitivities to the uniform expansion or contraction of material interface boundaries or system dimensions, negligibly impacting the runtime performance of the Monte Carlo code. The new estimator is tested on bare and reflected critical configurations in spherical geometry and is compared to estimates obtained from direct Monte Carlo perturbations.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Exact PDF equations and closure approximations for advective-reactive transport

Mathematical models of advection–reaction phenomena rely on advective flow velocity and (bio) chemical reaction rates that are notoriously random. By using functional integral methods, we derive exact evolution equations for the probability density function (PDF) of the state variables of the advection–reaction system in the presence of random transport velocity and random reaction rates with rather arbitrary distributions. These PDF equations are solved analytically for transport with deterministic flow velocity and a linear reaction rate represented mathematically by a heterog eneous and strongly-correlated random field. Our analytical solution is then used to investigate the accuracy and robustness of the recently proposed large-eddy diffusivity (LED) closure approximation [1]. We find that the solution to the LED-based PDF equation, which is exact for uncorrelated reaction rates, is accurate even in the presence of strong correlations and it provides an upper bound of predictive uncertainty.

PDF methods, Uncertainty quantification, Heterogen↗

Discrete-Direct Model Calibration and Uncertainty Propagation Method Confirmed on Multi-Parameter Plasticity Model Calibrated to Sparse Random Field Data

A discrete direct (DD) model calibration and uncertainty propagation approach is explained and demonstrated on a 4-parameter Johnson-Cook (J-C) strain-rate dependent material strength model for an aluminum alloy. The methodology's performance is characterized in many trials involving four random realizations of strain-rate dependent material-test data curves per trial, drawn from a large synthetic population. The J-C model is calibrated to particular combinations of the data curves to obtain calibration parameter sets which are then propagated to “Can Crush” structural model predictions to produce samples of predicted response variability. These are processed with appropriate sparse-sample uncertainty quantification (UQ) methods to estimate various statistics of response with an appropriate level of conservatism. This is tested on 16 output quantities (von Mises stresses and equivalent plastic strains) and it is shown that important statistics of the true variabilities of the 16 quantities are bounded with a high success rate that is reasonably predictable and controllable. The DD approach has several advantages over other calibration-UQ approaches like Bayesian inference for capturing and utilizing the information obtained from typically small numbers of replicate experiments in model calibration situations—especially when sparse replicate functional data are involved like force–displacement curves from material tests. The DD methodology is straightforward and efficient for calibration and propagation problems involving aleatory and epistemic uncertainties in calibration experiments, models, and procedures.

42 ENGINEERING↗

Analyzing the photonic band gaps in two-dimensional plasma photonic crystals with fractal Sierpinski gasket structure based on the Monte Carlo method

In this paper, the properties of photonic band gaps (PBGs) in two types of two-dimensional plasma-dielectric photonic crystals (2D PPCs) under a transverse-magnetic (TM) wave are theoretically investigated by a modified plane wave expansion (PWE) method where Monte Carlo method is introduced. The proposed PWE method can be used to calculate the band structures of 2D PPCs which possess arbitrary-shaped filler and any lattice. The efficiency and convergence of the present method are discussed by a numerical example. The configuration of 2D PPCs is the square lattices with fractal Sierpinski gasket structure whose constituents are homogeneous and isotropic. The type-1 PPCs is filled with the dielectric cylinders in the plasma background, while its complementary structure is called type-2 PPCs, in which plasma cylinders behave as the fillers in the dielectric background. The calculated results reveal that the enough accuracy and good convergence can be obtained, if the number of random sampling points of Monte Carlo method is large enough. The band structures of two types of PPCs with different fractal orders of Sierpinski gasket structure also are theoretically computed for a comparison. It is demonstrate that the PBGs in higher frequency region are more easily produced in the type-1 PPCs rather than in the type-2 PPCs. Sierpinski gasket structure introduced in the 2D PPCs leads to a larger cutoff frequency, enhances and induces more PBGs in high frequency region. The effects of configurational parameters of two types of PPCs on the PBGs are also investigated in detail. The results show that the PBGs of the PPCs can be easily manipulated by tuning those parameters. The present type-1 PPCs are more suitable to design the tunable compacted devices.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Variational approach to probabilistic finite elements

Probabilistic finite element method (PFEM), synthesizing the power of finite element methods with second-moment techniques, are formulated for various classes of problems in structural and solid mechanics. Time-invariant random materials, geometric properties, and loads are incorporated in terms of their fundamental statistics viz. second-moments. Analogous to the discretization of the displacement field in finite element methods, the random fields are also discretized. Preserving the conceptual simplicity, the response moments are calculated with minimal computations. By incorporating certain computational techniques, these methods are shown to be capable of handling large systems with many sources of uncertainties. By construction, these methods are applicable when the scale of randomness is not very large and when the probabilistic density functions have decaying tails. The accuracy and efficiency of these methods, along with their limitations, are demonstrated by various applications. Results obtained are compared with those of Monte Carlo simulation and it is shown that good accuracy can be obtained for both linear and nonlinear problems. The methods are amenable to implementation in deterministic FEM based computer codes.

Belytschko, T.↗