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At least 109 records · Page 6

Stochastic inverse problems: Models and metrics

In past work, we introduced model-based inverse methods, and applied them to problems in which the anomaly could be reasonably modeled by simple canonical shapes, such as rectangular solids. In these cases the parameters to be inverted would be length, width and height, as well as the occasional probe lift-off or rotation. We are now developing a formulation that allows more flexibility in modeling complex flaws. The idea consists of expanding the flaw in a sequence of basis functions, and then solving for the expansion coefficients of this sequence, which are modeled as independent random variables, uniformly distributed over their range of values. There are a number of applications of such modeling: 1. Connected cracks and multiple half-moons, which we have noted in a POD set. Ideally we would like to distinguish connected cracks from one long shallow crack. 2. Cracks of irregular profile and shape which have appeared in cold work holes during bolt-hole eddy-current inspection. One side of such cracks is much deeper than other. 3. L or C shaped crack profiles at the surface, examples of which have been seen in bolt-hole cracks. By formulating problems in a stochastic sense, we are able to leverage the stochastic global optimization algorithms in NLSE, which is resident in VIC-3D®, to answer questions of global minimization and to compute confidence bounds using the sensitivity coefficient that we get from NLSE. We will also address the issue of surrogate functions which are used during the inversion process, and how they contribute to the quality of the estimation of the bounds.

36 MATERIALS SCIENCE↗

An adaptive tau-leaping method for stochastic simulations of reaction-diffusion systems

Stochastic modelling is critical for studying many biochemical processes in a cell, in particular when some reacting species have low population numbers. For many such cellular processes the spatial distribution of the molecular species plays a key role. The evolution of spatially heterogeneous biochemical systems with some species in low amounts is accurately described by the mesoscopic model of the Reaction-Diffusion Master Equation. The Inhomogeneous Stochastic Simulation Algorithm provides an exact strategy to numerically solve this model, but it is computationally very expensive on realistic applications. We propose a novel adaptive time-stepping scheme for the tau-leaping method for approximating the solution of the Reaction-Diffusion Master Equation. This technique combines effective strategies for variable time-stepping with path preservation to reduce the computational cost, while maintaining the desired accuracy. The numerical tests on various examples arising in applications show the improved efficiency achieved by the new adaptive method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Implicit and explicit schemes for mass consistency preservation in hybrid particle/finite-volume algorithms for turbulent reactive flows

This work addresses the issue of particle mass consistency in Large Eddy Simulation/Probability Density Function (LES/PDF) methods for turbulent reactive flows. Numerical schemes for the implicit and explicit enforcement of particle mass consistency (PMC) are introduced, and their performance is examined in a representative LES/PDF application, namely the Sandia–Sydney Bluff-Body flame HM1. A new combination of interpolation schemes for velocity and scalar fields is found to better satisfy PMC than multilinear and fourth-order Lagrangian interpolation. A second-order accurate time-stepping scheme for stochastic differential equations (SDE) is found to improve PMC relative to Euler time stepping, which is the first time that a second-order scheme is found to be beneficial, when compared to a first-order scheme, in an LES/PDF application. An explicit corrective velocity scheme for PMC enforcement is introduced, and its parameters optimized to enforce a specified PMC criterion with minimal corrective velocity magnitudes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Adaptive hybrid simulations for multiscale stochastic reaction networks

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such a partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

On the use of reverse Brownian motion to accelerate hybrid simulations

Multiscale and multiphysics simulations are two rapidly developing fields of scientific computing. Efficient coupling of continuum (deterministic or stochastic) constitutive solvers with their discrete (stochastic, particle-based) counterparts is a common challenge in both kinds of simulations. We focus on interfacial, tightly coupled simulations of diffusion that combine continuum and particle-based solvers. The latter employs the reverse Brownian motion (rBm), a Monte Carlo approach that allows one to enforce inhomogeneous Dirichlet, Neumann, or Robin boundary conditions and is trivially parallelizable. We discuss numerical approaches for improving the accuracy of rBm in the presence of inhomogeneous Neumann boundary conditions and alternative strategies for coupling the rBm solver with its continuum counterpart. Numerical experiments are used to investigate the convergence, stability, and computational efficiency of the proposed hybrid algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Basis adaptation and domain decomposition for steady-state partial differential equations with random coefficients

We present a novel approach for solving steady-state stochastic partial differential equations in high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each subdomain. The basis adaptation is used to address the curse of dimensionality by constructing an accurate low-dimensional representation of the stochastic PDE solution (probability density function and/or its leading statistical moments) in each subdomain. Restricting the basis adaptation to a specific subdomain affords finding a locally accurate solution. Then, the solutions from all of the subdomains are stitched together to provide a global solution. We support our construction with numerical experiments for a steady-state diffusion equation with a random spatially dependent coefficient. Our results show that accurate global solutions can be obtained with significantly reduced computational costs.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Fast and Universal Kohn-Sham Density Functional Theory Algorithm for Warm Dense Matter to Hot Dense Plasma

Understanding many processes, e.g., fusion experiments, planetary interiors, and dwarf stars, depends strongly on microscopic physics modeling of warm dense matter and hot dense plasma. This complex state of matter consists of a transient mixture of degenerate and nearly free electrons, molecules, and ions. This regime challenges both experiment and analytical modeling, necessitating predictive ab initio atomistic computation, typically based on quantum mechanical Kohn-Sham density functional theory (KS-DFT). However, cubic computational scaling with temperature and system size prohibits the use of DFT through much of the warm dense matter regime. A recently developed stochastic approach to KS-DFT can be used at high temperatures, with the exact same accuracy as the deterministic approach, but the stochastic error can converge slowly and it remains expensive for intermediate temperatures (< 50 eV). Here we have developed a universal mixed stochastic-deterministic algorithm for DFT at any temperature. This approach leverages the physics of KS-DFT to seamlessly integrate the best aspects of these different approaches. We demonstrate that this method significantly accelerated self-consistent field calculations for temperatures from 3 to 50 eV, while producing stable molecular dynamics and accurate diffusion coefficients.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Frequency tracking and parameter estimation for robust quantum state estimation

In this paper we consider the problem of tracking the state of a quantum system via a continuous weak measurement. If the system Hamiltonian is known precisely, this merely requires integrating the appropriate stochastic master equation. However, even a small error in the assumed Hamiltonian can render this approach useless. The natural answer to this problem is to include the parameters of the Hamiltonian as part of the estimation problem, and the full Bayesian solution to this task provides a state estimate that is robust against uncertainties. However, this approach requires considerable computational overhead. Here we consider a single qubit in which the Hamiltonian contains a single unknown parameter. We show that classical frequency estimation techniques greatly reduce the computational overhead associated with Bayesian estimation and provide accurate estimates for the qubit frequency.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Studying rare nonadiabatic dynamics with transition path sampling quantum jump trajectories

We present a method to study rare nonadiabatic dynamics in open quantum systems using transition path sampling and quantum jump trajectories. As with applications of transition path sampling to classical dynamics, the method does not rely on prior knowledge of transition states or reactive pathways and thus can provide mechanistic insight into ultrafast relaxation processes in addition to their associated rates. In particular, we formulate a quantum path ensemble using the stochastic realizations of an unravelled quantum master equation, which results in trajectories that can be conditioned on starting and ending in particular quantum states. Because the dynamics rigorously obeys detailed balance, rate constants can be evaluated from reversible work calculations in this conditioned ensemble, allowing for branching ratios and yields to be computed in an unbiased manner. We illustrate the utility of this method with three examples: energy transfer in a donor-bridge-acceptor model, and models of photo-induced proton-coupled electron transfer and thermally activated electron transfer. These examples demonstrate the efficacy of path ensemble methods and pave the way for their use in studying complex reactive quantum dynamics.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Bayesian and variational Bayesian approaches for flows in heterogeneous random media

In this paper, we study porous media flows in heterogeneous stochastic media. We propose an efficient forward simulation technique that is tailored for variational Bayesian inversion. As a starting point, the proposed forward simulation technique decomposes the solution into the sum of separable functions (with respect to randomness and the space), where each term is calculated based on a variational approach. This is similar to Proper Generalized Decomposition (PGD). Next, we apply a multiscale technique to solve for each term (as in ) and, further, decompose the random function into 1D fields. As a result, our proposed method provides an approximation hierarchy for the solution as we increase the number of terms in the expansion and, also, increase the spatial resolution of each term. We use the hierarchical solution distributions in a variational Bayesian approximation to perform uncertainty quantification in the inverse problem. We conduct a detailed numerical study to explore the performance of the proposed uncertainty quantification technique and show the theoretical posterior concentration.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Physically consistent simulation of mesoscale chemical kinetics: The non-negative FIS-{alpha} method

Biochemical pathways involving chemical kinetics in medium concentrations (i.e., at mesoscale) of the reacting molecules can be approximated as chemical Langevin equations (CLE) systems. We address the physically consistent non-negative simulation of the CLE sample paths as well as the issue of non-Lipschitz diffusion coefficients when a species approaches depletion and any stiffness due to faster reactions. The non-negative Fully Implicit Stochastic {alpha} (FIS {alpha}) method in which stopped reaction channels due to depleted reactants are deleted until a reactant concentration rises again, for non-negativity preservation and in which a positive definite Jacobian is maintained to deal with possible stiffness, is proposed and analysed. The method is illustrated with the computation of active Protein Kinase C response in the Protein Kinase C pathway.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Evaluation of convergence behavior of metamodeling techniques for bridging scales in multi-scale multimaterial simulation

The effectiveness of several metamodeling techniques, viz. the Polynomial Stochastic Collocation method, Adaptive Stochastic Collocation method, a Radial Basis Function Neural Network, a Kriging Method and a Dynamic Kriging Method is evaluated. This is done with the express purpose of using metamodels to bridge scales between micro- and macro-scale models in a multi-scale multimaterial simulation. The rate of convergence of the error when used to reconstruct hypersurfaces of known functions is studied. For sufficiently large number of training points, Stochastic Collocation methods generally converge faster than the other metamodeling techniques, while the DKG method converges faster when the number of input points is less than 100 in a two-dimensional parameter space. Because the input points correspond to computationally expensive micro/meso-scale computations, the DKG is favored for bridging scales in a multi-scale solver.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Hierarchical optimization for neutron scattering problems

We present a scalable optimization method for neutron scattering problems that determines confidence regions of simulation parameters in lattice dynamics models used to fit neutron scattering data for crystalline solids. The method uses physics-based hierarchical dimension reduction in both the computational simulation domain and the parameter space. We demonstrate for silicon that after a few iterations the method converges to parameters values (interatomic force-constants) computed with density functional theory simulations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The Random Ray Method for neutral particle transport

A new approach to solving partial differential equations (PDEs) based on the method of characteristics (MOC) is presented. The Random Ray Method (TRRM) uses a stochastic rather than deterministic discretization of characteristic tracks to integrate the phase space of a problem. TRRM is potentially applicable in a number of transport simulation fields where long characteristic methods are used, such as neutron transport and gamma ray transport in reactor physics as well as radiative transfer in astrophysics. In this study, TRRM is developed and then tested on a series of exemplar reactor physics benchmark problems. The results show extreme improvements in memory efficiency compared to deterministic MOC methods, while also reducing algorithmic complexity, allowing for a sparser computational grid to be used while maintaining accuracy.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Discrete velocity computations with stochastic variance reduction of the Boltzmann equation for gas mixtures

We extend a variance reduced discrete velocity method developed at UT Austin [1, 2] to gas mixtures with large mass ratios and flows with trace species. The mixture is stored as a collection of independent velocity distribution functions, each with a unique grid in velocity space. Different collision types (A-A, A-B, B-B, etc.) are treated independently, and the variance reduction scheme is formulated with different equilibrium functions for each separate collision type. The individual treatment of species enables increased focus on species important to the physics of the flow, even if the important species are present in trace amounts. The method is verified through comparisons to Direct Simulation Monte Carlo computations and the computational workload per time step is investigated for the variance reduced method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Residual Monte Carlo high-order solver for Moment-Based Accelerated Thermal Radiative Transfer equations

In this article we explore the possibility of replacing Standard Monte Carlo (SMC) transport sweeps within a Moment-Based Accelerated Thermal Radiative Transfer (TRT) algorithm with a Residual Monte Carlo (RMC) formulation. Previous Moment-Based Accelerated TRT implementations have encountered trouble when stochastic noise from SMC transport sweeps accumulates over several iterations and pollutes the low-order system. With RMC we hope to significantly lower the build-up of statistical error at a much lower cost. First, we display encouraging results for a zero-dimensional test problem. Then, we demonstrate that we can achieve a lower degree of error in two one-dimensional test problems by employing an RMC transport sweep with multiple orders of magnitude fewer particles per sweep. We find that by reformulating the high-order problem, we can compute more accurate solutions at a fraction of the cost.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗