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At least 1,081 records · Page 60

Differential methods for assessing sensitivity in biological models

Differential sensitivity analysis is indispensable in fitting parameters, understanding uncertainty, and forecasting the results of both thought and lab experiments. Although there are many methods currently available for performing differential sensitivity analysis of biological models, it can be difficult to determine which method is best suited for a particular model. In this paper, we explain a variety of differential sensitivity methods and assess their value in some typical biological models. First, we explain the mathematical basis for three numerical methods: adjoint sensitivity analysis, complex perturbation sensitivity analysis, and forward mode sensitivity analysis. We then carry out four instructive case studies. (a) The CARRGO model for tumor-immune interaction highlights the additional information that differential sensitivity analysis provides beyond traditional naive sensitivity methods, (b) the deterministic SIR model demonstrates the value of using second-order sensitivity in refining model predictions, (c) the stochastic SIR model shows how differential sensitivity can be attacked in stochastic modeling, and (d) a discrete birth-death-migration model illustrates how the complex perturbation method of differential sensitivity can be generalized to a broader range of biological models. Finally, we compare the speed, accuracy, and ease of use of these methods. We find that forward mode automatic differentiation has the quickest computational time, while the complex perturbation method is the simplest to implement and the most generalizable.

59 BASIC BIOLOGICAL SCIENCES↗

Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling

A numerical method, called OBSM, was recently proposed which employs overcomplete basis functions to achieve sparse representations. While the method can handle non-stationary response without the need of inverting large covariance matrices, it lacks the capability to quantify uncertainty in predictions. We address this issue by proposing a Bayesian approach which first imposes a normal prior on the large space of linear coefficients, then applies the MCMC algorithm to generate posterior samples for predictions. From these samples, Bayesian credible intervals can then be obtained to assess prediction uncertainty. A key application for the proposed method is the efficient construction of sequential designs. Several sequential design procedures with different infill criteria are proposed based on the generated posterior samples. As a result, numerical studies show that the proposed schemes are capable of solving problems of positive point identification, optimization, and surrogate fitting.

97 MATHEMATICS AND COMPUTING↗

Calibrating Parameters of Power System Stability Models Using Advanced Ensemble Kalman Filter

With the ever increasing penetration of renewable energy, smart loads, energy storage, and new market behavior, today's power grid becomes more dynamic and stochastic, which may invalidate traditional study assumptions and pose great operational challenges. Thus, it is of critical importance to maintain good-quality models for secure and economic planning and real-time operation. Following the 1996 Western Systems Coordinating Council (WSCC) system blackout, North American Electric Reliability Corporation (NERC) and Western Electricity Coordinating Council (WECC) in North America enforced a number of policies and standards to guide the power industry to periodically validate power grid models and calibrate poor parameters with the goal of building sufficient confidence in model quality. The PMU-based approach using online measurements without interfering with the operation of generators provides a low-cost alternative to meet NERC standards. This paper presents an innovative procedure and tool suites to validate and calibrate models based on a trajectory sensitivity analysis method and an advanced ensemble Kalman filter algorithm. The developed prototype demonstrates excellent performance in identifying and calibrating bad parameters of a realistic hydro power plant against multiple system events.

Huang, Renke (ORCID:0000000230947073)↗

Optimization of Thermal Conductance at Interfaces Using Machine Learning Algorithms

We report optimization of thermal transport across the interface of two different materials is critical to micro-/nanoscale electronic, photonic, and phononic devices. Although several examples of compositional intermixing at the interfaces having a positive effect on interfacial thermal conductance (ITC) have been reported, an optimum arrangement has not yet been determined because of the large number of potential atomic configurations and the significant computational cost of evaluation. On the other hand, computation-driven materials design efforts are rising in popularity and importance. Yet, the scalability and transferability of machine learning models remain as challenges in creating a complete pipeline for the simulation and analysis of large molecular systems. In this work we present a scalable Bayesian optimization framework, which leverages dynamic spawning of jobs through the Message Passing Interface (MPI) to run multiple parallel molecular dynamics simulations within a parent MPI job to optimize heat transfer at the silicon and aluminum (Si/Al) interface. We found a maximum of 50% increase in the ITC when introducing a two-layer intermixed region that consists of a higher percentage of Si. Because of the random nature of the intermixing, the magnitude of increase in the ITC varies. We observed that both homogeneity/heterogeneity of the intermixing and the intrinsic stochastic nature of molecular dynamics simulations account for the variance in ITC.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

An improved multilevel Monte Carlo method for estimating probability distribution functions in stochastic oil reservoir simulations

In this paper, we develop an improved multilevel Monte Carlo (MLMC) method for estimating cumulative distribution functions (CDFs) of a quantity of interest, coming from numerical approximation of large-scale stochastic subsurface simulations. Compared with Monte Carlo (MC) methods, that require a significantly large number of high-fidelity model executions to achieve a prescribed accuracy when computing statistical expectations, MLMC methods were originally proposed to significantly reduce the computational cost with the use of multifidelity approximations. The improved performance of the MLMC methods depends strongly on the decay of the variance of the integrand as the level increases. However, the main challenge in estimating CDFs is that the integrand is a discontinuous indicator function whose variance decays slowly. To address this difficult task, we approximate the integrand using a smoothing function that accelerates the decay of the variance. In addition, we design a novel a posteriori optimization strategy to calibrate the smoothing function, so as to balance the computational gain and the approximation error. The combined proposed techniques are integrated into a very general and practical algorithm that can be applied to a wide range of subsurface problems for high-dimensional uncertainty quantification, such as a fine-grid oil reservoir model considered in this effort. The numerical results reveal that with the use of the calibrated smoothing function, the improved MLMC technique significantly reduces the computational complexity compared to the standard MC approach. Finally, we discuss several factors that affect the performance of the MLMC method and provide guidance for effective and efficient usage in practice.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DiaMonD: An Integrated Multifaceted Approach to Mathematics at the Interfaces of Data, Models, and Decisions

For many problems in computational science and engineering, the so-called forward problem—solution of the underlying mathematical model to yield output quantities of interest, given input parameters—is difficult enough for frontier complex models, which are often characterized by coupled multiphysics and possibly stochastic behavior over a wide range of length and time scales. However, we face the need to move beyond the forward problem, to address what is often the ultimate goal of CS&E: decision making. This requires us to tackle a spectrum of mathematical problems that subsume, and are thus even more difficult than, the forward problem. First, given experimental data, we wish to estimate unknown parameters characterizing a model of a natural or engineered system by solving an inverse problem. Second, we seek the optimal configuration of the system (or experiments) by solving an optimal design problem. Third, the optimal operation of the system must be determined by solving an optimal control problem. And fourth, we must quantify uncertainties as they propagate through all of the preceding problems, from data to model inference to prediction and finally to optimal design and control. Optimal mathematical methods and algorithms for such end-to-end, data-to-decisions modeling and simulation of complex problems—requiring integrated solution of forward, inverse, optimization, and UQ problems for large, multiphysics, multiscale models—entails challenges of the highest order, while also presenting great opportunities for applied mathematics research. Unfortunately, research on forward, inverse, optimization, and UQ problems has all-too-often progressed in isolation. This has led to mathematical methods that perform well when considering the forward simulation in isolation, but are prohibitive or suboptimal or unstable when combined with other methods within the framework of inversion, optimization, or UQ. The reverse is also true: general-purpose methods developed within the inversion, optimization, and UQ fields often become prohibitive when applied to complex CS&E problems since they do not exploit their structure.

58 GEOSCIENCES↗

Modeling and Simulation of High-Frequency Solar Irradiance

As the use of solar power as a source of electricity is increasing, so is the interest in modeling radiation at high temporal resolutions. High-dimensional remote sensing data products depend on cloud cover variability, atmosphere aerosol levels, and other atmospheric parameters. Because of weather fronts and aerosols, it is difficult to quantify solar power variability based on distributed solar networks. The global horizontal irradiance (GHI) component in the National Solar Radiation Database (NSRDB) is available at a 30-min time resolution. The algorithm proposed in this paper produces 1-min-resolution GHI samples at locations where NSRDB data are available. The synthetic irradiance datasets are produced using log-additive non-Gaussian mixture models and resampling techniques. The model is trained over historical data, and predicted values are compared with in situ data. This approach allows for estimating the solar irradiance at subhourly temporal resolutions, while featuring variability for locations where measurements are otherwise not available.

14 SOLAR ENERGY↗

Analysis of the track- and dose-averaged LET and LET spectra in proton therapy using the GEANT4 Monte Carlo code

Purpose: The motivation of this study was to find and eliminate the cause of errors in dose-averaged linear energy transfer (LET) calculations from therapeutic protons in small targets, such as biological cell layers, calculated using the GEANT 4 Monte Carlo code. Furthermore, the purpose was also to provide a recommendation to select an appropriate LET quantity from GEANT 4 simulations to correlate with biological effectiveness of therapeutic protons. Methods: The authors developed a particle tracking step based strategy to calculate the average LET quantities (track-averaged LET, LET{sub t} and dose-averaged LET, LET{sub d}) using GEANT 4 for different tracking step size limits. A step size limit refers to the maximally allowable tracking step length. The authors investigated how the tracking step size limit influenced the calculated LET{sub t} and LET{sub d} of protons with six different step limits ranging from 1 to 500 μm in a water phantom irradiated by a 79.7-MeV clinical proton beam. In addition, the authors analyzed the detailed stochastic energy deposition information including fluence spectra and dose spectra of the energy-deposition-per-step of protons. As a reference, the authors also calculated the averaged LET and analyzed the LET spectra combining the Monte Carlo method and the deterministic method. Relative biological effectiveness (RBE) calculations were performed to illustrate the impact of different LET calculation methods on the RBE-weighted dose. Results: Simulation results showed that the step limit effect was small for LET{sub t} but significant for LET{sub d}. This resulted from differences in the energy-deposition-per-step between the fluence spectra and dose spectra at different depths in the phantom. Using the Monte Carlo particle tracking method in GEANT 4 can result in incorrect LET{sub d} calculation results in the dose plateau region for small step limits. The erroneous LET{sub d} results can be attributed to the algorithm to determine fluctuations in energy deposition along the tracking step in GEANT 4. The incorrect LET{sub d} values lead to substantial differences in the calculated RBE. Conclusions: When the GEANT 4 particle tracking method is used to calculate the average LET values within targets with a small step limit, such as smaller than 500 μm, the authors recommend the use of LET{sub t} in the dose plateau region and LET{sub d} around the Bragg peak. For a large step limit, i.e., 500 μm, LET{sub d} is recommended along the whole Bragg curve. The transition point depends on beam parameters and can be found by determining the location where the gradient of the ratio of LET{sub d} and LET{sub t} becomes positive.

60 APPLIED LIFE SCIENCES↗

The compressed state Kalman filter for nonlinear state estimation: Application to large-scale reservoir monitoring

Reservoir monitoring aims to provide snapshots of reservoir conditions and their uncertainties to assist operation management and risk analysis. These snapshots may contain millions of state variables, e.g., pressures and saturations, which can be estimated by assimilating data in real time using the Kalman filter (KF). However, the KF has a computational cost that scales quadratically with the number of unknowns, m, due to the cost of computing and storing the covariance and Jacobian matrices, along with their prod-ucts. The compressed state Kalman filter (CSKF) adapts the KF for solving large-scale monitoring problems. The CSKF uses N preselected orthogonal bases to compute an accurate rank-N approximation of the covari-ance that is close to the optimal spectral approximation given by SVD. The CSKF has a computational cost that scales linearly in m and uses an efficient matrix-free approach that propagates uncertainties using N + 1 forward model evaluations, where N << m. Here in this paper we present a generalized CSKF algorithm for nonlin-ear state estimation problems such as CO 2 monitoring. For simultaneous estimation of multiple types of state variables, the algorithm allows selecting bases that represent the variability of each state type. Through synthetic numerical experiments of CO 2 monitoring, we show that the CSKF can reproduce the Kal-man gain accurately even for large compression ratios (m/N). For a given computational cost, the CSKF uses a robust and flexible compression scheme that gives more reliable uncertainty estimates than the ensemble Kalman filter, which may display loss of ensemble variability leading to suboptimal uncertainty estimates.

97 MATHEMATICS AND COMPUTING↗

A hybrid Monte Carlo, discontinuous Galerkin method for linear kinetic transport equations

Here we present a hybrid method for time-dependent particle transport problems that combines Monte Carlo (MC) estimation with deterministic solutions based on discrete ordinates. For spatial discretizations, the MC algorithm computes a piecewise constant solution and the discrete ordinates use bilinear discontinuous finite elements. From the hybridization of the problem, the resulting problem solved by Monte Carlo is scattering free, resulting in a simple, efficient solution procedure. Between time steps, we use a projection approach to “relabel” collided particles as uncollided particles. In conclusion, from a series of standard 2-D Cartesian test problems we observe that our hybrid method has improved accuracy and reduction in computational complexity of approximately an order of magnitude relative to standard discrete ordinates solutions.

97 MATHEMATICS AND COMPUTING↗

A Computational Theory for the Emergence of Grammatical Categories in Cortical Dynamics

A general agreement in psycholinguistics claims that syntax and meaning are unified precisely and very quickly during online sentence processing. Although several theories have advanced arguments regarding the neurocomputational bases of this phenomenon, we argue that these theories could potentially benefit by including neurophysiological data concerning cortical dynamics constraints in brain tissue. In addition, some theories promote the integration of complex optimization methods in neural tissue. In this paper we attempt to fill these gaps introducing a computational model inspired in the dynamics of cortical tissue. In our modeling approach, proximal afferent dendrites produce stochastic cellular activations, while distal dendritic branches–on the other hand–contribute independently to somatic depolarization by means of dendritic spikes, and finally, prediction failures produce massive firing events preventing formation of sparse distributed representations. The model presented in this paper combines semantic and coarse-grained syntactic constraints for each word in a sentence context until grammatically related word function discrimination emerges spontaneously by the sole correlation of lexical information from different sources without applying complex optimization methods. By means of support vector machine techniques, we show that the sparse activation features returned by our approach are well suited—bootstrapping from the features returned by Word Embedding mechanisms—to accomplish grammatical function classification of individual words in a sentence. In this way we develop a biologically guided computational explanation for linguistically relevant unification processes in cortex which connects psycholinguistics to neurobiological accounts of language. We also claim that the computational hypotheses established in this research could foster future work on biologically-inspired learning algorithms for natural language processing applications.

59 BASIC BIOLOGICAL SCIENCES↗

Mechanisms of Dynamic Near-Wake Modulation of a Utility-Scale Wind Turbine

The current study uses large eddy simulations to investigate the transient response of a utility-scale wind turbine wake to dynamic changes in atmospheric and operational conditions, as observed in previous field-scale measurements. Most wind turbine wake investigations assume quasi-steady conditions, but real wind turbines operate in a highly stochastic atmosphere, and their operation (e.g. blade pitch, yaw angle) changes constantly in response. Furthermore, dynamic control strategies have been recently proposed to optimize wind farm power generation and longevity. Therefore, improved understanding of dynamic wake behaviours is essential. First, changes in blade pitch are investigated and the wake expansion response is found to display hysteresis as a result of flow inertia. The time scales of the wake response to different pitch rates are quantified. Next, changes in wind direction with different time scales are explored. Under short time scales, the wake deflection is in the opposite direction of that observed under quasi-steady conditions. Finally, yaw changes are implemented at different rates, and the maximum inverse wake deflection and time scale are quantified, showing a clear dependence on yaw rate. To gain further physical understanding of the mechanism behind the inverse wake deflection, the streamwise vorticity in different parts of the wake is quantified. The results of this study provide guidance for the design of advanced wake flow control algorithms. The lag in wake response observed for both blade pitch and yaw changes shows that proposed dynamic control strategies must implement turbine operational changes with a time scale of the order of the rotor time scale or slower.

flow-structure interactions↗

Machine learning and atomic layer deposition: Predicting saturation times from reactor growth profiles using artificial neural networks

In this work, we explore the application of deep neural networks to the optimization of atomic layer deposition (ALD) processes. In particular, we focus on a one-shot optimization problem, where we try to predict the optimal dose time that leads to saturation everywhere in the reactor based on thickness values measured at different points of an ALD reactor after a single trial growth. In order to tackle this problem, we introduce a dataset designed to train neural networks to predict saturation times based on these inputs for a cross-flow ALD reactor. Here, we then explore the predictive ability of artificial neural networks of different depths and sizes using a separate testing dataset to evaluate their accuracies. The results obtained show that networks trained using stochastic gradient descent methods can accurately predict saturation times without requiring any additional information on the surface kinetics. This provides a viable approach to minimize the number of experiments required to optimize new ALD processes in a known reactor, and it highlights the way machine learning can be leveraged for thin film growth and manufacturing. While the datasets and training procedure depend on the reactor geometry, the trained neural networks provide a general surrogate model connecting thickness values and trial dose times with optimal saturation times that can be reused for different ALD processes within the same reactor.

36 MATERIALS SCIENCE↗

Stabilization of the 81-channel coherent beam combination using machine learning

We develop a rapidly converging algorithm for stabilizing a large channel-count diffractive optical coherent beam combination. An 81-beam combiner is controlled by a novel, machine-learning based, iterative method to correct the optical phases, operating on an experimentally calibrated numerical model. A neural-network is trained to detect phase errors based on interference pattern recognition of uncombined beams adjacent to the combined one. Due to the non-uniqueness of solutions in the full space of possible phases, the network is trained within a limited phase perturbation/error range. This also reduces the number of samples needed for training. Simulations have proven that the network can converge in one step for small phase perturbations. When the trained neural-network is applied to a realistic case of 360 degree full range, an iterative scheme exploits random walking at the beginning, with the accuracy of prediction on phase feedback direction, to allow the neural-network to step into the training range for fast convergence. This neural-network-based iterative method of phase detection works tens of times faster than the commonly used stochastic parallel gradient descent approach (SPGD) using a single-detector and random dither when both are tested with random phase perturbations.

Wang, Dan↗

Optimality of Gradient-MUSIC for Spectral Estimation

We introduce the Gradient-MUSIC algorithm for estimating the unknown frequencies and amplitudes of a nonharmonic signal from noisy time samples. While the classical MUSIC algorithm performs a computationally expensive search over a fine grid, Gradient-MUSIC is significantly more efficient and eliminates the need for discretization over a fine grid by using optimization techniques. It coarsely scans the 1D landscape to find initialization simultaneously for all frequencies followed by parallelizable local refinement via gradient descent. We also analyze its performance when the noise level is sufficiently small and the signal frequencies are separated by at least 8π/m, where π/m is the standard resolution of this problem. Even though the 1D landscape is nonconvex, we prove a global convergence result for Gradient-MUSIC: coarse scanning provably finds suitable initialization and gradient descent converges at a linear rate. In addition to convergence results, we also upper bound the error between the true signal frequencies and amplitudes with those found by Gradient-MUSIC. For example, if the noise has $\ell^\infty$ norm at most ϵ, then the frequencies and amplitudes are recovered up to error at most Cϵ/m and Cϵ respectively, which are minimax optimal in m and ϵ. Our theory can also handle stochastic noise with performance guarantees under nonstationary independent Gaussian noise. Our main approach is a comprehensive geometric analysis of the landscape, a perspective that has not been explored before.

97 MATHEMATICS AND COMPUTING↗

Final Technical Report: Mathematical Foundations for Uncertainty Quantification in Materials Design

We developed path-wise information theory-based and goal-oriented sensitivity analysis and parameter identification methods for complex high-dimensional dynamics and in particular of non-equilibrium extended molecular systems. The combination of these novel methodologies provided the first methods in the literature which are capable to handle UQ questions for stochastic complex systems with some or all of the following features: (a) multi-scale stochastic models such as (bio)chemical reaction networks, with a very large number of parameters, (b) spatially distributed systems such as Kinetic Monte Carlo or Langevin Dynamics, (c) non-equilibrium processes typically associated with coupled physico-chemical mechanisms, driven boundary conditions, hybrid micro-macro systems, etc. A particular computational challenge arises in simulations of multi-scale reaction networks and molecular systems. Mathematical techniques were applied to in silico prediction of novel materials with emphasis on the effect of microstructure on model uncertainty quantification (UQ). We outline acceleration methods to make calculations of real chemistry feasible followed by two complementary tasks on structure optimization and microstructure-induced UQ.

97 MATHEMATICS AND COMPUTING↗

Adaptive anomaly detection for identifying attacks in cyber-physical systems: A systematic literature review

Modern cyberattacks in cyber-physical systems (CPS) rapidly evolve and cannot be deterred effectively with most current methods, which focus on characterizing past threats. Adaptive anomaly detection (AAD) is among the most promising techniques to detect evolving cyberattacks, with an emphasis on fast data processing and model adaptation. AAD has been researched extensively; however, to the best of our knowledge, our work is the first systematic literature review (SLR) on current research in this field. We present a comprehensive SLR, gathering 397 relevant papers and systematically analyzing 65 of them (47 research and 18 survey papers) on AAD in CPS from 2013 to November 2023. We introduce a novel taxonomy considering attack types, CPS application, learning paradigm, data management, and algorithms. Our findings show that most studies addressed either model adaptation or data processing, but rarely both simultaneously. This indicates a research gap in fully adaptive solutions. We also categorize algorithms, datasets, and attack characteristics, and summarize strengths and weaknesses across the literature. Our review provides a structured and accessible reference for researchers and practitioners, offering insights into key trends and highlighting limitations in current approaches. Finally, we outline several future research directions, including the need for integrated real-time processing and adaptive learning, explainability, and uncertainty quantification in AAD for CPS.

Adaptation↗