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At least 19 records

Derivative-free stochastic optimization via adaptive sampling strategies

In this paper, we present a novel derivative-free framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning to quantum computing involve settings where only stochastic function values are obtained via a zeroth-order oracle, which has no available gradient information and necessitates the usage of derivative-free optimization methodologies. Our approach includes estimating gradients using stochastic function evaluations and integrating adaptive sampling techniques to control the accuracy in these stochastic approximations. Our framework encapsulates several gradient estimation techniques, including standard finite-difference, Gaussian smoothing, sphere smoothing, randomized coordinate finite-difference, and randomized subspace finite-difference methods. We provide theoretical convergence guarantees for our framework and analyze the worst-case iteration and sample complexities associated with each gradient estimation method. Finally, we demonstrate the empirical performance of the methods on logistic regression and nonlinear least squares problems.

Adaptive sampling

Optimization using pathwise algorithmic derivatives of electromagnetic shower simulations

Among the well-known methods to approximate derivatives of expectancies computed by Monte-Carlo simulations, averages of pathwise derivatives are often the easiest one to apply. Computing them via algorithmic differentiation typically does not require major manual analysis and rewriting of the code, even for very complex programs like simulations of particle-detector interactions in high-energy physics. However, the pathwise derivative estimator can be biased if there are discontinuities in the program, which may diminish its value for applications. This work integrates algorithmic differentiation into the electromagnetic shower simulation code HepEmShow based on G4HepEm, allowing us to study how well pathwise derivatives approximate derivatives of energy depositions in a sampling calorimeter with respect to parameters of the beam and geometry. We found that when multiple scattering is disabled in the simulation, means of pathwise derivatives converge quickly to their expected values, and these are close to the actual derivatives of the energy deposition. Additionally, we demonstrate the applicability of this novel gradient estimator for stochastic gradient-based optimization in a model example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC

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

Inverse rendering of fusion plasmas: Inferring plasma composition from imaging systems

In this work, we develop a differentiable rendering pipeline for visualising plasma emission within tokamaks, and estimating the gradients of the emission and estimating other physical quantities. Unlike prior work, we are able to leverage arbitrary representations of plasma quantities and easily incorporate them into a non-linear optimisation framework. The efficiency of our method enables not only estimation of a physically plausible image of plasma, but also recovery of the neutral Deuterium distribution from imaging and midplane measurements alone. We demonstrate our method with three different levels of complexity showing first that a poloidal neutrals density distribution can be recovered from imaging alone, second that the distributions of neutral Deuterium, electron density and electron temperature can be recovered jointly, and finally, that this can be done in the presence of realistic imaging systems that incorporate sensor cropping and quantisation.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY

Energy Transport and Conversion Above a Bright Discrete Auroral Arc

Magnetically connected observations of particle distributions and luminosity from the Reimei spacecraft are used to examine energy transport and conversion occurring above a discrete auroral arc. By combining imaging and in situ measurements it is shown how transverse electromagnetic and kinetic energy fluxes measured along the spacecraft trajectory converge across geomagnetic field-lines into the acceleration region. It is shown how cross-field energy transport is facilitated by the formation of vortices along the length of the arc. From an integration over the vertical extent of the acceleration region it is shown that the transverse and field-aligned flow of energy into the arc locally supports the dissipation needed to power the electron acceleration observed. Estimates of gradients in electromagnetic and kinetic energy flows show how field-aligned electron energization in the acceleration region is supported by the divergence of Poynting flux along and across the background magnetic field.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY

Geothermal Reservoir Characterization at Wattenberg Area in Denver Basin

The geothermal potential of the Denver-Julesburg (D-J) Basin is largely overlooked. This study focuses on characterizing the geothermal potential in the greater Wattenberg area within the Denver Basin, using available well data and subsurface information and gas wells drilled to above 2500 m deep. The review reveals that the main structures comprise ENE-trending wrench faults, along with NNE, N, and NNW trending normal faults. A thermal anomaly is present bonded by Lafayette and Longmont wrench faults and overlying vitrinite reflectance anomaly. The geometry of thermal anomaly suggests that it is influenced by Longmont wrench fault and Lafayette fault, as well as the basin margin fault. Bottom hole temperatures are of 160 Degrees Celsius, with thermal gradients of and 62 Degrees Celsius/km. Reservoir temperature estimates from thermal gradients suggest a range of >200 Degrees Celsius at depths of 3 km.

Denver basin

Analysis of vapor diffusion Nb$^{3}$Sn coating at Fermilab: Minimizing impurities using TOF-SIMS

Nb₃Sn demonstrates steady advancements nowadays offering reduced power cost in superconducting radio-frequency cavities due to its high critical temperature, quality factor, and achieved accelerating gradient. However, theoretical estimates of its radio-frequency parameters have not been achieved due to several potentially limiting mechanisms: tin spots, patchy regions, defects, thermal impedance, and impurities. While some of these limitations have been intensively studied, impurity analysis in Nb$_3$Sn coatings have received less attention. We report an investigation of impurities in several vapor-diffused Nb₃Sn coated samples using time-of-flight secondary ion mass spectroscopy (TOF-SIMS) and show allowable impurity levels in view of superconducting cavity performance. Challenges and lessons learned in maintaining clean Nb$_3$Sn coatings are also discussed.

Tagdulang, Nikki [Fermilab]

Challenges of Vapor Diffusion $Nb_3Sn$ Coating at Fermilab: Minimizing Impurities Using TOF-SIMS

Nb$_3$Sn demonstrates steady advancements nowadays offering reduced power cost in superconducting radio-frequency cavities due to its high critical temperature, quality factor, and achieved accelerating gradient. However, theoretical estimates of its radio-frequency parameters have not been achieved due to several potentially limiting mechanisms: tin spots, patchy regions, defects, thermal impedance, and impurities. While some of these limitations have been intensively studied, impurity analysis in Nb$_3$Sn coatings have received less attention. We report an investigation of impurities in several vapor-diffused Nb$_3$Snn coated samples using time-of-flight secondary ion mass spectroscopy (TOF-SIMS) and show allowable impurity levels in view of superconducting cavity performance. Challenges and lessons learned in maintaining clean Nb$_3$Sn coatings are also discussed.

Tagdulang, N. [Fermilab]

An Empirical Quantile Estimation Approach for Chance-Constrained Nonlinear Optimization Problems

We investigate an empirical quantile estimation approach to solve chance-constrained nonlinear optimization problems. Our approach is based on the reformulation of the chance constraint as an equivalent quantile constraint to provide stronger signals on the gradient. In this approach, the value of the quantile function is estimated empirically from samples drawn from the random parameters, and the gradient of the quantile function is estimated via a finite-difference approximation on top of the quantile-function-value estimation. We establish a convergence theory of this approach within the framework of an augmented Lagrangian method for solving general nonlinear constrained optimization problems. The foundation of the convergence analysis is a concentration property of the empirical quantile process, and the analysis is divided based on whether or not the quantile function is differentiable. In contrast to the sampling-and-smoothing approach used in the literature, the method developed in this paper does not involve any smoothing function and hence the quantile-function gradient approximation is easier to implement and there are less accuracy-control parameters to tune. Furthermore, we demonstrate the effectiveness of this approach and compare it with a smoothing method for the quantile-gradient estimation. Numerical investigation shows that the two approaches are competitive for certain problem instances.

Applied Probability

Wave steepening and shock formation in ultracold neutral plasmas

We present observations of wave steepening and signatures of shock formation during expansion of ultracold neutral plasmas formed with an initial density distribution that is centrally peaked and decays exponentially with distance. The plasma acceleration and velocity decrease at large distance from the plasma center, leading to central ions overtaking ions in the outer regions and the development of a steepening front that is narrow compared to the size of the plasma. The density and velocity change dramatically across the front, and significant heating of the ions is observed in the region of steepest gradients. For a reasonable estimate of electron temperature, the relative velocity of ions on either side of the front modestly exceeds the local sound speed (Mach number M≳1). This indicates that by sculpting steep density gradients, it is possible to create the conditions for shock formation, or very close to it, opening a new avenue of research for ultracold neutral plasmas.

Computational fluid dynamics

Baltimore Social-Environmental Collaborative (BSEC) Doppler Lidar & Derived Products

This repository contains all processed Doppler‐lidar outputs from the PSU lidar deployed for the Baltimore Social‐Environmental Collaborative (BSEC) project. Vertical Stare Scans (fixed‐beam, vertical profiling): 1 Hz backscatter intensity (m⁻¹ sr⁻¹), signal‐to‐noise ratio (unitless), and Doppler vertical‐velocity (m s⁻¹) on ~30 m range gates, stored as CF-compliant NetCDF. Wind Profiles (horizontal‐wind retrieval): daily NetCDF outputs of retrieved horizontal wind speed (m s⁻¹) and direction (degrees), computed from the angled‐scan returns. Profile Statistics (summary statistics on the vertical velocity): 15 min windows (default) of mean, variance, skewness, kurtosis, high-frequency variance, etc., as a function of height; saved as CF-compliant NetCDF files. Boundary Layer Height (BLH) (fuzzy-logic output): 15 min BLH estimates (m), with lower/upper fuzzy bounds (m) and a quality flag (0–4) indicating data status (e.g., no data, good, below range, ran out of signal, cloud-topped). Cloud Base Height (Haar-gradient detection): 15 min estimates of cloud-base height (m) with a cloud-detection quality flag (0–3: none, low, moderate, high). All five product streams are organized by year and date under their own top-level folders (01_Vertical_Stare_Scans/ through 05_Cloud_Height/). Each folder contains a data_ /YYYY/ subdirectory with daily CF-compliant NetCDF outputs (96 windows per day at 15 min intervals). Global attributes in each file include creation history, version (2.0.0), institution, and source. Instrument & MeasurementsThe PSU Doppler Lidar samples aerosol backscatter (m⁻¹ sr⁻¹), signal-to-noise ratio, and radial velocity at ~1 Hz. Vertical stare scans point the beam straight up; after collecting angled scans through multiple elevation angles, the "Wind Profiles" product contains the fully retrieved horizontal wind speed and direction. Data were collected continuously at ~30 m range resolution, with a typical height ceiling of ~12 km. How to Use Open any NetCDF with Python's xarray, MATLAB, or similar CF-compliant tools. Stare scans and angled-scan retrievals (Wind Profiles) are CF-compliant daily NetCDF files. Profile-Statistics, BLH, and Cloud Height files are daily 15 min summaries (96 time steps per file). Inspect the included variables (e.g., vertical_velocity_variance, wind_speed, BLH, cloud_base_height) for your analyses. Use the quality flags (BLH_flag, cloud_flag) to filter out poor-quality retrievals. For more information or questions about processing methods, please contact:Nicholas E. Prince ⟨nec5299@psu.edu⟩Penn State Department of Meteorology & Atmospheric Science

Air Quality

Baltimore Social-Environmental Collaborative (BSEC) Doppler Lidar & Derived Products

This repository contains all processed Doppler‐lidar outputs from the PSU lidar deployed for the Baltimore Social‐Environmental Collaborative (BSEC) project. Vertical Stare Scans (fixed‐beam, vertical profiling): 1 Hz backscatter intensity (m⁻¹ sr⁻¹), signal‐to‐noise ratio (unitless), and Doppler vertical‐velocity (m s⁻¹) on 30 m range gates (and 3 m range gates), stored as CF-compliant NetCDF. Wind Profiles (horizontal‐wind retrieval): daily NetCDF outputs of retrieved horizontal wind speed (m s⁻¹) and direction (degrees), computed from the angled‐scan returns. Profile Statistics (summary statistics on the vertical velocity): 15 min windows (default) of mean, variance, skewness, kurtosis, high-frequency variance, etc., as a function of height; saved as CF-compliant NetCDF files. Boundary Layer Height (BLH) (fuzzy-logic output): 15 min BLH estimates (m), with lower/upper fuzzy bounds (m) and a quality flag (0–4) indicating data status (e.g., no data, good, ran out of signal, below range, cloud-topped). Cloud Base Height (Haar-gradient detection): 10 min estimates of cloud-base height (m). All five product streams are organized by year and date under their own top-level folders (01_Vertical_Stare_Scans/ through 05_Cloud_Height/). Each folder contains a data_ /YYYY/ subdirectory with daily CF-compliant NetCDF outputs (96 windows per day at 15 min intervals). Global attributes in each file include creation history, version (3.0.0), institution, and source. Instrument & MeasurementsThe PSU Doppler Lidar samples aerosol backscatter (m⁻¹ sr⁻¹), signal-to-noise ratio, and radial velocity at ~1 Hz. Vertical stare scans point the beam straight up; after collecting angled scans through multiple elevation angles, the "Wind Profiles" product contains the fully retrieved horizontal wind speed and direction. Data were collected continuously at ~30 m range resolution (and 3 m for the year of 2025), with a typical height ceiling of ~12 km. How to Use Open any NetCDF with Python's xarray, MATLAB, or similar CF-compliant tools. Stare scans and angled-scan retrievals (Wind Profiles) are CF-compliant daily NetCDF files. Profile-Statistics, BLH, and Cloud Height files are daily 15 min (10 min for Cloud Heights) summaries (96 time steps per file). Inspect the included variables (e.g., vertical_velocity_variance, wind_speed, BLH, cloud_base_height) for your analyses. Use the quality flags (BLH_flag, cloud_flag) to filter out poor-quality retrievals. For more information or questions about processing methods, please contact:Nicholas E. Prince ⟨nec5299@psu.edu⟩Penn State Department of Meteorology & Atmospheric Science

Air Quality

Baltimore Social-Environmental Collaborative (BSEC) Doppler Lidar & Derived Products

This repository contains all processed Doppler‐lidar outputs from the PSU lidar deployed for the Baltimore Social‐Environmental Collaborative (BSEC) project. Vertical Stare Scans (fixed‐beam, vertical profiling): 1 Hz backscatter intensity (m⁻¹ sr⁻¹), signal‐to‐noise ratio (unitless), and Doppler vertical‐velocity (m s⁻¹) on 30 m range gates (and 3 m range gates), stored as CF-compliant NetCDF. Wind Profiles (horizontal‐wind retrieval): daily NetCDF outputs of retrieved horizontal wind speed (m s⁻¹) and direction (degrees), computed from the angled‐scan returns. Profile Statistics (summary statistics on the vertical velocity): 15 min windows (default) of mean, variance, skewness, kurtosis, high-frequency variance, etc., as a function of height; saved as CF-compliant NetCDF files. Boundary Layer Height (BLH) (fuzzy-logic output): 15 min BLH estimates (m), with lower/upper fuzzy bounds (m) and a quality flag (0–4) indicating data status (e.g., no data, good, ran out of signal, below range, cloud-topped). Cloud Base Height (Haar-gradient detection): 10 min estimates of cloud-base height (m). All five product streams are organized by year and date under their own top-level folders (01_Vertical_Stare_Scans/ through 05_Cloud_Height/). Each folder contains a data_ /YYYY/ subdirectory with daily CF-compliant NetCDF outputs (96 windows per day at 15 min intervals). Global attributes in each file include creation history, version (3.0.1), institution, and source. Instrument & MeasurementsThe PSU Doppler Lidar samples aerosol backscatter (m⁻¹ sr⁻¹), signal-to-noise ratio, and radial velocity at ~1 Hz. Vertical stare scans point the beam straight up; after collecting angled scans through multiple elevation angles, the "Wind Profiles" product contains the fully retrieved horizontal wind speed and direction. Data were collected continuously at ~30 m range resolution (and 3 m for the year of 2025), with a typical height ceiling of ~12 km. How to Use Open any NetCDF with Python's xarray, MATLAB, or similar CF-compliant tools. Stare scans and angled-scan retrievals (Wind Profiles) are CF-compliant daily NetCDF files. Profile-Statistics, BLH, and Cloud Height files are daily 15 min (10 min for Cloud Heights) summaries (96 time steps per file). Inspect the included variables (e.g., vertical_velocity_variance, wind_speed, BLH, cloud_base_height) for your analyses. Use the quality flags (BLH_flag, cloud_flag) to filter out poor-quality retrievals. For more information or questions about processing methods, please contact:Nicholas E. Prince ⟨nec5299@psu.edu⟩Penn State Department of Meteorology & Atmospheric Science

Air Quality

MITgcm-AD v2: Open source tangent linear and adjoint modeling framework for the oceans and atmosphere enabled by the Automatic Differentiation tool Tapenade

The Massachusetts Institute of Technology General Circulation Model (MITgcm) is widely used by the climate science community to simulate planetary atmosphere and ocean circulations. A defining feature of the MITgcm is that it has been developed to be compatible with an algorithmic differentiation (AD) tool, TAF, enabling the generation of tangent-linear and adjoint models. These provide gradient information which enables dynamics-based sensitivity and attribution studies, state and parameter estimation, and rigorous uncertainty quantification. Importantly, gradient information is essential for computing comprehensive sensitivities and performing efficient large-scale data assimilation, ensuring that observations collected from satellites and in-situ measuring instruments can be effectively used to optimize a large uncertain control space. As a result, the MITgcm forms the dynamical core of a key data assimilation product employed by the physical oceanography research community: Estimating the Circulation and Climate of the Ocean (ECCO) state estimate. Although MITgcm and ECCO are used extensively within the research community, the AD tool TAF is proprietary and hence inaccessible to a large proportion of these users. The new version 2 (MITgcm-AD v2) framework introduced here is based on the source-to-source AD tool Tapenade, which has recently been open-sourced. Another feature of Tapenade is that it stores required variables by default (instead of recomputing them) which simplifies the implementation of efficient, AD-compatible code. The framework has been integrated with the MITgcm model’s main branch and is now freely available.

Adjoints

Root‐Pore Interactions, the Underestimated Driver for Rhizosphere Structure and Rhizosheath Development

Physical characteristics of rhizosphere and rhizosheath, that is, root-adhering soil, are crucial for plant performance. Yet, the drivers of the rhizosphere's structural properties and their relationships with rhizosheath development remain unclear. We used X-ray computed micro-tomography (i) to explore two drivers of rhizosphere porosity: root-induced changes vs. preferential root growth into soil with certain pore characteristics and (ii) to estimate their contributions to rhizosphere macroporosity gradients and rhizosheath formation. Rhizosheath development was assessed in relation to rhizosphere macroporosity and rhizodeposition after ¹⁴C labeling. Our results confirmed that both root-induced changes and growth preferences shape rhizosphere structure, with their relative significance depending on the inherent macropore availability. In intact soils, growth preferences were the dominant factor, while in sieved soils the root-induced changes became equally important. Rhizosheath formation was associated with roots compacting their surrounding and releasing carbon. However, no correlation was found between rhizosheath formation and the actual rhizosphere, that is, the volume of soil adjacent to the roots. The study offers new process-level understanding of rhizosphere porosity gradients, while emphasizing caution in interpreting root growth data from sieved soil studies. Similarly, traditional destructively sampled rhizosheath may not fully capture the true characteristics of the actual rhizosphere, underscoring importance of intact-soil analyses.

macroporosity gradients

Efficient wind farm layout optimization with the FLOWERS AEP model and analytic gradients

Wind farm layout optimization (WFLO) studies often aim to maximize the annual energy production (AEP) of a wind farm by choosing an arrangement of turbines that minimizes wake interactions. One way to reduce the cost of WFLO studies is by using more computationally efficient AEP models. The cost of standard AEP modeling approaches, based on the numerical integration of low-fidelity engineering wake models, scales poorly with the number of simulated discrete wind conditions. A second way to reduce cost when using a gradient-based algorithm is to supply exact gradient information instead of finite-difference estimates. However, analytical functions for the derivatives of AEP with respect to turbine positions are not always available in the conventional modeling approach. FLOWERS is a computationally inexpensive, analytical model for wind farm AEP that is specifically developed for WFLO applications. In this paper, we analyze the performance of the FLOWERS AEP model with analytic gradients in a layout optimization study compared with a reference optimization framework across three wind farm case studies. We find that the FLOWERS-based approach reduces computation time by a factor of 50–4000 and improves optimal AEP by about 0.3% with less than half of the variability in AEP across instances with randomized initial conditions. We also find the optimal layouts to be insensitive to model parameter tuning, making FLOWERS-based layout optimization a streamlined, user-friendly approach.

17 WIND ENERGY

Basin-scale analysis of Mokelumne River Formation for multi-well CO 2 injection

Large-scale carbon sequestration will likely require multiple projects injecting CO 2 into the same subsurface formation, raising concerns about safe operation and efficient use of storage capacity. This study evaluates the long-term response of the Mokelumne River Formation in California’s Sacramento Basin to multi-megaton CO 2 injection using three geologic models of the formation and the open-source simulator GEOS. The analysis focuses on three aspects of reservoir performance: (1) average pressure increase and dissolved CO 2 mass after 30 years for varying well counts and injection rates, (2) pressure interference in a multi-well configuration, and (3) dynamic storage capacity with identification of overpressure-prone regions. The results show that average formation pressure increases linearly with injected mass, while CO 2 dissolution exhibits mixed scaling: approximately linear with the number of wells but sublinear with injection rate, indicating that distributing injection across more wells enhances dissolution more effectively than increasing per-well rates. Pressure-interference effects are significant, with lower-permeability conditions delaying their onset but amplifying their magnitude at later times. Dynamic capacity, defined by the first occurrence of pressure exceeding the local overburden-based limit anywhere in the formation, varies across geologic models and assumed overburden pressure gradients. A lower fidelity geologic model predicts nearly twice the storage capacity of the two higher fidelity models, which consistently estimate approximately 1 Gt under the upper-bound overburden pressure gradient considered for the Sacramento Basin. In all model scenarios, overpressure develops away from injection wells, particularly in higher-elevation regions, highlighting the importance of basin-scale modelling for identifying risks beyond the immediate well vicinity.

Basin-scale

Benchmarking optimization methods for materials research: Gradient descent and Bayesian optimization for lithium-ion battery aging diagnostics

Accurate and efficient parameter estimation is essential for battery diagnostics and aging analysis. Here, in this study, we compare two optimization-based approaches—gradient descent and Bayesian optimization—for extracting parameters from differential voltage analysis in lithium-ion batteries. While these techniques are widely used, their relative strengths and limitations for this application are not well understood. The study evaluates the trade-offs between these methods in terms of result quality, computational cost, and reliability within this specific application. The diagnostic results from our battery data suggest adopting gradient descent as an initial method for rapid and efficient analysis, while employing more stable optimization techniques, such as Bayesian optimization, as a verification step to mitigate potential instability. Comparing the two methods provides information on algorithmic choice, while inspiring further discussions on selecting appropriate techniques for specific research tasks.

Zhao, Ziqing [Boston Univ., MA (United States)] (O