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Results for “Spatial Markov model”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

A review of spatial Markov models for predicting pre-asymptotic and anomalous transport in porous and fractured media

Heterogeneity across a broad range of scales in geologic porous media often manifests in observations of non-Fickian or anomalous transport. While traditional anomalous transport models can successfully make predictions in certain geological systems, increasing evidence suggests that assumptions relating to independent and identically distributed increments constrain where and when they can be reliably applied. A relatively novel model, the Spatial Markov model (SMM), relaxes the assumption of independence. The SMM belongs to the family of correlated continuous time random walks and has shown promise across a wide range of transport problems relevant to natural porous media. It has been successfully used to model conservative as well as more recently reactive transport in highly complex flows ranging from pore scales to much larger scales of interest in geology and subsurface hydrology. In this review paper we summarize its original development and provide a comprehensive review of its advances and applications as well as lay out a vision for its future development.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2020

Markovian transport processes in a heterogeneous, variably saturated watershed: A multi-domain spatial Markov model

Transport processes in watersheds remain challenging to describe accurately with upscaled models because of their intricate complexities at multiple scales that can lead to multi-modal, non-Fickian breakthrough curves. One of the recent advances in solute transport modeling has been the Lagrangian spatial Markov model (SMM), which describes transport using velocity increments and models the correlated transitions between them. The method has been applied previously to saturated porous media and fractured media, but these successful applications suggest it may be useful for describing watershed scale processes as well. An existing, 3-D, heterogeneous variably saturated model of a headwaters catchment and classical random walk particle tracking were used to generate a forward simulation and the resulting transport was analyzed with a spatial Markov framework. Existing SMM methods were used to analyze the transport paths through the complex, unconfined domain and we found that the vadose zone plays an important role in the correlation structure. As such, a new kind of SMM is proposed, termed a multi-domain SMM (MD-SMM), that uses separate correlation models for auto-transitions in the vadose zone and the saturated zone, and for the cross-transitions between them. The MD-SMM improves representation of transport relative to the single domain model and can naturally delineate times when a particle is in the vadose zone or the saturated zone, adding an additional degree of realism to the upscaled model. Lastly, we show that the transition probability matrix for transport in the saturated portion of this unconfined system is approximately Markovian, which is an important validation of the proposed framework.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

How Does Flow Alteration Propagate Across a Large, Highly Regulated Basin? Dam Attributes, Network Context, and Implications for Biodiversity

Abstract Large dams are a leading cause of river ecosystem degradation. Although dams have cumulative effects as water flows downstream in a river network, most flow alteration research has focused on local impacts of single dams. Here we examined the highly regulated Colorado River Basin (CRB) to understand how flow alteration propagates in river networks, as influenced by the location and characteristics of dams as well as the structure of the river network—including the presence of tributaries. We used a spatial Markov network model informed by 117 upstream‐downstream pairs of monthly flow series (2003–2017) to estimate flow alteration from 84 intermediate‐to‐large dams representing >83% of the total storage in the CRB. Using Least Absolute Shrinkage and Selection Operator regression, we then investigated how flow alteration was influenced by local dam properties (e.g., purpose, storage capacity) and network‐level attributes (e.g., position, upstream cumulative storage). Flow alteration was highly variable across the network, but tended to accumulate downstream and remained high in the main stem. Dam impacts were explained by network‐level attributes (63%) more than by local dam properties (37%), underscoring the need to consider network context when assessing dam impacts. High‐impact dams were often located in sub‐watersheds with high levels of native fish biodiversity, fish imperilment, or species requiring seasonal flows that are no longer present. These three biodiversity dimensions, as well as the amount of dam‐free downstream habitat, indicate potential to restore river ecosystems via controlled flow releases. Our methods are transferrable and could guide screening for dam reoperation in other highly regulated basins.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2019

Characterizing the Influence of Fracture Density on Network Scale Transport

The topology of natural fracture networks is inherently linked to the structure of the fluid velocity field and transport therein. Here we study the impact of network density on flow and transport behaviors. We stochastically generate fracture networks of varying density and simulate flow and transport with a discrete fracture network model, which fully resolves network topology at the fracture scale. We study conservative solute trajectories with Lagrangian particle tracking and find that as fracture density decreases, solute channelization to large local fractures increases, thereby reducing plume spreading. Furthermore, in sparse networks mean particle travel distance increases and local network features, such as velocity zones where flow is counter to the primary pressure gradient, become increasingly important for transport. As the network density increases, network statistics homogenize and such local features have a reduced impact. We quantify local topological influence on transport behavior with an effective tortuosity parameter, which measures the ratio of total advective distance to linear distance at the fracture scale; large tortuosity values are correlated to slow-velocity regions. Additionally, these large tortuosity, slow-velocity regions delay downstream transport and enhance tailing on particle breakthrough curves. Finally, we predict transport with an upscaled, Bernoulli spatial Markov random walk model and parameterize local topological influences with a novel tortuosity parameter. Furthermore, Bernoulli model predictions improve when sampling from a tortuosity distribution, as opposed to a fixed value as has previously been done, suggesting that local network topological features must be carefully considered in upscaled modeling efforts of fracture network systems.

58 GEOSCIENCES↗
DOE OSTI2024

Modeling information flow in a computer processor with a multi-stage queuing model

In this paper, we introduce a nonlinear stochastic model to describe the propagation of information inside a computer processor. In this model, a computational task is divided into stages, and information can flow from one stage to another. The model is formulated as a spatially-extended, continuous-time Markov chain where space represents different stages. This model is equivalent to a spatially-extended version of the M/M/s queue. The main modeling feature is the throttling function which describes the processor slowdown when the amount of information falls below a certain threshold. We derive the stationary distribution for this stochastic model and develop a closure for a deterministic ODE system that approximates the evolution of the mean and variance of the stochastic model. In conclusion, we demonstrate the validity of the closure with numerical simulations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Particle transport in Markov stochastic mixtures with spatial gradients

Markov geometries are a prototype class of stochastic media that are widely used to model complex disordered systems. In a series of recent works, we have shown that spatially homogeneous (but possibly non-isotropic) Poisson tessellations can be conveniently used in order to generate three-dimensional realizations of Markov media and thus characterize the features of particle transport e.g. in fragmented fuel elements following severe nuclear accidents or Rayleigh-Taylor turbulent mixing for inertial confinement fusion. In this paper we show that Poisson tessellations can be extended to take into account the presence of spatial gradients, which commonly occur in real-world applications due to material stratification. For this purpose, we will provide an explicit construction of spatially-non-homogeneous Poisson tessellations, fully characterize their statistical properties, and finally illustrate the behaviour of particle transport in such random media. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2025

Detecting outbreaks using a spatial latent field

In this paper, we present a method for estimating the infection-rate of a disease as a spatial-temporal field. Our data comprises time-series case-counts of symptomatic patients in various areal units of a region. We extend an epidemiological model, originally designed for a single areal unit, to accommodate multiple units. The field estimation is framed within a Bayesian context, utilizing a parameterized Gaussian random field as a spatial prior. We apply an adaptive Markov chain Monte Carlo method to sample the posterior distribution of the model parameters condition on COVID-19 case-count data from three adjacent counties in New Mexico, USA. Our results suggest that the correlation between epidemiological dynamics in neighboring regions helps regularize estimations in areas with high variance (i.e., poor quality) data. Using the calibrated epidemic model, we forecast the infection-rate over each areal unit and develop a simple anomaly detector to signal new epidemic waves. Our findings show that anomaly detector based on estimated infection-rates outperforms a conventional algorithm that relies solely on case-counts.

Safta, Cosmin [Sandia National Laboratories (SNL-C↗
DOE OSTI2022

Quantifying electron temperature distributions from time-integrated x-ray emission spectra

K-shell x-ray emission spectroscopy is a standard tool used to diagnose the plasma conditions created in high-energy-density physics experiments. In the simplest approach, the emissivity-weighted average temperature of the plasma can be extracted by fitting an emission spectrum to a single temperature condition. It is known, however, that a range of plasma conditions can contribute to the measured spectra due to a combination of the evolution of the sample and spatial gradients. In this work, we define a parameterized model of the temperature distribution and use Markov Chain Monte Carlo sampling of the input parameters, yielding uncertainties in the fit parameters to assess the uniqueness of the inferred temperature distribution. Here we present the analysis of time-integrated S and Fe x-ray spectroscopic data from the Orion laser facility and demonstrate that while fitting each spectral region to a single temperature yields two different temperatures, both spectra can be fit simultaneously with a single temperature distribution. We find that fitting both spectral regions together requires a maximum temperature of $1310^{+90}_{-70}$ eV with significant contributions from temperatures down to 200 eV.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2024

Probabilistic Context Neighborhood model for lattices

Here we present the Probabilistic Context Neighborhood model designed for two-dimensional lattices as a variation of a Markov random field assuming discrete values. In this model, the neighborhood structure has a fixed geometry but a variable order, depending on the neighbors’ values. Our model extends the Probabilistic Context Tree model, originally applicable to one-dimensional space. It retains advantageous properties, such as representing the dependence neighborhood structure as a graph in a tree format, facilitating an understanding of model complexity. Furthermore, we adapt the algorithm used to estimate the Probabilistic Context Tree to estimate the parameters of the proposed model. We illustrate the accuracy of our estimation methodology through simulation studies. Additionally, we apply the Probabilistic Context Neighborhood model to spatial real-world data, showcasing its practical utility.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

A scalable variational method for estimating the latent infection-rate field of an outbreak

In this paper, we explore whether the infection-rate of a disease can serve as a robust monitoring variable in epidemiological surveillance algorithms. The infection-rate is dependent on population mixing patterns that do not vary erratically day-to-day; in contrast, daily case-counts used in contemporary surveillance algorithms are corrupted by reporting errors. The technical challenge lies in estimating the latent infection-rate from case-counts. Here we devise a Bayesian method to estimate the infection-rate across multiple adjoining areal units, and then use it, via an anomaly detector, to discern a change in epidemiological dynamics. We extend an existing model for estimating the infection-rate in an areal unit by incorporating a Markov random field model, so that we may estimate infection-rates across multiple areal units, while preserving spatial correlations observed in the epidemiological dynamics. To carry out the high-dimensional Bayesian inverse problem, we develop an implementation of mean-field variational inference specific to the infection model and integrate it with the random field model to incorporate correlations across counties. The method is tested on estimating the COVID-19 infection-rates across all 33 counties in New Mexico using data from the summer of 2020, and then employing them to detect the arrival of the Fall 2020 COVID-19 wave. We perform the detection using a temporal algorithm that is applied county-by-county. We also show how the infection-rate field can be used to cluster counties with similar epidemiological dynamics.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2022

Fracton Hydrodynamics without Time-Reversal Symmetry

Here, we present an effective field theory for the nonlinear fluctuating hydrodynamics of a single conserved charge with or without time-reversal symmetry, based on the Martin-Siggia-Rose formalism. Applying this formalism to fluids with only charge and multipole conservation, and with broken time-reversal symmetry, we predict infinitely many new dynamical universality classes, including some with arbitrarily large upper critical dimensions. Using large scale simulations of classical Markov chains, we find numerical evidence for a breakdown of hydrodynamics in quadrupole-conserving models with broken time-reversal symmetry in one spatial dimension. Our framework can be applied to the hydrodynamics around stationary states of open systems, broadening the applicability of previously developed ideas and methods to a wide range of systems in driven and active matter.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2020

Far-field thermal imaging below diffraction limit

Non-uniform self-heating and temperature hotspots are major concerns compromising the performance and reliability of submicron electronic and optoelectronic devices. At deep submicron scales where effects such as contact-related artifacts and diffraction limits accurate measurements of temperature hotspots, non-contact thermal characterization can be extremely valuable. In this work, we use a Bayesian optimization framework with generalized Gaussian Markov random field (GGMRF) prior model to obtain accurate full-field temperature distribution of self-heated metal interconnects from their thermoreflectance thermal images (TRI) with spatial resolution 2.5 times below Rayleigh limit for 530nm illumination. Finite element simulations along with TRI experimental data were used to characterize the point spread function of the optical imaging system. In addition, unlike iterative reconstruction algorithms that use ad hoc regularization parameters in their prior models to obtain the best quality image, we used numerical experiments and finite element modeling to estimate the regularization parameter for solving a real experimental inverse problem.

42 ENGINEERING↗
DOE OSTI2022

Probabilistic estimation of depth-resolved profiles of soil thermal diffusivity from temperature time series

Abstract. Improving the quantification of soil thermal and physical properties is key to achieving a better understanding and prediction of soil hydro-biogeochemical processes and their responses to changes in atmospheric forcing. Obtaining such information at numerous locations and/or over time with conventional soil sampling is challenging. The increasing availability of low-cost, vertically resolved temperature sensor arrays offers promise for improving the estimation of soil thermal properties from temperature time series, and the possible indirect estimation of physical properties. Still, the reliability and limitations of such an approach need to be assessed. In the present study, we develop a parameter estimation approach based on a combination of thermal modeling, sliding time windows, Bayesian inference, and Markov chain Monte Carlo simulation to estimate thermal diffusivity and its uncertainty over time, at numerous locations and at an unprecedented vertical spatial resolution (i.e., down to 5 to 10 cm vertical resolution) from soil temperature time series. We provide the necessary framework to assess under which environmental conditions (soil temperature gradient, fluctuations, and trend), temperature sensor characteristics (bias and level of noise), and deployment geometries (sensor number and position) soil thermal diffusivity can be reliably inferred. We validate the method with synthetic experiments and field studies. The synthetic experiments show that in the presence of median diurnal fluctuations ≥ 1.5 ∘C at 5 cm below the ground surface, temperature gradients > 2 ∘C m−1, and a sliding time window of at least 4 d the proposed method provides reliable depth-resolved thermal diffusivity estimates with percentage errors ≤ 10 % and posterior relative standard deviations ≤ 5 % up to 1 m depth. Reliable thermal diffusivity under such environmental conditions also requires temperature sensors to be spaced precisely (with accuracy to a few millimeters), with a level of noise ≤ 0.02 ∘C, and with a bias defined by a standard deviation ≤ 0.01 ∘C. Finally, the application of the developed approach to field data indicates significant repeatability in results and similarity with independent measurements, as well as promise in using a sliding time window to estimate temporal changes in soil thermal diffusivity, as needed to potentially capture changes in bulk density or water content.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2023

A Bayesian model for multivariate discrete data using spatial and expert information with application to inferring building attributes

When modeling sparsely observed multivariate data, strong prior information elicited from experts can be used to bolster predictive accuracy and counteract sampling bias. Similarly, modeling autocorrelation in space can help make use of co-occurrence patterns present in many types of spatial data. To make use of both expert prior information and spatial structure, we propose a novel graphical model for a spatial Bayesian network developed specifically to address challenges in inferring the attributes of buildings from geographically sparse observational data. This model is implemented as the sum of a spatial multivariate Gaussian random field and a tabular conditional probability function in real-valued space prior to projection onto the probability simplex. This modeling form is especially suitable for the usage of prior information in the form of sets of atomic rules obtained from experts. To perform inference with missing data, we implement a Markov chain Monte Carlo scheme composed of alternating steps of Gibbs sampling of missing entries and Hamiltonian Monte Carlo for model parameters. A case study in building attribution is presented to highlight the advantages and limitations of this approach.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Classification of Nuclear Reactor Operations Using Spatial Importance and Multisensor Networks

Distributed multisensor networks record multiple data streams that can be used as inputs to machine learning models designed to classify operations relevant to proliferation at nuclear reactors. The goal of this work is to demonstrate methods to assess the importance of each node (a single multisensor) and region (a group of proximate multisensors) to machine learning model performance in a reactor monitoring scenario. This, in turn, provides insight into model behavior, a critical requirement of data-driven applications in nuclear security. Using data collected at the High Flux Isotope Reactor at Oak Ridge National Laboratory via a network of Merlyn multisensors, two different models were trained to classify the reactor’s operational state: a hidden Markov model (HMM), which is simpler and more transparent, and a feed-forward neural network, which is less inherently interpretable. Traditional wrapper methods for feature importance were extended to identify nodes and regions in the multisensor network with strong positive and negative impacts on the classification problem. These spatial-importance algorithms were evaluated on the two different classifiers. The classification accuracy was then improved relative to baseline models via feature selection from 0.583 to 0.839 and from 0.811 ± 0.005 to 0.884 ± 0.004 for the HMM and feed-forward neural network, respectively. While some differences in node and region importance were observed when using different classifiers and wrapper methods, the nodes near the facility’s cooling tower were consistently identified as important—a conclusion further supported by studies on feature importance in decision trees. Node and region importance methods are model-agnostic, inform feature selection for improved model performance, and can provide insight into opaque classification models in the nuclear security domain.

Tibbetts, Jake↗
DOE OSTI2022

Random field optimization

Herein we present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of random variables that live on infinite-dimensional spaces (e.g., space and time) such as stochastic processes (e.g., time series, Gaussian processes, and Markov processes), random matrices, and random spatial fields. This paradigm involves sophisticated mathematical objects (e.g., stochastic differential equations and space-time kernel functions) and has been widely used in neuroscience, geoscience, physics, civil engineering, and computer graphics. Despite of this, however, random fields have seen limited use in optimization; specifically, existing optimization paradigms that involve uncertainty (e.g., stochastic programming and robust optimization) mostly focus on the use of finite random variables. This trend is rapidly changing with the advent of statistical optimization (e.g., Bayesian optimization) and multi-scale optimization (e.g., integration of molecular sciences and process engineering). Our work extends a recently-proposed abstraction for infinite-dimensional optimization problems by capturing more general uncertainty representations. Moreover, we discuss solution paradigms for this new class of problems based on finite transformations and sampling, and identify open questions and challenges.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

A parallel evolutionary multiple-try metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions

We develop an Evolutionary Markov Chain Monte Carlo (EMCMC) algorithm for sampling spatial partitions that lie within a large, complex, and constrained spatial state space. Our algorithm combines the advantages of evolutionary algorithms (EAs) as optimization heuristics for state space traversal and the theoretical convergence properties of Markov Chain Monte Carlo algorithms for sampling from unknown distributions. Local optimality information that is identified via a directed search by our optimization heuristic is used to adaptively update a Markov chain in a promising direction within the framework of a Multiple-Try Metropolis Markov Chain model that incorporates a generalized Metropolis-Hastings ratio. We further expand the reach of our EMCMC algorithm by harnessing the computational power afforded by massively parallel computing architecture through the integration of a parallel EA framework that guides Markov chains running in parallel.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Combining Observations and Models: A Review of the CARDAMOM Framework for Data‐Constrained Terrestrial Ecosystem Modeling

The rapid increase in the volume and variety of terrestrial biosphere observations (i.e., remote sensing data and in situ measurements) offers a unique opportunity to derive ecological insights, refine process‐based models, and improve forecasting for decision support. However, despite their potential, ecological observations have primarily been used to benchmark process‐based models, as many past and current models lack the capability to directly integrate observations and their associated uncertainties for parameterization. In contrast, data assimilation frameworks such as the CARbon DAta MOdel fraMework (CARDAMOM) and its suite of process‐based models, known as the Data Assimilation Linked Ecosystem Carbon Model (DALEC), are specifically designed for model‐data fusion. This review, motivated by a recent CARDAMOM community workshop, examines the development and applications of CARDAMOM, with an emphasis on its role in advancing ecosystem process understanding. CARDAMOM employs a Bayesian approach, using a Markov Chain Monte Carlo algorithm to enable data‐driven calibration of DALEC parameters and initial states (i.e., carbon pool sizes) through observation operators. CARDAMOM's unique ability to retrieve localized model process parameters from diverse datasets—ranging from in situ measurements to global satellite observations—makes it a highly flexible tool for analyzing spatially variable ecosystem responses to environmental change. However, assimilating these data also presents challenges, including data quality issues that propagate into model skill, as well as trade‐offs between model complexity, parameter equifinality, and predictive performance. We discuss potential solutions to these challenges, such as reducing parameter equifinality by incorporating new observations. This review also offers community recommendations for incorporating emerging datasets, integrating machine learning techniques, strengthening collaboration with remote sensing, field, and modeling communities, and expanding CARDAMOM's relevance for localized ecosystem monitoring and decision‐making. CARDAMOM enables a deep, mechanistic understanding of terrestrial ecosystem dynamics that cannot be achieved through empirical analyses of observational datasets or weakly constrained models alone.

Bayesian inference↗