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Data-free inference of uncertain model parameters

Debusschere, Bert D.; Najm, H.N.; Berry, Robert D.; Adalsteinsson, Helgi A.

It is known that, in general, the correlation structure in the joint distribution of model parameters is critical to the uncertainty analysis of that model. Very often, however, studies in the literature only report nominal values for parameters inferred from data, along with confidence intervals for these parameters, but no details on the correlation or full joint distribution of these parameters. When neither posterior nor data are available, but only summary statistics such as nominal values and confidence intervals, a joint PDF must be chosen. Given the summary statistics it may not be reasonable nor necessary to assume the parameters are independent random variables. We demonstrate, using a Bayesian inference procedure, how to construct a posterior density for the parameters exhibiting self consistent correlations, in the absence of data, given (1) the fit-model, (2) nominal parameter values, (3) bounds on the parameters, and (4) a postulated statistical model, around the fit-model, for the missing data. Our approach ensures external Bayesian updating while marginalizing over possible data realizations. We then address the matching of given parameter bounds through the choice of hyperparameters, which are introduced in postulating the statistical model, but are not given nominal values. We discuss some possible approaches, including (1) inferring them in a separate Bayesian inference loop and (2) optimization. We also perform an empirical evaluation of the algorithm showing the posterior obtained with this data free inference compares well with the true posterior obtained from inference against the full data set.

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TYPE Conference YEAR 2010
OSTI

Data-free inference of the joint distribution of uncertain model parameters

Berry, Robert D.; Najm, H.N.; Debusschere, Bert D.; Adalsteinsson, Helgi A.

It is known that, in general, the correlation structure in the joint distribution of model parameters is critical to the uncertainty analysis of that model. Very often, however, studies in the literature only report nominal values for parameters inferred from data, along with confidence intervals for these parameters, but no details on the correlation or full joint distribution of these parameters. When neither posterior nor data are available, but only summary statistics such as nominal values and confidence intervals, a joint PDF must be chosen. Given the summary statistics it may not be reasonable nor necessary to assume the parameters are independent random variables. We demonstrate, using a Bayesian inference procedure, how to construct a posterior density for the parameters exhibiting self consistent correlations, in the absence of data, given (1) the fit-model, (2) nominal parameter values, (3) bounds on the parameters, and (4) a postulated statistical model, around the fit-model, for the missing data. Our approach ensures external Bayesian updating while marginalizing over possible data realizations. We then address the matching of given parameter bounds through the choice of hyperparameters, which are introduced in postulating the statistical model, but are not given nominal values. We discuss some possible approaches, including (1) inferring them in a separate Bayesian inference loop and (2) optimization. We also perform an empirical evaluation of the algorithm showing the posterior obtained with this data free inference compares well with the true posterior obtained from inference against the full data set.

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TYPE Conference YEAR 2010
OSTI

Quantifying prediction fidelity in multiscale multiphysics simulations

Adalsteinsson, Helgi A.; Debusschere, Bert D.; Najm, H.N.; Jones, Reese E.; Sargsyan, Khachik S.

Multiscale multiphysics problems arise in a host of application areas of significant relevance to DOE, including electrical storage systems (membranes and electrodes in fuel cells, batteries, and ultracapacitors), water surety, chemical analysis and detection systems, and surface catalysis. Multiscale methods aim to provide detailed physical insight into these complex systems by incorporating coupled effects of relevant phenomena on all scales. However, many sources of uncertainty and modeling inaccuracies hamper the predictive fidelity of multiscale multiphysics simulations. These include parametric and model uncertainties in the models on all scales, and errors associated with coupling, or information transfer, across scales/physics. This presentation introduces our work on the development of uncertainty quantification methods for spatially decomposed atomistic-to-continuum (A2C) multiscale simulations. The key thrusts of this research effort are: inference of uncertain parameters or observables from experimental or simulation data; propagation of uncertainty through particle models; propagation of uncertainty through continuum models; propagation of information and uncertainty across model/scale interfaces; and numerical and computational analysis and control. To enable the bidirectional coupling between the atomistic and continuum simulations, a general formulation has been developed for the characterization of sampling noise due to intrinsic variability in particle simulations, and for the propagation of both this sampling noise and parametric uncertainties through coupled A2C multiscale simulations. Simplified tests of noise quantification in particle computations are conducted through Bayesian inference of diffusion rates in an idealized isothermal binary material system. A proof of concept is finally presented based on application of the present formulation to the propagation of uncertainties in a model plane Couette flow, where the near wall region is handled with molecular dynamics while the bulk region is handled with continuum methods.

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TYPE Conference YEAR 2010
OSTI

Computational and experimental study of nanoporous membranes for water desalination and decontamination

Debusschere, Bert D.; Zendejas, Frank Z.; Adalsteinsson, Helgi A.; Tran, Huu T.; Najm, H.N.; Chinn, Douglas A.; Kent, Michael S.; Simmons, Blake S.

Fundamentals of ion transport in nanopores were studied through a joint experimental and computational effort. The study evaluated both nanoporous polymer membranes and track-etched nanoporous polycarbonate membranes. The track-etched membranes provide a geometrically well characterized platform, while the polymer membranes are more closely related to ion exchange systems currently deployed in RO and ED applications. The experimental effort explored transport properties of the different membrane materials. Poly(aniline) membranes showed that flux could be controlled by templating with molecules of defined size. Track-etched polycarbonate membranes were modified using oxygen plasma treatments, UV-ozone exposure, and UV-ozone with thermal grafting, providing an avenue to functionalized membranes, increased wettability, and improved surface characteristic lifetimes. The modeling effort resulted in a novel multiphysics multiscale simulation model for field-driven transport in nanopores. This model was applied to a parametric study of the effects of pore charge and field strength on ion transport and charge exclusion in a nanopore representative of a track-etched polycarbonate membrane. The goal of this research was to uncover the factors that control the flux of ions through a nanoporous material and to develop tools and capabilities for further studies. Continuation studies will build toward more specific applications, such as polymers with attached sulfonate groups, and complex modeling methods and geometries.

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TYPE SAND Report YEAR 2008
OSTIDOI

Copy of Using Emulation and Simulation to Understand the Large-Scale Behavior of the Internet

Adalsteinsson, Helgi A.; Armstrong, Robert C.; Chiang, Ken C.; Gentile, Ann C.; Lloyd, Levi L.; Minnich, Ronald G.; Vanderveen, Keith V.; Vanrandwyk, Jamie V.; Rudish, Don W.

We report on the work done in the late-start LDRDUsing Emulation and Simulation toUnderstand the Large-Scale Behavior of the Internet. We describe the creation of a researchplatform that emulates many thousands of machines to be used for the study of large-scale inter-net behavior. We describe a proof-of-concept simple attack we performed in this environment.We describe the successful capture of a Storm bot and, from the study of the bot and furtherliterature search, establish large-scale aspects we seek to understand via emulation of Storm onour research platform in possible follow-on work. Finally, we discuss possible future work.3

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TYPE SAND Report YEAR 2008
OSTIDOI

Object-oriented design patterns for multiphysics modeling in Fortran 2003

Rouson, Damian R.; Adalsteinsson, Helgi A.

The objectives of this presentation are to: catalog object-oriented software design patterns for multiphysics modeling; demonstrate them in Fortran 2003 and C++; and compare the capabilities of the two languages. The conclusions are: the presented patterns integrate multiple abstractions, allowing much of the numerics and physics to be determined at compile-time or runtime; negligible lines of Fortran emulate the required C++ features; and C++ requires considerable effort (or considerable reliance on libraries to relive that effort) to emulate the required Fortran 2003 features.

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TYPE Conference YEAR 2008
OSTI
Results 1–25 of 27
Results 1–25 of 27