Publications

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Direct solutions of the Chemical Master Equation (CME) governing Stochastic Reaction Networks (SRNs) are generally prohibitively expensive due to excessive numbers of possible discrete states in such systems. To enhance computational efficiency we develop a hybrid approach where the evolution of states with low molecule counts is treated with the discrete CME model while that of states with large molecule counts is modeled by the continuum Fokker-Planck equation. The Fokker-Planck equation is discretized using a 2nd order finite volume approach with appropriate treatment of flux components. The numerical construction at the interface between the discrete and continuum regions implements the transfer of probability reaction by reaction according to the stoichiometry of the system. The performance of this novel hybrid approach is explored for a two-species circadian model with computational efficiency gains of about one order of magnitude.

In this paper, a series of algorithms are proposed to address the problems in the NASA Langley Research Center Multidisciplinary Uncertainty Quantification Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic parameters based on the available data, whereas a variance-based global sensitivity analysis is used to rank the epistemic and aleatory model parameters. A nested sampling of the aleatory-epistemic space is proposed to propagate uncertainties from model parameters to output quantities of interest.

The move towards extreme-scale computing platforms challenges scientific simulations in many ways. Given the recent tendencies in computer architecture development, one needs to reformulate legacy codes in order to cope with large amounts of communication, system faults, and requirements of low-memory usage per core. In this work, we develop a novel framework for solving PDEs via domain decomposition that reformulates the solution as a state of knowledge with a probabilistic interpretation. Such reformulation allows resiliency with respect to potential faults without having to apply fault detection, avoids unnecessary communication, and is generally well-suited for rigorous uncertainty quantification studies that target improvements of predictive fidelity of scientific models. We demonstrate our algorithm for one-dimensional PDE examples where artificial faults have been implemented as bit flips in the binary representation of subdomain solutions.

We present a methodology to assess the predictive fidelity of multiscale simulations by incorporating uncertainty in the information exchanged between the components of an atomisticto-continuum simulation. We account for both the uncertainty due to finite sampling in molecular dynamics (MD) simulations and the uncertainty in the physical parameters of the model. Using Bayesian inference, we represent the expensive atomistic component by a surrogate model that relates the long-term output of the atomistic simulation to its uncertain inputs. We then present algorithms to solve for the variables exchanged across the atomistic-continuum interface in terms of polynomial chaos expansions (PCEs). We consider a simple Couette flow where velocities are exchanged between the atomistic and continuum components, while accounting for uncertainty in the atomistic model parameters and the continuum boundary conditions. Results show convergence of the coupling algorithm at a reasonable number of iterations. The uncertainty in the obtained variables significantly depends on the amount of data sampled from the MD simulations and on the width of the time averaging window used in the MD simulations.

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Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the quantities of interest require a prohibitively large number of model evaluations. In this paper we propose an alternative approach based on using surrogate models valid over the range of the forecast uncertainty. We consider surrogate models based on Polynomial Chaos expansions, constructed using sparse quadrature methods. Considering expected generation cost, we demonstrate that the approach can lead to several orders of magnitude reduction in computational cost relative to using Monte Carlo sampling on the original model, for a given target error threshold.

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