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An Improved Unbiased Particle Filter

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arXiv 2023年

作者： Jasra, Ajay Maama, Mohamed Ombao, Hernando Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Statistics Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia

In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. We assume that, for numerical reasons, one has to time-discretize the diffusion process which typically leads to filtering that is subject to discretization bias. The approach in [16] establishes that when only having access to the time discretized diffusion it is possible to remove the discretization bias with an estimator of finite variance. We improve on the method in [16] by introducing a modified estimator based on the recent work of [17]. We show that this new estimator is unbiased and has finite variance. Moreover, we conjecture and verify in numerical simulations that substantial gains are obtained. That is, for a given mean square error (MSE) and a particular class of multi-dimensional diffusion, the cost to achieve the said MSE falls. Copyright © 2023, The Authors. All rights reserved.

关键词： Mean square error

Instantaneous Radar Polarimetry with Multiple Dually-polarized Antennas

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Instantaneous Radar Polarimetry with Multiple Dually-polariz...

Asilomar Conference on Signals, Systems & Computers

作者： A. R. Calderbank S. D. Howard W. Moran A. Pezeshki M. Zoltowski Program Applied and Computational Mathematics Princeton University Princeton NJ USA Defence Science and Technology Organization Edinburgh Australia Electrical Engineering and Computer Science University of Melbourne Melbourne Australia Electrical and Computer Engineering Purdue University West Lafayette IN USA

Fully polarimetric radar systems are capable of simultaneously transmitting and receiving in two orthogonal polarizations. Instantaneous radar polarimetry exploits both polarization modes of a dually-polarized radar transmitter and receiver on a pulse by pulse basis, and can improve the radar detection performance and suppress range sidelobes . In this paper, we extend the use of instantaneous radar polarimetry for radar systems with multiple dually-polarized transmit and receive antennas. Alamouti signal processing is used to coordinate transmission of Golay pairs of phase codes waveforms across polarizations and multiple antennas. The integration of multi- antenna signal processing with instantaneous radar polarimetry can further improve the detection performance, at a computational cost comparable to single channel matched filtering.

关键词： Radar polarimetry Radar antennas Polarization Radar detection Radar signal processing Transmitters Receiving antennas Transmitting antennas computational efficiency Matched filters

Parameter Estimation for Partially Observed McKean-Vlasov Diffusions

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arXiv 2024年

作者： Jasra, Ajay Maama, Mohamed Tempone, Raul School of Data Science The Chinese University of Hong Kong CN Shenzhen China Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Chair of Mathematics for Uncertainty Quantification RWTH Aachen University Aachen52062 Germany

In this article we consider likelihood-based estimation of static parameters for a class of partially observed McKean-Vlasov (POMV) diffusion process with discrete-time observations over a fixed time interval. In particular, using the framework of [5] we develop a new randomized multilevel Monte Carlo method for estimating the parameters, based upon Markovian stochastic approximation methodology. New Markov chain Monte Carlo algorithms for the POMV model are introduced facilitating the application of [5]. We prove, under assumptions, that the expectation of our estimator is biased, but with expected small and controllable bias. Our approach is implemented on several examples. Copyright © 2024, The Authors. All rights reserved.

关键词： Stochastic systems

Characterization of a microsecond pulsed non-equilibrium atmospheric pressure Ar plasma using laser scattering and optical emission spectroscopy

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Plasma science and Technology 2020年第6期22卷 120-127页

作者： Fengdong JIA Yong WU Qi MIN Maogen SU Keigo TAKEDA Kenji ISHIKAWA Hiroki KONDO Makoto SEKINE Masaru HORI Zhiping ZHONG School of Physical Sciences University of Chinese Academy of SciencesBeijing 100049People's Republic of China Institute of Applied Physics and Computational Mathematics Beijing 100088People's Republic of China Key Laboratory of Atomic and Molecular Physics&Functional Material of Gansu Province College of Physics and Electronic EngineeringNorthwest Normal UniversityLanzhou 730070People's Republic of China Department of Electrical and Electronic Engineering Faculty of Science and TechnologyMeijo UniversityNagoya 468-8502Japan Graduate School of Engineering Nagoya UniversityNagoya 464-8603Japan CAS Center for Excellence in Topological Quantum Computation University of Chinese Academy of SciencesBeijing 100190People's Republic of China

A non-equilibrium atmospheric pressure argon(Ar)plasma excited by microsecond pulse is studied experimentally by laser scattering and optical emission spectroscopy(OES),and theoretically by collisional-radiative(CR)*** specifically,the electron temperature and electron density of plasma are obtained directly by the laser Thomson scattering,the gas temperature is measured by laser Raman scattering,the optical emissions of excited Ar states of plasma are measured by *** laser scattering results show that the electron temperature is about 1 eV which is similar to that excited by 60 Hz AC power,but the gas temperature is as low as 300 K compared to about 700 K excited by 60 Hz AC *** is shown that the microsecond pulsed power supply,rather than nanosecond ones,is short enough to reduce the gas temperature of atmospheric pressure plasma to near room *** electron temperature and electron density are also obtained by CR model based on OES,and find that the intensities of the optical emission intensity lines of 727.41,811.73,841.08,842.83,852.44 and 912.86 nm of Ar can be used to characterize the behavior of electron density and electron temperature,it is very useful to quickly estimate the activity of the atmospheric pressure Ar plasma in many applications.

关键词： plasma diagnosis laser Thomson scattering atmospheric pressure plasma

DP-GEN: A concurrent learning platform for the generation of reliable deep learning based potential energy models

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arXiv 2019年

作者： Wang, Haidi Chen, Weijie Zeng, Jinzhe Zhang, Linfeng Wang, Han Zhang, Yuzhi Weinan, E. Yuanpei College of Peking University Beijing100871 China School of Electronic Science and Applied Physics Hefei University of Technology Hefei230601 China Academy for Advanced Interdisciplinary Studies Peking University Beijing100871 China School of Chemistry and Molecular Engineering East China Normal University Shanghai200062 China Program in Applied and Computational Mathematics Princeton University PrincetonNJ United States Laboratory of Computational Physics Institute of Applied Physics and Computational Mathematics Huayuan Road 6 Beijing100088 China Beijing Institute of Big Data Research Beijing100871 China Program in Applied and Computational Mathematics Princeton University PrincetonNJ United States Beijing Institute of Big Data Research Beijing100871 China

In recent years, promising deep learning based interatomic potential energy surface (PES) models have been proposed that can potentially allow us to perform molecular dynamics simulations for large scale systems with quantum accuracy. However, making these models truly reliable and practically useful is still a very non-trivial task. A key component in this task is the generation of datasets used in model training. In this paper, we introduce the Deep Potential GENerator (DP-GEN), an open-source software platform that implements the recently proposed"on-the-fly" learning procedure [Phys. Rev. Materials 3, 023804] and is capable of generating uniformly accurate deep learning based PES models in a way that minimizes human intervention and the computational cost for data generation and model training. DP-GEN automatically and iteratively performs three steps: exploration, labeling, and training. It supports various popular packages for these three steps: LAMMPS for exploration, Quantum Espresso, VASP, CP2K, etc. for labeling, and DeePMD-kit for training. It also allows automatic job submission and result collection on different types of machines, such as high performance clusters and cloud machines, and is adaptive to different job management tools, including Slurm, PBS, and LSF. As a concrete example, we illustrate the details of the process for generating a general-purpose PES model for Cu using DP-GEN. Copyright © 2019, The Authors. All rights reserved.

关键词： Potential energy

Buildup time of Autler-Townes splitting in attosecond transient absorption spectroscopy

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Physical Review A 2021年第6期103卷 L061102-L061102页

作者： Xiaoxia Wu Zengqiang Yang Shaofeng Zhang Xinwen Ma Jie Liu Difa Ye Institute of Modern Physics Chinese Academy of Sciences Lanzhou 730000 China University of Chinese Academy of Sciences Beijing 100049 China Laboratory of Computational Physics Institute of Applied Physics and Computational Mathematics Beijing 100088 China Department of Physics School of Arts and Sciences Shaanxi University of Science and Technology Xi'an 710021 China Graduate School China Academy of Engineering Physics Beijing 100193 China

Although the time-dependent buildup processes of Autler-Townes splitting in attosecond transient absorption spectra have been observed in plenty of experiments, there still exists an open question of when the splitting is maximized, which tells us how fast the system responds to the pump field and how well the adiabatic following is in a slowly varying few-cycle laser pulse. In this Letter we work out a compact formula to quantify the buildup time of the Autler-Townes splitting, which is related to multiple timescales of the laser-atom system, e.g., the Rabi period, the laser cycle, and the pulse duration, according to a universal power law. This scaling law applies not only to singly excited states, but also to doubly excited states in which complex electron-electron interaction gets involved. Our findings have potential applications in calibrating the zero delay in a transient absorption spectroscopy.

关键词： Nonlinear optics Optical transient phenomena Stark effect Ultrafast optics Ultrafast phenomena Adiabatic approximation Rotating wave approximation Schroedinger equation Two-level models

Random-walk shielding-potential viscosity model for warm dense metals

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arXiv 2021年

作者： Cheng, Yuqing Liu, Haifeng Hou, Yong Meng, Xujun Li, Qiong Liu, Yu Gao, Xingyu Yuan, Jianmin Song, Haifeng Wang, Jianguo School of Mathematics and Physics University of Science and Technology Beijing Beijing100083 China Laboratory of Computational Physics Institute of Applied Physics and Computational Mathematics Beijing100094 China Department of Physics College of Liberal Arts and Sciences National University of Defense Technology Changsha410073 China Graduate School China Academy of Engineering Physics Beijing100193 China

We develop a novel model, called the "random-walk shielding-potential viscosity model" (RWSP-VM) that introduces the statistics of random-walk ions and the Debye shielding effect to describe the viscosities of warm dense metals. The viscosities of several metals with low to high atomic number (Be, Al, Fe, and U) are calculated using the analytical expression of RWSP-VM. Additionally, we simulate the viscosities of Fe and Be by employing the Langevin molecular dynamics (MD) and classical MD, while the MD data for Al and U are obtained from a previous work. The results of the RWSP-VM are in good agreement with the MD results, which validates the proposed model. Furthermore, we compare the RWSP-VM with the one-component plasma model and Yukawa viscosity model and show that the three models yield results in excellent agreement with each other in the regime where the RWSP-VM is applicable. These results indicate that the RWSP-VM is a universal, accurate, and highly efficient model for calculating the viscosity of metals in the warm dense state. The code of the proposed RWSP-VM is provided, and it is envisaged that it will have broad application prospects in numerous fields. © 2021, CC BY-NC-ND.

关键词： Shielding

Continuum model of irradiation-induced spinodal decomposition in the presence of dislocations

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Physical Review B 2011年第17期83卷 174106-174106页

作者： J. J. Hoyt M. Haataja Department of Materials Science and Engineering McMaster University Hamilton Ontario Canada L8S4L7 Department of Mechanical and Aerospace Engineering Princeton Institute for the Science and Technology of Materials (PRISM) Program in Applied and Computational Mathematics (PACM) Princeton University Princeton New Jersey 08544

A model of phase-separation kinetics in systems exposed to energetic particle irradiation has been extended to include the effects of mobile dislocations. It is shown that when dislocations are allowed to participate in the decomposition reaction, phase separation can occur at temperatures above the coherent spinodal, which is in agreement with several experiments on irradiated alloys. A linear stability analysis of the governing kinetic equations is performed and three regimes of microstructural evolution are identified within the parameter space of damage cascade size vs incident flux: complete phase separation, solid-solution behavior, and compositional patterning. In addition, numerical simulations of the evolving dislocation density and composition fields are performed. The numerical results provide the amplitude and wavelength of the stable patterns that can form under irradiation and elucidate the role of misfit dislocations in reducing the coherency strain due to atomic size mismatch.

关键词： PHASE transformations (Physics) THERMODYNAMICS PARTICLES (Nuclear physics) ALLOYS IRRADIATION STRAINS & stresses (Mechanics)

Asymmetric profiles observed in the recombination of Bi79+: A benchmark for relativistic theories involving interference

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Physical Review A 2009年第1期80卷 014503-014503页

作者： Nobuyuki Nakamura Anthony P. Kavanagh Hirofumi Watanabe Hiroyuki A. Sakaue Yueming Li Daiji Kato Fred J. Currell Xiao-Min Tong Tsutomu Watanabe Shunsuke Ohtani Institute for Laser Science The University of Electro-Communications Chofu Tokyo 182-8585 Japan Queen’s University Belfast Belfast BT7 1NN United Kingdom Chubu University Kasugai-shi Aichi 487-8501 Japan National Institute for Fusion Science Toki Gifu 509-5292 Japan Institute of Applied Physics and Computational Mathematics P.O. Box 8009 Beijing 100088 China Doctoral Program in Materials Science Graduate School of Pure and Applied Sciences University of Tsukuba Tsukuba Ibaraki 305-8573 Japan Center for Computational Sciences University of Tsukuba Tsukuba Ibaraki 305-8577 Japan

Asymmetric profiles have been observed in the recombination cross section of Be-like Bi obtained by measuring the electron energy dependence of the ion abundance ratio in an electron-beam ion trap. In contrast to the previous x-ray measurements, the present measurement gives the integrated recombination cross section with higher statistical quality, which provides a benchmark to test the relativistic theory involving the interference between the resonant and continuum states. The comparison with our theoretical study shows that the Breit interaction plays an important role in this case.

关键词： Benchmarking