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Sebastian Heidenreich

Publications and source records attributed to Sebastian Heidenreich.

At least 19 recordsLinked to original sources

Estimating systematic errors in Bayesian inversion using transport maps

In indirect measurements, the sought parameters have to be determined by solving an inverse problem, typically in a Bayesian framework. Often, the accurate numerical simulation of the measuring process is computationally demanding, making it necessary to rely on approximate models. These surrogates, however, introduce an additional model error and thus may distort the resulting parameter distribution. Moreover, even with the additional speed granted by the surrogate, posterior determination through conventional means such as Markov chain Monte Carlo might be cost intensive, specifically for complicated posterior shapes. In this paper, we propose a unified framework that combines Bayesian inference, model error correction and a transport-based sampling scheme to address these issues. To train the transport scheme, we investigate two different losses: one equivalent to the Kullback-Leibler divergence associated to the transport problem and one based on an upper bound of this loss, generally known as the evidence lower bound. We demonstrate that training the transport based on the latter changes the optimisation landscape drastically, potentially introducing an undesired bias in approximating the target posterior. We compare the computational cost of our approach with established methods and underline the theoretical results with numerical examples.

stat.ME

Mixed Noise and Posterior Estimation with Conditional DeepGEM

Motivated by indirect measurements and applications from nanometrology with a mixed noise model, we develop a novel algorithm for jointly estimating the posterior and the noise parameters in Bayesian inverse problems. We propose to solve the problem by an expectation maximization (EM) algorithm. Based on the current noise parameters, we learn in the E-step a conditional normalizing flow that approximates the posterior. In the M-step, we propose to find the noise parameter updates again by an EM algorithm, which has analytical formulas. We compare the training of the conditional normalizing flow with the forward and reverse KL, and show that our model is able to incorporate information from many measurements, unlike previous approaches.

cs.LG

Pattern selection and the route to turbulence in incompressible polar active fluids

Active fluids, such as suspensions of microswimmers, are known to self-organize into complex spatio-temporal flow patterns. An intriguing example is mesoscale turbulence, a state of dynamic vortex structures exhibiting a characteristic length scale. Here, we employ a minimal model for the effective microswimmer velocity field to explore how the turbulent state develops from regular vortex patterns when the strength of activity resp. related parameters such as nonlinear advection or polar alignment strength - is increased. First, we demonstrate analytically that the system, without any spatial constraints, develops a stationary square vortex lattice in the absence of nonlinear advection. Subsequently, we perform an extended stability analysis of this nonuniform "ground state" and uncover a linear instability, which follows from the mutual excitement and simultaneous growth of multiple perturbative modes. This extended analysis is based on linearization around an approximation of the analytical vortex lattice solution and allows us to calculate critical activity parameters. Above these critical values, the vortex lattice develops into mesoscale turbulence in numerical simulations. Utilizing the numerical approach, we uncover an extended region of hysteresis where both patterns are possible depending on the initial condition. Here, we find that turbulence persists below the instability of the vortex lattice. We further determine the stability of square vortex patterns as a function of their wavenumber and represent the results analogous to the well-known Busse balloons known from classical pattern-forming systems. Here, the region of stable periodic patterns shrinks and eventually disappears with increasing activity parameters. Our results show that the strength of activity plays a similar role for active turbulence as the Reynolds number does in driven flow exhibiting inertial turbulence.

cond-mat.soft

Adaptive non-intrusive reconstruction of solutions to high-dimensional parametric PDEs

Numerical methods for random parametric PDEs can greatly benefit from adaptive refinement schemes, in particular when functional approximations are computed as in stochastic Galerkin and stochastic collocations methods. This work is concerned with a non-intrusive generalization of the adaptive Galerkin FEM with residual based error estimation. It combines the non-intrusive character of a randomized least-squares method with the a posteriori error analysis of stochastic Galerkin methods. The proposed approach uses the Variational Monte Carlo method to obtain a quasi-optimal low-rank approximation of the Galerkin projection in a highly efficient hierarchical tensor format. We derive an adaptive refinement algorithm which is steered by a reliable error estimator. Opposite to stochastic Galerkin methods, the approach is easily applicable to a wide range of problems, enabling a fully automated adjustment of all discretization parameters. Benchmark examples with affine and (unbounded) lognormal coefficient fields illustrate the performance of the non-intrusive adaptive algorithm, showing best-in-class performance.

math.NA

Efficient approximation of high-dimensional exponentials by tensornetworks

In this work a general approach to compute a compressed representation of the exponential $\exp(h)$ of a high-dimensional function $h$ is presented. Such exponential functions play an important role in several problems in Uncertainty Quantification, e.g. the approximation of log-normal random fields or the evaluation of Bayesian posterior measures. Usually, these high-dimensional objects are intractable numerically and can only be accessed pointwise in sampling methods. In contrast, the proposed method constructs a functional representation of the exponential by exploiting its nature as a solution of an ordinary differential equation. The application of a Petrov--Galerkin scheme to this equation provides a tensor train representation of the solution for which we derive an efficient and reliable a posteriori error estimator. Numerical experiments with a log-normal random field and a Bayesian likelihood illustrate the performance of the approach in comparison to other recent low-rank representations for the respective applications. Although the present work considers only a specific differential equation, the presented method can be applied in a more general setting. We show that the composition of a generic holonomic function and a high-dimensional function corresponds to a differential equation that can be used in our method. Moreover, the differential equation can be modified to adapt the norm in the a posteriori error estimates to the problem at hand.

math.NA

Ising-like critical behavior of vortex lattices in an active fluid

Turbulent vortex structures emerging in bacterial active fluids can be organized into regular vortex lattices by weak geometrical constraints such as obstacles. Here we show, using a continuum-theoretical approach, that the formation and destruction of these patterns exhibit features of a continuous second-order equilibrium phase transition, including long-range correlations, divergent susceptibility, and critical slowing down. The emerging vorticity field can be mapped onto a two-dimensional (2D) Ising model with antiferromagnetic nearest-neighbor interactions by coarse-graining. The resulting effective temperature is found to be proportional to the strength of the nonlinear advection in the continuum model.

cond-mat.soft

Biophysics underlying the swarm to biofilm transition

Bacteria organize in a variety of collective states, from swarming, which has been attributed to rapid surface exploration, to biofilms, which are highly dense immobile communities attributed to stress resistance. It has been suggested that biofilm and swarming are oppositely controlled, making this transition particularly interesting for understanding the ability of bacterial colonies to adapt to challenging environments. Here, the swarm to biofilm transition is studied experimentally by analyzing the bacterial dynamics both on the individual and collective scales. We show that both biological and physical processes facilitate the transition - a few individual cells that initiate the biofilm program cause nucleation of large, scale-free stationary aggregates of trapped swarm cells. Around aggregates, cells continue swarming almost unobstructed, while inside, trapped cells slowly transform to biofilm. While our experimental findings rule out previously suggested purely physical effects as a trigger for biofilm formation, they show how physical processes, such as clustering and jamming, accelerate biofilm formation.

physics.bio-ph

Turbulence-induced clustering in compressible active fluids

We study a novel phase of active polar fluids, which is characterized by the continuous creation and destruction of dense clusters due to self-sustained turbulence. This state arises due to the interplay of the self-advection of the aligned swimmers and their defect topology. The typical cluster size is determined by the characteristic vortex size. Our results are obtained by investigating a continuum model of compressible polar active fluids, which incorporates typical experimental observations in bacterial suspensions by assuming a non-monotone dependence of speed on density.

cond-mat.soft

Heterogeneous bacterial swarms with mixed lengths

Heterogeneous systems of active matter exhibit a range of complex emergent dynamical patterns. In particular, it is difficult to predict the properties of the mixed system based on its constituents. These considerations are particularly significant for understanding realistic bacterial swarms, which typically develop heterogeneities even when grown from a single cell. Here, mixed swarms of cells with different aspect ratios are studied both experimentally and in simulations. In contrast with previous theory, there is no macroscopic phase segregation. However, locally, long cells act as nucleation cites, around which ordered clusters of short, rapidly moving cells can form, resulting in enhanced swarming speeds. On the other hand, high fractions of long cells form a bottle-neck for efficient swarming. Our results suggest a new physical advantage for the spontaneous heterogeneity of bacterial swarm populations.

cond-mat.soft

Invertible Neural Networks versus MCMC for Posterior Reconstruction in Grazing Incidence X-Ray Fluorescence

Grazing incidence X-ray fluorescence is a non-destructive technique for analyzing the geometry and compositional parameters of nanostructures appearing e.g. in computer chips. In this paper, we propose to reconstruct the posterior parameter distribution given a noisy measurement generated by the forward model by an appropriately learned invertible neural network. This network resembles the transport map from a reference distribution to the posterior. We demonstrate by numerical comparisons that our method can compete with established Markov Chain Monte Carlo approaches, while being more efficient and flexible in applications.

cs.LG

Motility-Induced Clustering and Meso-Scale Turbulence in Active Polar Fluids

Meso-scale turbulence was originally observed experimentally in various suspensions of swimming bacteria, as well as in the collective motion of active colloids. The corresponding large-scale dynamical patterns were reproduced in a simple model of a polar fluid, assuming a constant density of active particles. Recent, more detailed experimental studies revealed additional interesting aspects, such as anomalous velocity statistics and clustering phenomena. Those phenomena cannot be explained by currently available models for active polar fluids. Herein, we extend the continuum model suggested by Dunkel et al. to include density variations and a feedback between the local density and self-propulsion speed of the active particles. If the velocity decreases strong enough with the density, a linear stability analysis of the resulting model shows that, in addition to the short-wavelength instability of the original model, a long-wavelength instability occurs. This is typically observed for high densities of polar active particles and is analogous to the well-known phenomenon of motility-induced phase separation (MIPS) in scalar active matter. We determine a simple phase diagram indicating the linear instabilities and perform systematic numerical simulations for the various regions in the corresponding parameter space. The interplay between the well understood short-range instability and the long-range instability leads to interesting dynamics and novel phenomena concerning nucleation and coarsening processes. Our simulation results display a rich variety of novel patterns, including phase separation into domains with dynamically changing irregularly shaped boundaries. Anomalous velocity statistics are observed in all phases where the system segregates into regions of high and low densities. This offers a simple explanation for their occurrence in recent experiments with bacterial suspensions.

cond-mat.soft

Efficient Bayesian inversion for shape reconstruction of lithography masks

Background: Scatterometry is a fast, indirect and non-destructive optical method for quality control in the production of lithography masks. To solve the inverse problem in compliance with the upcoming need for improved accuracy, a computationally expensive forward model has to be defined which maps geometry parameters to diffracted light intensities. Aim: To quantify the uncertainties in the reconstruction of the geometry parameters, a fast to evaluate surrogate for the forward model has to be introduced. Approach: We use a non-intrusive polynomial chaos based approximation of the forward model which increases speed and thus enables the exploration of the posterior through direct Bayesian inference. Additionally, this surrogate allows for a global sensitivity analysis at no additional computational overhead. Results: This approach yields information about the complete distribution of the geometry parameters of a silicon line grating, which in return allows to quantify the reconstruction uncertainties in the form of means, variances and higher order moments of the parameters. Conclusion: The use of a polynomial chaos surrogate allows to quantify both parameter influences and reconstruction uncertainties. This approach is easy to use since no adaptation of the expensive forward model is required.

physics.data-an

Self-Propelled Rods: Insights and Perspectives for Active Matter

A wide range of experimental systems including gliding, swarming and swimming bacteria, in-vitro motility assays as well as shaken granular media are commonly described as self-propelled rods. Large ensembles of those entities display a large variety of self-organized, collective phenomena, including formation of moving polar clusters, polar and nematic dynamic bands, mobility-induced phase separation, topological defects and mesoscale turbulence, among others. Here, we give a brief survey of experimental observations and review the theoretical description of self-propelled rods. Our focus is on the emergent pattern formation of ensembles of dry self-propelled rods governed by short-ranged, contact mediated interactions and their wet counterparts that are also subject to long-ranged hydrodynamic flows. Altogether, self-propelled rods provide an overarching theme covering many aspects of active matter containing well-explored limiting cases. Their collective behavior not only bridges the well-studied regimes of polar self-propelled particles and active nematics, and includes active phase separation, but also reveals a rich variety of new patterns.

cond-mat.stat-mech

A phase diagram for bacterial swarming

Bacterial swarming is a rapid mass-migration, in which thousands of cells spread collectively to colonize a surface. Physically, swarming is a natural example of active particles that use energy to generate motion. Accordingly, understanding the constraints physics imposes on the dynamics is essential to understand the mechanisms underlying the swarming phenomenon. We present new experiments of swarming Bacillus subtilis mutants with different aspect ratios and densities. Analyzing the dynamics reveals a rich phase diagram of qualitatively distinct swarming regimes, describing how the shape and density of cells govern the global dynamical characteristics of the entire swarm. Moreover, we show that under standard conditions bacteria inhabit a region of phase space that is associated with rapid mixing and robust dynamics, with homogeneous density and no preferred direction of motion. This contrasts characteristic clustering behavior of self-propelled rods that is recovered only for very elongated mutant species. Thus, bacteria have adapted their physics to optimize the principle functions assumed for swarming.

cond-mat.soft

An efficient approach to global sensitivity analysis and parameter estimation for line gratings

Scatterometry is a fast, indirect and nondestructive optical method for the quality control in the production of lithography masks. Geometry parameters of line gratings are obtained from diffracted light intensities by solving an inverse problem. To comply with the upcoming need for improved accuracy and precision and thus for the reduction of uncertainties, typically computationally expansive forward models have been used. In this paper we use Bayesian inversion to estimate parameters from scatterometry measurements of a silicon line grating and determine the associated uncertainties. Since the direct application of Bayesian inference using Markov-Chain Monte Carlo methods to physics-based partial differential equation (PDE) model is not feasible due to high computational costs, we use an approximation of the PDE forward model based on a polynomial chaos expansion. The expansion provides not only a surrogate for the PDE forward model, but also Sobol indices for a global sensitivity analysis. Finally, we compare our results for the global sensitivity analysis with the uncertainties of estimated parameters.

physics.data-an

Asymmetric pattern formation in microswimmer suspensions induced by orienting fields

This paper studies the influence of orienting external fields on pattern formation, particularly mesoscale turbulence, in microswimmer suspensions. To this end, we apply a hydrodynamic theory that can be derived from a microscopic microswimmer model [Phys. Rev. E 97, 022613 (2018)]. The theory combines a dynamic equation for the polar order parameter with a modified Stokes equation for the solvent flow. Here, we extend the model by including an external field that exerts an aligning torque on the swimmers (mimicking the situation in chemo-, photo-, magneto- or gravitaxis). Compared to the field-free case, the external field breaks the rotational symmetry of the vortex dynamics and leads instead to strongly asymmetric, traveling stripe patterns, as demonstrated by numerical solution and linear stability analysis. We further analyze the emerging structures using a reduced model which involves only an (effective) microswimmer velocity field. This model is significantly easier to handle analytically, but still preserves the main features of the asymmetric pattern formation. We observe an underlying transition between a square vortex lattice and a traveling stripe pattern. These structures can be well described in the framework of weakly nonlinear analysis, provided the strength of nonlinear advection is sufficiently weak.

cond-mat.soft

Derivation of a hydrodynamic theory for mesoscale dynamics in microswimmer suspensions

In this paper we systematically derive a fourth-order continuum theory capable of reproducing mesoscale turbulence in a three-dimensional suspension of microswimmers. We start from overdamped Langevin equations for a generic microscopic model (pushers or pullers), which include hydrodynamic interactions on both, small length scales (polar alignment of neighboring swimmers) and large length scales, where the solvent flow interacts with the order parameter field. The flow field is determined via the Stokes equation supplemented by an ansatz for the stress tensor. In addition to hydrodynamic interactions, we allow for nematic pair interactions stemming from excluded-volume effects. The results here substantially extend and generalize earlier findings [Phys. Rev. E 94, 020601(R) (2016)], in which we derived a two-dimensional hydrodynamic theory. From the corresponding mean-field Fokker-Planck equation combined with a self-consistent closure scheme, we derive nonlinear field equations for the polar and the nematic order parameter, involving gradient terms of up to fourth order. We find that the effective microswimmer dynamics depends on the coupling between solvent flow and orientational order. For very weak coupling corresponding to a high viscosity of the suspension, the dynamics of mesoscale turbulence can be described by a simplified model containing only an effective microswimmer velocity.

cond-mat.soft

Hydrodynamic length-scale selection and effective viscosity in microswimmer suspensions

A universal characteristic of mesoscale turbulence in active suspensions is the emergence of a typical vortex length scale, distinctly different from the scale-invariance of turbulent high-Reynolds number flows. Collective length-scale selection has been observed in bacterial fluids, endothelial tissue and active colloides, yet the physical origins of this phenomenon remain elusive. Here, we systematically derive an effective fourth-order field theory from a generic microscopic model that allows us to predict the typical vortex size in microswimmer suspensions. Building on a self-consistent closure condition, the derivation shows that the vortex length scale is determined by the competition between local alignment forces and intermediate-range hydrodynamic interactions. Vortex structures found in simulations of the theory agree with recent measurements in Bacillus subtilis suspensions. Moreover, our approach correctly predicts an effective viscosity enhancement (reduction), as reported experimentally for puller (pusher) microorganisms.

cond-mat.soft