Live Long and Prosper

hep-th:

Authors: Houman Owhadi, Clint Scovel, Timothy John Sullivan, Mike McKerns, Michael Ortiz

We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ), is based on the observation that, given a set of assumptions and information about the problem, there exist optimal bounds on uncertainties: these are obtained as values of well-defined optimization problems corresponding to extremizing probabilities of failure, or of deviations, subject to the constraints imposed by the scenarios compatible with the assumptions and information. In particular, this framework does not implicitly impose inappropriate assumptions, nor does it repudiate relevant information. Although OUQ optimization problems are extremely large, we show that under general conditions they have finite-dimensional reductions. As an application, we develop \emph{Optimal Concentration Inequalities} (OCI) of Hoeffding and McDiarmid type. Surprisingly, these results show that uncertainties in input parameters, which propagate to output uncertainties in the classical sensitivity analysis paradigm, may fail to do so if the transfer functions (or probability distributions) are imperfectly known. We show how, for hierarchical structures, this phenomenon may lead to the non-propagation of uncertainties or information across scales. In addition, a general algorithmic framework is developed for OUQ and is tested on the Caltech surrogate model for hypervelocity impact and on the seismic safety assessment of truss structures, suggesting the feasibility of the framework for important complex systems. The introduction of this paper provides both an overview of the paper and a self-contained mini-tutorial about basic concepts and issues of UQ.

hep-th:

Authors: Kiwamu Izumi, Koji Arai, Bryan Barr, Joseph Betzwieser, Aidan Brooks, Katrin Dahl, Suresh Doravari, Jennifer C. Driggers, W. Zach Korth, Haixing Miao, Jameson Rollins, Stephen Vass, David Yeaton-Massey, Rana X. Adhikari

Long baseline laser interferometers used for gravitational wave detection have proven to be very complicated to control. In order to have sufficient sensitivity to astrophysical gravitational waves, a set of multiple coupled optical cavities comprising the interferometer must be brought into resonance with the laser field. A set of multi-input, multi-output servos then lock these cavities into place via feedback control. This procedure, known as lock acquisition, has proven to be a vexing problem and has reduced greatly the reliability and duty factor of the past generation of laser interferometers. In this article, we describe a technique for bringing the interferometer from an uncontrolled state into resonance by using harmonically related external fields to provide a deterministic hierarchical control. This technique reduces the effect of the external seismic disturbances by four orders of magnitude and promises to greatly enhance the stability and reliability of the current generation of gravitational wave detector. The possibility for using multi-color techniques to overcome current quantum and thermal noise limits is also discussed.