Enabling High-Dimensional Hierarchical Uncertainty Quantification by ANOVA and Tensor-Train Decomposition

Hierarchical uncertainty quantification can reduce the computational cost of stochastic circuit simulation by employing spectral methods at different levels. This paper presents an efficient framework to simulate hierarchically some challenging stochastic circuits/systems that include high-dimensional subsystems. Due to the high parameter dimensionality, it is challenging to both extract surrogate models at the low level of the design hierarchy and to handle them in the high-level simulation. In this paper, we develop an efficient ANOVA-based stochastic circuit/MEMS simulator to extract efficiently the surrogate models at the low level. In order to avoid the curse of dimensionality, we employ tensor-train decomposition at the high level to construct the basis functions and Gauss quadrature points. As a demonstration, we verify our algorithm on a stochastic oscillator with four MEMS capacitors and 184 random parameters. This challenging example is simulated efficiently by our simulator at the cost of only 10 minutes in MATLAB on a regular personal computer.Comment: 14 pages (IEEE double column), 11 figure, accepted by IEEE Trans CAD of Integrated Circuits and System

Probabilistic Monte-Carlo method for modelling and prediction of electronics component life

Power electronics are widely used in electric vehicles, railway locomotive and new generation aircrafts. Reliability of these components directly affect the reliability and performance of these vehicular platforms. In recent years, several research work about reliability, failure mode and aging analysis have been extensively carried out. There is a need for an efficient algorithm able to predict the life of power electronics component. In this paper, a probabilistic Monte-Carlo framework is developed and applied to predict remaining useful life of a component. Probability distributions are used to model the component’s degradation process. The modelling parameters are learned using Maximum Likelihood Estimation. The prognostic is carried out by the mean of simulation in this paper. Monte-Carlo simulation is used to propagate multiple possible degradation paths based on the current health state of the component. The remaining useful life and confident bounds are calculated by estimating mean, median and percentile descriptive statistics of the simulated degradation paths. Results from different probabilistic models are compared and their prognostic performances are evaluated

Non-constructive interval simulation of dynamic systems

Publisher PD

Tensor Computation: A New Framework for High-Dimensional Problems in EDA

Many critical EDA problems suffer from the curse of dimensionality, i.e. the very fast-scaling computational burden produced by large number of parameters and/or unknown variables. This phenomenon may be caused by multiple spatial or temporal factors (e.g. 3-D field solvers discretizations and multi-rate circuit simulation), nonlinearity of devices and circuits, large number of design or optimization parameters (e.g. full-chip routing/placement and circuit sizing), or extensive process variations (e.g. variability/reliability analysis and design for manufacturability). The computational challenges generated by such high dimensional problems are generally hard to handle efficiently with traditional EDA core algorithms that are based on matrix and vector computation. This paper presents "tensor computation" as an alternative general framework for the development of efficient EDA algorithms and tools. A tensor is a high-dimensional generalization of a matrix and a vector, and is a natural choice for both storing and solving efficiently high-dimensional EDA problems. This paper gives a basic tutorial on tensors, demonstrates some recent examples of EDA applications (e.g., nonlinear circuit modeling and high-dimensional uncertainty quantification), and suggests further open EDA problems where the use of tensor computation could be of advantage.Comment: 14 figures. Accepted by IEEE Trans. CAD of Integrated Circuits and System

Calculation of Generalized Polynomial-Chaos Basis Functions and Gauss Quadrature Rules in Hierarchical Uncertainty Quantification

Stochastic spectral methods are efficient techniques for uncertainty quantification. Recently they have shown excellent performance in the statistical analysis of integrated circuits. In stochastic spectral methods, one needs to determine a set of orthonormal polynomials and a proper numerical quadrature rule. The former are used as the basis functions in a generalized polynomial chaos expansion. The latter is used to compute the integrals involved in stochastic spectral methods. Obtaining such information requires knowing the density function of the random input {\it a-priori}. However, individual system components are often described by surrogate models rather than density functions. In order to apply stochastic spectral methods in hierarchical uncertainty quantification, we first propose to construct physically consistent closed-form density functions by two monotone interpolation schemes. Then, by exploiting the special forms of the obtained density functions, we determine the generalized polynomial-chaos basis functions and the Gauss quadrature rules that are required by a stochastic spectral simulator. The effectiveness of our proposed algorithm is verified by both synthetic and practical circuit examples.Comment: Published by IEEE Trans CAD in May 201

MOLNs: A cloud platform for interactive, reproducible and scalable spatial stochastic computational experiments in systems biology using PyURDME

Computational experiments using spatial stochastic simulations have led to important new biological insights, but they require specialized tools, a complex software stack, as well as large and scalable compute and data analysis resources due to the large computational cost associated with Monte Carlo computational workflows. The complexity of setting up and managing a large-scale distributed computation environment to support productive and reproducible modeling can be prohibitive for practitioners in systems biology. This results in a barrier to the adoption of spatial stochastic simulation tools, effectively limiting the type of biological questions addressed by quantitative modeling. In this paper, we present PyURDME, a new, user-friendly spatial modeling and simulation package, and MOLNs, a cloud computing appliance for distributed simulation of stochastic reaction-diffusion models. MOLNs is based on IPython and provides an interactive programming platform for development of sharable and reproducible distributed parallel computational experiments