"""Reproduce VSCE continuous first-passage comparisons and monitoring study.""" from pathlib import Path import json import math import numpy as np from risk_math import (ou_continuous_bounds, survival_fv, mean_exit_time, mean_exit_fv, laplace_exit,laplace_exit_fv, simulate_nested_sampled_exit,poisson_clearance) def run(): comparison=[] for beta,T in ((2,.1),(2,1),(6.25,.03),(6.25,.2),(6.25,2), (12.5,2),(12.5,10),(25,10)): R=math.sqrt(2*beta) bounds=ou_continuous_bounds(R,T,1,1) estimates={} if beta<=15: for cells in (200,400,800): numerical=survival_fv(R,[T],1,1,cells) value=float(numerical['exit_probability'][0]) estimates[str(cells)]={ 'exit_probability':value if math.isfinite(value) else None, 'resolved':bool(numerical['resolved'][0]), 'principal_eigenvalue':numerical['principal_eigenvalue'], 'roundoff_clip_max':numerical['roundoff_clip_max']} comparison.append({'beta':beta,'T':T,'kappa':1,'diffusion':1,'radius':R, 'bounds':bounds,'fv_estimates':estimates, 'fv_status':'spatial estimates, not interval-certified' if beta<=15 else 'unsupported beta>15'}) refinement=[] for beta in (0.5,2,6.25,12.5,15): R=math.sqrt(2*beta) exact_m=mean_exit_time(R,1,1) exact_l=laplace_exit(.2,R,1,1) row={'beta':beta,'exact_mean':exact_m,'exact_laplace_s0_2':exact_l, 'grid_results':{}} for n in (80,160,320,800): m=mean_exit_fv(R,1,1,n) l=laplace_exit_fv(.2,R,1,1,n) row['grid_results'][str(n)]={'mean':m,'laplace_s0_2':l, 'mean_relative_error':abs(m/exact_m-1), 'laplace_relative_error':abs(l/exact_l-1)} refinement.append(row) monitoring=simulate_nested_sampled_exit( 1,2,1,.08,.001,(1,5,10,50,100),trials=30000,seed=20261013) continuous=survival_fv(1,[2],1,.08,800) monitoring['continuous_pde_estimate']=float(continuous['exit_probability'][0]) monitoring['continuous_pde_cells']=800 radius=poisson_clearance(10,1,.04,.001) design={'T':10,'kappa':1,'diffusion':.04,'events':1,'error_budget':.001, 'poisson_radius':radius,'poisson_beta':radius*radius/.08, 'v5_direct_beta':20+math.log(1000), 'v5_direct_radius':math.sqrt(.08*(20+math.log(1000)))} data={'schema':'VSCE continuous first-passage evidence 1.0', 'scientific_scope':'conditional classical stochastic model; no exotic vacuum apparatus', 'analytic_numeric_support':{'beta_max':650,'upper_underflow':'rounded upward to smallest positive float'}, 'finite_volume_support':{'beta_max':15,'cells_min':8,'cells_max':2000, 'exit_resolution_floor':1e-11, 'below_resolution':'null/unresolved; never a zero probability claim', 'interval_certified':False}, 'comparison':comparison,'independent_fv_refinement':refinement, 'nested_monitoring':monitoring,'clearance_design':design} return data if __name__=='__main__': output=Path(__file__).resolve().parents[1]/'results/risk_results.json' output.write_text(json.dumps(run(),indent=2,allow_nan=False)+'\n') print(output)