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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2015

Generalized correlation integral vectors: A distance concept for chaotic dynamical systems

Several concepts of fractal dimension have been developed to characterise properties of attractors of chaotic dynamical systems. Numerical approximations of them must be calculated by finite samples of simulated trajectories. In principle, the quantities should not depend on the choice of the trajectory, as long as it provides properly distributed samples of the underlying attractor. In practice, however, the trajectories are sensitive with respect to varying initial values, small changes of the model parameters, to the choice of a solver, numeric tolerances, etc. The purpose of this paper is to present a statistically sound approach to quantify this variability. We modify the concept of correlation integral to produce a vector that summarises the variability at all selected scales. The distribution of this stochastic vector can be estimated, and it provides a statistical distance concept between trajectories. Here, we demonstrate the use of the distance for the purpose of estimating model parameters of a chaotic dynamic model. The methodology is illustrated using computational examples for the Lorenz 63 and Lorenz 95 systems, together with a framework for Markov chain Monte Carlo sampling to produce posterior distributions of model parameters.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2012

Quantification of errors in large-eddy simulations of a spatially evolving mixing layer using polynomial chaos

A stochastic approach based on generalized polynomial chaos (gPC) is used to quantify the error in large-eddy simulation (LES) of a spatially evolving mixing layer flow and its sensitivity to different simulation parameters, viz., the grid stretching in the streamwise and lateral directions and the subgrid-scale (SGS) Smagorinsky model constant (C{sub S}). The error is evaluated with respect to the results of a highly resolved LES and for different quantities of interest, namely, the mean streamwise velocity, the momentum thickness, and the shear stress. A typical feature of the considered spatially evolving flow is the progressive transition from a laminar regime, highly dependent on the inlet conditions, to a fully developed turbulent one. Therefore, the computational domain is divided in two different zones (inlet dependent and fully turbulent) and the gPC error analysis is carried out for these two zones separately. An optimization of the parameters is also carried out for both these zones. For all the considered quantities, the results point out that the error is mainly governed by the value of the C{sub S} constant. At the end of the inlet-dependent zone, a strong coupling between the normal stretching ratio and the C{sub S} value is observed. The error sensitivity to the parameter values is significantly larger in the inlet-dependent upstream region; however, low-error values can be obtained in this region for all the considered physical quantities by an ad hoc tuning of the parameters. Conversely, in the turbulent regime the error is globally lower and less sensitive to the parameter variations, but it is more difficult to find a set of parameter values leading to optimal results for all the analyzed physical quantities. A similar analysis is also carried out for the dynamic Smagorinsky model, by varying the grid stretching ratios. Comparing the databases generated with the different subgrid-scale models, it is possible to observe that the error cost function computed for the streamwise velocity and for the momentum thickness is not significantly sensitive to the used SGS closure. Conversely, the prediction of the shear stress is much more accurate when using a dynamic subgrid-scale model and the variance of the error is lower in magnitude.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

The matrix product approximation for the dynamic cavity method

Stochastic dynamics of classical degrees of freedom, defined on vertices of locally tree-like graphs, can be studied in the framework of the dynamic cavity method which is exact for tree graphs. Such models correspond for example to spin-glass systems, Boolean networks, neural networks, and other technical, biological, and social networks. The central objects in the cavity method are edge messages—conditional probabilities of two vertex variable trajectories. In this paper, we discuss a rather pedagogical derivation for the dynamic cavity method, give a detailed account of the novel matrix product edge message (MPEM) algorithm for the solution of the dynamic cavity equation as introduced, and present optimizations and extensions. Matrix product approximations of the edge messages are constructed recursively in an iteration over time. Computation costs and precision can be tuned by controlling the matrix dimensions of the MPEM in truncations. Without truncations, the dynamics is exact. Data for Glauber–Ising dynamics shows a linear growth of computation costs in time. In contrast to Monte Carlo simulations, the approach has a much better error scaling. Hence, it gives for example access to low probability events and decaying observables like temporal correlations. Here, we discuss optimized truncation schemes and an extension that allows to capture models which have a continuum time limit.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

The rigorous stochastic matrix multiplication scheme for the calculations of reduced equilibrium density matrices of open multilevel quantum systems

Understanding the roles of the temporary and spatial structures of quantum functional noise in open multilevel quantum molecular systems attracts a lot of theoretical interests. I want to establish a rigorous and general framework for functional quantum noises from the constructive and computational perspectives, i.e., how to generate the random trajectories to reproduce the kernel and path ordering of the influence functional with effective Monte Carlo methods for arbitrary spectral densities. This construction approach aims to unify the existing stochastic models to rigorously describe the temporary and spatial structure of Gaussian quantum noises. In this paper, I review the Euclidean imaginary time influence functional and propose the stochastic matrix multiplication scheme to calculate reduced equilibrium density matrices (REDM). In addition, I review and discuss the Feynman-Vernon influence functional according to the Gaussian quadratic integral, particularly its imaginary part which is critical to the rigorous description of the quantum detailed balance. As a result, I establish the conditions under which the influence functional can be interpreted as the average of exponential functional operator over real-valued Gaussian processes for open multilevel quantum systems. I also show the difference between the local and nonlocal phonons within this framework. With the stochastic matrix multiplication scheme, I compare the normalized REDM with the Boltzmann equilibrium distribution for open multilevel quantum systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Mean-Field-Game Model for Botnet Defense in Cyber-Security

We initiate the analysis of the response of computer owners to various offers of defence systems against a cyber-hacker (for instance, a botnet attack), as a stochastic game of a large number of interacting agents. We introduce a simple mean-field game that models their behavior. It takes into account both the random process of the propagation of the infection (controlled by the botner herder) and the decision making process of customers. Its stationary version turns out to be exactly solvable (but not at all trivial) under an additional natural assumption that the execution time of the decisions of the customers (say, switch on or out the defence system) is much faster that the infection rates.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Stochastic Modeling in a Multimaterial Continuum Mixture Shock Physics Code

Stochastic modelling approaches are presented to capture random effects at multiple time and length scales. Random processes that occur at the microscale produce nondeterministic effects at the macroscale. Here we present three stochastic modeling approaches that describe random processes at microscopic length scales and map these processes to the macroscopic length scale. The first stochastic modeling approach is based upon a particle based numerical technique to solve a Stochastic Differential Equation (SDE) using an arbitrary diffusion process to capture random processes at the microstructural level. The second approach prescribes a Probability Density Function (PDF) for the drift and diffusion of the random variable derived using the forward and backward Kolmogorov equations. This method requires mean and drift evolution PDF transport equations. The third approach is the coupling of multiple random variables which are dependent on each other. The relationship of the PDFs and a coupling function, known as a copula, produces a Joint Probability Density Function (JPDF). These stochastic modeling approaches are implemented into a Multiple Component (MC) shock physics computational code and used to model statistical fracture and reactive flow applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

Development Optimization and Uncertainty Analysis Methods for Oil and Gas Reservoirs

Uncertainty complicates the development optimization of oil and gas exploration and production projects, but methods have been devised to analyze uncertainty and its impact on optimal decision-making. This paper compares two methods for development optimization and uncertainty analysis: Monte Carlo (MC) simulation and stochastic programming. Two example problems for a gas field development and an oilfield development are solved and discussed to elaborate the advantages and disadvantages of each method. Development optimization involves decisions regarding the configuration of initial capital investment and subsequent operational decisions. Uncertainty analysis involves the quantification of the impact of uncertain parameters on the optimum design concept. The gas field development problem is designed to highlight the differences in the implementation of the two methods and to show that both methods yield the exact same optimum design. The results show that both MC optimization and stochastic programming provide unique benefits, and that the choice of method depends on the goal of the analysis. While the MC method generates more useful information, along with the optimum design configuration, the stochastic programming method is more computationally efficient in determining the optimal solution. Reservoirs comprise multiple compartments and layers with multiphase flow of oil, water, and gas. We present a workflow for development optimization under uncertainty for these reservoirs, and solve an example on the design optimization of a multicompartment, multilayer oilfield development.

02 PETROLEUM↗
DOE OSTI2017

A stochastic asymptotic-preserving scheme for a kinetic-fluid model for disperse two-phase flows with uncertainty

In this paper we consider a kinetic-fluid model for disperse two-phase flows with uncertainty. We propose a stochastic asymptotic-preserving (s-AP) scheme in the generalized polynomial chaos stochastic Galerkin (gPC-sG) framework, which allows the efficient computation of the problem in both kinetic and hydrodynamic regimes. The s-AP property is proved by deriving the equilibrium of the gPC version of the Fokker–Planck operator. The coefficient matrices that arise in a Helmholtz equation and a Poisson equation, essential ingredients of the algorithms, are proved to be positive definite under reasonable and mild assumptions. The computation of the gPC version of a translation operator that arises in the inversion of the Fokker–Planck operator is accelerated by a spectrally accurate splitting method. Numerical examples illustrate the s-AP property and the efficiency of the gPC-sG method in various asymptotic regimes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

Cosmological backreaction for a test field observer in a chaotic inflationary model

In an inhomogeneous universe, an observer associated with a particular matter field does not necessarily measure the same cosmological evolution as an observer in a homogeneous and isotropic universe. Here we consider, in the context of a chaotic inflationary background model, a class of observers associated with a ''clock field'' for which we use a light test field. We compute the effective expansion rate and fluid equation of state in a gauge invariant way, taking into account the quantum fluctuations of the long wavelength modes, and working up to second order in perturbation theory and in the slow-roll approximation. We find that the effective expansion rate is smaller than what would be measured in the absence of fluctuations. Within the stochastic approach we study the bounds for which the approximations we make are consistent.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2022

Exponential Escape Rate of Filamentary Incubation in Mott Spiking Neurons

Mott materials such as vanadium oxides, when subject to a strong applied voltage, present an inhomogeneous insulator-to-metal transition with formation of metallic filaments within the insulating bulk. This property is enabling the development of compact and power-efficient neuromorphic devices known as Mott neurons. However, the nature of the transition has not been fully understood yet, as it may be attributed to different effects, including Joule self-heating and hot-carrier injection. Moreover, the experimental determination of the threshold voltage needed to induce the transition has proven to be challenging, as the transition becomes increasingly unpredictable when the threshold is approached. The physical understanding of these issues would not only deepen our understanding of Mott insulators, but would also be an important step toward the realization of neuromorphic devices based on such materials. In this work we use numerical simulations based on the Mott resistor network model to study the nature of the filament incubation and formation process. Here, we show that both electronic and thermal effects, in the form of current density focusing and Joule self-heating, respectively, contribute to the filamentary incubation and growth. Remarkably, we find that the percolation of the metallic filaments near the threshold is intrinsically stochastic, qualitatively similar to the familiar Arrhenius activated behavior and to the stochastic firing of biological neurons. More precisely, we characterize the filament percolation as a Poisson point process, which has the same probability distribution as mathematical models of neuronal firing with an exponential escape rate. Finally, we support the numerical simulation results by performing experiments in VO 2 that are in agreement with the exponential escape rate behavior. Thus, we establish a functionality of Mott insulators that opens a path toward implementing neuromorphic hardware with quantum materials.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Effective field model of roughness in magnetic nano-structures

An effective field model is introduced here within the micromagnetics formulation, to study roughness in magnetic structures, by considering sub-exchange length roughness levels as a perturbation on a smooth structure. This allows the roughness contribution to be separated, which is found to give rise to an effective configurational anisotropy for both edge and surface roughness, and accurately model its effects with fine control over the roughness depth without the explicit need to refine the computational cell size to accommodate the roughness profile. The model is validated by comparisons with directly roughened structures for a series of magnetization switching and domain wall velocity simulations and found to be in excellent agreement for roughness levels up to the exchange length. The model is further applied to vortex domain wall velocity simulations with surface roughness, which is shown to significantly modify domain wall movement and result in dynamic pinning and stochastic creep effects.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

Role of Interactions and Correlations on Collective Dynamics of Molecular Motors Along Parallel Filaments

Cytoskeletal motors known as motor proteins are molecules that drive cellular transport along several parallel cytoskeletal filaments and support many biological processes. Experimental evidences suggest that they interact with the nearest molecules of their filament while performing any mechanical work. These interactions modify the microscopic level properties of motor proteins. In this work, a new version of two-channel totally asymmetric simple exclusion process, that incorporates the intra-channel interactions in a thermodynamically consistent way, is proposed. As the existing approaches for multi-channel systems deviate from analyzing the combined effect of inter and intra-channel interactions, a new approach known as modified vertical cluster mean field is developed. The approach along with Monte Carlo simulations successfully encounters some correlations and computes the complex dynamic properties of the system. Role of symmetry of interactions and inter-channel coupling is observed on the phase diagrams, maximal particle current and its corresponding optimal interaction strength. Surprisingly, for all values of coupling rate and most of the interaction splittings, the optimal interaction strength corresponding to maximal current belongs to the case of weak repulsive interactions. Moreover, for weak interaction splittings and with an increase in the coupling rate, the optimal interaction strength tends towards the known experimental results. The effect of coupling as well as interaction energy is also measured for correlations. They are found to be short-range and weaker for repulsive and weak attractive interactions while they are long-range and stronger for large attractions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

Freezing-in gravitational waves

The thermal plasma in the early Universe produced a stochastic gravitational wave (GW) background, which peaks today in the microwave regime and was dubbed the cosmic gravitational microwave background (CGMB). In previous works, only single graviton production processes that contribute to the CGMB have been considered. Here, we also investigate graviton pair production processes and show that these can lead to a significant contribution if the ratio between the maximum temperature and the Planck mass, T max / m p , divided by the internal coupling in the heat bath is large enough. As the dark matter freeze-in production mechanism is conceptually very similar to the GW production mechanism from the primordial thermal plasma, we refer to the latter as “GW freeze-in production.” We show that quantum gravity effects appear in single graviton production and are smaller by a factor ( T max / m p ) 2 than the leading order contribution. In our work, we explicitly compute the CGMB spectrum within a scalar model with quartic interaction. Published by the American Physical Society 2024

Astronomy & Astrophysics↗
DOE OSTI2012

New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection-reaction equation. By using a Fourier-Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

The use of imprecise processing to improve accuracy in weather and climate prediction

The use of stochastic processing hardware and low precision arithmetic in atmospheric models is investigated. Stochastic processors allow hardware-induced faults in calculations, sacrificing bit-reproducibility and precision in exchange for improvements in performance and potentially accuracy of forecasts, due to a reduction in power consumption that could allow higher resolution. A similar trade-off is achieved using low precision arithmetic, with improvements in computation and communication speed and savings in storage and memory requirements. As high-performance computing becomes more massively parallel and power intensive, these two approaches may be important stepping stones in the pursuit of global cloud-resolving atmospheric modelling. The impact of both hardware induced faults and low precision arithmetic is tested using the Lorenz '96 model and the dynamical core of a global atmosphere model. In the Lorenz '96 model there is a natural scale separation; the spectral discretisation used in the dynamical core also allows large and small scale dynamics to be treated separately within the code. Such scale separation allows the impact of lower-accuracy arithmetic to be restricted to components close to the truncation scales and hence close to the necessarily inexact parametrised representations of unresolved processes. By contrast, the larger scales are calculated using high precision deterministic arithmetic. Hardware faults from stochastic processors are emulated using a bit-flip model with different fault rates. Our simulations show that both approaches to inexact calculations do not substantially affect the large scale behaviour, provided they are restricted to act only on smaller scales. By contrast, results from the Lorenz '96 simulations are superior when small scales are calculated on an emulated stochastic processor than when those small scales are parametrised. This suggests that inexact calculations at the small scale could reduce computation and power costs without adversely affecting the quality of the simulations. This would allow higher resolution models to be run at the same computational cost.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

Effective long wavelength scalar dynamics in de Sitter

We discuss the effective infrared theory governing a light scalar's long wavelength dynamics in de Sitter spacetime. We show how the separation of scales around the physical curvature radius k / a ∼ H can be performed consistently with a window function and how short wavelengths can be integrated out in the Schwinger-Keldysh path integral formalism. At leading order, and for time scales Δ t >> H {sup −1}, this results in the well-known Starobinsky stochastic evolution. However, our approach allows for the computation of quantum UV corrections, generating an effective potential on which the stochastic dynamics takes place. The long wavelength stochastic dynamical equations are now second order in time, incorporating temporal scales Δ t ∼ H {sup −1} and resulting in a Kramers equation for the probability distribution—more precisely the Wigner function—in contrast to the more usual Fokker-Planck equation. This feature allows us to non-perturbatively evaluate, within the stochastic formalism, not only expectation values of field correlators, but also the stress-energy tensor of φ.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2014

Modification of near-wall coherent structures by inertial particles

Direct numerical simulations are combined with two-way coupled Lagrangian point particles to study the effect of Reynolds number on particle-turbulence interaction. Turbulent planar Couette flow is simulated at a constant dispersed phase mass loading of ϕ{sub m} = 0.25 for particle Stokes numbers of St{sub K} = [O(1), O(10), O(100)] (based on the Stokes time scale of the particle and the Kolmogorov time scale of the flow) and bulk Reynolds numbers of Re{sub b} = [8100, 24000, 72000] (based on the plate velocity difference and separation distance). Statistics of swirling strength |λ{sub ci}| are used to evaluate the impact of particles on near-wall motions which are responsible for turbulent, wall-normal momentum transport. Instantaneously, the number of high-strength swirling motions near the wall decreases significantly in the presence of particles, and this trend is enhanced with increasing Re{sub b}. Conditional averages are computed using linear stochastic estimation, providing the average structures responsible for ejection events near the wall. These conditional eddies are weakened substantially by the presence of the dispersed phase, and this effect is again enhanced with increasing Re{sub b}. We propose a mechanism where particles, by interfering with the hairpin regeneration process near the wall, can influence turbulent fluxes in a way that increases with Re{sub b} despite only having direct interaction with scales on the same order as their small physical size. At the same time, turbulent momentum flux concentrated at higher wavenumbers with increasing Re{sub b} allows small particles to be effective agents for altering turbulent transport.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Computational stochastic model of ions implantation

Implantation flux ions into crystal leads to phase transition /PT/ 1-st kind. Damaging lattice is associated with processes clustering vacancies and gaseous bubbles as well their brownian motion. System of stochastic differential equations /SDEs/ Ito for evolution stochastic dynamical variables corresponds to the superposition Wiener processes. The kinetic equations in partial derivatives /KE/, Kolmogorov-Feller and Einstein-Smolukhovskii, were formulated for nucleation into lattice of weakly soluble gases. According theory, coefficients of stochastic and kinetic equations uniquely related. Radiation stimulated phase transition are characterized by kinetic distribution functions /DFs/ of implanted clusters versus their sizes and depth of gas penetration into lattice. Macroscopic parameters of kinetics such as the porosity and stress calculated in thin layers metal/dielectric due to Xe{sup ++} irradiation are attracted as example. Predictions of porosity, important for validation accumulation stresses in surfaces, can be applied at restoring of objects the cultural heritage.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗