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At least 199 records · Page 11

On a theory of stability for nonlinear stochastic chemical reaction networks

We present elements of a stability theory for small, stochastic, nonlinear chemical reaction networks. Steady state probability distributions are computed with zero-information (ZI) closure, a closure algorithm that solves chemical master equations of small arbitrary nonlinear reactions. Stochastic models can be linearized around the steady state with ZI-closure, and the eigenvalues of the Jacobian matrix can be readily computed. Eigenvalues govern the relaxation of fluctuation autocorrelation functions at steady state. Autocorrelation functions reveal the time scales of phenomena underlying the dynamics of nonlinear reaction networks. In accord with the fluctuation-dissipation theorem, these functions are found to be congruent to response functions to small perturbations. Significant differences are observed in the stability of nonlinear reacting systems between deterministic and stochastic modeling formalisms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic simulation of electron avalanches on supercomputers

In the paper, we present a three-dimensional parallel Monte Carlo algorithm named ELSHOW which is developed for simulation of electron avalanches in gases. Parallel implementation of the ELSHOW was made on supercomputers with different architectures (massive parallel and hybrid ones). Using the ELSHOW, calculations of such integral characteristics as the number of particles in an avalanche, the coefficient of impact ionization, the drift velocity, and the others were made. Also, special precise computations were made to select an appropriate size of the time step using the technique of dependent statistical tests. Particularly, the algorithm consists of special methods of distribution modeling, a lexicographic implementation scheme for “branching” of trajectories, justified estimation of functionals. A comparison of the obtained results for nitrogen with previously published theoretical and experimental data was made.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Adaptive error covariances estimation methods for ensemble Kalman filters

This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of Belanger's recursive method, to avoid an expensive computational cost in inverting error covariance matrices of product of innovation processes of different lags when the number of observations becomes large. When we use only product of innovation processes up to one-lag, the computational cost is indeed comparable to a recently proposed method by Berry–Sauer's. However, our method is more flexible since it allows for using information from product of innovation processes of more than one-lag. Extensive numerical comparisons between the proposed method and both the original Belanger's and Berry–Sauer's schemes are shown in various examples, ranging from low-dimensional linear and nonlinear systems of SDEs and 40-dimensional stochastically forced Lorenz-96 model. Our numerical results suggest that the proposed scheme is as accurate as the original Belanger's scheme on low-dimensional problems and has a wider range of more accurate estimates compared to Berry–Sauer's method on L-96 example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A practical approach to the sensitivity analysis for kinetic Monte Carlo simulation of heterogeneous catalysis

Lattice kinetic Monte Carlo simulations have become a vital tool for predictive quality atomistic understanding of complex surface chemical reaction kinetics over a wide range of reaction conditions. In order to expand their practical value in terms of giving guidelines for atomic level design of catalytic systems, it is very desirable to readily evaluate a sensitivity analysis for a given model. The result of such a sensitivity analysis quantitatively expresses the dependency of the turnover frequency, being the main output variable, on the rate constants entering the model. In the past the application of sensitivity analysis, such as Degree of Rate Control, has been hampered by its exuberant computational effort required to accurately sample numerical derivatives of a property that is obtained from a stochastic simulation method. Here in this study we present an efficient and robust three stage approach that is capable of reliably evaluating the sensitivity measures for stiff microkinetic models as we demonstrate using CO oxidation on RuO 2 (110) as a prototypical reaction. In a first step, we utilize the Fisher Information Matrix for filtering out elementary processes which only yield negligible sensitivity. Then we employ an estimator based on linear response theory for calculating the sensitivity measure for non-critical conditions which covers the majority of cases. Finally we adopt a method for sampling coupled finite differences for evaluating the sensitivity measure of lattice based models. This allows efficient evaluation even in critical regions near a second order phase transition that are hitherto difficult to control. The combined approach leads to significant computational savings over straightforward numerical derivatives and should aid in accelerating the nano scale design of heterogeneous catalysts.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stranski-Krastanow islanding initiated on the stochastic rough surfaces of the epitaxially strained thin films

Quantum dots (QD) have discrete energy spectrum, which can be adjusted over a wide range by tuning composition, density, size, lattice strain, and morphology. These features make quantum dots attractive for the design and fabrication of novel electronic, magnetic and photonic devices and other functional materials used in cutting-edge applications. The formation of QD on epitaxially strained thin film surfaces, known as Stranski-Krastanow (SK) islands, has attracted great attention due to their unique electronic properties. Here, we present a systematic dynamical simulation study for the spontaneous evolution of the SK islands on the stochastically rough surfaces (nucleationless growth). During the development of SK islands through the mass accumulation at randomly selected regions of the film via surface drift-diffusion (induced by the capillary and mismatch stresses) with and/or without growth, one also observes the formation of an extremely thin wetting layer having a thickness of a few Angstroms. Above a certain threshold level of the mismatch strain and/or the size of the patch, the formation of multiple islands separated by shallow wetting layers is also observed as metastable states such as doublets even multiplets. These islands are converted into a distinct SK islands after long annealing times by coalescence through the long range surface diffusion. Extensive computer simulation studies demonstrated that after an initial transient regime, there is a strong quadratic relationship between the height of the SK singlet and the intensity of the lattice mismatch strain (in a wide range of stresses up to 8.5 GPa for germanium thin crystalline films), with the exception at those critical points where the morphological (shape change with necking) transition takes place.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

An efficient computational method for solving nonlinear stochastic Itô integral equations: Application for stochastic problems in physics

Because of the nonlinearity, closed-form solutions of many important stochastic functional equations are virtually impossible to obtain. Thus, numerical solutions are a viable alternative. In this paper, a new computational method based on the generalized hat basis functions together with their stochastic operational matrix of Itô-integration is proposed for solving nonlinear stochastic Itô integral equations in large intervals. In the proposed method, a new technique for computing nonlinear terms in such problems is presented. The main advantage of the proposed method is that it transforms problems under consideration into nonlinear systems of algebraic equations which can be simply solved. Error analysis of the proposed method is investigated and also the efficiency of this method is shown on some concrete examples. The obtained results reveal that the proposed method is very accurate and efficient. As two useful applications, the proposed method is applied to obtain approximate solutions of the stochastic population growth models and stochastic pendulum problem.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

High-Performance Electron Sources: Numerical Methods and Beam Dynamics at the Precision Frontier

Electron sources have a wide range of applications and there are many stakeholders that express continuing need for improvements and performance enhancements. Whether we consider ultra-cold, high-brightness, high-charge or high-average current source needs, there are some common themes from the point of view of the beam dynamics involved. These are the following ones: ability to model accurately the emission processes, including the presence of often complicated cathode and other boundary surfaces with a wide range of spatial scales; ability to deal accurately and efficiently with a large number of particles interacting pair-wise, including the stochastic part of these interactions with a wide range of spatial scales; and ability to propagate the particle distributions in time, including collisions with a wide range of temporal scales. These tasks require high precision and accuracy since the goal is usually generation, transport and preservation of very high-quality beams. This grant addressed one of the rem

43 PARTICLE ACCELERATORS↗

Computation of shear viscosity of colloidal suspensions by SRD-MD

The behaviour of sheared colloidal suspensions with full hydrodynamic interactions (HIs) is numerically studied. To this end, we use the hybrid stochastic rotation dynamics-molecular dynamics (SRD-MD) method. The shear viscosity of colloidal suspensions is computed for different volume fractions, both for dilute and concentrated cases. We verify that HIs help in the collisions and the streaming of colloidal particles, thereby increasing the overall shear viscosity of the suspension. Our results show a good agreement with known experimental, theoretical, and numerical studies. This work demonstrates the ability of SRD-MD to successfully simulate transport coefficients that require correct modelling of HIs.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Continuation of probability density functions using a generalized Lyapunov approach

Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining probability density functions of systems of stochastic partial differential equations near fixed points, under a small noise approximation. Key innovation is the efficient solution of a generalized Lyapunov equation using an iterative method involving low-rank approximations. We apply and illustrate the capabilities of the method using a problem in physical oceanography, i.e. the occurrence of multiple steady states of the Atlantic Ocean circulation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

On the equivalence of dynamically orthogonal and bi-orthogonal methods: Theory and numerical simulations

The Karhunen–Lòeve (KL) decomposition provides a low-dimensional representation for random fields as it is optimal in the mean square sense. Although for many stochastic systems of practical interest, described by stochastic partial differential equations (SPDEs), solutions possess this low-dimensional character, they also have a strongly time-dependent form and to this end a fixed-in-time basis may not describe the solution in an efficient way. Motivated by this limitation of standard KL expansion, Sapsis and Lermusiaux (2009) [26] developed the dynamically orthogonal (DO) field equations which allow for the simultaneous evolution of both the spatial basis where uncertainty ‘lives’ but also the stochastic characteristics of uncertainty. Recently, Cheng et al. (2013) [28] introduced an alternative approach, the bi-orthogonal (BO) method, which performs the exact same tasks, i.e. it evolves the spatial basis and the stochastic characteristics of uncertainty. In the current work we examine the relation of the two approaches and we prove theoretically and illustrate numerically their equivalence, in the sense that one method is an exact reformulation of the other. We show this by deriving a linear and invertible transformation matrix described by a matrix differential equation that connects the BO and the DO solutions. We also examine a pathology of the BO equations that occurs when two eigenvalues of the solution cross, resulting in an instantaneous, infinite-speed, internal rotation of the computed spatial basis. We demonstrate that despite the instantaneous duration of the singularity this has important implications on the numerical performance of the BO approach. On the other hand, it is observed that the BO is more stable in nonlinear problems involving a relatively large number of modes. Several examples, linear and nonlinear, are presented to illustrate the DO and BO methods as well as their equivalence.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Critical analysis and remedy of switching failures in straintronic logic using Bennett clocking in the presence of thermal fluctuations

Straintronic logic is a promising platform for beyond Moore's law computing. Using Bennett clocking mechanism, information can propagate through an array of strain-mediated multiferroic nanomagnets, exploiting the dipolar coupling between the magnets without having to physically interconnect them. Here, we perform a critical analysis of switching failures, i.e., error in information propagation due to thermal fluctuations through a chain of such straintronic devices. We solved stochastic Landau-Lifshitz-Gilbert equation considering room-temperature thermal perturbations and show that magnetization switching may fail due to inherent magnetization dynamics accompanied by thermally broadened switching delay distribution. Avenues available to circumvent such issue are proposed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Effects of QCD equation of state on the stochastic gravitational wave background

Cosmological phase transitions can be a source of Stochastic Gravitational Wave (SGW) background. Apart from the dynamics of the phase transition, the characteristic frequency and the fractional energy density Ω{sub gw} of the SGW depends upon the temperature of the transition. In this article, we compute the SGW spectrum in the light of QCD equation of state provided by the lattice results. We find that the inclusion of trace anomaly from lattice QCD, enhances the SGW signal generated during QCD phase transition by ∼ 50% and the peak frequency of the QCD era SGW are shifted higher by ∼ 25% as compared to the earlier estimates without trace anomaly. This result is extremely significant for testing the phase transition dynamics near QCD epoch.

79 ASTRONOMY AND ASTROPHYSICS↗

The effect of non-uniform mass loading on the linear, temporal development of particle-laden shear layers

The effect of non-uniformity in bulk particle mass loading on the linear development of a particle-laden shear layer is analyzed by means of a stochastic Eulerian-Eulerian model. From the set of governing equations of the two-fluid model, a modified Rayleigh equation is derived that governs the linear growth of a spatially periodic disturbance. Eigenvalues for this Rayleigh equation are determined numerically using proper conditions at the co-flowing gas and particle interface locations. For the first time, it is shown that non-uniform loading of small-inertia particles (Stokes number (St) <0.2) may destabilize the inviscid mixing layer development as compared to the pure-gas flow. The destabilization is triggered by an energy transfer rate that globally flows from the particle phase to the gas phase. For intermediate St (1 < St < 10), a maximum stabilizing effect is computed, while at larger St, two unstable modes may coexist. The growth rate computations from linear stability analysis are verified numerically through simulations based on an Eulerian-Lagrangian (EL) model based on the inviscid Euler equations and a point particle model. The growth rates found in numerical experiments using the EL method are in very good agreement with growth rates from the linear stability analysis and validate the destabilizing effect induced by the presence of particles with low St.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A probabilistic graphical model based stochastic input model construction

Model reduction techniques have been widely used in modeling of high-dimensional stochastic input in uncertainty quantification tasks. However, the probabilistic modeling of random variables projected into reduced-order spaces presents a number of computational challenges. Due to the curse of dimensionality, the underlying dependence relationships between these random variables are difficult to capture. In this work, a probabilistic graphical model based approach is employed to learn the dependence by running a number of conditional independence tests using observation data. Thus a probabilistic model of the joint PDF is obtained and the PDF is factorized into a set of conditional distributions based on the dependence structure of the variables. The estimation of the joint PDF from data is then transformed to estimating conditional distributions under reduced dimensions. To improve the computational efficiency, a polynomial chaos expansion is further applied to represent the random field in terms of a set of standard random variables. This technique is combined with both linear and nonlinear model reduction methods. Numerical examples are presented to demonstrate the accuracy and efficiency of the probabilistic graphical model based stochastic input models. - Highlights: • Data-driven stochastic input models without the assumption of independence of the reduced random variables. • The problem is transformed to a Bayesian network structure learning problem. • Examples are given in flows in random media.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A simplified model for dynamics of cell rolling and cell-surface adhesion

We propose a three dimensional model for the adhesion and rolling of biological cells on surfaces. We study cells moving in shear flow above a wall to which they can adhere via specific receptor-ligand bonds based on receptors from selectin as well as integrin family. The computational fluid dynamics are governed by the lattice-Boltzmann method. The movement and the deformation of the cells is described by the immersed boundary method. Both methods are fully coupled by implementing a two-way fluid-structure interaction. The adhesion mechanism is modelled by adhesive bonds including stochastic rules for their creation and rupture. We explore a simplified model with dissociation rate independent of the length of the bonds. We demonstrate that this model is able to resemble the mesoscopic properties, such as velocity of rolling cells.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Quadratic partial eigenvalue assignment in large-scale stochastic dynamic systems for resilient and economic design

Failure of structural systems under dynamic loading can be prevented via active vibration control which shifts the damped natural frequencies of the systems away from the dominant range of loading spectrum. The damped natural frequencies and the dynamic load typically show significant variations in practice. A computationally efficient methodology based on quadratic partial eigenvalue assignment technique and optimization under uncertainty has been formulated in the present work that will rigorously account for these variations and result in an economic and resilient design of structures. A novel scheme based on hierarchical clustering and importance sampling is also developed in this work for accurate and efficient estimation of probability of failure to guarantee the desired resilience level of the designed system. Numerical examples are presented to illustrate the proposed methodology.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Biomanufacturing and self-propulsion dynamics of nanoscale bacteria-enabled autonomous delivery systems

Flagellated bacteria have superb self-propulsion capabilities and are able to effectively move through highly viscous fluid and semi-solid (porous) environments. This innate aptitude has been harvested for whole-cell actuation of bio-hybrid microrobotic systems with applications in directed transport and microassembly. In this work, we present the biomanufacturing of Nanoscale Bacteria-Enabled Autonomous Delivery Systems (NanoBEADS) by controlled self-assembly and investigate the role of nanoparticle load on the dynamics of their self-propulsion in aqueous environments. Each NanoBEADS agent is comprised of spherical polystyrene nanoparticles assembled onto the body of a flagellated Escherichia coli bacterium. We demonstrate that the NanoBEADS assembly configuration is strongly dependent upon the nanoparticles to bacteria ratio. Furthermore, we characterized the stochastic motion of the NanoBEADS as a function of the quantity and size of the nanoparticle load and computationally analyzed the effect of the nanoparticle load on the experienced drag force. We report that the average NanoBEADS swimming speed is reduced to 65% of the free-swimming bacteria speed (31 μm/s) at the highest possible load. NanoBEADS can be utilized as single agents or in a collaborative swarm in order to carry out specific tasks in a wide range of applications ranging from drug delivery to whole cell biosensing.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗