Search NASA⌕ Search

SEARCH · Search NASA

Results for “Random walk”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 199 records · Page 11

On a Local Version of the Bak–Sneppen Model

A major difficulty in studying the Bak–Sneppen model is in effectively comparing it with well-understood models. This stems from the use of two geometries: complete graph geometry to locate the global fitness minimizer, and graph geometry to replace the species in the neighborhood of the minimizer. Over the years a number of models inspired by Bak–Sneppen were studied, usually by introducing different or new features (e.g. discretizing fitness, randomized neighbors or population size). We present a variant that only uses features present in Bak–Sneppen, and whose difference from the Bak–Sneppen is that only the graph geometry is used for the evolution. This allows to obtain the stationary distribution through random walk dynamics while preserving the geometric nature of the model. We use this to show that for constant-degree graphs, the stationary fitness distribution converges to an IID law as the number of vertices tends to infinity. We also discuss exponential ergodicity through coupling, and avalanches for the model.

97 MATHEMATICS AND COMPUTING↗

Grassmannian Diffusion Maps--Based Dimension Reduction and Classification for High-Dimensional Data

This work introduces the Grassmannian diffusion maps (GDMaps), a novel nonlinear dimensionality reduction technique that defines the affinity between points through their representation as low-dimensional subspaces corresponding to points on the Grassmann manifold. Here, the method is designed for applications, such as image recognition and data-based classification of constrained high-dimensional data where each data point itself is a high-dimensional object (i.e., a large matrix) that can be compactly represented in a lower-dimensional subspace. The GDMaps is composed of two stages. The first is a pointwise linear dimensionality reduction wherein each high-dimensional object is mapped onto the Grassmann manifold representing the low-dimensional subspace on which it resides. The second stage is a multipoint nonlinear kernel-based dimension reduction using diffusion maps to identify the subspace structure of the points on the Grassmann manifold. To this end, an appropriate Grassmannian kernel is used to construct the transition matrix of a random walk on a graph connecting points on the Grassmann manifold. Spectral analysis of the transition matrix yields low-dimensional Grassmannian diffusion coordinates embedding the data into a low-dimensional reproducing kernel Hilbert space. Further, a novel data classification/recognition technique is developed based on the construction of an overcomplete dictionary of reduced dimension whose atoms are given by the Grassmannian diffusion coordinates. Three examples are considered. First, a "toy" example shows that the GDMaps can identify an appropriate parametrization of structured points on the unit sphere. The second example demonstrates the ability of the GDMaps to revealing the intrinsic subspace structure of high-dimensional random field data. In the last ex- ample, a face recognition problem is solved considering face images subject to varying illumination conditions, changes in face expressions, and occurrence of occlusions. The technique presented high recognition rates (i.e., 95% in the best case) using a fraction of the data required by conventional methods.

42 ENGINEERING↗

On an asymptotic viscosity solution property of solutions of discrete Hamilton–Jacobi–Bellman equations

In this paper, we show that a proper limit of solutions of discrete Hamilton–Jacobi–Bellman (dHJB) equations in a random walk model becomes a viscosity solution of a Hamilton–Jacobi–Bellman (HJB) variational inequality in a continuous-time geometric Brownian model. HJB variational inequalities are used to analyze singular stochastic control problems in mathematical finance. By our result, with the help of dHJB equations, we can obtain viscosity solutions of HJB variational inequalities which are usually identified with the value functions of the singular stochastic control problems.

97 MATHEMATICS AND COMPUTING↗

Construction of distinct discrete time scattering quantum walk formulations on the honeycomb lattice

Here we address the scattering construction of discrete time quantum walks on the honeycomb lattice. We write the system general (unitary) one step time evolution operator in terms of: (i) complete arbitrary scattering matrices Γ{sup (j,k)}, defined on the sites (j,k) of the lattice and; and (ii) topological directional functions Φ, which represent the distinct ways we can keep track of the propagation directions along the three bonds attached to each (j,k). By imposing the Φ’s to comply with all the honeycomb translational and point group symmetries (in the case of Γ{sup (j,k)}=Γ), we obtain in total ten independent model versions, presenting different dynamical features. To study some of their traits, we consider the idea of ‘characteristic paths’ CPs (closely related to classical random walks), determining the CPs for each one of the ten formulations. We then discuss many numerical examples of time evolution dynamics for our scattering quantum walks. For the calculations we use few Γ’s, as the Discrete Fourier Transform (DFT) and Grover matrices.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The hidden structure of hydrodynamic transport in random fracture networks

We study the large-scale dynamics and prediction of hydrodynamic transport in random fracture networks. The flow and transport behaviour is characterized by first passage times and displacement statistics, which show heavy tails and anomalous dispersion with a strong dependence on the injection condition. The origin of these behaviours is investigated in terms of Lagrangian velocities sampled equidistantly along particle trajectories, unlike classical sampling strategies at a constant rate. The velocity series are analysed by their copula density, the joint distribution of the velocity unit scores, which reveals a simple, albeit hidden, correlation structure that can be described by a Gaussian copula. Based on this insight, we derive a Langevin equation for the evolution of equidistant particle speeds. In this framework, particle motion is quantified by a stochastic time-domain random walk, the joint density of particle position, and speed satisfies a Klein–Kramers equation. The upscaled theory quantifies particle motion in terms of the characteristic fracture length scale and the distribution of Eulerian flow velocities. That is, it is predictive in the sense that it does not require the a priori knowledge of transport attributes. The upscaled model captures non-Fickian transport features, and their dependence on the injection conditions in terms of the velocity point statistics and average fracture length. It shows that the first passage times and displacement moments are dominated by extremes occurring at the first step. The presented approach integrates the interaction of flow and structure into a predictive model for large-scale transport in random fracture networks.

42 ENGINEERING↗

Polarization Angle Swings in Blazars Detected in the Millimeter-wave with the South Pole Telescope

We present the first systematic search for electric vector position angle (EVPA) swings in the millimeter-wave (mm-wave) emission of blazars, using five years of observations from the South Pole Telescope SPT-3G camera at 95 and 150 GHz, and investigate their connection to gamma-ray flares. Of the 168 bright sources in the ~1500 square degrees SPT-3G Main Field, eight have sufficient polarization signal-to-noise for reliable EVPA measurement, four of which have continuous Fermi LAT gamma-ray detections. We detect EVPA swings in all four gamma-ray-active blazars and in none of the remaining four, consistent with the established connection between EVPA swings and high-energy emission seen at optical wavelengths. The observed swing amplitudes and rotation rates are smaller than those found in optical studies, consistent with mm-wave EVPA variability being slower than at shorter wavelengths. Random walk simulations of the polarization angle using a multi-cell model fail to reproduce both the number, amplitude, and duration of the observed swings, suggesting that this mechanism is insufficient to explain the observed swing population. Analysis of EVPA variability on one-week timescales is consistent with the anti-correlation between polarization degree and EVPA rotation rate previously observed at optical wavelengths. Of the 14 detected swings, eight are within 30 days of a gamma-ray flare. While many individual swing-flare associations are found to have a very low probability of happening by chance, the full ensembles of 95 and 150 GHz swing time lags with respect to gamma-ray flares are found to be consistent with random coincidence.

Simpson, A. [Chicago U., Astron. Astrophys. Ctr.; ↗

Effect of Turbulence Modeling on the Melt Flow and Inclusions Transport in a Steel Filtration Experiment

The current article deals with the effect of turbulence modeling on inclusions transport and melt flow in an induction crucible furnace (ICF), which was employed in order to investigate the efficiency and the performance of a ceramic filter. Furthermore, the influence of the discrete random-walk dispersion model on the behavior of inclusions in the ICF was investigated. Different turbulence models were employed in order to predict the turbulent melt flow. The numerical results show that the flow field is affected by the turbulence modeling method. Moreover, the distribution of the turbulent kinetic energy depends considerably on the choice of the turbulence model. In addition, the turbulence model and dispersion model also affect the inclusion transport in the melt. The filtration rate is also affected by the choice of the turbulence model.

36 MATERIALS SCIENCE↗

Precipitation and Release of Solar Energetic Particles from the Solar Coronal Magnetic Field

Most solar energetic particles (SEPs) are produced in the corona. They propagate through complex coronal magnetic fields subject to scattering and diffusion across the averaged field lines by turbulence. We examine the behaviors of particle transport using a stochastic 3D focused transport simulation in a potential field source surface model of coronal magnetic field. The model is applied to an SEP event on 2010 February 7. We study three scenarios of particle injection at (i) the compact solar flare site, (ii) the coronal mass ejection (CME) shock, and (iii) the EUV wave near the surface. The majority of particles injected on open field lines are able to escape the corona. We found that none of our models can explain the observations of wide longitudinal SEP spread without perpendicular diffusion. If the perpendicular diffusion is about 10% of what is derived from the random walk of field lines at the rate of supergranular diffusion, particles injected at the compact solar flare site can spread to a wide range of longitude and latitude, very similar to the behavior of particles injected at a large CME shock. Stronger pitch-angle scattering results in a little more lateral spread by holding the particles in the corona for longer periods of time. Some injected particles eventually end up precipitating onto the solar surface. Even with a very small perpendicular diffusion, the pattern of the particle precipitation can be quite complicated depending on the detailed small-scale coronal magnetic field structures, which could be seen with future sensitive gamma-ray telescopes.

79 ASTRONOMY AND ASTROPHYSICS↗

Modeling Stochastic Variability in Multiband Time-series Data

In preparation for the era of time-domain astronomy with upcoming large-scale surveys, we propose a state-space representation of a multivariate damped random walk process as a tool to analyze irregularly-spaced multifilter light curves with heteroscedastic measurement errors. We adopt a computationally efficient and scalable Kalman filtering approach to evaluate the likelihood function, leading to maximum O(k 3 n) complexity, where k is the number of available bands and n is the number of unique observation times across the k bands. This is a significant computational advantage over a commonly used univariate Gaussian process that can stack up all multiband light curves in one vector with maximum O(k 3 n 3 ) complexity. Using such efficient likelihood computation, we provide both maximum likelihood estimates and Bayesian posterior samples of the model parameters. Three numerical illustrations are presented: (i) analyzing simulated five-band light curves for a comparison with independent single-band fits; (ii) analyzing five-band light curves of a quasar obtained from the Sloan Digital Sky Survey Stripe 82 to estimate short-term variability and timescale; (iii) analyzing gravitationally lensed g- and r-band light curves of Q0957+561 to infer the time delay. Two R packages, Rdrw and timedelay, are publicly available to fit the proposed models.

79 ASTRONOMY AND ASTROPHYSICS↗

Direct Breakthrough Curve Prediction From Statistics of Heterogeneous Conductivity Fields

In this paper, we present a methodology to predict the shape of solute breakthrough curves in heterogeneous aquifers at early times and/or under high degrees of heterogeneity, both cases in which the classical macrodispersion theory may not be applicable. The methodology relies on the observation that breakthrough curves in heterogeneous media are generally well described by lognormal distributions, and mean breakthrough times can be predicted analytically. The log-variance of solute arrival is thus sufficient to completely specify the breakthrough curves, and this is calibrated as a function of aquifer heterogeneity and dimensionless distance from a source plane by means of Monte Carlo analysis and statistical regression. Using the ensemble of simulated groundwater flow and solute transport realizations employed to calibrate the predictive regression, reliability estimates for the prediction are also developed. Additional theoretical contributions include heuristics for the time until an effective macrodispersion coefficient becomes applicable, and also an expression for its magnitude that applies in highly heterogeneous systems. Finally, it is seen that the results here represent a way to derive continuous time random walk transition distributions from physical considerations rather than from empirical field calibration.

58 GEOSCIENCES↗

A Chip-Scale Oscillation-Mode Optomechanical Inertial Sensor Near the Thermodynamical Limits

Modern navigation systems integrate the global positioning system (GPS) with an inertial navigation system (INS), which complement each other for correct attitude and velocity determination. Here, the core of the INS integrates accelerometers and gyroscopes used to measure forces and angular rate in the vehicular inertial reference frame. With the help of gyroscopes and by integrating the acceleration to compute velocity and distance, precision and compact accelerometers with sufficient accuracy can provide small–error location determination. Solid–state implementations, through coherent readout, can provide a platform for high performance acceleration detection. In contrast to prior accelerometers using piezoelectric or capacitive readout techniques, optical readout provides narrow–linewidth high–sensitivity laser detection along with low–noise resonant optomechanical transduction near the thermodynamical limits. Here an optomechanical inertial sensor with an 8.2 µg Hz –1/2 velocity random walk (VRW) at an acquisition rate of 100 Hz and 50.9 µg bias instability is demonstrated, suitable for applications, such as, inertial navigation, inclination sensing, platform stabilization, and/or wearable device motion detection. Driven into optomechanical sustained–oscillation, the slot photonic crystal cavity provides radio–frequency readout of the optically–driven transduction with an enhanced 625 µg Hz –1 sensitivity. Measuring the optomechanically–stiffened oscillation shift, instead of the optical transmission shift, provides a 220× VRW enhancement over pre–oscillation mode detection.

77 NANOSCIENCE AND NANOTECHNOLOGY↗

How hydrophobicity, side chains, and salt affect the dimensions of disordered proteins

Abstract Despite the generally accepted role of the hydrophobic effect as the driving force for folding, many intrinsically disordered proteins (IDPs), including those with hydrophobic content typical of foldable proteins, behave nearly as self‐avoiding random walks (SARWs) under physiological conditions. Here, we tested how temperature and ionic conditions influence the dimensions of the N‐terminal domain of pertactin (PNt), an IDP with an amino acid composition typical of folded proteins. While PNt contracts somewhat with temperature, it nevertheless remains expanded over 10–58°C, with a Flory exponent, ν , >0.50. Both low and high ionic strength also produce contraction in PNt, but this contraction is mitigated by reducing charge segregation. With 46% glycine and low hydrophobicity, the reduced form of snow flea anti‐freeze protein (red‐sfAFP) is unaffected by temperature and ionic strength and persists as a near‐SARW, ν ~ 0.54, arguing that the thermal contraction of PNt is due to stronger interactions between hydrophobic side chains. Additionally, red‐sfAFP is a proxy for the polypeptide backbone, which has been thought to collapse in water. Increasing the glycine segregation in red‐sfAFP had minimal effect on ν . Water remained a good solvent even with 21 consecutive glycine residues ( ν > 0.5), and red‐sfAFP variants lacked stable backbone hydrogen bonds according to hydrogen exchange. Similarly, changing glycine segregation has little impact on ν in other glycine‐rich proteins. These findings underscore the generality that many disordered states can be expanded and unstructured, and that the hydrophobic effect alone is insufficient to drive significant chain collapse for typical protein sequences.

59 BASIC BIOLOGICAL SCIENCES↗

De Sitter diagrammar and the resummation of time

Light scalars in inflationary spacetimes suffer from logarithmic infrared divergences at every order in perturbation theory. This corresponds to the scalar field values in different Hubble patches undergoing a random walk of quantum fluctuations, leading to a simple toy “landscape” on superhorizon scales, in which we can explore questions relevant to eternal inflation. However, for a sufficiently long period of inflation, the infrared divergences appear to spoil computability. Some form of renormalization group approach is thus motivated to resum the log divergences of conformal time. Such a resummation may provide insight into De Sitter holography. We present here a novel diagrammatic analysis of these infrared divergences and their resummation. Basic graph theory observations and momen- tum power counting for the in-in propagators allow a simple and insightful determination of the leading-log contributions. One thus sees diagrammatically how the superhorizon sector consists of a semiclassical theory with quantum noise evolved by a first-order, interacting classical equation of motion. This rigorously leads to the “Stochastic Inflation” ansatz developed by Starobinsky to cure the scalar infrared pathology nonperturbatively. Our approach is a controlled approximation of the underlying quantum field theory and is systematically improvable.

79 ASTRONOMY AND ASTROPHYSICS↗

Universality aspects of quantum corrections to transverse momentum broadening in QCD media

We study non-linear quantum corrections to transverse momentum broadening (TMB) of a fast parton propagating in dense QCD matter in the leading logarithmic approximation. These non-local corrections yield an anomalous super-diffusive behavior characterized by a heavy tailed distribution which is associated with Lévy random walks. Using a formal analogy with the physics of traveling waves, we show that at late times the transverse momentum distribution tends to a universal scaling regime. We derive analytic solutions in terms of an asymptotic expansion around the scaling limit for both fixed and running coupling. We note that our analytic approach yields a good agreement with the exact numerical solutions down to realistic values of medium length. Finally, we discuss the interplay between system size and energy dependence of the diffusion coefficient $\hat{q}$ and its connection with the gluon distribution function that is manifest at large transverse momentum transfer.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Searching the landscape of flux vacua with genetic algorithms

In this paper, we employ genetic algorithms to explore the landscape of type IIB flux vacua. We show that genetic algorithms can efficiently scan the landscape for viable solutions satisfying various criteria. More specifically, we consider a symmetric T 6 as well as the conifold region of a Calabi-Yau hypersurface. We argue that in both cases genetic algorithms are powerful tools for finding flux vacua with interesting phenomenological properties. We also compare genetic algorithms to algorithms based on different breeding mechanisms as well as random walk approaches.

79 ASTRONOMY AND ASTROPHYSICS↗

Electric Conductivity of TiO{sub 2}-Ti{sub 2}O{sub 3}-FeO-CaO-SiO{sub 2}-MgO-Al{sub 2}O{sub 3} for High-Titania Slag Smelting Process

The electric conductivity of high-titania slag of TiO{sub 2}-Ti{sub 2}O{sub 3}-FeO-CaO-SiO{sub 2}-Al{sub 2}O{sub 3}-MgO slag system was measured by means of four-electrode alternating current (AC) impedance method. The results show that high-titania slag exhibits a good electric conductivity, around 45 to 141 S cm{sup −1} with slight dependence on the temperature, which is of several orders of magnitude higher than that of the silicate slags. Further, electric conductivity of high-titania slag decreased with the increasing FeO content, whereas, the increasing Ti{sup 3+}/Ti{sup 4+} and TiO{sub 2} contents caused a significant increase in the electric conductivity. Based on the experimental results and the calculated results, the conductive mechanism of high-titania slag was discussed in detail. It can be concluded that the high-titania slag exhibits a characteristic of electronic–ionic mixed conductivity, but the effect of electronic conduction dominates above the liquidus temperature; however, with the decreasing temperature, the electronic conductivity was gradually weakened. The mechanism was postulated to be a random walk of electrons between tetravalent titanium and trivalent titanium dispersed in the melt.

36 MATERIALS SCIENCE↗

A mass-transfer particle-tracking method for simulating transport with discontinuous diffusion coefficients

The problem of a spatially discontinuous diffusion coefficient (D(x)) is one that may be encountered in hydrogeologic systems due to natural geological features or as a consequence of numerical discretization of flow properties. To date, mass-transfer particle-tracking (MTPT) methods, a family of Lagrangian methods in which diffusion is jointly simulated by random walk and diffusive mass transfers, have been unable to solve this problem. This manuscript presents a new mass-transfer (MT) algorithm that enables MTPT methods to accurately solve the problem of discontinuous D(x). To achieve this, we derive a semi-analytical solution to the discontinuous D(x) problem by employing a predictor-corrector approach, and we use this semi-analytical solution as the weighting function in a reformulated MT algorithm. Furthermore, this semi-analytical solution is generalized for cases with multiple 1D interfaces as well as for 2D cases, including a 2 × 2 tiling of 4 subdomains that corresponds to a numerically-generated diffusion field. The solutions generated by this new mass-transfer algorithm closely agree with an analytical 1D solution or, in more complicated cases, trusted numerical results, demonstrating the success of our proposed approach.

42 ENGINEERING↗