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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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At least 217 records · Page 12
All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Multiwavelength Variability Study of the Classical BL Lac Object PKS 0735+178 on Timescales Ranging from Decades to Minutes

We present the results of our power spectral analysis for the BL Lac object PKS 0735+178, utilizing the Fermi -LAT survey at high-energy γ -rays, several ground-based optical telescopes, and single-dish radio telescopes operating at GHz frequencies. The novelty of our approach is that, by combining long-term and densely sampled intra-night light curves in the optical regime, we were able to construct for the first time the optical power spectrum of the blazar for a time domain extending from 23 years down to minutes. Our analysis reveals that: (1) the optical variability is consistent with a pure red noise, for which the power spectral density can be well approximated by a single power law throughout the entire time domain probed; (2) the slope of power spectral density at high-energy γ -rays (∼1) is significantly flatter than that found at radio and optical frequencies (∼2) within the corresponding time variability range; (3) for the derived power spectra, we did not detect any low-frequency flattening, nor do we see any evidence for cutoffs at the highest frequencies down to the noise floor levels due to measurement uncertainties. We interpret our findings in terms of a model where the blazar variability is generated by the underlying single stochastic process (at radio and optical frequencies), or a linear superposition of such processes (in the γ -ray regime). Along with the detailed PSD analysis, we also present the results of our extended (1998–2015) intra-night optical monitoring program and newly acquired optical photo-polarimetric data for the source.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2010

The Obstacle Version of the Geometric Dynamic Programming Principle: Application to the Pricing of American Options Under Constraints

We provide an obstacle version of the Geometric Dynamic Programming Principle of Soner and Touzi (J. Eur. Math. Soc. 4:201-236, 2002) for stochastic target problems. This opens the doors to a wide range of applications, particularly in risk control in finance and insurance, in which a controlled stochastic process has to be maintained in a given set on a time interval [0,T]. As an example of application, we show how it can be used to provide a viscosity characterization of the super-hedging cost of American options under portfolio constraints, without appealing to the standard dual formulation from mathematical finance. In particular, we allow for a degenerate volatility, a case which does not seem to have been studied so far in this context.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Stochastic quasi-steady state approximations for asymptotic solutions of the chemical master equation

In this paper, we propose two methods to carry out the quasi-steady state approximation in stochastic models of enzyme catalytic regulation, based on WKB asymptotics of the chemical master equation or of the corresponding partial differential equation for the generating function. The first of the methods we propose involves the development of multiscale generalisation of a WKB approximation of the solution of the master equation, where the separation of time scales is made explicit which allows us to apply the quasi-steady state approximation in a straightforward manner. To the lowest order, the multi-scale WKB method provides a quasi-steady state, Gaussian approximation of the probability distribution. The second method is based on the Hamilton-Jacobi representation of the stochastic process where, as predicted by large deviation theory, the solution of the partial differential equation for the corresponding characteristic function is given in terms of an effective action functional. The optimal transition paths between two states are then given by those paths that maximise the effective action. Such paths are the solutions of the Hamilton equations for the Hamiltonian associated to the effective action functional. The quasi-steady state approximation is applied to the Hamilton equations thus providing an approximation to the optimal transition paths and the transition time between two states. Using this approximation we predict that, unlike the mean-field quasi-steady approximation result, the rate of enzyme catalysis depends explicitly on the initial number of enzyme molecules. The accuracy and validity of our approximated results as well as that of our predictions regarding the behaviour of the stochastic enzyme catalytic models are verified by direct simulation of the stochastic model using Gillespie stochastic simulation algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Stochastic Euler-Poincaré reduction

We prove a Euler-Poincaré reduction theorem for stochastic processes taking values on a Lie group, which is a generalization of the reduction argument for the deterministic case [J. E. Marsden and T. S. Ratiu, Introduction to Mechanics and Symmetry: A Basic Exposition of Classical Mechanical Systems, Texts in Applied Mathematics (Springer, 2003)]. We also show examples of its application to SO(3) and to the group of diffeomorphisms, which includes the Navier-Stokes equation on a bounded domain and the Camassa-Holm equation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Communication: Dominance of extreme statistics in a prototype many-body Brownian ratchet

Many forms of cell motility rely on Brownian ratchet mechanisms that involve multiple stochastic processes. We present a computational and theoretical study of the nonequilibrium statistical dynamics of such a many-body ratchet, in the specific form of a growing polymer gel that pushes a diffusing obstacle. We find that oft-neglected correlations among constituent filaments impact steady-state kinetics and significantly deplete the gel's density within molecular distances of its leading edge. These behaviors are captured quantitatively by a self-consistent theory for extreme fluctuations in filaments' spatial distribution.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2011

A FUNDAMENTAL LINE FOR ELLIPTICAL GALAXIES

Recent studies have shown that massive galaxies in the distant universe are surprisingly compact, with typical sizes about a factor of three smaller than equally massive galaxies in the nearby universe. It has been suggested that these massive galaxies grow into systems resembling nearby galaxies through a series of minor mergers. In this model the size growth of galaxies is an inherently stochastic process, and the resulting size-luminosity relationship is expected to have considerable environmentally dependent scatter. To test whether minor mergers can explain the size growth in massive galaxies, we have closely examined the scatter in the size-luminosity relation of nearby elliptical galaxies using a large new database of accurate visual galaxy classifications. We demonstrate that this scatter is much smaller than has been previously assumed, and may even be so small as to challenge the plausibility of the merger-driven hierarchical models for the formation of massive ellipticals.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2019

Scientific discovery in a model-centric framework: Reproducibility, innovation, and epistemic diversity

Consistent confirmations obtained independently of each other lend credibility to a scientific result. We refer to results satisfying this consistency as reproducible and assume that reproducibility is a desirable property of scientific discovery. Yet seemingly science also progresses despite irreproducible results, indicating that the relationship between reproducibility and other desirable properties of scientific discovery is not well understood. These properties include early discovery of truth, persistence on truth once it is discovered, and time spent on truth in a long-term scientific inquiry. We build a mathematical model of scientific discovery that presents a viable framework to study its desirable properties including reproducibility. In this framework, we assume that scientists adopt a model-centric approach to discover the true model generating data in a stochastic process of scientific discovery. We analyze the properties of this process using Markov chain theory, Monte Carlo methods, and agent-based modeling. We show that the scientific process may not converge to truth even if scientific results are reproducible and that irreproducible results do not necessarily imply untrue results. The proportion of different research strategies represented in the scientific population, scientists’ choice of methodology, the complexity of truth, and the strength of signal contribute to this counter-intuitive finding. Important insights include that innovative research speeds up the discovery of scientific truth by facilitating the exploration of model space and epistemic diversity optimizes across desirable properties of scientific discovery.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Fractional Modeling in Action: A Survey of Nonlocal Models for Subsurface Transport, Turbulent Flows, and Anomalous Materials

Modeling of phenomena such as anomalous transport via fractional-order differential equations has been established as an effective alternative to partial differential equations, due to the inherent ability to describe large-scale behavior with greater efficiency than fully-resolved classical models. In this review article, we first provide a broad overview of fractional-order derivatives with a clear emphasis on the stochastic processes that underlie their use. We then survey three exemplary application areas – subsurface transport, turbulence, and anomalous materials – in which fractional-order differential equations provide accurate and predictive models. For each area, we report on the evidence of anomalous behavior that justifies the use of fractional-order models, and survey both foundational models as well as more expressive state-of-the-art models. We also propose avenues for future research, including more advanced and physically sound models, as well as tools for calibration and discovery of fractional-order models.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2013

Detection of electromagnetic pulses produced by hypervelocity micro particle impact plasmas

Hypervelocity micro particles (mass < 1 ng), including meteoroids and space debris, routinely impact spacecraft and produce plasmas that are initially dense (∼10{sup 28} m{sup −3}), but rapidly expand into the surrounding vacuum. We report the detection of radio frequency (RF) emission associated with electromagnetic pulses (EMPs) from hypervelocity impacts of micro particles in ground-based experiments using micro particles that are 15 orders of magnitude less massive than previously observed. The EMP production is a stochastic process that is influenced by plasma turbulence such that the EMP detection rate that is strongly dependent on impact speed and on the electrical charge conditions at the impact surface. In particular, impacts of the fastest micro particles occurring under spacecraft charging conditions representative of high geomagnetic activity are the most likely to produce RF emission. This new phenomenon may provide a source for unexplained RF measurements on spacecraft charged to high potentials.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2011

Modulated solutions and superfluid fraction for the Gross-Pitaevskii equation with a nonlocal potential at T{ne}0

Modulated solutions of the nonlocal Gross-Pitaevskii equation are studied at T{ne}0. Stationary states are computed by constructing a stochastic process consisting of a noisy Ginzburg-Landau equation. An order parameter is introduced to quantify the superfluid fraction as a function of the temperature. When the temperature increases the superfluid fraction is shown to vanish. This is explained qualitatively by the thermal appearance of defects that disconnect the system wave function. We also deduce an explicit formula for the introduced order parameter in terms of an Arrhenius law. This allow us to estimate the ''energy of activation'' to create a disconnection in the wave function.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

Localised distributions and criteria for correctness in complex Langevin dynamics

Complex Langevin dynamics can solve the sign problem appearing in numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive distribution, which is effectively sampled during the stochastic process. In the context of a simple model, we study this distribution by solving the Fokker–Planck equation as well as by brute force and relate the results to the recently derived criteria for correctness. We demonstrate analytically that it is possible that the distribution has support in a strip in the complexified configuration space only, in which case correct results are expected. -- Highlights: •Characterisation of the equilibrium distribution sampled in complex Langevin dynamics. •Connection between criteria for correctness and breakdown. •Solution of the Fokker–Planck equation in the case of real noise. •Analytical determination of support in complexified space.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2000

Research into the effects of astronaut motion on the spacecraft: a review

The paper reviews the research that has been undertaken to understand and quantify the disturbance effects of the astronaut's motion inside and outside the spacecraft on the vehicle's attitude and acceleratory environment. In early investigations, the dynamic interaction of astronauts, modeled as point masses, and the spacecraft, modelled as a rigid body, was analyzed. Through ground-based experiments and the modeling of astronaut-induced forces and moments as stochastic processes, it became possible to estimate the magnitude and energy content of the loads produced by the astronaut. The first experiment in space to measure the astronaut-induced disturbances was conducted on the Skylab orbital station. Loads generated while performing routine operations were measured on board the Space Shuttle in 1994 and on the space station Mir in 1996-1997. c 2001 Elsevier Science Ltd. All rights reserved.

Skylab Project↗
DOE OSTI2013

THE EVOLUTION OF ACTIVE GALACTIC NUCLEI AND THEIR SPINS

Massive black holes (MBHs), in contrast to stellar mass black holes, are expected to substantially change their properties over their lifetime. MBH masses increase by several orders of magnitude over a Hubble time, as illustrated by Sołtan's argument. MBH spins also must evolve through the series of accretion and mergers events that increase the masses of MBHs. We present a simple model that traces the joint evolution of MBH masses and spins across cosmic time. Our model includes MBH-MBH mergers, merger-driven gas accretion, stochastic fueling of MBHs through molecular cloud capture, and a basic implementation of accretion of recycled gas. This approach aims at improving the modeling of low-redshift MBHs and active galactic nuclei (AGNs), whose properties can be more easily estimated observationally. Despite the simplicity of the model, it does a good job capturing the global evolution of the MBH population from z ∼ 6 to today. Under our assumptions, we find that the typical spin and radiative efficiency of MBHs decrease with cosmic time because of the increased incidence of stochastic processes in gas-rich galaxies and MBH-MBH mergers in gas-poor galaxies. At z = 0, the spin distribution in gas-poor galaxies peaks at spins 0.4-0.8 and is not strongly mass dependent. MBHs in gas-rich galaxies have a more complex evolution, with low-mass MBHs at low redshift having low spins and spins increasing at larger masses and redshifts. We also find that at z > 1 MBH spins are on average the highest in high luminosity AGNs, while at lower redshifts these differences disappear.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2016

Lagrangian velocity and acceleration correlations of large inertial particles in a closed turbulent flow

We investigate the response of large inertial particle to turbulent fluctuations in an inhomogeneous and anisotropic flow. We conduct a Lagrangian study using particles both heavier and lighter than the surrounding fluid, and whose diameters are comparable to the flow integral scale. Both velocity and acceleration correlation functions are analyzed to compute the Lagrangian integral time and the acceleration time scale of such particles. The knowledge of how size and density affect these time scales is crucial in understanding particle dynamics and may permit stochastic process modelization using two-time models (for instance, Sawford’s). As particles are tracked over long times in the quasi-totality of a closed flow, the mean flow influences their behaviour and also biases the velocity time statistics, in particular the velocity correlation functions. By using a method that allows for the computation of turbulent velocity trajectories, we can obtain unbiased Lagrangian integral time. This is particularly useful in accessing the scale separation for such particles and to comparing it to the case of fluid particles in a similar configuration.

42 ENGINEERING↗
DOE OSTI2014

Resonant activation in a colored multiplicative thermal noise driven closed system

In this paper, we have demonstrated that resonant activation (RA) is possible even in a thermodynamically closed system where the particle experiences a random force and a spatio-temporal frictional coefficient from the thermal bath. For this stochastic process, we have observed a hallmark of RA phenomena in terms of a turnover behavior of the barrier-crossing rate as a function of noise correlation time at a fixed noise variance. Variance can be fixed either by changing temperature or damping strength as a function of noise correlation time. Our another observation is that the barrier crossing rate passes through a maximum with increase in coupling strength of the multiplicative noise. If the damping strength is appreciably large, then the maximum may disappear. Finally, we compare simulation results with the analytical calculation. It shows that there is a good agreement between analytical and numerical results.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2015

Communication: Memory effects and active Brownian diffusion

A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal noise, its angular randomization is described as a memoryless stochastic process. Here, we speculate that finite-time correlations in the orientational dynamics can affect the swimmer’s diffusivity. To this purpose, we propose and solve two alternative models. In the first one, we simply assume that the environmental fluctuations governing the swimmer’s propulsion are exponentially correlated in time, whereas in the second one, we account for possible damped fluctuations of the propulsion velocity around the swimmer’s axis. The corresponding swimmer’s diffusion constants are predicted to get, respectively, enhanced or suppressed upon increasing the model memory time. Possible consequences of this effect on the interpretation of the experimental data are discussed.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2013

ON THE STRENGTH OF THE HEMISPHERIC RULE AND THE ORIGIN OF ACTIVE-REGION HELICITY

Vector magnetograph and morphological observations have shown that the solar magnetic field tends to have negative (positive) helicity in the northern (southern) hemisphere, although only ∼60%-70% of active regions appear to obey this 'hemispheric rule'. In contrast, at least ∼80% of quiescent filaments and filament channels that form during the decay of active regions follow the rule. We attribute this discrepancy to the difficulty in determining the helicity sign of newly emerged active regions, which are dominated by their current-free component; as the transverse field is canceled at the polarity inversion lines, however, the axial component becomes dominant there, allowing a more reliable determination of the original active-region chirality. We thus deduce that the hemispheric rule is far stronger than generally assumed, and cannot be explained by stochastic processes. Earlier studies have shown that the twist associated with the axial tilt of active regions is too small to account for the observed helicity; here, both tilt and twist are induced by the Coriolis force acting on the diverging flow in the emerging flux tube. However, in addition to this east-west expansion about the apex of the loop, each of its legs must expand continually in cross section during its rise through the convection zone, thereby acquiring a further twist through the Coriolis force. Since this transverse pressure effect is not limited by drag or tension forces, the final twist depends mainly on the rise time, and may be large enough to explain the observed active-region helicity.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2014

Experimental sloshing pressure impacts in ensemble domain: Transient and stationary statistical characteristics

The present paper focuses on the analysis of impact pressure registrations from repeated model scale sloshing experiments under harmonic rotational excitation. A series of more than 100 experiments, each one encompassing more than 100 impact events, has been conducted seeking the highest feasible repeatability. Different excitation periods, that cover the main features of the impact dynamics, have been considered in a preliminary screening, describing the main features of the impact dynamics. Since, even under a nominally deterministic excitation, the pressure at each impact is characterized by a high variability, a statistical approach is used treating the impact pressure as a stochastic process. For one selected excitation period, the statistical analysis focuses on the ensemble distribution of the maximum pressure during each impact event. Particular attention is given to the evolution of such distributions, in order to detect the variations in the statistical characteristics of the process. This is achieved by, first, identifying the presence and the length of the transient phase and, second, by characterizing the process at stationary state. The statistics of impact pressure for different peaks are discussed mostly in the ensemble domain. Linking the latter with the time domain analysis is made by checking that the problem can be considered “practically ergodic.” The “practical ergodicity” of the process is dealt with by checking to what extent steady state ensemble statistical information can be obtained from a single long run experiment. Statistical checks for correlation and independence of maximum impact pressures are also carried out to test the hypothesis of independent identically distributed random variables. The method of analysis presented in this paper through the considered example case is general in nature and is considered to be highly portable. In particular, it is considered to allow for a more thorough understanding of non-deterministic events such as those considered herein, by looking at them from a sound statistical perspective. The thorough description of the whole experimental setup makes the presented data suitable for comparison purposes and for validation of theoretical/numerical approaches.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗