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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 289 records · Page 16
All sourcesNASA NTRSDOE OSTI
DOE OSTI2013

Solution of stochastic media transport problems using a numerical quadrature-based method

We present a new conceptual framework for analyzing transport problems in random media. We decompose such problems into stratified subproblems according to the number of material pseudo-interfaces within realizations. For a given subproblem we assign pseudo-interface locations in each realization according to product quadrature rules, which allows us to deterministically generate a fixed number of realizations. Quadrature integration of the solutions of these realizations thus approximately solves each subproblem; the weighted superposition of solutions of the subproblems approximately solves the general stochastic media transport problem. We revisit some benchmark problems to determine the accuracy and efficiency of this approach in comparison to randomly generated realizations. We find that this method is very accurate and fast when the number of pseudo-interfaces in a problem is generally low, but that these advantages quickly degrade as the number of pseudo-interfaces increases. (authors)

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

On the Optimal Stabilization of an Integral Manifold

By the method of Lyapunov functions, we study the problem of optimal stabilization of an analytically defined integral manifold in the class of stochastic differential equations in the case where random perturbations belong to the class of processes with independent increments.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Treating random sequential addition via the replica method

While many physical processes are non-equilibrium in nature, the theory and modeling of such phenomena lag behind theoretical treatments of equilibrium systems. The diversity of powerful theoretical tools available to describe equilibrium systems has inspired strategies that map non-equilibrium systems onto equivalent equilibrium analogs so that interrogation with standard statistical mechanical approaches is possible. In this work, we revisit the mapping from the non-equilibrium random sequential addition process onto an equilibrium multi-component mixture via the replica method, allowing for theoretical predictions of non-equilibrium structural quantities. We validate the above approach by comparing the theoretical predictions to numerical simulations of random sequential addition.

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

Expected Power-Utility Maximization Under Incomplete Information and with Cox-Process Observations

We consider the problem of maximization of expected terminal power utility (risk sensitive criterion). The underlying market model is a regime-switching diffusion model where the regime is determined by an unobservable factor process forming a finite state Markov process. The main novelty is due to the fact that prices are observed and the portfolio is rebalanced only at random times corresponding to a Cox process where the intensity is driven by the unobserved Markovian factor process as well. This leads to a more realistic modeling for many practical situations, like in markets with liquidity restrictions; on the other hand it considerably complicates the problem to the point that traditional methodologies cannot be directly applied. The approach presented here is specific to the power-utility. For log-utilities a different approach is presented in Fujimoto et al. (Preprint, 2012).

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Viable chemical approach for patterning nanoscale magnetoresistive random access memory

A reactive ion etching process with alternating Cl{sub 2} and H{sub 2} exposures has been shown to chemically etch CoFe film that is an integral component in magnetoresistive random access memory (MRAM). Starting with systematic thermodynamic calculations assessing various chemistries and reaction pathways leading to the highest possible vapor pressure of the etch products reactions, the potential chemical combinations were verified by etch rate investigation and surface chemistry analysis in plasma treated CoFe films. An ∼20% enhancement in etch rate was observed with the alternating use of Cl{sub 2} and H{sub 2} plasmas, in comparison with the use of only Cl{sub 2} plasma. This chemical combination was effective in removing metal chloride layers, thus maintaining the desired magnetic properties of the CoFe films. Scanning electron microscopy equipped with energy-dispersive x-ray spectroscopy showed visually and spectroscopically that the metal chloride layers generated by Cl{sub 2} plasma were eliminated with H{sub 2} plasma to yield a clean etch profile. This work suggests that the selected chemistries can be used to etch magnetic metal alloys with a smooth etch profile and this general strategy can be applied to design chemically based etch processes to enable the fabrication of highly integrated nanoscale MRAM devices.

36 MATERIALS SCIENCE↗
DOE OSTI2015

Analysis of the stochastic excitability in the flow chemical reactor

A dynamic model of the thermochemical process in the flow reactor is considered. We study an influence of the random disturbances on the stationary regime of this model. A phenomenon of noise-induced excitability is demonstrated. For the analysis of this phenomenon, a constructive technique based on the stochastic sensitivity functions and confidence domains is applied. It is shown how elaborated technique can be used for the probabilistic analysis of the generation of mixed-mode stochastic oscillations in the flow chemical reactor.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Reproducible radiation-damage processes in proteins irradiated by intense x-ray pulses

X-ray free-electron lasers have enabled femtosecond protein nanocrystallography, a novel method to determine the structure of proteins. It allows time-resolved imaging of nanocrystals that are too small for conventional crystallography. The short pulse duration helps in overcoming the detrimental effects of radiation damage because x rays are scattered before the sample has been significantly altered. It has been suggested that, fortuitously, the diffraction process self-terminates abruptly once radiation damage destroys the crystalline order. Our calculations show that high-intensity x-ray pulses indeed trigger a cascade of damage processes in ferredoxin crystals, a particular metalloprotein of interest. However, we found that the damage process is initially not completely random. Correlations exist among the protein monomers, so that Bragg diffraction still occurs in the damaged crystals, despite significant atomic displacements. Our results show that the damage process is reproducible to a certain degree, which is potentially beneficial for the orientation step in single-molecule imaging.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Exits in order: How crowding affects particle lifetimes

Diffusive processes are often represented using stochastic random walk frameworks. The amount of time taken for an individual in a random walk to intersect with an absorbing boundary is a fundamental property that is often referred to as the particle lifetime, or the first passage time. The mean lifetime of particles in a random walk model of diffusion is related to the amount of time required for the diffusive process to reach a steady state. Mathematical analysis describing the mean lifetime of particles in a standard model of diffusion without crowding is well known. However, the lifetime of agents in a random walk with crowding has received much less attention. Since many applications of diffusion in biology and biophysics include crowding effects, here we study a discrete model of diffusion that incorporates crowding. Using simulations, we show that crowding has a dramatic effect on agent lifetimes, and we derive an approximate expression for the mean agent lifetime that includes crowding effects. Our expression matches simulation results very well, and highlights the importance of crowding effects that are sometimes overlooked.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2021

Probabilistic learning on manifolds constrained by nonlinear partial differential equations for small datasets

A novel extension of the Probabilistic Learning on Manifolds (PLoM) is presented. It makes it possible to synthesize solutions to a wide range of nonlinear stochastic boundary value problems described by partial differential equations (PDEs) for which a stochastic computational model (SCM) is available and which depend on a vector-valued random control parameter. The cost of a single numerical evaluation of this SCM is assumed to be such that only a limited number of points can be computed for constructing the training dataset (small data). Each point of the training dataset is made up of realizations from a vector-valued stochastic process (the stochastic solution) and the associated random control parameter on which it depends. The presented PLoM constrained by PDE allows for generating a large number of learned realizations of the stochastic process and its corresponding random control parameter. These learned realizations are generated so as to minimize the vector-valued random residual of the PDE in the mean-square sense. Appropriate novel methods are developed to solve this challenging problem. Three applications are presented. The first one is a simple uncertain nonlinear dynamical system with a nonstationary stochastic excitation. The second one concerns the 2D nonlinear unsteady Navier–Stokes equations for incompressible flows in which the Reynolds number is the random control parameter. Here, the last one deals with the nonlinear dynamics of a 3D elastic structure with uncertainties. The results obtained make it possible to validate the PLoM constrained by stochastic PDE but also provide further validation of the PLoM without constraint.

Machine learning↗
DOE OSTI2018

Benford’s law and continuous dependent random variables

Many mathematical, man-made and natural systems exhibit a leading-digit bias, where a first digit (base 10) of 1 occurs not 11% of the time, as one would expect if all digits were equally likely, but rather 30%. This phenomenon is known as Benford’s Law. Analyzing which datasets adhere to Benford’s Law and how quickly Benford behavior sets in are the two most important problems in the field. Most previous work studied systems of independent random variables, and relied on the independence in their analyses. Inspired by natural processes such as particle decay, we study the dependent random variables that emerge from models of decomposition of conserved quantities. We prove that in many instances the distribution of lengths of the resulting pieces converges to Benford behavior as the number of divisions grow, and give several conjectures for other fragmentation processes. The main difficulty is that the resulting random variables are dependent. We handle this by using tools from Fourier analysis and irrationality exponents to obtain quantified convergence rates as well as introducing and developing techniques to measure and control the dependencies. The construction of these tools is one of the major motivations of this work, as our approach can be applied to many other dependent systems. As an example, we show that the n! entries in the determinant expansions of n×n matrices with entries independently drawn from nice random variables converges to Benford’s Law.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2018

Estimates for Functionals of Solutions to Higher-Order Heat-Type Equations with Random Initial Conditions

In the present paper we continue the investigation of solutions to higher-order heat-type equations with random initial conditions, which play the important role in many applied areas. We consider the random initial conditions given by harmonizable φ-sub-Gaussian processes. The main results are the bounds for the distributions of the suprema over bounded and unbounded domains for solutions of such equations. The results obtained in the paper hold, in particular, for the case of Gaussian initial condition.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Precise algorithm to generate random sequential adsorption of hard polygons at saturation

Random sequential adsorption (RSA) is a time-dependent packing process, in which particles of certain shapes are randomly and sequentially placed into an empty space without overlap. In the infinite-time limit, the density approaches a "saturation'' limit. Although this limit has attracted particular research interest, the majority of past studies could only probe this limit by extrapolation. We have previously found an algorithm to reach this limit using finite computational time for spherical particles, and could thus determine the saturation density of spheres with high accuracy. Here in this paper, we generalize this algorithm to generate saturated RSA packings of two-dimensional polygons. We also calculate the saturation density for regular polygons of three to ten sides, and obtain results that are consistent with previous, extrapolation-based studies.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2018

Asymptotic Equivalence of Probability Measures and Stochastic Processes

Let P{sub n} and Q{sub n} be two probability measures representing two different probabilistic models of some system (e.g., an n-particle equilibrium system, a set of random graphs with n vertices, or a stochastic process evolving over a time n) and let M{sub n} be a random variable representing a “macrostate” or “global observable” of that system. We provide sufficient conditions, based on the Radon–Nikodym derivative of P{sub n} and Q{sub n}, for the set of typical values of M{sub n} obtained relative to P{sub n} to be the same as the set of typical values obtained relative to Q{sub n} in the limit n→∞. This extends to general probability measures and stochastic processes the well-known thermodynamic-limit equivalence of the microcanonical and canonical ensembles, related mathematically to the asymptotic equivalence of conditional and exponentially-tilted measures. In this more general sense, two probability measures that are asymptotically equivalent predict the same typical or macroscopic properties of the system they are meant to model.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Stochastic approximation methods-Powerful tools for simulation and optimization: A survey of some recent work on multi-agent systems and cyber-physical systems

Stochastic approximation methods have found extensive and diversified applications. Recent emergence of networked systems and cyber-physical systems has generated renewed interest in advancing stochastic approximation into a general framework to support algorithm development for information processing and decisions in such systems. This paper presents a survey on some recent developments in stochastic approximation methods and their applications. Using connected vehicles in platoon formation and coordination as a platform, we highlight some traditional and new methodologies of stochastic approximation algorithms and explain how they can be used to capture essential features in networked systems. Distinct features of networked systems with randomly switching topologies, dynamically evolving parameters, and unknown delays are presented, and control strategies are provided.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

On random fuzzy fractional partial integro-differential equations under Caputo generalized Hukuhara differentiability

This paper is devoted to the study of the solvability of random fuzzy fractional partial integro-differential equations under Caputo generalized Hukuhara differentiability. The notions of random fuzzy variables and fuzzy stochastic processes are developed for multivariable functions. The existence and uniqueness of two types of integral solutions generated from Darboux problem for nonlinear wave equations are proved using the successive approximations method and Gronwall’s inequality for stochastic processes. The continuous dependence on the data, the boundedness, and the stability with probability one of integral solutions are established to confirm the well posedness of our model. Some computational examples are presented to illustrate the theoretical results.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Fast truncated SVD of sparse and dense matrices on graphics processors

We investigate the solution of low-rank matrix approximation problems using the truncated singular value decomposition (SVD). For this purpose, we develop and optimize graphics processing unit (GPU) implementations for the randomized SVD and a blocked variant of the Lanczos approach. Our work takes advantage of the fact that the two methods are composed of very similar linear algebra building blocks, which can be assembled using numerical kernels from existing high-performance linear algebra libraries. Furthermore, the experiments with several sparse matrices arising in representative real-world applications and synthetic dense test matrices reveal a performance advantage of the block Lanczos algorithm when targeting the same approximation accuracy.

Computer Science↗