Search NASA⌕ Search

SEARCH · Search NASA

Results for “Stochastic diffusion”

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 307 records · Page 17

Particle Acceleration in Active Galactic Nuclei

The investigation of stochastic particle acceleration through resonant interactions with plasma waves that populate the magnetosphere surrounding an accreting black hole is presented. Stochastic acceleration has been successfully applied to the problem of ion and electron energization in solar flares, and is capable of accounting for a wide range of both neutral and charged particle emissions. It is also a component in diffusive shock acceleration, since pitch-angle scattering (which is necessary for multiple shock crossings) is accompanied by diffusion in momentum space, which in turn yields a net systematic energy gain; however, stochastic energization will dominate the first-order shock process only in certain parameter regimes. Although stochastic acceleration has been applied to particle energization in the lobes of radio galaxies, its application to the central regions of AGNs (active galactic nuclei) has only recently been considered, but not in detail. We proposed to systematically investigate the plasma processes responsible for stochastic particle acceleration in black hole magnetospheres along with the energy-loss processes which impede particle energization. To this end, we calculated acceleration rates and escape time scales for protons and electrons resonating with Alfven waves, and for electrons resonating with whistlers. We also considered the "hot" topic of gamma-ray line emission from the Orion complex. We proposed that the observed gamma-ray lines are produced by energetic ions that are stochastically accelerated by cascading Alfven waves in the accretion plasma near a black hole. Related research papers that were published in journals are listed.

Miller, James A.↗

Particle Acceleration in Active Galactic Nuclei

The high efficiency of energy generation inferred from radio observations of quasars and X-ray observations of Seyfert active galactic nuclei (AGNs) is apparently achieved only by the gravitational conversion of the rest mass energy of accreting matter onto supermassive black holes. Evidence for the acceleration of particles to high energies by a central engine is also inferred from observations of apparent superluminal motion in flat spectrum, core-dominated radio sources. This phenomenon is widely attributed to the ejection of relativistic bulk plasma from the nuclei of active galaxies, and accounts for the existence of large scale radio jets and lobes at large distances from the central regions of radio galaxies. Reports of radio jets and superluminal motion from galactic black hole candidate X-ray sources indicate that similar processes are operating in these sources. Observations of luminous, rapidly variable high-energy radiation from active galactic nuclei (AGNs) with the Compton Gamma Ray Observatory show directly that particles are accelerated to high energies in a compact environment. The mechanisms which transform the gravitational potential energy of the infalling matter into nonthermal particle energy in galactic black hole candidates and AGNs are not conclusively identified, although several have been proposed. These include direct acceleration by static electric fields (resulting from, for example, magnetic reconnection), shock acceleration, and energy extraction from the rotational energy of Kerr black holes. The dominant acceleration mechanism(s) operating in the black hole environment can only be determined, of course, by a comparison of model predictions with observations. The purpose of the work proposed for this grant was to investigate stochastic particle acceleration through resonant interactions with plasma waves that populate the magnetosphere surrounding an accreting black hole. Stochastic acceleration has been successfully applied to the problem of ion and electron energization in solar flares, and is capable of accounting for a wide range of both neutral and charged particle emissions. It is also a component in diffusive shock acceleration, since pitch-angle scattering (which is necessary for multiple shock crossings) is accompanied by diffusion in momentum space, which in turn yields a net systematic energy gain; however, stochastic energization will dominate the first-order shock process only in certain parameter regimes. Although stochastic acceleration has been applied to particle energization in the lobes of radio galaxies, its application to the central regions of AGNs has only recently been considered, but not in detail. We proposed to systematically investigate the plasma processes responsible for stochastic particle acceleration in black hole magnetospheres along with the energy-loss processes which impede particle energization. To this end we calculated acceleration rates and escape time scales for protons and electrons resonating with Alfven waves, and for electrons resonating with whistlers. Assuming either a Kolmogorov or Kraichnan wave spectrum, accretion at the Eddington limit, magnetic field strengths near equipartition, and turbulence energy densities approx. 10% of the total magnetic field energy density, we find that Alfven waves accelerate protons to Lorentz factors approx, equals 10(exp 4) - 10(exp 6) before they escape from the system. Acceleration of electrons by fast mode and whistler waves can produce a nonthermal population of relativistic electrons whose maximum energy is determined by a competition with radiation losses.

Miller, James A.↗

Diffusion of two-dimensional epitaxial clusters on metal (100) surfaces: Facile versus nucleation-mediated behavior and their merging for larger sizes

For diffusion of two-dimensional homoepitaxial clusters of N atoms on metal(100) surfaces mediated by edge atom hopping, macroscale continuum theory suggests that the diffusion coefficient scales like DN ~ N -β with β = 3/2. However, we find quite different and diverse behavior in multiple size regimes. These include: (i) facile diffusion for small sizes N < 9; (ii) slow nucleation-mediated diffusion with small β < 1 for “perfect” sizes N = N p = L 2 or L(L+1), for L = 3, 4,… having unique ground state shapes, for moderate sizes 9 ≤ N ≤ O(10 2 ); the same also applies for N = N p +3, N p + 4,… (iii) facile diffusion but with large β > 2 for N = Np + 1 and N p + 2 also for moderate sizes 9 ≤ N ≤ O(10 2 ); (iv) merging of the above distinct branches and subsequent anomalous scaling with 1 ≲ β < 3/2, reflecting the quasi-facetted structure of clusters, for larger N = O(10 2 ) to N = O(10 3 ); and (v) classic scaling with β = 3/2 for very large N = O(103) and above. The specified size ranges apply for typical model parameters. We focus on the moderate size regime where show that diffusivity cycles quasi-periodically from the slowest branch for N p + 3 (not Np) to the fastest branch for Np + 1. Behavior is quantified by Kinetic Monte Carlo simulation of an appropriate stochastic lattice-gas model. However, precise analysis must account for a strong enhancement of diffusivity for short time increments due to back-correlation in the cluster motion. Further understanding of this enhancement, of anomalous size scaling behavior, and of the merging of various branches, is facilitated by combinatorial analysis of the number of the ground state and low-lying excited state cluster configurations, and also of kink populations.

36 MATERIALS SCIENCE↗

Multiscale models and stochastic simulation methods for computing rare but key binding events in cell biology

The main difficulty in simulating diffusion processes at a molecular level in cell microdomains is due to the multiple scales involving nano- to micrometers. Few to many particles have to be simulated and simultaneously tracked while there are exploring a large portion of the space for binding small targets, such as buffers or active sites. Bridging the small and large spatial scales is achieved by rare events representing Brownian particles finding small targets and characterized by long-time distribution. These rare events are the bottleneck of numerical simulations. A naive stochastic simulation requires running many Brownian particles together, which is computationally greedy and inefficient. Solving the associated partial differential equations is also difficult due to the time dependent boundary conditions, narrow passages and mixed boundary conditions at small windows. We present here two reduced modeling approaches for a fast computation of diffusing fluxes in microdomains. The first approach is based on a Markov mass-action law equations coupled to a Markov chain. The second is a Gillespie's method based on the narrow escape theory for coarse-graining the geometry of the domain into Poissonian rates. The main application concerns diffusion in cellular biology, where we compute as an example the distribution of arrival times of calcium ions to small hidden targets to trigger vesicular release.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

EFFECT OF ADIABATIC FOCUSING ON THE DIFFUSION OF ENERGETIC CHARGED PARTICLES

An approximate analytic description of a diffusion coefficient, including the effect of adiabatic focusing, has been developed. This description is formulated with the aid of stochastic differential equations and the steady perturbation solution of the Fokker–Plank transport equation. The analytical formula is based on three important assumptions. First, the pitch-angle diffusion coefficient is set to be separable from the spatial coordinate and the pitch-angle cosine. Second, the spatial dependence of the ratio between the mean-free path and focusing length is assumed to be weak. Third, the pitch-angle distribution relaxes quickly to a steady state. The new analytic formula could be applied to calculate the spatial diffusion coefficient in the interplanetary and interstellar space.

79 ASTRONOMY AND ASTROPHYSICS↗

SENSITIVITY OF COSMIC-RAY PROTON SPECTRA TO THE LOW-WAVENUMBER BEHAVIOR OF THE 2D TURBULENCE POWER SPECTRUM

In this study, a novel ab initio cosmic ray (CR) modulation code that solves a set of stochastic transport equations equivalent to the Parker transport equation, and that uses output from a turbulence transport code as input for the diffusion tensor, is introduced. This code is benchmarked with a previous approach to ab initio modulation. The sensitivity of computed galactic CR proton spectra at Earth to assumptions made as to the low-wavenumber behavior of the two-dimensional (2D) turbulence power spectrum is investigated using perpendicular mean free path expressions derived from two different scattering theories. Constraints on the low-wavenumber behavior of the 2D power spectrum are inferred from the qualitative comparison of computed CR spectra with spacecraft observations at Earth. Another key difference from previous studies is that observed and inferred CR intensity spectra at 73 AU are used as boundary spectra instead of the usual local interstellar spectrum. Furthermore, the results presented here provide a tentative explanation as to the reason behind the unusually high galactic proton intensity spectra observed in 2009 during the recent unusual solar minimum.

79 ASTRONOMY AND ASTROPHYSICS↗

Extending the diffusion approximation to the boundary using an integrated diffusion model

The widely used diffusion approximation is inaccurate to describe the transport behaviors near surfaces and interfaces. To solve such stochastic processes, an integro-differential equation, such as the Boltzmann transport equation (BTE), is typically required. In this work, we show that it is possible to keep the simplicity of the diffusion approximation by introducing a nonlocal source term and a spatially varying diffusion coefficient. We apply the proposed integrated diffusion model (IDM) to a benchmark problem of heat conduction across a thin film to demonstrate its feasibility. We also validate the model when boundary reflections and uniform internal heat generation are present.

36 MATERIALS SCIENCE↗

Design optimization of a scramjet under uncertainty using probabilistic learning on manifolds

Here, we demonstrate, on a scramjet combustion problem, a constrained probabilistic learning approach that augments physics-based datasets with realizations that adhere to underlying constraints and scatter. The constraints are captured and delineated through diffusion maps, while the scatter is captured and sampled through a projected stochastic differential equation. The objective function and constraints of the optimization problem are then efficiently framed as non-parametric conditional expectations. Different spatial resolutions of a large-eddy simulation filter are used to explore the robustness of the model to the training dataset and to gain insight into the significance of spatial resolution on optimal design.

42 ENGINEERING↗

Weak ergodicity breaking, irreproducibility, and ageing in anomalous diffusion processes

Single particle traces are standardly evaluated in terms of time averages of the second moment of the position time series r(t). For ergodic processes, one can interpret such results in terms of the known theories for the corresponding ensemble averaged quantities. In anomalous diffusion processes, that are widely observed in nature over many orders of magnitude, the equivalence between (long) time and ensemble averages may be broken (weak ergodicity breaking), and these time averages may no longer be interpreted in terms of ensemble theories. Here we detail some recent results on weakly non-ergodic systems with respect to the time averaged mean squared displacement, the inherent irreproducibility of individual measurements, and methods to determine the exact underlying stochastic process. We also address the phenomenon of ageing, the dependence of physical observables on the time span between initial preparation of the system and the start of the measurement.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Thermal diffusion segregation of an impurity in a driven granular fluid

We study segregation of an impurity in a driven granular fluid under two types of steady states. In the first state, the granular gas is driven by a stochastic volume force field with a Fourier-type profile while in the second state, the granular gas is sheared in such a way that inelastic cooling is balanced by viscous heating. We compare theoretical results derived from a solution of the (inelastic) Boltzmann equation at Navier-Stokes (NS) order with those obtained from the Direct Monte Carlo simulation (DSMC) method and molecular dynamics (MD) simulations. Good agreement is found between theory and simulation, which provides strong evidence of the reliability of NS granular hydrodynamics for these steady states (including the dynamics of the impurity), even at high inelasticity. In addition, preliminary results for thermal diffusion in granular fluids at moderate densities are also presented. As for dilute gases, excellent agreement is also found in this more general case.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Learning effective stochastic differential equations from microscopic simulations: Linking stochastic numerics to deep learning

We identify effective stochastic differential equations (SDEs) for coarse observables of fine-grained particle- or agent-based simulations; these SDEs then provide useful coarse surrogate models of the fine scale dynamics. We approximate the drift and diffusivity functions in these effective SDEs through neural networks, which can be thought of as effective stochastic ResNets. The loss function is inspired by, and embodies, the structure of established stochastic numerical integrators (here, Euler–Maruyama and Milstein); our approximations can thus benefit from backward error analysis of these underlying numerical schemes. They also lend themselves naturally to “physics-informed” gray-box identification when approximate coarse models, such as mean field equations, are available. Existing numerical integration schemes for Langevin-type equations and for stochastic partial differential equations can also be used for training; we demonstrate this on a stochastically forced oscillator and the stochastic wave equation. Our approach does not require long trajectories, works on scattered snapshot data, and is designed to naturally handle different time steps per snapshot. We consider both the case where the coarse collective observables are known in advance, as well as the case where they must be found in a data-driven manner.

97 MATHEMATICS AND COMPUTING↗

Access of energetic particles to storm time ring current through enhanced radial 'diffusion'

It is proposed that the transport of particles with energy of at least approximately 40 keV into the geomagnetic storm time ring current can result from enhanced stochastic radial transport driven by fluctuating electric fields during a storm's main phase. The effects of such electric fields are estimated by applying radial diffusion theory, assuming a preexisting trapped-particle population as the initial condition. The feasibility of explaining observed flux increases of particles of at least approximately 40 keV at no more than approximately 4 earth radii by enhanced radial 'diffusion' is then demonstrated. It is estimated that the at least approximately 40-keV portion of the storm time ring current at approximately 3 earth radii consists of about 50 percent preexisting and about 50 percent new particles. The formation of the storm time ring current is found to be perhaps explainable via a combination of direct radial transport at energies no greater than approximately 40 keV and 'diffusive' radial transport at higher energies.

Lyons, L. R.↗

Azimuthal propagation of low-energy solar flare protons - Interpretation of observations

The major conclusions reached by McKibben (1972) in a report of fluxes and spectra of solar flare protons in the approximate energy range from 10 to 30 MeV are reviewed. The observations had been made with cosmic ray telescopes on board the deep space probes Pioneer 6 and Pioneer 7 and the earth satellite Imp 4 during nine solar flare proton events occurring in the period from December 1967 to August 1968. The interpretation of the observations is discussed, giving attention to the stochastic field model of Jokipii and Parker (1969). Aspects of interplanetary diffusion are considered together with observations of corotating events.

Mckibben, R. B.↗

On the transport and acceleration of solar flare particles in a coronal loop

The turbulent environment of a flaring solar coronal loop directly affects the population of particles to be accelerated or already accelerated. Under the assumption of a uniform turbulent MHD wave field within the loop, the behavior of a particle distribution as it interacts with the turbulence is discussed, including particle precipitation to the footpoints of the loop and the evolution of the energy distribution as the particles undergo second-order stochastic acceleration. Two cases are discussed in detail: (1) particles spatially diffusing within the loop and precipitating with minimal acceleration in the short time scale of an impulsive event and (2) particles diffusing in both real and momentum space in a long duration event. Collisional losses due to ambient electrons are included. The gamma-ray flare of June 3, 1982 is modeled, and good agreement is obtained between predicted and observed time profiles if the loop length is 100,000 km with an intrinsic spatial diffusion time of 100-450 s. It follows that the production of high-energy neutrons and pi mesons extends over a time scale of 1000 s as observed.

Ryan, James M.↗

Computational modeling of multispectral remote sensing systems: Background investigations

A computational model of the deterministic and stochastic process of remote sensing has been developed based upon the results of the investigations presented. The model is used in studying concepts for improving worldwide environment and resource monitoring. A review of various atmospheric radiative transfer models is presented as well as details of the selected model. Functional forms for spectral diffuse reflectance with variability introduced are also presented. A cloud detection algorithm and the stochastic nature of remote sensing data with its implications are considered.

Aherron, R. M.↗

On the Representation of Hyporheic Exchange in Models for Reactive Transport in Stream and River Corridors

Efforts to include more detailed representations of biogeochemical processes in basin-scale water quality simulation tools face the challenge of how to tractably represent mass exchange between the flowing channels of streams and rivers and biogeochemical hotspots in the hyporheic zones. Multiscale models that use relatively coarse representations of the channel network with subgrid models for mass exchange and reactions in the hyporheic zone have started to emerge to address that challenge. Two such multiscale models are considered here, one based on a stochastic Lagrangian travel time representation of advective pumping and one on multirate diffusive exchange. The two models are formally equivalent to well-established integrodifferential representations for transport of non-reacting tracers in steady stream flow, which have been very successful in reproducing stream tracer tests. Despite that equivalence, the two models are based on very different model structures and produce significantly different results in reactive transport. In a simple denitrification example, denitrification is two to three times greater for the advection-based model because the multirate diffusive model has direct connections between the stream channel and transient storage zones and an assumption of mixing in the transient storage zones that prevent oxygen levels from dropping to the point where denitrification can progress uninhibited. By contrast, the advection-based model produces distinct redox zonation, allowing for denitrification to proceed uninhibited on part of the hyporheic flowpaths. These results demonstrate that conservative tracer tests alone are inadequate for constraining representation of mass transfer in models for reactive transport in streams and rivers.

54 ENVIRONMENTAL SCIENCES↗

Stochastic partial differential equations in turbulence related problems

The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.

Chow, P.-L.↗

An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an Itô type stochastic differential equation with control process entering both in the drift and the diffusion, and is observed partially. The optimal control of feedback form is determined based on the available observational data. In this work, we call this type of control problems the data driven feedback control. The computational framework that we introduce to solve such type of problems aims to find the best estimate for the optimal control as a conditional expectation given the observational information. To make our method feasible in providing timely feedback to the controlled system from data, we develop an efficient stochastic optimization algorithm to implement our computational framework.

97 MATHEMATICS AND COMPUTING↗