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At least 343 records · Page 19

A common origin for globular clusters and ultra-faint dwarfs in simulations of the first galaxies

In this paper, the first in a series on galaxy formation before reionization, we focus on understanding what determines the size and morphology of stellar objects in the first low-mass galaxies, using parsec-scale cosmological simulations performed with an adaptive mesh hydrodynamics code. Although the dense gas in which stars are formed tends to have a disk structure, stars are found in spheroids with little rotation. Halos with masses between 10{sup 6} M{sub ⊙} and 5×10{sup 8} M{sub ⊙} form stars stochastically, with stellar masses in the range 10{sup 4} M{sub ⊙} to 2×10{sup 6} M{sub ⊙}. We observe, nearly independent of stellar mass, a large range of half-light radii for the stars, from a few parsecs to a few hundred parsecs and surface brightnesses and mass-to-light ratios ranging from those typical of globular clusters to ultra-faint dwarfs. In our simulations, stars form in dense stellar clusters with high gas-to-star conversion efficiencies and rather uniform metallicities. A fraction of these clusters remain bound after the gas is removed by feedback, but others are destroyed, and their stars, which typically have velocity dispersions of 20–40 km s{sup −1}, expand until they become bound by the dark matter halo. We thus speculate that the stars in ultra-faint dwarf galaxies may show kinematic and chemical signatures consistent with their origin in a few distinct stellar clusters. On the other hand, some globular clusters may form at the center of primordial dwarf galaxies and may contain dark matter, perhaps detectable in the outer parts.

79 ASTRONOMY AND ASTROPHYSICS↗

Mitigating the Impacts of Uncertain Geomagnetic Disturbances on Electric Grids: A Distributionally Robust Optimization Approach

Severe geomagnetic disturbances (GMDs) increase the magnitude of the electric field on the Earth’s surface (E-field) and drive geomagnetically-induced currents (GICs) along the transmission lines in electric grids. These additional currents can pose severe risks, such as current distortions, transformer saturation and increased reactive power losses, each of which can lead to system unreliability. Today several mitigation actions (e.g., changing grid topology) exist that can reduce the harmful GIC effects on the grids. Making such decisions can be challenging, however, because the magnitude and direction of the E-field are uncertain and non-stationary. In this paper, we model uncertain E-fields using the distributionally robust optimization (DRO) approach that determines optimal transmission grid operations such that the worst-case expectation of the system cost is minimized. We also capture the effect of GICs on the nonlinear AC power flow equations. For solution approaches, we develop an accelerated column-and-constraint generation (CCG) algorithm by exploiting a special structure of the support set of uncertain parameters representing the E-field. Extensive numerical experiments based on “epri-21” and “uiuc-150” systems, designed for GMD studies, demonstrate (i) the computational performance of the accelerated CCG algorithm, (ii) the superior performance of distributionally robust grid operations that satisfy nonlinear, nonconvex AC power flow equations and GIC constraints, in comparison with standard stochastic programming-based methods during the out-of-sample testing.

42 ENGINEERING↗

An improved stochastic weighted particle method for boundary driven flows

Here, the stochastic weighted particle method (SWPM) is a generalization of the Direct Simulation Monte Carlo (DSMC) method where particle weights are variable and dynamic. SWPM is backed by a strong theoretical foundation but has not been critically evaluated for problems of practical interest. A thorough assessment of SWPM for boundary-driven flows reveals significant numerical artifacts near the boundary, notably a diverging heat flux. To correct the boundary heat flux, two modifications to SWPM are proposed: separated grouping and a spatially-dependent weight transfer function. To gauge the relative efficiency of SWPM in comparison to DSMC, a high-Mach-number wheel flow which forms a strong density gradient is also simulated.

97 MATHEMATICS AND COMPUTING↗

The theory of stochastic cosmological lensing

On the scale of the light beams subtended by small sources, e.g. supernovae, matter cannot be accurately described as a fluid, which questions the applicability of standard cosmic lensing to those cases. In this article, we propose a new formalism to deal with small-scale lensing as a diffusion process: the Sachs and Jacobi equations governing the propagation of narrow light beams are treated as Langevin equations. We derive the associated Fokker-Planck-Kolmogorov equations, and use them to deduce general analytical results on the mean and dispersion of the angular distance. This formalism is applied to random Einstein-Straus Swiss-cheese models, allowing us to: (1) show an explicit example of the involved calculations; (2) check the validity of the method against both ray-tracing simulations and direct numerical integration of the Langevin equation. As a byproduct, we obtain a post-Kantowski-Dyer-Roeder approximation, accounting for the effect of tidal distortions on the angular distance, in excellent agreement with numerical results. Besides, the dispersion of the angular distance is correctly reproduced in some regimes.

79 ASTRONOMY AND ASTROPHYSICS↗

Adaptive experimental design for multi-fidelity surrogate modeling of multi-disciplinary systems

We present an adaptive algorithm for constructing surrogate models of multi-disciplinary systems composed of a set of coupled components. With this goal we introduce “coupling” variables with a priori unknown distributions that allow surrogates of each component to be built independently. Once built, the surrogates of the components are combined to form an integrated-surrogate that can be used to predict system-level quantities of interest at a fraction of the cost of the original model. The error in the integrated-surrogate is greedily minimized using an experimental design procedure that allocates the amount of training data, used to construct each component-surrogate, based on the contribution of those surrogates to the error of the integrated-surrogate. Here, the multi-fidelity procedure presented is a generalization of multi-index stochastic collocation that can leverage ensembles of models of varying cost and accuracy, for one or more components, to reduce the computational cost of constructing the integrated-surrogate. Extensive numerical results demonstrate that, for a fixed computational budget, our algorithm is able to produce surrogates that are orders of magnitude more accurate than methods that treat the integrated system as a black-box.

42 ENGINEERING↗

Π4U: A high performance computing framework for Bayesian uncertainty quantification of complex models

We present Π4U,{sup 1} an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic Models for an Optimal Blending of Biomass under Cost, Quality and Uncertainty Considerations

Blending biomass materials of different physical or chemical properties provides an opportunity to passively adjust the quality of the feedstock to meet the specifications of the conversion platform. We propose a model which identifies the right mix of biomass to optimize the performance of the Thermochemical conversion process at the minimum cost. This is a chance-constraint programming (CCP) model which takes into account the stochastic nature of biomass availability and quality. The proposed CCP model takes as inputs the physical and chemical properties, and biomass availability. We use the sample average approximation (SAA) method to solve the problem. We develop a case study for South Carolina by using data provided by the Billion Ton Study. We conduct extensive numerical analysis to evaluate the quality of the solutions obtained.

09 BIOMASS FUELS↗

Lattice Monte Carlo simulation of Galilei variant anomalous diffusion

The observation of an increasing number of anomalous diffusion phenomena motivates the study to reveal the actual reason for such stochastic processes. When it is difficult to get analytical solutions or necessary to track the trajectory of particles, lattice Monte Carlo (LMC) simulation has been shown to be particularly useful. To develop such an LMC simulation algorithm for the Galilei variant anomalous diffusion, we derive explicit solutions for the conditional and unconditional first passage time (FPT) distributions with double absorbing barriers. According to the theory of random walks on lattices and the FPT distributions, we propose an LMC simulation algorithm and prove that such LMC simulation can reproduce both the mean and the mean square displacement exactly in the long-time limit. However, the error introduced in the second moment of the displacement diverges according to a power law as the simulation time progresses. We give an explicit criterion for choosing a small enough lattice step to limit the error within the specified tolerance. We further validate the LMC simulation algorithm and confirm the theoretical error analysis through numerical simulations. The numerical results agree with our theoretical predictions very well.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Optimal control of coupled quantum systems based on the first-order Magnus expansion: Application to multiple dipole-dipole-coupled molecular rotors

This paper presents a method for performing approximate optimal control simulations for quantum systems with multiple coupled degrees of freedom. In this work, the time evolution is simulated using the first-order Magnus expansion in the interaction picture, where the couplings between different degrees of freedom are treated as the perturbation. A numerical implementation procedure is presented that leverages upon pairwise couplings and the separability of the zeroth-order time evolution operator to achieve a reduced computational cost, which is analyzed with respect to the number of degrees of freedom. The formulation is compatible with gradient-free methods to optimize the control field, and a stochastic hill climbing algorithm is adopted for this purpose. As illustrations, optimal control simulations are performed for systems of two and three dipole-dipole-coupled molecular rotors under the influence of a control field. For the two-rotor system, the field is optimized to achieve either orientation or entanglement objectives. For the three-rotor system, the field is optimized either to orient all three rotors in the same direction or to orient one rotor in a particular direction while the other two rotors point in the opposite direction.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Competition between roughness and strength for scale-dependent surfaces

Rocks famously have scale-dependent strength, yet the actual dependence is notoriously hard to measure or incorporate into any theoretical framework. Natural rough surfaces present an opportunity to solve the problem. Surfaces sliding in shear evolve as protrusions collide. These asperities can deform or break, thus creating a new surface shape. In particular, natural surfaces have roughness at all scales as well as scale-dependent strength. Based on a scaling analysis, we have previously suggested that the scale-dependent aspect ratio of steady-state surfaces should be proportional to the scale-dependent shear strain at yield. If true, scale-dependent strength could easily be inferred from natural surfaces. Thus, moving beyond the scaling argument to a rigorous treatment of scale-dependent strength for multiscale rough surfaces in shear is important. However, analytic frameworks for analyzing multiscale problems are challenging, as conventional continuum mechanics typically involves a single value for a material property across scales. Here, in this work, we build on the formalism of Persson (2001) that presents a method to compute contact area for rough surfaces with a prescribed topographic spectrum using a stochastic differential equation. The Persson formalism allows for plastic yield under normal loading of otherwise elastic materials and leaves open the possibility of scale-dependent yield stress. In this study, we pursue this route to develop a theory and numerical results for the yielding of a rough, elastoplastic surface with scale-dependent yield stress. Here, we examine surfaces for which the power spectrum of the topography 𝐶 and yield stress 𝑌 follow power laws as a function of scale 𝜆, such that 𝐶∼𝜆 −𝑚 and 𝑌∼𝜆 −𝑛 , respectively. In this formal treatment of the problem, we focus on surfaces in contact and the resulting yield and do not impose shear. Numerical solutions show that the deviation from the elastic scaling solution is bounded as expected by the prior 1D heuristic scaling argument that anticipates the Hurst exponent as 1−𝑛. We also show that the plasticity is expected to erode the contacts if 𝑚 is lower than 𝑛−3, which corresponds to a Hurst exponent lower than 1−𝑛/2. This result is rigorously sound for 2D, i.e., realistic surfaces, and quantitatively different than the prior scaling argument. The theory now permits a correspondingly quantitative approach to interpreting natural surfaces.

elasticity↗

A Hybrid Method for Tensor Decompositions that Leverages Stochastic and Deterministic Optimization

In this paper, we propose a hybrid method that uses stochastic and deterministic search to compute the maximum likelihood estimator of a low-rank count tensor with Poisson loss via state-of-theart local methods. Our approach is inspired by Simulated Annealing for global optimization and allows for fine-grain parameter tuning as well as adaptive updates to algorithm parameters. We present numerical results that indicate our hybrid approach can compute better approximations to the maximum likelihood estimator with less computation than the state-of-the-art methods by themselves.

97 MATHEMATICS AND COMPUTING↗

Global stochastic optimization of stellarator coil configurations

In the construction of a stellarator, the manufacturing and assembling of the coil system is a dominant cost. These coils need to satisfy strict engineering tolerances, and if those are not met the project could be cancelled as in the case of the National Compact Stellarator Experiment (NCSX) project. Therefore, our goal is to find coil configurations that increase construction tolerances without compromising the performance of the magnetic field. In this paper, we develop a gradient-based stochastic optimization model which seeks robust stellarator coil configurations in high dimensions. In particular, we design a two-step method: first, we perform an approximate global search by a sample efficient trust-region Bayesian optimization; second, we refine the minima found in step one with a stochastic local optimizer. To this end, we introduce two stochastic local optimizers: BFGS applied to the sample average approximation; and Adam, equipped with a control variate for variance reduction. Numerical simulations performed on a W7-X-like coil configuration demonstrate that our global optimization approach finds a variety of promising local solutions at less than 0.1% of the cost of previous work, which considered solely local stochastic optimization.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Aging phenomena in the two-dimensional complex Ginzburg-Landau equation

The complex Ginzburg-Landau equation with additive noise is a stochastic partial differential equation that describes a remarkably wide range of physical systems which include coupled non-linear oscillators subject to external noise near a Hopf bifurcation instability and spontaneous structure formation in non-equilibrium systems, e.g., in cyclically competing populations or oscillatory chemical reactions. Here, we employ a finite-difference method to numerically solve the noisy complex Ginzburg-Landau equation on a two-dimensional domain with the goal to investigate its non-equilibrium dynamics when the system is quenched into the “defocusing spiral quadrant”. We observe slow coarsening dynamics as oppositely charged topological defects annihilate each other, and characterize the ensuing aging scaling behavior. We conclude that the physical aging features in this system are governed by non-universal aging scaling exponents. We also investigate systems with control parameters residing in the “focusing quadrant”, and identify slow aging kinetics in that regime as well. Finally, we provide heuristic criteria for the existence of slow coarsening dynamics and physical aging behavior in the complex Ginzburg-Landau equation.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Constant pressure and temperature discrete-time Langevin molecular dynamics

We present a new and improved method for simultaneous control of temperature and pressure in molecular dynamics simulations with periodic boundary conditions. The thermostat-barostat equations are built on our previously developed stochastic thermostat, which has been shown to provide correct statistical configurational sampling for any time step that yields stable trajectories. Here, we extend the method and develop a set of discrete-time equations of motion for both particle dynamics and system volume in order to seek pressure control that is insensitive to the choice of the numerical time step. The resulting method is simple, practical, and efficient. The method is demonstrated through direct numerical simulations of two characteristic model systems—a one-dimensional particle chain for which exact statistical results can be obtained and used as benchmarks, and a three-dimensional system of Lennard-Jones interacting particles simulated in both solid and liquid phases. The results, which are compared against the method of Kolb and Dünweg [J. Chem. Phys. 111, 4453 (1999)], show that the new method behaves according to the objective, namely that acquired statistical averages and fluctuations of configurational measures are accurate and robust against the chosen time step applied to the simulation.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Hypothesis testing of scientific Monte Carlo calculations

The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and programming bugs. However, the testing paradigms developed for deterministic algorithms have proven to be ill suited for stochastic algorithms. In this paper we demonstrate explicitly how the technique of statistical hypothesis testing, which is in wide use in other fields of science, can be used to devise automatic and reliable tests for Monte Carlo methods, and we show that these tests are able to detect some of the common problems encountered in stochastic scientific simulations. We argue that hypothesis testing should become part of the standard testing toolkit for scientific simulations.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

A variance deconvolution estimator for efficient uncertainty quantification in Monte Carlo radiation transport applications

Monte Carlo simulations are at the heart of many high-fidelity simulations and analyses for radiation transport systems. As is the case with any complex computational model, it is important to propagate sources of input uncertainty and characterize how they affect model output. Unfortunately, uncertainty quantification (UQ) is made difficult by the stochastic variability that Monte Carlo transport solvers introduce. The standard method to avoid corrupting the UQ statistics with the transport solver noise is to increase the number of particle histories, resulting in very high computational costs. In this contribution, we propose and analyze a sampling estimator based on the law of total variance to compute UQ variance even in the presence of residual noise from Monte Carlo transport calculations. Here, we rigorously derive the statistical properties of the new variance estimator, compare its performance to that of the standard method, and demonstrate its use on neutral particle transport model problems involving both attenuation and scattering physics. We illustrate, both analytically and numerically, the estimator’s statistical performance as a function of available computational budget and the distribution of that budget between UQ samples and particle histories. We show analytically and corroborate numerically that the new estimator is unbiased, unlike the standard approach, and is more accurate and precise than the standard estimator for the same computational budget.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Problem-free time-dependent variational principle for open quantum systems

Methods of quantum nuclear wave-function dynamics have become very efficient in simulating large isolated systems using the time-dependent variational principle (TDVP). However, a straightforward extension of the TDVP to the density matrix framework gives rise to methods that do not conserve the energy in the isolated system limit and the total system population for open systems where only energy exchange with environment is allowed. These problems arise when the system density is in a mixed state and is simulated using an incomplete basis. Thus, the basis set incompleteness, which is inevitable in practical calculations, creates artificial channels for energy and population dissipation. To overcome this unphysical behavior, we have introduced a constrained Lagrangian formulation of TDVP applied to a non-stochastic open system Schrödinger equation [L. Joubert-Doriol, I. G. Ryabinkin, and A. F. Izmaylov, J. Chem. Phys. 141, 234112 (2014)]. While our formulation can be applied to any variational ansatz for the system density matrix, derivation of working equations and numerical assessment is done within the variational multiconfiguration Gaussian approach for a two-dimensional linear vibronic coupling model system interacting with a harmonic bath.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Application of fuzzy system theory in addressing the presence of uncertainties

In this paper, the combinations of fuzzy system theory with the finite element methods are present and discuss to deal with the uncertainties. The present of uncertainties is needed to avoid for prevent the failure of the material in engineering. There are three types of uncertainties, which are stochastic, epistemic and error uncertainties. In this paper, the epistemic uncertainties have been considered. For the epistemic uncertainty, it exists as a result of incomplete information and lack of knowledge or data. Fuzzy system theory is a non-probabilistic method, and this method is most appropriate to interpret the uncertainty compared to statistical approach when the deal with the lack of data. Fuzzy system theory contains a number of processes started from converting the crisp input to fuzzy input through fuzzification process and followed by the main process known as mapping process. The term mapping here means that the logical relationship between two or more entities. In this study, the fuzzy inputs are numerically integrated based on extension principle method. In the final stage, the defuzzification process is implemented. Defuzzification is an important process to allow the conversion of the fuzzy output to crisp outputs. Several illustrative examples are given and from the simulation, the result showed that propose the method produces more conservative results comparing with the conventional finite element method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗