Search NASA⌕ Search

SEARCH · Search NASA

Results for “stochastic processes”

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 343 records · Page 19

Stationary conditions for stochastic differential equations

This is a preliminary study of possible necessary and sufficient conditions to insure stationarity in the solution process for a stochastic differential equation. It indirectly sheds some light on ergodicity properties and shows that the spectral density is generally inadequate as a statistical measure of the solution. Further work is proceeding on a more general theory which gives necessary and sufficient conditions in a form useful for applications.

Adomian, G.↗

Application of Ensemble Detection and Analysis to Modeling Uncertainty in Non Stationary Process

Characterization of non stationary and nonlinear processes is a challenge in many engineering and scientific disciplines. Climate change modeling and projection, retrieving information from Doppler measurements of hydrometeors, and modeling calibration architectures and algorithms in microwave radiometers are example applications that can benefit from improvements in the modeling and analysis of non stationary processes. Analyses of measured signals have traditionally been limited to a single measurement series. Ensemble Detection is a technique whereby mixing calibrated noise produces an ensemble measurement set. The collection of ensemble data sets enables new methods for analyzing random signals and offers powerful new approaches to studying and analyzing non stationary processes. Derived information contained in the dynamic stochastic moments of a process will enable many novel applications.

Racette, Paul↗

Two stochastic models useful in petroleum exploration

A model of the petroleum exploration process that tests empirically the hypothesis that at an early stage in the exploration of a basin, the process behaves like sampling without replacement is proposed along with a model of the spatial distribution of petroleum reserviors that conforms to observed facts. In developing the model of discovery, the following topics are discussed: probabilitistic proportionality, likelihood function, and maximum likelihood estimation. In addition, the spatial model is described, which is defined as a stochastic process generating values of a sequence or random variables in a way that simulates the frequency distribution of areal extent, the geographic location, and shape of oil deposits

Kaufman, G. M.↗

Energy-momentum-conserving stochastic differential equations and algorithms for the nonlinear Landau-Fokker-Planck equation

Coulomb collision is a fundamental diffusion process in plasmas that can be described by the Landau-Fokker-Planck (LFP) equation or the stochastic differential equation (SDE). While energy and momentum are conserved exactly in the LFP equation, they are conserved only on average by the conventional corresponding SDEs, suggesting that the underlying stochastic process may not be well defined by such SDEs. Here, in this study, we derive new SDEs with exact energy-momentum conservation for the Coulomb collision by factorizing the collective effect of field particles into individual particles and enforcing Newton's third law. These SDEs, when interpreted in the Stratonovich sense, have a particularly simple form that represents pure diffusion between particles without drag. To demonstrate that the new SDEs correspond to the LFP equation, we develop numerical algorithms that converge to the SDEs and preserve discrete conservation laws. Simulation results are presented in a benchmark of various relaxation processes.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Computing Nonequilibrium Responses with Score-Shifted Stochastic Differential Equations

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic dynamics. For nonequilibrium systems, perturbations cannot be interpreted simply by monitoring fluctuations in a conjugate observable and general response results rely on path ensemble averaging. Furthermore, these techniques do not apply to perturbations that affect the diffusion tensor in a stochastic system. Here, we introduce an “effective” physical process that represents the diffusion perturbed dynamics and enables accurate calculations of responses to a change in the diffusion. Interestingly, the effective dynamics contain an additional drift involving the instantaneous “score” of the system, and we leverage score matching algorithms to carry out nonequilibrium response calculations on systems for which the exact stationary distribution is unknown.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Gamma-ray emission and electron acceleration in solar flares

Recent observations have extended the spectra of the impulsive phase of flares to the GeV range. Such high-energy photons can be produced either by electron bremsstrahlung or by decay of pions produced by accelerated protons. In this paper we investigate the effects of processes which become important at high energies. We examine the effects of synchrotron losses during the transport of electrons as they travel from the acceleration region in the corona to the gamma-ray emission sites deep in the chromosphere and photosphere, and the effects of scattering and absorption of gamma rays on their way from the photosphere to space instruments. These results are compared with the spectra from so-called electron-dominated flares, observed by GRS on the Solar Maximum Mission, which show negligible or no detectable contribution from accelerated protons. The spectra of these flares show a distinct steepening at energies below 100 keV and a rapid falloff at energies above 50 MeV. Following our earlier results based on lower energy gamma-ray flare emission we have modeled these spectra. We show that neither the radiative transfer effects, which are expected to become important at higher energies, nor the transport effects (Coulomb collisions, synchrotron losses, or magnetic field convergence) can explain such sharp spectral deviations from a simple power law. These spectral deviations from a power law are therefore attributed to the acceleration process. In a stochastic acceleration model the low-energy steepening can be attributed to Coulomb collision and the rapid high-energy steepening can result from synchrotron losses during the acceleration process.

Petrosian, Vahe↗

Solid State Quantum Refrigeration Superconducting, Absorption and Measurement Based (Final Technical Report)

During this DOE grant, DE-SC0017890, in place for the past six years, all proposed research was carried out and published in peer-reviewed papers, as well as other projects that emerged during the research. In that effort the research team accomplished all proposed research, as well as many closely related research projects discovered and conceived of during the grant. These works included “Efficient Quantum Measurement Engines”, a work published in Physical Review Letters, giving a theory of quantum measurement-based engines, which uses quantum measurement as a resource. These engines are designed to efficiently convert energy from the stochastic quantum measurement process into useful work. Further publications include “Experimental Realization of a Quantum Dot Energy Harvester”, a joint theory and experimental work in collaboration with the group of Charles Smith in Cambridge, UK, as well as long time theoretical collaborators, Rafael Sánchez and Björn Sothmann. This work, featured as an Editor’s Suggestion in Physical Review Letters, realized an earlier theoretical proposal of ours, whereby two resonant tunneling quantum dots are connected to a central electronic cavity that is heated by a hot energy source. We also published “Superconducting Quantum Refrigerator: Breaking and Rejoining Cooper Pairs with Magnetic Field Cycles” a work done in collaboration with experimentalist Francesco Giazotto from ENS Pisa, Italy, which also resulted in a patent. This paper, published in Phys. Rev. Applied, advanced the concept of a cyclic fridge based on the normal/superconducting phase transition together with layered materials separated by tunnel junctions. We also completed the proposed research on a heat transistor, publishing “Thermal transistor and thermometer based on Coulomb-coupled conductors”, carried out as a collaboration between my group and theorists Splettstoesser (Lund U., Sweden), Sothmann (U. Duisburg-Essen, Germany), and Sánchez (U. Autónoma de Madrid, Spain). We carried out an analysis of a quantum coupled to a quantum point contact as a sensitive thermometer and heat transistor. We found the optimal statistical estimator for the temperature and compared it with experiments on the same type of devices. We also investigated autonomous quantum absorption refrigerators using quantum dots to cool by using a very hot thermal reservoir to drive heat between two other reservoirs. In the article “Quantifying the quantum heat contribution from a driven superconducting circuit”, we demonstrated that for a driven superconducting circuit, we showed heat flow provided by a hot source to the qubit can be switched on and off by varying external parameters, the frequency and the intensity of the driving. In the work “Stochastic thermodynamic cycles of a mesoscopic thermoelectric engine”, we reconsidered the autonomous thermoelectric heat engine in terms of underlying cycles. Rather than periodic behavior, the cycles were stochastic in nature. Nevertheless, by undertaking a graph theoretical analysis of the elementary transport processed, great quantitative and qualitative insight could be found. We also considered the quantum measurement process and showed that a quantum version of Maxwell’s demon could be related to the work extraction of a quantum system, closely related to arrow-of-time measures for quantum measurement, as described in our article “Thermodynamics of quantum measurement and Maxwell's demon's arrow of time”. This work was selected in Phys. Rev. A as an Editor’s Suggestion. A recent preprint titled “Cyclic Superconducting Quantum Refrigerators Using Guided Fluxon Propagation” accomplished an important piece of this grant: to propose a new kind of quantum refrigerator using the dynamics of fluxons in a type II superconductor. This invention envisioned a race-track type geometry where fluxons are confined. By applying a gradient of magnetic field together with electric current in a Corbino geometry, the circulating fluxons can actively cool a cold reservoir, realizing a new type of cyclic superconducting refrigerator. We also investigated the possibility of thermal control from different points of view. The application of quantum measurement to the system gives a new kind of control on the system of interest – we have pioneered this approach and shown that measurement can boost the thermal power of quantum engines as described in “Continuous measurement boosted adiabatic quantum thermal machines”. The ability to have heat flows on demand is an outstanding challenge, and we have provided new solutions to this problem in Thermal control across a chain of electronic nanocavities” for a chain of electron cavities using gating voltage control. The control methods using qubit/qubit coupling to create absorption fridges at their most fundamental level have also been developed.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

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.↗

Growth Control and Disease Mechanisms in Computational Embryogeny

This paper presents novel approach to applying growth control and diseases mechanisms in computational embryogeny. Our method, which mimics fundamental processes from biology, enables individuals to reach maturity in a controlled process through a stochastic environment. Three different mechanisms were implemented; disease mechanisms, gene suppression, and thermodynamic balancing. This approach was integrated as part of a structural evolutionary model. The model evolved continuum 3-D structures which support an external load. By using these mechanisms we were able to evolve individuals that reached a fixed size limit through the growth process. The growth process was an integral part of the complete development process. The size of the individuals was determined purely by the evolutionary process where different individuals matured to different sizes. Individuals which evolved with these characteristics have been found to be very robust for supporting a wide range of external loads.

Genetic algorithm↗

Markov Modeling of Component Fault Growth over a Derived Domain of Feasible Output Control Effort Modifications

This paper introduces a novel Markov process formulation of stochastic fault growth modeling, in order to facilitate the development and analysis of prognostics-based control adaptation. A metric representing the relative deviation between the nominal output of a system and the net output that is actually enacted by an implemented prognostics-based control routine, will be used to define the action space of the formulated Markov process. The state space of the Markov process will be defined in terms of an abstracted metric representing the relative health remaining in each of the system s components. The proposed formulation of component fault dynamics will conveniently relate feasible system output performance modifications to predictions of future component health deterioration.

Bole, Brian↗

Saturn's E, G, and F rings - Modulated by the plasma sheet?

Saturn's broad E ring, the narrow G ring, and the structured and apparently time-variable F ring(s) contain many micron and submicron-sized particles, which make up the 'visible' component. These rings (or ring systems) are in direct contact with magnetospheric plasma. Fluctuations in the plasma density and/or mean energy, due to magnetospheric and solar wind processes, may induce stochastic charge variations on the dust particles, which in turn lead to an orbit perturbation and spatial diffusion. In addition, Coulomb drag forces may be important, in particular for the E ring. The possibility that electromagnetic effects may play a role in determining the F ring structure and its possible time variations is critically examined. Sputtering of micron-sized dust particles in the E ring by magnetospheric ions yields lifetimes of 100 to 10,000 years. This effect as well as the plasma induced transport processes require an active source for the E ring, probably Enceladus.

Morfill, G. E.↗

Simulating Atmospheric Processes in Earth System Models and Quantifying Uncertainties With Deep Learning Multi‐Member and Stochastic Parameterizations

Abstract Deep learning is a powerful tool to represent subgrid processes in climate models, but many application cases have so far used idealized settings and deterministic approaches. Here, we develop stochastic parameterizations with calibrated uncertainty quantification to learn subgrid convective and turbulent processes and surface radiative fluxes of a superparameterization embedded in an Earth System Model (ESM). We explore three methods to construct stochastic parameterizations: (a) a single Deep Neural Network (DNN) with Monte Carlo Dropout; (b) a multi‐member parameterization; and (c) a Variational Encoder Decoder with latent space perturbation. We show that the multi‐member parameterization improves the representation of convective processes, especially in the planetary boundary layer, compared to individual DNNs. The respective uncertainty quantification illustrates that methods (b) and (c) are advantageous compared to a dropout‐based DNN parameterization regarding the spread of convective processes. Hybrid simulations with our best‐performing multi‐member parameterizations remained challenging and crash within the first days. Therefore, we develop a pragmatic partial coupling strategy relying on the superparameterization for condensate emulation. Partial coupling reduces the computational efficiency of hybrid Earth‐like simulations but enables model stability over 5 months with our multi‐member parameterizations. However, our hybrid simulations exhibit biases in thermodynamic fields and differences in precipitation patterns. Despite this, the multi‐member parameterizations enable improvements in reproducing tropical extreme precipitation compared to a traditional convection parameterization. Despite these challenges, our results indicate the potential of a new generation of multi‐member machine learning parameterizations leveraging uncertainty quantification to improve the representation of stochasticity of subgrid effects.

Behrens, Gunnar [Deutsches Zentrum für Luft‐ und R↗

Needle bacterial community structure across the species range of limber pine

Abstract Bacteria on and inside leaves can influence forest tree health and resilience. The distribution and limits of a tree species’ range can be influenced by various factors, with biological interactions among the most significant. We investigated the processes shaping the bacterial needle community across the species distribution of limber pine, a widespread Western conifer inhabiting a range of extreme habitats. We tested four hypotheses: (i) Needle community structure varies across sites, with site-specific factors more important to microbial assembly than host species selection; (ii) dispersal limitation structures foliar communities across the range of limber pine; (iii) the relative significance of dispersal and selection differs across sites in the tree species range; and (iv) needle age structures bacterial communities. We characterized needle communities from the needle surface and tissue of limber pine and co-occurring conifers across 16 sites in the limber pine distribution. Our findings confirmed that site characteristics shape the assembly of bacterial communities across the host species range and showed that these patterns are not driven by dispersal limitation. Furthermore, the strength of selection by the host varied by site, possibly due to differences in available microbes. Our study, by focusing on trees in their natural setting, reveals real needle bacterial dynamics in forests, which is key to understanding the balance between stochastic and deterministic processes in shaping forest tree-microbe interactions. Such understanding will be necessary to predict or manipulate these interactions to support forest ecosystem productivity or assist plant migration and adaptation in the face of global change.

59 BASIC BIOLOGICAL SCIENCES↗

The closure approximation in the hierarchy equations.

The expectation of the solution process in a stochastic operator equation can be obtained from averaged equations only under very special circumstances. Conditions for validity are given and the significance and validity of the approximation in widely used hierarchy methods and the ?self-consistent field' approximation in nonequilibrium statistical mechanics are clarified. The error at any level of the hierarchy can be given and can be avoided by the use of the iterative method.

Adomian, G.↗

Analytical techniques for the study of some parameters of multispectral scanner systems for remote sensing

The author has identified the following significant results. The concept of average mutual information in the received spectral random process about the spectral scene was developed. Techniques amenable to implementation on a digital computer were also developed to make the required average mutual information calculations. These techniques required identification of models for the spectral response process of scenes. Stochastic modeling techniques were adapted for use. These techniques were demonstrated on empirical data from wheat and vegetation scenes.

Wiswell, E. R.↗