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Results for “Stochastic phenomena”

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 37 records · Page 2
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Stochastic room temperature creep of 316 L stainless steel

The creep behavior of 316 L stainless steel at room temperature was evaluated as a function of time and applied stress using a new high-throughput approach. Several common creep models were evaluated against the observations, leading to deeper analysis of a stress-dependent modified logarithmic creep model. Within this model, multiple sources of uncertainty were compared. Aleatoric stochastic variation between samples under nominally identical conditions was identified as the primary contributor to uncertainty in creep response. Under any particular set of conditions, the sample-to-sample variability in creep strain was as high as a factor of two, highlighting the engineering importance of characterizing large statistical datasets. The model's extrapolation capabilities were assessed by comparing predictions derived from calibration on partial, shorter-duration subsets of the data. In conclusion, these findings underscore the importance of accounting for stochastic effects in predictive modeling of aging phenomena.

High-throughput↗
DOE OSTI2020

Modeling Time-Dependent Surrogates of Additive-Manufactured Nuclear Fuels Processes

Additive manufacturing (AM) technology is being increasingly adopted in a wide variety of application areas for its ability to rapidly produce, prototype, and customize designs. Recently, a hybrid AM technique was successfully developed at Idaho National Laboratory (INL) to manufacture nuclear fuels [1]. Despite the advantages, this AM technique needs optimization due to defects from a highly complex melting and sintering process. The complex metallurgical phenomena during AM processes are strongly related to parameters such as applied laser power, traveling speed, and scan style, which could lead to differences in density, residual stress, crystallographic texture, and mechanical properties. In addition, stochastic variations in laser energy interaction and associated multiscale/multiphysics phenomena cause variations in microstructure evolution and mechanical properties. Currently, researchers at INL are focusing on developing a comprehensive modeling framework, leveraging INL’s simulation tools MOOSE/MARMOT/BISON/RAVEN [2-4] to describe all steps of this AM process across multiple length scales. Although this advanced framework plays a critical role in enabling enhancements to traditional trial and error approaches for design and optimization of nuclear fuel materials, it remains computationally intense, limiting its use in sensitivity and optimization analysis. In this case, an accurate and inexpensive surrogate becomes an effective tool for providing a tractable approximation of the underlying underline physics. Surrogate models generally not based on the physics of a system are purely mathematical models used to capture the relationships between specific system inputs and outputs. Popular approaches, including neural networks [5], response surfaces [6], and subspace-based reduced order models [7], have been applied to a wide range of disciplines, such as nuclear reactor design, aerospace design and automotive design. In this summary, we employ advanced time-dependent surrogate models such as high-dimensional model representation (HDMR) [8] and physics-informed deep neural network (PINNs) [9] to accelerate the design and optimization of AM process.

42 ENGINEERING↗
DOE OSTI2021

The mesoscale order of nacreous pearls

A pearl’s distinguished beauty and toughness are attributable to the periodic stacking of aragonite tablets known as nacre. Nacre has naturally occurring mesoscale periodicity that remarkably arises in the absence of discrete translational symmetry. Gleaning the inspiring biomineral design of a pearl requires quantifying its structural coherence and understanding the stochastic processes that influence formation. By characterizing the entire structure of pearls (~3 mm) in a cross-section at high resolution, we show that nacre has medium-range mesoscale periodicity. Self-correcting growth mechanisms actively remedy disorder and topological defects of the tablets and act as a countervailing process to long-range disorder. Nacre has a correlation length of roughly 16 tablets (~5.5 µm) despite persistent fluctuations and topological defects. For longer distances (>25 tablets ~8.5 µm), the frequency spectrum of nacre tablets follows f –1.5 behavior, suggesting that growth is coupled to external stochastic processes—a universality found across disparate natural phenomena, which now includes pearls.

36 MATERIALS SCIENCE↗
DOE OSTI2022

Analyzing Stochastic Computer Models: A Review with Opportunities

In modern science, computer models are often used to understand complex phenomena and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer models-providing a catalogue of statistical methods for practitioners, an introductory view for statisticians (whether familiar with deterministic computer models or not), and an emphasis on open questions of relevance to practitioners and statisticians. Gaussian process surrogate models take center stage in this review, and these, along with several extensions needed for stochastic settings, are explained. The basic issues of designing a stochastic computer experiment and calibrating a stochastic computer model are prominent in the discussion. Instructive examples, with data and code, are used to describe the implementation of, and results from, various methods.

agent based model↗
DOE OSTI2019

Stochastic self-tuning hybrid algorithm for reaction-diffusion systems

Many biochemical phenomena involve reactants with vastly different concentrations, some of which are amenable to continuum-level descriptions, while the others are not. We present a hybrid self-tuning algorithm to model such systems. The method combines microscopic (Brownian) dynamics for diffusion with mesoscopic (Gillespie-type) methods for reactions and remains efficient in a wide range of regimes and scenarios with large variations of concentrations. Furthermore, its accuracy, robustness, and versatility are balanced by redefining propensities and optimizing the mesh size and time step. We use a bimolecular reaction to demonstrate the potential of our method in a broad spectrum of scenarios: from almost completely reaction-dominated systems to cases where reactions rarely occur or take place very slowly. The simulation results show that the number of particles present in the system does not degrade the performance of our method. This makes it an accurate and computationally efficient tool to model complex multireaction systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2025

Changing-look Active Galactic Nuclei from the Dark Energy Spectroscopic Instrument. II. Statistical Properties from the First Data Release

We present the identification of changing-look active galactic nuclei (CL-AGNs) from the Dark Energy Spectroscopic Instrument First Data Release and Sloan Digital Sky Survey Data Release 16 at z ≤ 0.9. To confirm the CL-AGNs, we utilize spectral flux calibration assessment via an [O III ]-based calibration, pseudophotometry examination, and visual inspection. This rigorous selection process allows us to compile a statistical catalog of 561 CL-AGNs, encompassing 527 Hβ, 149 Hα, and 129 Mg II CL behaviors. In this sample, we find (1) a 283:278 ratio of turn-on to turn-off CL-AGNs. (2) The median Eddington ratio for CL-AGNs in the dim state is approximately λ Edd ∼ 0.01. (3) A strong correlation between the change in the luminosity of the broad emission lines (BELs) and variation in the continuum luminosity, with Mg II and Hβ displaying similar responses during CL phases. (4) The Baldwin–Phillips–Terlevich diagram for CL-AGNs shows no statistical difference from the general AGN catalog. (5) Five CL-AGNs are associated with asymmetrical mid-infrared flares, possibly linked to tidal disruption events. Given the large CL-AGN sample and the stochastic sampling of spectra, we propose that some CL phenomena are inherently due to typical AGN variability during low accretion rates, particularly for CL phenomenon only occurring on one BEL. Finally, we introduce a monotonically dimming CL phase for objects characterized by a gradual decline over decades in the light curve and the complete disappearance of entire BELs in faint spectra, indicative of a real transition in the accretion disk.

accretion↗
DOE OSTI2025

Changing-look Active Galactic Nuclei from the Dark Energy Spectroscopic Instrument. II. Statistical Properties from the First Data Release

We present the identification of changing-look active galactic nuclei (CL-AGNs) from the Dark Energy Spectroscopic Instrument First Data Release and Sloan Digital Sky Survey Data Release 16 at z≤ 0.9. To confirm the CL-AGNs, we utilize spectral flux calibration assessment via an [O iii]-based calibration, pseudophotometry examination, and visual inspection. This rigorous selection process allows us to compile a statistical catalog of 561 CL-AGNs, encompassing 527 Hβ, 149 Hα, and 129 Mg ii CL behaviors. In this sample, we find (1) a 283:278 ratio of turn-on to turn-off CL-AGNs. (2) The median Eddington ratio for CL-AGNs in the dim state is approximately λ$_{Edd}$ ∼ 0.01. (3) A strong correlation between the change in the luminosity of the broad emission lines (BELs) and variation in the continuum luminosity, with Mg ii and Hβ displaying similar responses during CL phases. (4) The Baldwin–Phillips–Terlevich diagram for CL-AGNs shows no statistical difference from the general AGN catalog. (5) Five CL-AGNs are associated with asymmetrical mid-infrared flares, possibly linked to tidal disruption events. Given the large CL-AGN sample and the stochastic sampling of spectra, we propose that some CL phenomena are inherently due to typical AGN variability during low accretion rates, particularly for CL phenomenon only occurring on one BEL. Finally, we introduce a monotonically dimming CL phase for objects characterized by a gradual decline over decades in the light curve and the complete disappearance of entire BELs in faint spectra, indicative of a real transition in the accretion disk.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2024

A meshless stochastic method for Poisson–Nernst–Planck equations

A plethora of biological, physical, and chemical phenomena involve transport of charged particles (ions). Its continuum-scale description relies on the Poisson–Nernst–Planck (PNP) system, which encapsulates the conservation of mass and charge. The numerical solution of these coupled partial differential equations is challenging and suffers from both the curse of dimensionality and difficulty in efficiently parallelizing. We present a novel particle-based framework to solve the full PNP system by simulating a drift–diffusion process with time- and space-varying drift. We leverage Green’s functions, kernel-independent fast multipole methods, and kernel density estimation to solve the PNP system in a meshless manner, capable of handling discontinuous initial states. The method is embarrassingly parallel, and the computational cost scales linearly with the number of particles and dimension. We use a series of numerical experiments to demonstrate both the method’s convergence with respect to the number of particles and computational cost vis-à-vis a traditional partial differential equation solver.

Chemistry↗
DOE OSTI2021

Potential vorticity transport in weakly and strongly magnetized plasmas

Tangled magnetic fields, often coexisting with an ordered mean field, have a major impact on turbulence and momentum transport in many plasmas, including those found in the solar tachocline and magnetic confinement devices. We present a novel mean field theory of potential vorticity mixing in β-plane magnetohydrodynamic (MHD) and drift wave turbulence. Our results show that mean square stochastic fields strongly reduce Reynolds stress coherence. This decoherence of potential vorticity flux due to stochastic field scattering leads to suppression of momentum transport and zonal flow formation. A simple calculation suggests that the breaking of the shear-eddy tilting feedback loop by stochastic fields is the key underlying physics mechanism. Furthermore, a dimensionless parameter that quantifies the increment in power threshold is identified and used to assess the impact of stochastic field on the L-H transition. We discuss a model of stochastic fields as a resisto-elastic network.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2021

Multiplicative noise and the diffusion of conserved densities

Stochastic fluid dynamics governs the long time tails of hydrodynamic correlation functions, and the critical slowing down of relaxation phenomena in the vicinity of a critical point in the phase diagram. In this work we study the role of multiplicative noise in stochastic fluid dynamics. Multiplicative noise arises from the dependence of transport coefficients, such as the diffusion constants for charge and momentum, on fluctuating hydrodynamic variables. We study long time tails and relaxation in the diffusion of a conserved density (model B), and a conserved density coupled to the transverse momentum density (model H). Careful attention is paid to fluctuation-dissipation relations. We observe that multiplicative noise contributes at the same order as non-linear interactions in model B, but is a higher order correction to the relaxation of a scalar density and the tail of the stress tensor correlation function in model H.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2022

maestro

MÆSTRO stands for Multi-fidelity Adaptive Ensemble Stochastic Trust Region Optimization and it is a plug n play derivate fee stochastic optimization solver. The problem being considered in MÆSTRO involves fitting Monte Carlo simulations that describe complex phenomena to experiments. This is done by finding parameters of the resource intensive and noisy simulation that yield the least squares objective function value to the noisy experimental data. This problem is solved using a stochastic trust-region optimization algorithm where in each iteration, a local approximation of the simulation signal and of the simulation noise is constructed over data, which is obtained by running the simulation at strategically placed design points within the trust-region around the current iterate. Then the simulation components of the objective are replaced by their approximations and this analytical and closed-form optimization problem is solved to find the next iterate within the trust-region. Then the trust region is moved and the iterations continue until a satisfactory convergence criteria is met.

KRISHNAMOORTHY, MOHAN↗
DOE OSTI2024

Coupled Thermo-Hydro-Mechanical Processes in Fractured Rocks: Some Past Scientific Highlights and Future Research Directions

Abstract Coupled thermo-hydro-mechanical (THM) processes in fractured rocks have been a topic of intense scientific research for more than 30 years. The present paper takes a look into the past and highlights some scientific advances which are of an unusual “out-of-the-box” nature, and then looks forward and discusses possible directions of future research in this interesting field of study. Concerning future research directions, we see a trend from a focus on coupled THM processes in single fractures or a few interacting fractures, to the study of coupled THM behavior in complex fracture network systems where the fractures act collectively giving rise to local stress concentration points and points of large pressure gradients. Three examples of future research directions are presented. First is an effort towards identifying characterizing parameters of a fracture network that play a direct controlling role in major coupled THM phenomena (such as induced seismicity and flow channeling), rather than parameters of stochastic distributions of fractures in the network. The second example of research direction is accounting for the heterogeneity and hierarchy of fractures in a fault or fracture zone which has been associated with major THM events in a number of geo-energy projects. The third example is at the opposite end of the first; here it is recognized that in some cases, the coupled THM processes in fractured rocks may be controlled dominantly by only a few key bridges. Identification, characterization, and evaluation of these key bridges should be one of the important research directions in the coming days.

58 GEOSCIENCES↗
DOE OSTI2021

Stochastic thermodynamic cycles of a mesoscopic thermoelectric engine

Here, we analyze a steady-state thermoelectric engine, whose working substance consists of two capacitively coupled quantum dots. One dot is tunnel-coupled to a hot reservoir serving as a heat source, the other one to two electrically biased reservoirs at a colder temperature, such that work is extracted under the form of a steady-state current against the bias. In single realizations of the dynamics of this steady-state engine autonomous, four-stroke cycles can be identified. The cycles are purely stochastic, in contrast to mechanical autonomous engines which exhibit self-oscillations. In particular, these cycles fluctuate in direction and duration and occur in competition with other spurious cycles. Using a stochastic thermodynamic approach, we quantify the cycle fluctuations and relate them to the entropy produced during individual cycles. We identify the cycle mainly responsible for the engine performance and quantify its statistics with tools from graph theory. We show that such stochastic cycles are made possible because the work extraction mechanism is itself stochastic instead of the periodic time dependence in the working-substance Hamiltonian which can be found in conventional mechanical engines. Our investigation brings new perspectives about the connection between cyclic and steady-state engines.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2023

Theoretical Study of the Single Electron Optical Stochastic Cooling Experiment at the IOTA Facility (Final Technical Report)

The objectives of this proposal were to explore fundamental aspects of radiation from individual and small groups of electrons in the optical stochastic cooling experiment conducted at Fermi National Laboratory's IOTA facility. Professor Swapan Chattopadhyay collaborated directly with the IOTA team on their initial experimental endeavors. Concurrently, a team from Berkeley, including Prof. Wurtele, Dr. Charman, and Dr. Greggory Penn from LBNL, and Prof. Chattapadhyay, pursued a theoretical exploration to identify potential subsequent experiments for IOTA. A wide range of possible experiments were considered, but they do not allow for tests for new quantum mechanical phenomena at the precision level of the current IOTA apparatus. However, the experimentally observed optical stochastic cooling of a single electron in IOTA validated the relevance of the classical electromagnetic field nature of the continuous electron-radiation interaction (as opposed to discrete instantaneous photon emissions and associated 'classical particle trajectory jumps') responsible for cooling and pointed towards innovative methods of experimental techniques to measure 'turn-by-turn' field correlations. Such measurements have the promise of bridging the transition from classical fields building up to discrete quantum transitions and enhance proper theoretical understanding.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2025

Incorporating long-range dependence and fractal features in turbulence spectra

We introduce an advanced turbulence spectrum model developed from mathematical foundations from a covariance function class and empirically validated using extensive field data. This model captures the complex dynamics of long-range dependence, and fractal characteristics prevalent in riverine and atmospheric boundary layer (ABL) flows that are ignored by classical spectrum models, such as IEC (International Electrotechnical Commission) von Kármán and Kaimal model. The model delineates scaling behaviors across distinct frequency bands and offers substantial flexibility through five well-defined parameters each characterizing a distinct physical aspect of the velocity time series. A detailed procedure for obtaining each parameter from time series data is outlined. The comprehensive validations with field data from tidal currents and ABL flows substantiate the model’s fidelity in accurately replicating observed phenomena. This validation establishes the reliability of the proposed model and, when incorporated into stochastic full-field simulators such as TurbSim, demonstrates its potential to advance the predictive modeling and analysis of turbulent flows in environmental science and engineering contexts.

Cheng, Shyuan [Univ. of Illinois at Urbana-Champai↗
DOE OSTI2020

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↗
DOE OSTI2022

Instability and turbulent relaxation in a stochastic magnetic field

An analysis of instability dynamics in a stochastic magnetic field is presented for the tractable case of the resistive interchange. Externally prescribed static magnetic perturbations convert the eigenmode problem to a stochastic differential equation, which is solved by the method of averaging. The dynamics are rendered multi-scale, due to the size disparity between the test mode and magnetic perturbations. Maintaining quasi-neutrality at all orders requires that small-scale convective cell turbulence be driven by disparate scale interaction. Here, the cells in turn produce turbulent mixing of vorticity and pressure, which is calculated by fluctuation-dissipation type analyses, and are relevant to pump-out phenomena. The development of correlation between the ambient magnetic perturbations and the cells is demonstrated, showing that turbulence will 'lock on' to ambient stochasticity. Magnetic perturbations are shown to produce a magnetic braking effect on vorticity generation at large scale. Detailed testable predictions are presented. The relations of these findings to the results of available simulations and recent experiments are discussed.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗