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At least 361 records · Page 20

Theoretical and experimental study of the formation conditions of stepped leaders in negative flashes

Natural lightning flashes are stochastic and uncontrollable, and thus, it is difficult to observe the formation process of a downward negative stepped leader (NSL) directly and in detail. This situation has led to some dispute over the actual NSL formation mechanism, and thus has hindered improvements in the lightning shielding analysis model. In this paper, on the basis of controllable long air gap discharge experiments, the formation conditions required for NSLs in negative flashes have been studied. First, a series of simulation experiments on varying scales were designed and carried out. The NSL formation processes were observed, and several of the characteristic process parameters, including the scale, the propagation velocity, and the dark period, were obtained. By comparing the acquired formation processes and the characteristic parameters with those in natural lightning flashes, the similarity between the NSLs in the simulation experiments and those in natural flashes was proved. Then, based on the local thermodynamic equation and the space charge estimation method, the required NSL formation conditions were deduced, and the space background electric field (E{sub b}) was proposed as the primary parameter for NSL formation. Finally, the critical value of E{sub b} required for the formation of NSLs in natural flashes was determined to be approximately 75 kV/m by extrapolation of the results of the simulation experiments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Valuation of exotic options in the framework of Levy processes

In this paper we explore a straightforward procedure to price derivatives by using the Monte Carlo approach when the underlying process is a jump-diffusion. We have compared the Black-Scholes model with one of its extensions that is the Merton model. The latter model is better in capturing the market’s phenomena and is comparative to stochastic volatility models in terms of pricing accuracy. We have presented simulations of asset paths and pricing of barrier options for both Geometric Brownian motion and exponential Levy processes as it is the concrete case of the Merton model. A desired level of accuracy is obtained with simple computer operations in MATLAB for efficient computational time.

97 MATHEMATICS AND COMPUTING↗

Simulation of the Kolmogorov inertial subrange using an improved subgrid model

A subgrid model is developed and applied to a large-eddy simulation of the Kolmogorov inertial subrange. The subgrid model is based directly on a model of the Navier-Stokes equation. The improved subgrid model contains two terms: an eddy viscosity and a stochastic force. Use of the subgrid model in a forced large-eddy simulation results in an energy spectrum that exhibits a clear k exp -5/3 power-law subrange with an approximate value K(o) = 2.1 of the Kolmogorov constant.

Chasnov, Jeffrey R.↗

A probabilistic fatigue analysis of multiple site damage

The variability in initial crack size and fatigue crack growth is incorporated in a probabilistic model that is used to predict the fatigue lives for unstiffened aluminum alloy panels containing multiple site damage (MSD). The uncertainty of the damage in the MSD panel is represented by a distribution of fatigue crack lengths that are analytically derived from equivalent initial flaw sizes. The variability in fatigue crack growth rate is characterized by stochastic descriptions of crack growth parameters for a modified Paris crack growth law. A Monte-Carlo simulation explicitly describes the MSD panel by randomly selecting values from the stochastic variables and then grows the MSD cracks with a deterministic fatigue model until the panel fails. Different simulations investigate the influences of the fatigue variability on the distributions of remaining fatigue lives. Six cases that consider fixed and variable conditions of initial crack size and fatigue crack growth rate are examined. The crack size distribution exhibited a dominant effect on the remaining fatigue life distribution, and the variable crack growth rate exhibited a lesser effect on the distribution. In addition, the probabilistic model predicted that only a small percentage of the life remains after a lead crack develops in the MSD panel.

Rohrbaugh, S. M.↗

The Postshock Chemical Lifetimes of Outflow Tracers and a Possible New Mechanism to Produce Water Ice Mantles

We have used a coupled time-dependent chemical and dynamical model to investigate the lifetime of the chemical legacy in the wake of C-type shocks. We concentrate this study on the chemistry of H2O and O2, two molecules which are predicted to have abundances that are significantly affected in shock-heated gas. Two models are presented: (1) a three-stage model of preshock, shocked, and postshock gas; and (2) a Monte Carlo cloud simulation where we explore the effects of stochastic shock activity on molecular gas over a cloud lifetime. For both models we separately examine the pure gas-phase chemistry as well as the chemistry including the interactions of molecules with grain surfaces. In agreement with previous studies, we find that shock velocities in excess of 10 km/s are required to convert all of the oxygen not locked in CO into H2O before the gas has an opportunity to cool. For pure gas phase models the lifetime of the high water abundances, or "H2O legacy," in the postshock gas is approximately (4-7) x 10(exp 5) yr, independent of the gas density. A density dependence for the lifetime of H2O is found in gas-grain models as the water molecules deplete onto grains at the depletion timescale. Through the Monte Carlo cloud simulation we demonstrate that the time-average abundance of H2O, the weighted average of the amount of time gas spends in preshock, shock, and postshock stages, is a sensitive function of the frequency of shocks. Thus we predict that the abundance of H2O, and to a lesser extent O2, can be used to trace the history of shock activity in molecular gas. We use previous large-scale surveys of molecular outflows to constrain the frequency of 10 km/s shocks in regions with varying star formation properties and discuss the observations required to test these results. We discuss the postshock lifetimes for other possible outflow tracers (e.g., SiO and CH3OH) and show that the differences between the lifetimes for various tracers can produce potentially observable chemical variations between younger and older outflows. For gas-grain models we find that the abundance of water-ice on grain surfaces can be quite large and is comparable to that observed in molecular clouds. This offers a possible alternative method to create water mantles without resorting to grain surface chemistry: gas heating and chemical modification due to a C-type shock and subsequent depletion of the gas-phase species onto grain mantles.

Bergin, Edwin A.↗

Evaluating Safeguards Statistical Assumptions via Stochastic Simulation

Herein, the authors built and tested a stochastic simulation to estimate achieved detection probabilities (DPs) on a stratum basis, over a tailorable range of diverted amounts from 0 to 2 SQ, using typical IAEA inspection data: i.e., SQ in stratum, number of items, number of gross/partial/bias defect measurements conducted, and realistic relative standard deviation (RSD) values for typical IAEA verification measurements. For bulk strata, the model calculates achieved DP at 0.01 SQ diversion increments; for item strata, the model calculates DP using the smallest realistic diversion increment (e.g., a plate, pin, or coupon). After successfully benchmarking against IAEA deterministic models, the simulation was used to test the sensitivity of DP to certain standard assumptions and selected input parameters. First, the equal defect assumption was tested; the results suggest significant complexity in the effectiveness of partial defect measurements. Next, the authors explored the sensitivity of DP to the assumed RSD of attribute tests. Then, the authors compared non-normal models for instrument performance (e.g., logistic, step, or arbitrary functions) to the typical results from a normal distribution (characterized by RSD). This last comparison was supplemented with experimentally derived performance data for an HM-5. The HM-5 was used to make enrichment measurements on both LEU and HEU MTR fuel elements as plates were removed, and the results fit with logistic and step curves and applied in the simulation. These stochastic DP results were compared to DP estimates from a deterministic model assuming a normal curve and typical RSD, yielding insights that could improve effectiveness in the field. These early results illustrate the potential of stochastic models to better understand achieved DP and to improve safeguards effectiveness.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

Simulation of Precipitation Extremes Using a Stochastic Convective Parameterization in the NCAR CAM5 Under Different Resolutions

With the incorporation of the Plant-Craig stochastic deep convection scheme into the Zhang-McFarlane deterministic parameterization in the Community Atmospheric Model version 5 (CAM5), its impact on extreme precipitation at different resolutions (2°, 1°, and 0.5°) is investigated. CAM5 with the stochastic deep convection scheme (experiment (EXP)) simulates the precipitation extreme indices better than the standard version (control). At 2° and 1° resolutions, EXP increases high percentile (>99th) daily precipitation over the United States, Europe, and China, resulting in a better agreement with observations. However, at 0.5° resolution, due to enhanced grid-scale precipitation with increasing resolution, EXP overestimates extreme precipitation over southeastern U.S. and eastern Europe. The reduced biases in EXP at each resolution benefit from a broader probability distribution function of convective precipitation intensity simulated. Among EXP simulations at different resolutions, if the spatial averaging area over which input quantities used in convective closure are spatially averaged in the stochastic convection scheme is comparable, the modeled convective precipitation intensity decreases with increasing resolution, when gridded to the same resolution, while the total precipitation is not sensitive to model resolution, exhibiting some degree of scale-awareness. Sensitivity tests show that for the same resolution, increasing the size of spatial averaging area decreases convective precipitation but increases the grid-scale precipitation.

54 ENVIRONMENTAL SCIENCES↗

Filters for Improvement of Multiscale Data from Atomistic Simulations

Multiscale computational models strive to produce accurate and efficient numerical simulations of systems involving interactions across multiple spatial and temporal scales that typically differ by several orders of magnitude. Some such models utilize a hybrid continuum-atomistic approach combining continuum approximations with first-principles-based atomistic models to capture multiscale behavior. By following the heterogeneous multiscale method framework for developing multiscale computational models, unknown continuum scale data can be computed from an atomistic model. Concurrently coupling the two models requires performing numerous atomistic simulations which can dominate the computational cost of the method. Furthermore, when the resulting continuum data is noisy due to sampling error, stochasticity in the model, or randomness in the initial conditions, filtering can result in significant accuracy gains in the computed multiscale data without increasing the size or duration of the atomistic simulations. In this work, we demonstrate the effectiveness of spectral filtering for increasing the accuracy of noisy multiscale data obtained from atomistic simulations. Moreover, we present a robust and automatic method for closely approximating the optimum level of filtering in the case of additive white noise. By improving the accuracy of this filtered simulation data, it leads to a dramatic computational savings by allowing for shorter and smaller atomistic simulations to achieve the same desired multiscale simulation precision.

97 MATHEMATICS AND COMPUTING↗

Stochastic Approaches for Calculating and Aggregating Detection Probabilities for Nuclear Material Diversion

The authors built and tested a stochastic simulation to estimate achieved detection probabilities (DPs) on a stratum basis, over a tailorable range of diverted amounts from 0 to 2 significant quantities (SQ), using typical International Atomic Energy Agency (IAEA) inspection data: i.e., SQ in stratum, number of items, number of gross/partial/bias defect measurements conducted, and realistic relative standard deviation (RSD) values for typical IAEA verification measurements. For bulk strata, the model calculates achieved DP at 0.01 SQ diversion increments; for item strata, the model calculates DP using the smallest realistic diversion increment (e.g., a plate, pin, or coupon). After successfully benchmarking against IAEA deterministic models, the simulation was used to test the sensitivity of DP to certain standard assumptions and selected input parameters. First, the equal defect assumption was tested; the results suggest significant complexity in the effectiveness of partial defect measurements. Next, the authors explored the sensitivity of DP to the assumed RSD of attribute tests. Then, the authors compared non-normal models for instrument performance (e.g., logistic, step, or arbitrary functions) to the typical results from a normal distribution (characterized by RSD). This last comparison was supplemented with experimentally derived performance data for an HM-5 gamma spectrometer. The HM-5 was used to make enrichment measurements on both LEU and HEU MTR fuel elements as plates were removed, and the results fit with logistic and step curves and applied in the simulation. These stochastic DP results were compared to DP estimates from a deterministic model assuming a normal curve and typical RSD, yielding insights that could improve effectiveness in the field. These early results illustrate the potential of stochastic models to better understand achieved DP and to improve safeguards effectiveness.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

Hydrogeologic Modeling at the Sylvania Corning FUSRAP Site - 13419

A comparative groundwater hydrogeologic modeling analysis is presented herein to simulate potential contaminant migration pathways in a sole source aquifer in Nassau County, Long Island, New York. The source of contamination is related to historical operations at the Sylvania Corning Plant ('Site'), a 9.49- acre facility located at 70, 100 and 140 Cantiague Rock Road, Town of Oyster Bay in the westernmost portion of Hicksville, Long Island. The Site had historically been utilized as a nuclear materials manufacturing facility (e.g., cores, slug, and fuel elements) for reactors used in both research and electric power generation in early 1950's until late 1960's. The Site is contaminated with various volatile organic and inorganic compounds, as well as radionuclides. The major contaminants of concern at the Site are tetrachloroethene (PCE), trichloroethene (TCE), nickel, uranium, and thorium. These compounds are present in soil and groundwater underlying the Site and have migrated off-site. The Site is currently being investigated as part of the Formerly Utilized Sites Remedial Action Program (FUSRAP). The main objective of the current study is to simulate the complex hydrogeologic features in the region, such as numerous current and historic production well fields; large, localized recharge basins; and, multiple aquifers, and to assess potential contaminant migration pathways originating from the Site. For this purpose, the focus of attention was given to the underlying Magothy formation, which has been impacted by the contaminants of concern. This aquifer provides more than 90% of potable water supply in the region. Nassau and Suffolk Counties jointly developed a three-dimensional regional groundwater flow model to help understand the factors affecting groundwater flow regime in the region, to determine adequate water supply for public consumption, to investigate salt water intrusion in localized areas, to evaluate the impacts of regional pumping activity, and to better understand the contaminant transport and fate mechanisms through the underlying aquifers. This regional model, developed for the N.Y. State Department of Environmental Conservation (NYSDEC) by Camp Dresser and McKee (CDM), uses the finite element model DYNFLOW developed by CDM, Cambridge, Massachusetts. The coarseness of the regional model, however, could not adequately capture the hydrogeologic heterogeneity of the aquifer. Specifically, the regional model did not adequately capture the interbedded nature of the Magothy aquifer and, as such, simulated particles tended to track down-gradient from the Site in relatively straight lines while the movement of groundwater in such a heterogeneous aquifer is expected to proceed along a more tortuous path. This paper presents a qualitative comparison of site-specific groundwater flow modeling results with results obtained from the regional model. In order to assess the potential contaminant migration pathways, a particle tracking method was employed. Available site-specific and regional hydraulic conductivity data measured in-situ with respect to depth and location were incorporated into the T-PROG module in GMS model to define statistical variation to better represent the actual stratigraphy and layer heterogeneity. The groundwater flow characteristics in the Magothy aquifer were simulated with the stochastic hydraulic conductivity variation as opposed to constant values as employed in the regional model. Contaminant sources and their exact locations have been fully delineated at the Site during the Remedial Investigation (RI) phase of the project. Contaminant migration pathways originating from these source locations at the Site are qualitatively traced within the sole source aquifer utilizing particles introduced at source locations. Contaminant transport mechanism modeled in the current study is based on pure advection (i.e., plug flow) and mechanical dispersion while molecular diffusion effects are neglected due to relatively high groundwater velocities encountered in the aquifer. In addition, fate of contaminants is ignored hereby to simulate the worst-case scenario, which considers the contaminants of concern as tracer-like compounds for modeling purposes. The results of the modeling analysis are qualitatively compared with the County's regional model, and patterns of contaminant migration in the region are presented. (authors)

54 ENVIRONMENTAL SCIENCES↗

Suitability of Synthetic Driving Profiles from Traffic Micro-Simulation for Real-World Energy Analysis: Preprint

A shift towards increased levels of driving automation is generally expected to result in improved safety and traffic congestion outcomes. However, little empirical data exists to estimate the impact that automated driving could have on energy consumption and greenhouse gas emissions. In the absence of empirical data on differences between drive cycles from present day vehicles (primarily operated by humans) and future vehicles (partially or fully operated by computers) one approach is to model both situations over identical traffic conditions. Such an exercise requires traffic micro-simulation to not only accurately model vehicle operation under high levels of automation, but also (and potentially more challenging) vehicle operation under present day human drivers. This work seeks to quantify the ability of a commercial traffic micro-simulation program to accurately model real-world drive cycles in vehicles operated primarily by humans in terms of driving speed, acceleration, and simulated fuel economy. Synthetic profiles from models of freeway and arterial facilities near Atlanta, Georgia, are compared to empirical data collected from real-world drivers on the same facilities. Empirical and synthetic drive cycles are then simulated in a powertrain efficiency model to enable comparison on the basis of fuel economy. Synthetic profiles from traffic micro-simulation were found to exhibit low levels of transient behavior relative to the empirical data. Even with these differences, the synthetic and empirical data in this study agree well in terms of driving speed and simulated fuel economy. The differences in transient behavior between simulated and empirical data suggest that larger stochastic contributions in traffic micro-simulation (relative to those present in the traffic micro-simulation tool used in this study) are required to fully capture the arbitrary elements of human driving. Interestingly, the lack of stochastic contributions from models of human drivers in this study did not result in a significant discrepancy between fuel economy simulations based on synthetic and empirical data; a finding with implications on the potential energy efficiency gains of automated vehicle technology.

33 ADVANCED PROPULSION SYSTEMS↗

Mixing state evolution of agglomerating particles in an aerosol chamber: Comparison of measurements and particle-resolved simulations

This article introduces a validation study of the stochastic particle-resolved aerosol model PartMC with experimental data from an aerosol chamber experiment. For the experiment, a scanning mobility particle sizer and a single-particle soot photometer were used to monitor the aerosol mixing state evolution of two initially externally-mixed aerosol populations of ammonium sulfate and black carbon particles undergoing agglomeration. We applied an efficient optimization algorithm (ProSRS) to determine several unconstrained simulation parameters and were able to successfully reproduce number concentrations and size distributions of mixed particles that formed by agglomeration. The PartMC modeling method in conjunction with the optimization procedure provides a tool for detailed comparisons of chamber experiments and modeling, where aerosol mixing state is the focus of investigation.

54 ENVIRONMENTAL SCIENCES↗

Reliability Analysis of Power Grids Considering Component Failures of Variable Energy Resources

This paper proposes an improved model for the reliability assessment of power systems considering component failures of variable energy resources (VER). The inherent intermittency of VER such as solar photovoltaic (PV) and wind farms, along with their susceptibility to component failures, present significant challenges to reliable system operation. These issues, combined with power grid operation and network constraints, complicate the reliable operation of VER-integrated power systems. Here, to address these concerns, this paper introduces a reliability assessment framework that considers VER input variability, its impact on component availability, and their resulting impact on overall system reliability. Stochastic models based on discrete Markov processes are developed to incorporate variable irradiance, wind speeds, and their effects on PV and wind component failure rates. A next-event and state transition-based approach is then developed to integrate the stochastic models into a mixed-timing sequential Monte Carlo simulation framework for composite reliability assessment. Case studies on the RTS-GMLC system demonstrate the effectiveness of the proposed model in evaluating the reliability of VER-integrated systems.

Pandit, Dilip [Sandia National Laboratories (SNL-N↗

Strengthening and Improving Yield Asymmetry of Magnesium Alloys by Second Phase Particle Refinement Under the Guidance of Integrated Computational Materials Engineering

Improving yield strength and asymmetry is critical to expand applications of magnesium alloys in industry for higher fuel efficiency and lower CO 2 production. Grain refinement is an efficient method for strengthening low symmetry magnesium alloys, achievable by precipitate refinement. This study provides guidance on how precipitate engineering will improve mechanical properties through grain refinement. Precipitate refinement for improving yield strengths and asymmetry is simulated quantitatively by coupling a stochastic second phase grain refinement model and a modified polycrystalline crystal viscoplasticity φ-model. Using the stochastic second phase grain refinement model, grain size is quantitatively determined from the precipitate size and volume fraction. Yield strengths, yield asymmetry, and deformation behavior are calculated from the modified φ-model. If the precipitate shape and size remain constant, grain size decreases with increasing precipitate volume fraction. If the precipitate volume fraction is kept constant, grain size decreases with decreasing precipitate size during precipitate refinement. Yield strengths increase and asymmetry approves to one with decreasing grain size, contributed by increasing precipitate volume fraction or decreasing precipitate size.

36 MATERIALS SCIENCE↗

Petri Nets for Adversarial Models using Monte Carlo Simulation

We describe an object-oriented framework and user interface for developing models of adversarial scenarios, implemented as stochastic Petri nets. The framework is implemented using the statistical computing language R, and provides facilities for eliciting models from subject matter experts, displaying models graphically, simulating scenario execution, and presenting scenario outcomes and statistics.

97 MATHEMATICS AND COMPUTING↗

The Elastic Response of the Earth to Interannual Variations in Antarctic Precipitation

Measurements of elastic displacements of the bedrock surrounding large ice sheets have been proposed as a means to detect mass changes in these ice sheets. However, accumulation of glacial mass on the ice sheets is a noisy process, subject to large spatial and temporal variations in precipitation. We simulated the response of the Antarctic continent to a stochastic model of interannual precipitation variations and found that interannual variations in the elastic response of the earth are large when compared to the long-term mean of displacements produced by an assumed average ice mass imbalance of 10%. If, as some scientists predict, Antarctic ice mass changes in the future become dramatic, the long-term signal should be large enough to be detected by a few years of geodetic measurements, despite climatic noise.

Hager, Bradford H.↗

Assimilation of satellite microwave observations over the rainbands of tropical cyclones

A novel Bayesian Monte Carlo integration (BMCI) technique was developed to retrieve geophysical variables from satellite microwave radiometer data in the presence of tropical cyclones. The BMCI technique includes three steps: generating a stochastic database, simulating satellite brightness temperatures using a radiative transfer model, and retrieving geophysical variables such as profiles of temperature, relative humidity, and cloud liquid and ice water content from real observations. The technique also provides uncertainty estimates for each retrieval and can output the error covariance matrix of selected parameters. The measurements from the Advanced Technology Microwave Sounder (ATMS) on board Suomi National Polar-Orbiting Partnership (Suomi NPP) and the Global Precipitation Measurement (GPM) Microwave Imager (GMI) were used as input. A new technique was developed to correct the ATMS and GMI observations for the beam-filling effect, which is due to small-scale variability of precipitation and clouds when compared with the instrument footprint and also the nonlinear relation between the brightness temperature and precipitation. In addition, the assimilation of the BMCI retrievals into the NASA GEOS model is discussed for Hurricane Maria. The results show that assimilating the BMCI retrievals can influence the dynamical features of the cyclone, including a stronger warm core, a symmetric eye, and vertically aligned wind columns. Two possible factors that may limit the impact of the BMCI retrievals include 1) the resolution of the model (about 25 km), which was too coarse to show the potential of the BMCI data in improving the representation of tropical storms in the model forecast, and 2) the data assimilation system not being able to consider vertically correlated observation errors.

Isaac Moradi↗