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At least 55 records · Page 3

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↗

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↗

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↗

The Effect of Stochastic Acceleration on the Dynamics of Solar Energetic Particles in the Heliosphere

Solar Energetic Particles (SEPs) are crucial in space weather phenomena, impacting space-based technologies and human activities in space. Understanding the dynamics of SEPs, including their acceleration and transport mechanisms, is essential for improving predictive models and mitigating adverse effects. This study investigates the impact of stochastic acceleration (SA) on the dynamics of SEPs within the heliosphere. By integrating stochastic acceleration into a SEP transport model, we assess its impact relative to diffusive shock acceleration (DSA). The investigation utilizes the Adaptive Mesh Particle Simulator (AMPS) within the Space Weather Modeling Framework (SWMF) to simulate SEP dynamics, incorporating solar wind parameters and turbulence from the Alfven Wave Solar Model (AWSoM). To do this, we solve the focused transport equation to model the propagation of SEPs along magnetic field lines, extending these lines to 5 AU to incorporate the potential effects of pitch angle scattering beyond 1 AU. This aspect could notably impact the decay phase of a SEP event. Modeling the transport of SEPs is coupled with the simulation of solar wind dynamics, the interplanetary magnetic field, and the characteristics of Alfven wave turbulence. This presentation covers the modeling approach used in this research, the characterization of the impact of the stochastic acceleration, and the role of pitch angle scattering at various heliocentric distances on the dynamics of the SEP events' decay phase.

SEP↗

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↗

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↗

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↗

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↗

Critical Slowing Down in Time-to-Extinction: An Example of Critical Phenomena in Ecology

We study a model for two competing species that explicitly accounts for effects due to discreteness, stochasticity and spatial extension of populations. The two species are equally preferred by the environment and do better when surrounded by others of the same species. We observe that the final outcome depends on the initial densities (uniformly distributed in space) of the two species. The observed phase transition is a continuous one and key macroscopic quantities like the correlation length of clusters and the time-to-extinction diverge at a critical point. Away from the critical point, the dynamics can be described by a mean-field approximation. Close to the critical point, however, there is a crossover to power-law behavior because of the gross mismatch between the largest and smallest scales in the system. We have developed a theory based on surface effects, which is in good agreement with the observed behavior. The course-grained reaction-diffusion system obtained from the mean-field dynamics agrees well with the particle system.

Gandhi, Amar↗

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↗

On the polarity of cyclostrophic flow in planetary atmospheres

Fluids which are completely inviscid in the mathematical sense do not exist. Thus, the concepts of gradient flow and cyclostrophic balance are interpreted as approximate solutions of a boundary value problem for small but finite viscosity. Large scale phenomena such as the superrotation of Venus and cyclones are effectively bounded by the rigidly rotating planetary surface. This polarizes the circulation and excludes so-called anomalous motions from the flow regime. With scale phenomena such as dust devils, both directions are observed which is attributed to the stochastic nature of wind systems surrounding the disturbance.

Mayr, H. G.↗

The Characterization of Virgo Data and Its Impact on Gravitational-Wave Searches

Between 2007 and 2010 Virgo collected data in coincidence with the LIGO and GEO gravitational-wave (GW) detectors. These data have been searched for GWs emitted by cataclysmic phenomena in the universe, by non-axisymmetric rotating neutron stars or from a stochastic background in the frequency band of the detectors. The sensitivity of GW searches is limited by noise produced by the detector or its environment. It is therefore crucial to characterize the various noise sources in a GW detector. This paper reviews the Virgo detector noise sources, noise propagation, and conversion mechanisms which were identified in the three first Virgo observing runs. In many cases, these investigations allowed us to mitigate noise sources in the detector, or to selectively flag noise events and discard them from the data. We present examples from the joint LIGO-GEO-Virgo GW searches to show how well noise transients and narrow spectral lines have been identified and excluded from the Virgo data. We also discuss how detector characterization can improve the astrophysical reach of gravitational wave searches.

Characterization↗

Ion mixing in the plasma sheet boundary layer by drift instabilities

The linear stability properties of collisionless drift instabilities are analyzed in a Harris equilibrium model of the plasma sheet boundary layer (PSBL). The strearmng ions with drift-type instabilities driven in the PSBL are considered. The fluid approximation leads to growth but predicts that the mode width approaches the gyroradius of the energetic ions. Thus an integral equation theory for the modes is developed taking into account that in the PSBL the curvature drift is weak compared with the grad-B drift. The exact wave particle resonance is kept in the nonlocal response functions. Plasma density, temperature, and magnetic gradient drift motions are taken into account. The drift modes produce an anomalous cross-field momentum transport mixing the PSBL ions on the time scale of tens of seconds. A nonlinear simulation is performed which shows the coalescence of the small scale, fast growing modes into large-scale vortices. The relation between these collective modes and plasma sheet transport phenomena is discussed including the comparison with the competing plasma mixing from single-particle stochasticity.

Horton, W.↗

Physical Models of Cognition

This paper presents and discusses physical models for simulating some aspects of neural intelligence, and, in particular, the process of cognition. The main departure from the classical approach here is in utilization of a terminal version of classical dynamics introduced by the author earlier. Based upon violations of the Lipschitz condition at equilibrium points, terminal dynamics attains two new fundamental properties: it is spontaneous and nondeterministic. Special attention is focused on terminal neurodynamics as a particular architecture of terminal dynamics which is suitable for modeling of information flows. Terminal neurodynamics possesses a well-organized probabilistic structure which can be analytically predicted, prescribed, and controlled, and therefore which presents a powerful tool for modeling real-life uncertainties. Two basic phenomena associated with random behavior of neurodynamic solutions are exploited. The first one is a stochastic attractor ; a stable stationary stochastic process to which random solutions of a closed system converge. As a model of the cognition process, a stochastic attractor can be viewed as a universal tool for generalization and formation of classes of patterns. The concept of stochastic attractor is applied to model a collective brain paradigm explaining coordination between simple units of intelligence which perform a collective task without direct exchange of information. The second fundamental phenomenon discussed is terminal chaos which occurs in open systems. Applications of terminal chaos to information fusion as well as to explanation and modeling of coordination among neurons in biological systems are discussed. It should be emphasized that all the models of terminal neurodynamics are implementable in analog devices, which means that all the cognition processes discussed in the paper are reducible to the laws of Newtonian mechanics.

Zak, Michail↗

Flutter and Stochastic Gust Constraint Studies of the Undeflected CRM using MPhys

Aircraft design must ultimately address gust and flutter characteristics to achieve airworthiness. As modern aircraft continue to become more lightweight and flexible, these aeroelastic phenomena are more likely to drive the design process and should thus be considered early. Designing for ride quality due to typical gust spectra is also of interest to ensure a smooth passenger experience. The present work demonstrates the new implementation of stochastic gust constraints in MPhys/OpenMDAO, in addition to flutter and static stress constraints, among others. Design studies are shown for the NASA Common Research Model, including both fuel burn minimization as well as multiobjective optimization of fuel burn and landing gross weight. Two sets of optimization problems are covered, differing mainly by the gust quantity of interest, which include tip displacement and root bending moment. Fuel burn penalties imposed by the flutter and gust constraints are also discussed.

aeroelasticity↗

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↗

Applications of Fractal Analytical Techniques in the Estimation of Operational Scale

The observational scale and the resolution of remotely sensed imagery are essential considerations in the interpretation process. Many atmospheric, hydrologic, and other natural and human-influenced spatial phenomena are inherently scale dependent and are governed by different physical processes at different spatial domains. This spatial and operational heterogeneity constrains the ability to compare interpretations of phenomena and processes observed in higher spatial resolution imagery to similar interpretations obtained from lower resolution imagery. This is a particularly acute problem, since longterm global change investigations will require high spatial resolution Earth Observing System (EOS), Landsat 7, or commercial satellite data to be combined with lower resolution imagery from older sensors such as Landsat TM and MSS. Fractal analysis is a useful technique for identifying the effects of scale changes on remotely sensed imagery. The fractal dimension of an image is a non-integer value between two and three which indicates the degree of complexity in the texture and shapes depicted in the image. A true fractal surface exhibits self-similarity, a property of curves or surfaces where each part is indistinguishable from the whole, or where the form of the curve or surface is invariant with respect to scale. Theoretically, if the digital numbers of a remotely sensed image resemble an ideal fractal surface, then due to the self-similarity property, the fractal dimension of the image will not vary with scale and resolution, and the slope of the fractal dimension-resolution relationship would be zero. Most geographical phenomena, however, are not self-similar at all scales, but they can be modeled by a stochastic fractal in which the scaling properties of the image exhibit patterns that can be described by statistics such as area-perimeter ratios and autocovariances. Stochastic fractal sets relax the self-similarity assumption and measure many scales and resolutions to represent the varying form of a phenomenon as the pixel size is increased in a convolution process. We have observed that for images of homogeneous land covers, the fractal dimension varies linearly with changes in resolution or pixel size over the range of past, current, and planned space-borne sensors. This relationship differs significantly in images of agricultural, urban, and forest land covers, with urban areas retaining the same level of complexity, forested areas growing smoother, and agricultural areas growing more complex as small pixels are aggregated into larger, mixed pixels. Images of scenes having a mixture of land covers have fractal dimensions that exhibit a non-linear, complex relationship to pixel size. Measuring the fractal dimension of a difference image derived from two images of the same area obtained on different dates showed that the fractal dimension increased steadily, then exhibited a sharp decrease at increasing levels of pixel aggregation. This breakpoint of the fractal dimension/resolution plot is related to the spatial domain or operational scale of the phenomenon exhibiting the predominant visible difference between the two images (in this case, mountain snow cover). The degree to which an image departs from a theoretical ideal fractal surface provides clues as to how much information is altered or lost in the processes of rescaling and rectification. The measured fractal dimension of complex, composite land covers such as urban areas also provides a useful textural index that can assist image classification of complex scenes.

Emerson, Charles W.↗