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 577 records · Page 32

Ecosystem carbon storage capacity as affected by disturbance regimes: A general theoretical model

Disturbances have been recognized as a key factor shaping terrestrial ecosystem states and dynamics. A general model that quantitatively describes the relationship between carbon storage and disturbance regime is critical for better understanding large scale terrestrial ecosystem carbon dynamics. We developed a model (REGIME) to quantify ecosystem carbon storage capacities (E[x]) under varying disturbance regimes with an analytical solution E[x] = U {center_dot} {tau}{sub E} {center_dot} {lambda}{lambda} + s {tau} 1, where U is ecosystem carbon influx, {tau}{sub E} is ecosystem carbon residence time, and {tau}{sub 1} is the residence time of the carbon pool affected by disturbances (biomass pool in this study). The disturbance regime is characterized by the mean disturbance interval ({lambda}) and the mean disturbance severity (s). It is a Michaelis-Menten-type equation illustrating the saturation of carbon content with mean disturbance interval. This model analytically integrates the deterministic ecosystem carbon processes with stochastic disturbance events to reveal a general pattern of terrestrial carbon dynamics at large scales. The model allows us to get a sense of the sensitivity of ecosystems to future environmental changes just by a few calculations. According to the REGIME model, for example, approximately 1.8 Pg C will be lost in the high-latitude regions of North America (>45{sup o} N) if fire disturbance intensity increases around 5.7 time the current intensity to the end of the twenty-first century, which will require around 12% increases in net primary productivity (NPP) to maintain stable carbon stocks. If the residence time decreased 10% at the same time additional 12.5% increases in NPP are required to keep current C stocks. The REGIME model also lays the foundation for analytically modeling the interactions between deterministic biogeochemical processes and stochastic disturbance events.

09 BIOMASS FUELS↗

MAGNETIC FIELDS IN INTERSTELLAR CLOUDS FROM ZEEMAN OBSERVATIONS: INFERENCE OF TOTAL FIELD STRENGTHS BY BAYESIAN ANALYSIS

The only direct measurements of interstellar magnetic field strengths depend on the Zeeman effect, which samples the line-of-sight component B{sub z} of the magnetic vector. In this paper, we use a Bayesian approach to analyze the observed probability density function (PDF) of B{sub z} from Zeeman surveys of H I, OH, and CN spectral lines in order to infer a density-dependent stochastic model of the total field strength B in diffuse and molecular clouds. We find that at n < 300 cm{sup -3} (in the diffuse interstellar medium sampled by H I lines), B does not scale with density. This suggests that diffuse clouds are assembled by flows along magnetic field lines, which would increase the density but not the magnetic field strength. We further find strong evidence for B in molecular clouds being randomly distributed between very small values and a maximum that scales with volume density n as B {proportional_to} n {sup 0.65} for n>300 cm{sup -3}, with an uncertainty at the 50% level in the power-law exponent of about {+-}0.05. This break-point density could be interpreted as the average density at which parsec-scale clouds become self-gravitating. Both the uniform PDF of total field strengths and the scaling with density suggest that magnetic fields in molecular clouds are often too weak to dominate the star formation process. The stochasticity of the total field strength B implies that many fields are so weak that the mass/flux ratio in many clouds must be significantly supercritical. A two-thirds power law comes from isotropic contraction of gas too weakly magnetized for the magnetic field to affect the morphology of the collapse. On the other hand, our study does not rule out some clouds having strong magnetic fields with critical mass/flux ratios.

79 ASTRONOMY AND ASTROPHYSICS↗

Testing the Presence of Multiple Photometric Components in Nearby Early-type Galaxies Using SDSS

We investigate two-dimensional image decomposition of nearby, morphologically selected early-type galaxies (ETGs). We are motivated by recent observational evidence of significant size growth of quiescent galaxies and theoretical development advocating a two-phase formation scenario for ETGs. We find that a significant fraction of nearby ETGs show changes in isophotal shape that require multi-component models. The characteristic sizes of the inner and outer component are ∼3 and ∼15 kpc. The inner component lies on the mass–size relation of ETGs at z ∼ 0.25–0.75, while the outer component tends to be more elliptical and hints at a stochastic buildup process. We find real physical differences between single- and double-component ETGs, with double-component galaxies being younger and more metal-rich. The fraction of double-component ETGs increases with increasing σ and decreases in denser environments. We hypothesize that double-component systems were able to accrete gas and small galaxies until later times, boosting their central densities, building up their outer parts, and lowering their typical central ages. In contrast, the oldest galaxies, perhaps due to residing in richer environments, have no remaining hints of their last accretion episode.

79 ASTRONOMY AND ASTROPHYSICS↗

Integrating remediation and resource recovery: On the economic conditions of landfill mining

Highlights: • We compare two remediation scenarios; one with resource recovery and one without. • Economic analysis includes relevant direct costs and revenues for the landfill owner. • High degrees of metal and/or combustible contents are important economic factors. • Landfill tax and the access to a CHP can have a large impact on the result. • Combining landfill mining and remediation may decrease the project cost. - Abstract: This article analyzes the economic potential of integrating material separation and resource recovery into a landfill remediation project, and discusses the result and the largest impact factors. The analysis is done using a direct costs/revenues approach and the stochastic uncertainties are handled using Monte Carlo simulation. Two remediation scenarios are applied to a hypothetical landfill. One scenario includes only remediation, while the second scenario adds resource recovery to the remediation project. Moreover, the second scenario is divided into two cases, case A and B. In case A, the landfill tax needs to be paid for re-deposited material and the landfill holder does not own a combined heat and power plant (CHP), which leads to disposal costs in the form of gate fees. In case B, the landfill tax is waived on the re-deposited material and the landfill holder owns its own CHP. Results show that the remediation project in the first scenario costs about €23/ton. Adding resource recovery as in case A worsens the result to −€36/ton, while for case B the result improves to −€14/ton. This shows the importance of landfill tax and the access to a CHP. Other important factors for the result are the material composition in the landfill, the efficiency of the separation technology used, and the price of the saleable material.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Growth Optimal Portfolio Selection Under Proportional Transaction Costs with Obligatory Diversification

A continuous time long run growth optimal or optimal logarithmic utility portfolio with proportional transaction costs consisting of a fixed proportional cost and a cost proportional to the volume of transaction is considered. The asset prices are modeled as exponent of diffusion with jumps whose parameters depend on a finite state Markov process of economic factors. An obligatory portfolio diversification is introduced, accordingly to which it is required to invest at least a fixed small portion of our wealth in each asset.

97 MATHEMATICS AND COMPUTING↗

Mean-Variance Hedging on Uncertain Time Horizon in a Market with a Jump

In this work, we study the problem of mean-variance hedging with a random horizon T∧τ, where T is a deterministic constant and τ is a jump time of the underlying asset price process. We first formulate this problem as a stochastic control problem and relate it to a system of BSDEs with a jump. We then provide a verification theorem which gives the optimal strategy for the mean-variance hedging using the solution of the previous system of BSDEs. Finally, we prove that this system of BSDEs admits a solution via a decomposition approach coming from filtration enlargement theory.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Large deviations in stochastic heat-conduction processes provide a gradient-flow structure for heat conduction

We consider three one-dimensional continuous-time Markov processes on a lattice, each of which models the conduction of heat: the family of Brownian Energy Processes with parameter m (BEP(m)), a Generalized Brownian Energy Process, and the Kipnis-Marchioro-Presutti (KMP) process. The hydrodynamic limit of each of these three processes is a parabolic equation, the linear heat equation in the case of the BEP(m) and the KMP, and a nonlinear heat equation for the Generalized Brownian Energy Process with parameter a (GBEP(a)). We prove the hydrodynamic limit rigorously for the BEP(m), and give a formal derivation for the GBEP(a). We then formally derive the pathwise large-deviation rate functional for the empirical measure of the three processes. These rate functionals imply gradient-flow structures for the limiting linear and nonlinear heat equations. We contrast these gradient-flow structures with those for processes describing the diffusion of mass, most importantly the class of Wasserstein gradient-flow systems. The linear and nonlinear heat-equation gradient-flow structures are each driven by entropy terms of the form -log ρ; they involve dissipation or mobility terms of order ρ² for the linear heat equation, and a nonlinear function of ρ for the nonlinear heat equation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Generalized Metropolis acceptance criterion for hybrid non-equilibrium molecular dynamics—Monte Carlo simulations

A family of hybrid simulation methods that combines the advantages of Monte Carlo (MC) with the strengths of classical molecular dynamics (MD) consists in carrying out short non-equilibrium MD (neMD) trajectories to generate new configurations that are subsequently accepted or rejected via an MC process. In the simplest case where a deterministic dynamic propagator is used to generate the neMD trajectories, the familiar Metropolis acceptance criterion based on the change in the total energy ΔE, min[1, exp( − βΔE)], guarantees that the hybrid algorithm will yield the equilibrium Boltzmann distribution. However, the functional form of the acceptance probability is more complex when the non-equilibrium switching process is generated via a non-deterministic stochastic dissipative propagator coupled to a heat bath. Here, we clarify the conditions under which the Metropolis criterion remains valid to rigorously yield a proper equilibrium Boltzmann distribution within hybrid neMD-MC algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Nonadiabatic transition paths from quantum jump trajectories

We present a means of studying rare reactive pathways in open quantum systems using transition path theory and ensembles of quantum jump trajectories. This approach allows for the elucidation of reactive paths for dissipative, nonadiabatic dynamics when the system is embedded in a Markovian environment. Here, we detail the dominant pathways and rates of thermally activated processes and the relaxation pathways and photoyields following vertical excitation in a minimal model of a conical intersection. We find that the geometry of the conical intersection affects the electronic character of the transition state as defined through a generalization of a committor function for a thermal barrier crossing event. Similarly, the geometry changes the mechanism of relaxation following a vertical excitation. Relaxation in models resulting from small diabatic coupling proceeds through pathways dominated by pure dephasing, while those with large diabatic coupling proceed through pathways limited by dissipation. The perspective introduced here for the nonadiabatic dynamics of open quantum systems generalizes classical notions of reactive paths to fundamentally quantum mechanical processes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

The asymptotics of Hermite-Pade polynomials for two Markov-type functions

A problem is solved on the limit distribution of the zeros of polynomials which are simultaneously orthogonal on two intervals {Delta}{sub 1} and {Delta}{sub 2} of the real line such that {Delta}{sub 1} subset of {Delta}{sub 2}, under the assumption that the ratio of the weight functions on {Delta}{sub 1} is a Markov-type function generated by a third interval {Delta}{sub 3} not intersecting {Delta}{sup 0}{sub 2}. Bibliography: 11 titles.

97 MATHEMATICS AND COMPUTING↗

Phenomenological memory-kernel master equations and time-dependent Markovian processes

Do phenomenological master equations with a memory kernel always describe a non-Markovian quantum dynamics characterized by reverse flow of information? Is the integration over the past states of the system an unmistakable signature of non-Markovianity? We show by a counterexample that this is not always the case. We consider two commonly used phenomenological integro-differential master equations describing the dynamics of a spin 1/2 in a thermal bath. By using a recently introduced measure to quantify non-Markovianity [Breuer et al., Phys. Rev. Lett. 103, 210401 (2009)] we demonstrate that as far as the equations retain their physical sense, the key feature of non-Markovian behavior does not appear in the considered memory kernel master equations. Namely, there is no reverse flow of information from the environment to the open system. Therefore, the assumption that the integration over a memory kernel always leads to a non-Markovian dynamics turns out to be vulnerable to phenomenological approximations. Instead, the considered phenomenological equations are able to describe time-dependent and unidirectional information flow from the system to the reservoir associated with time-dependent Markovian processes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Information flow, non-Markovianity, and geometric phases

Geometric phases and information flows of a two-level system coupled to its environment are calculated and analyzed. The information flow is defined as a cumulant of changes in trace distance between two quantum states, which is similar to the measure for non-Markovianity given by Breuer. We obtain an analytic relation between the geometric phase and the information flow for pure initial states, and a numerical result for mixed initial states. The geometric phase behaves differently depending on whether there are information flows back to the two-level system from its environment.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Fisher information and asymptotic normality in system identification for quantum Markov chains

This paper deals with the problem of estimating the coupling constant {theta} of a mixing quantum Markov chain. For a repeated measurement on the chain's output we show that the outcomes' time average has an asymptotically normal (Gaussian) distribution, and we give the explicit expressions of its mean and variance. In particular, we obtain a simple estimator of {theta} whose classical Fisher information can be optimized over different choices of measured observables. We then show that the quantum state of the output together with the system is itself asymptotically Gaussian and compute its quantum Fisher information, which sets an absolute bound to the estimation error. The classical and quantum Fisher information are compared in a simple example. In the vicinity of {theta}=0 we find that the quantum Fisher information has a quadratic rather than linear scaling in output size, and asymptotically the Fisher information is localized in the system, while the output is independent of the parameter.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Dengue virus replicates and accumulates in Aedes aegypti salivary glands

Dengue virus (DENV) is an RNA virus transmitted among humans by mosquito vectors, mainly Aedes aegypti. DENV transmission requires viral dissemination from the mosquito midgut to the salivary glands. During this process the virus undergoes several population bottlenecks, which are stochastic reductions in population size that restrict intra-host viral genetic diversity and limit the efficiency of natural selection. Despite the implications for virus transmission and evolution, DENV replication in salivary glands has not been directly demonstrated. Here, we used a strand-specific quantitative RT-PCR assay to demonstrate that negative-strand DENV RNA is produced in Ae. aegypti salivary glands, providing conclusive evidence that viral replication occurs in this tissue. Furthermore, we showed that the concentration of DENV genomic RNA in salivary glands increases significantly over time, indicating that active replication likely replenishes DENV genetic diversity prior to transmission. These findings improve our understanding of the biological determinants of DENV fitness and evolution. - Highlights: •Strand-specific RT-qPCR allows accurate quantification of DENV (-) RNA in mosquito tissues. •Detection of DENV (-) RNA in salivary glands provides evidence of viral replication in this tissue. •Viral replication in salivary glands likely replenishes DENV genetic diversity prior to transmission.

60 APPLIED LIFE SCIENCES↗

Signatures of quantum radiation reaction in laser-electron-beam collisions

Electron dynamics in the collision of an electron beam with a high-intensity focused ultrashort laser pulse are investigated using three-dimensional QED particle-in-cell (PIC) simulations, and the results are compared with those calculated by classical Landau and Lifshitz PIC simulations. Significant differences are observed from the angular dependence of the electron energy distribution patterns for the two different approaches, because photon emission is no longer well approximated by a continuous process in the quantum radiation-dominated regime. The stochastic nature of photon emission results in strong signatures of quantum radiation-reaction effects under certain conditions. We show that the laser spot size and duration greatly influence these signatures due to the competition of QED effects and the ponderomotive force, which is well described in the classical approximation. The clearest signatures of quantum radiation reaction are found in the limit of large laser spots and few cycle pulse durations.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Trace distance in stochastic dephasing with initial correlation

The time evolution of the trace distance between quantum states of a qubit which is placed under the influence of stochastic dephasing is investigated within the framework of the stochastic Liouville equation. When stochastic dephasing is subject to the homogeneous Gauss-Markov process, the trace distance is exactly calculated in the presence of the initial correlation between the qubit and the stochastic process, where the stochastic process is inevitably a nonstationary process. It is found that even the initial correlation with the classical environment can make the trace distance greater than the initial value if stochastic dephasing causes the slow modulation of the qubit.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Non-equilibrium effects upon the non-Markovian Caldeira-Leggett quantum master equation

Highlights: > Classical Brownian motion described by a non-Markovian Fokker-Planck equation. > Quantization process. > Quantum Brownian motion described by a non-Markovian Caldeira-Leggett equation. > A non-equilibrium quantum thermal force is predicted. - Abstract: We obtain a non-Markovian quantum master equation directly from the quantization of a non-Markovian Fokker-Planck equation describing the Brownian motion of a particle immersed in a generic environment (e.g. a non-thermal fluid). As far as the especial case of a heat bath comprising of quantum harmonic oscillators is concerned, we derive a non-Markovian Caldeira-Leggett master equation on the basis of which we work out the concept of non-equilibrium quantum thermal force exerted by the harmonic heat bath upon the Brownian motion of a free particle. The classical limit (or dequantization process) of this sort of non-equilibrium quantum effect is scrutinized, as well.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Tempered fractional calculus

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered fractional difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗