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At least 649 records · Page 36

Valuing catastrophe bonds involving correlation and CIR interest rate model

Natural catastrophes lead to problems of insurance and reinsurance industry. Classic insurance mechanisms are often inadequate for dealing with consequences of catastrophic events. Therefore, new financial instruments, including catastrophe bonds (cat bonds), were developed. In this paper we price the catastrophe bonds with a generalized payoff structure, assuming that the bondholder’s payoff depends on an underlying asset driven by a stochastic jump-diffusion process. Simultaneously, the risk-free spot interest rate has also a stochastic form and is described by the multi-factor Cox–Ingersoll–Ross model. We assume the possibility of correlation between the Brownian part of the underlying asset and the components of the interest rate model. Using stochastic methods, we prove the valuation formula, which can be applied to the cat bonds with various payoff functions. We use adaptive Monte Carlo simulations to analyze the numerical properties of the obtained pricing formula for various settings, including some similar to the practical cases.

97 MATHEMATICS AND COMPUTING↗

Electrochemical-mechanical coupling failure mechanism of composite cathode in all-solid-state batteries

Composite cathode composed of active particles and solid electrolytes (SEs) can considerably enlarge the particle-SE contact areas and achieve high areal loadings in all-solid-state batteries (ASSBs). However, the challenging interfacial instability and particle damage problems remain unsolved. Herein, we establish a 3D electrochemical-mechanical coupled model to investigate the underlying failure mechanism by considering the governing electrochemical and physics processes. Micro-scale heterogeneous primary particles with random crystallographic orientation and size inside the LiNi 1/3 Co 1/3 Mn 1/3 O 2 (NCM111) secondary particle of the model result in the anisotropic Li diffusion and volume variation within the secondary particle, leading to significant nonuniformity of the Li concentration, and GPa-level stress distributions at primary particle boundaries, and finally causing the particle internal cracks. The particle volume shrinkage under the constraint of stiff Li 7 La 3 Zr 2 O 12 (LLZO) SE triggers the interface debonding (gap>50 nm) with increased interfacial impedance to degrade cell capacity. Higher C-rates result in larger residual stress (~100 MPa)/strain/debonding gap at dis-charging end, more likely to deteriorate the cell performance. Increasing the interfacial strength between the particle and SE can suppress the interface debonding but induces high stress (up to 10 GPa). In conclusion, results reveal the underlying mechanism of the electrochemical-mechanical coupling failure mechanism for composite cathode and provide promising guidance on the further improvement of a more robust composite cathode for ASSBs.

25 ENERGY STORAGE↗

On differentiable local bounds preserving stabilization for Euler equations

This work presents the design of nonlinear stabilization techniques for the finite element discretization of Euler equations in both steady and transient form. Implicit time integration is used in the case of the transient form. A differentiable local bounds preserving method has been developed, which combines a Rusanov artificial diffusion operator and a differentiable shock detector. Nonlinear stabilization schemes are usually stiff and highly nonlinear. This issue is mitigated by the differentiability properties of the proposed method. Moreover, in order to further improve the nonlinear convergence, we also propose a continuation method for a subset of the stabilization parameters. The resulting method has been successfully applied to steady and transient problems with complex shock patterns. Numerical experiments show that it is able to provide sharp and well resolved shocks. Furthermore, the importance of the differentiability is assessed by comparing the new scheme with its non-differentiable counterpart. Numerical experiments suggest that, for up to moderate nonlinear tolerances, the method exhibits improved robustness and nonlinear convergence behavior for steady problems. Additionally, in the case of transient problem, we also observe a reduction in the computational cost.

42 ENGINEERING↗

Reducing dielectric loss and enhancing electrical insulation for multilayer polymer films by nanoconfined ion transport under high poling electric fields

High temperature polar polymers have demonstrated potential for good thermal stability and high dielectric constant at the same time. However, polarization of contaminated impurity ions in polar polymers, even at the ppm level, can significantly increase the dielectric loss at high temperature and low frequencies. One effective strategy to mitigate this problem is to multilayer them with a high temperature nonpolar dielectric polymer to confine impurity ion transport at the nanometer scale. In this study, confined ion transport in high temperature polycarbonate (HTPC)/poly(vinylidene fluoride) (PVDF) multilayer films under high AC electric fields was studied using a direct analytical simulation method. Different from the ion transport under low fields, the ion diffusion model failed to describe the ion transport under high electric fields. An exponential ion distribution profile, which was observed for the DC poling situation, was employed to implement the direct analytical simulation. Confined impurity ion transport under high AC fields was quantitatively understood. As the AC field increased, the mobile ion concentration decreased whereas the diffusion coefficient increased. The decrease of mobile ion concentration was explained by the blockage of impurity ions by the HTPC layers. This knowledge helped in the determination of optimal conditions to polarize impurity ions from the PVDF layers into the HTPC layers. After cooling below the glass transition temperature of HTPC, polarized impurity ions were locked inside the HTPC layers. As a result, increased discharge efficiency and enhanced electrical insulation (i.e., increased dielectric breakdown strength) were achieved for the polarized multilayer films.

36 MATERIALS SCIENCE↗

Comparison of Some RANS Solvers

We will take a look at solving the Reynolds-averaged Navier-Stokes (RANS) equations that are encountered in the context of wind farm performance simulations and optimizations. We will compare some of the more popular ways to solve these equations with a focus on using iterative solvers for the linear solve. We will compare their performance and reliability to a direct solve as we scale the problem both by adding more and parallel resources and by increasing the size of the domain, both in two and three dimensions. There are many strategies that can be applied to solving the RANS equations, some are very efficient, while others are very insensitive to, for example, the Reynolds number. The first contender we will consider is the Pressure-Convection-Diffusion (PCD) preconditioner. Early results suggest that PCD is indeed a very efficient solver, in particular in two dimensions, as long as the Reynold's number remains small. Next we will try to reorder our degrees of freedom such that we can use GMRES with ILU for our linear solve. Another popular choice we will consider for solving the RANS equations is SIMPLE (and its derivatives). For all of our implementations we make use of either FEniCS or Firedrake, basing our work on both existing implementations of some of these solvers while also writing new extensions for others.

CFD↗

WellPINN: Accurate Well Representation for Transient Fluid Pressure Diffusion in Subsurface Reservoirs With Physics‐Informed Neural Networks

Accurate representation of pumping wells is essential for reliable reservoir characterization and simulation of operational scenarios in subsurface flow models. Physics-informed neural networks (PINNs) are emerging as a promising alternative to numerical models for reservoir modeling, offering seamless integration of monitoring data and governing physical equations. However, existing PINN-based studies face major challenges in capturing fluid pressure near wells when using a source/sink term, particularly during the early stages after pumping begins. We address this problem by introducing WellPINN, a workflow in which an initially trained PINN infers fluid pressure across the entire reservoir domain using a large equivalent well radius. This initial PINN solution is then locally refined around the well by a set of subdomain PINNs that are trained for smaller equivalent well radii. Continuity across these subdomain interfaces as well as at the initial condition is ensured by hard-constraining each PINN on its subdomain boundary. Our results demonstrate WellPINN as the first workflow of its kind to focus on accurate inference of fluid pressure from pumping rates throughout the entire injection period, significantly advancing the potential of PINNs for inverse modeling and operational scenario simulations. All data and code for this paper are openly available at https://doi.org/10.20350/DIGITALCSIC/17260.

58 GEOSCIENCES↗

Reproducibility of fixed-node diffusion Monte Carlo across diverse community codes: The case of water–methane dimer

Fixed-node diffusion quantum Monte Carlo (FN-DMC) is a widely trusted many-body method for solving the Schrödinger equation, known for its reliable predictions of material and molecular properties. Furthermore, its excellent scalability with system complexity and near-perfect utilization of computational power make FN-DMC ideally positioned to leverage new advances in computing to address increasingly complex scientific problems. Even though the method is widely used as a computational gold standard, reproducibility across the numerous FN-DMC code implementations has yet to be demonstrated. This difficulty stems from the diverse array of DMC algorithms and trial wave functions, compounded by the method’s inherent stochastic nature. Here, this study represents a community-wide effort to assess the reproducibility of the method, affirming that yes, FN-DMC is reproducible (when handled with care). Using the water–methane dimer as the canonical test case, we compare results from eleven different FN-DMC codes and show that the approximations to treat the non-locality of pseudopotentials are the primary source of the discrepancies between them. In particular, we demonstrate that, for the same choice of determinantal component in the trial wave function, reliable and reproducible predictions can be achieved by employing the T-move, the determinant locality approximation, or the determinant T-move schemes, while the older locality approximation leads to considerable variability in results. These findings demonstrate that, with appropriate choices of algorithmic details, fixed-node DMC is reproducible across diverse community codes—highlighting the maturity and robustness of the method as a tool for open and reliable computational science.

Della Pia, Flaviano [Univ. of Cambridge (United Ki↗

Code Coverage Status of the ARC Code PERSENT

The Argonne Reactor Code (ARC) software system supports users in their fast reactor design goals by providing neutronic, thermal-hydraulic, and structural analysis capabilities. PERSENT fulfills the role of generating reactivity coefficients for a given time point of a REBUS calculation usable in a point kinetics based safety analysis capability. PERSENT also provides a sensitivity coefficient capability on eigenvalue, reactivity worth, and several other key coefficients that are used in the follow-on safety analysis. Given a co-variance matrix, PERSENT can carry out the uncertainty quantification to indicate the amount of error in the reactivity coefficients derived from the errors in the cross section measurements. With continued improvement of computational resources, many of the geometry modeling capabilities in DIF3D that were primarily used in low order schemes are not really needed anymore. Today, the diffusion and transport capabilities of DIF3D-VARIANT are primarily used in the reactor design process with some scattered usage of DIF3D-FD and DIF3D-Nodal. PERSENT is part of the ARC code system and is built around DIF3D-VARIANT and the flux solution it provides. The purpose of the present work is to identify a set of test problems for PERSENT and assess the code coverage of PERSENT for those test problems. PERSENT treats the DIF3D executable as an external executable and thus the code coverage considerations only need to focus on the PERSENT source code and only a fraction of the connected modules in the existing ARC software library. The goal is to document what parts of the existing PERSENT code are touched by the set of test problems and which are not. Because the verification work done on PERSENT was focused on the most common uses of PERSENT for fast reactor analysis, the code coverage assessment of those capabilities is the highest priority. This will ensure that nothing is being missed by the existing verification test problems that users of PERSENT rely upon. The code coverage analysis of PERSENT was performed with the Code Coverage Tool of the Intel Fortran compiler which requires modifications to the compilation of PERSENT. The detailed coverage tables are given for each submodule of PERSENT. Most of the uncovered parts/files could be easily ignored because they are either for error message and debugging output or not needed by PERSENT today. Only a few uncovered parts of PERSENT deserve extending the verification test suite.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

A new capability for investigating the structure and dynamics of liquids at high pressures

Water and aqueous solutions are critical to many areas of science and technology. As a result, tremendous effort has been devoted to understanding them in detail. Despite over a century of research, fundamental questions about water and aqueous solutions remain unanswered. However, an intriguing possibility – that liquid water can exist in two thermodynamically distinct states – has emerged as the most likely explanation. The problem is that experimental confirmation of this hypothesis requires experiments on water at high pressures and low temperatures, conditions in which liquid water only exists briefly before turning into crystalline ice. This project investigated the feasibility of developing a new capability for study water and aqueous solutions under these challenging conditions. The physical constraints, such as the timescales for crystallization and thermal diffusion in supercooled water, were evaluated along with their impact on the design criteria for the instrument. Several basic design options were considered that could meet the technical requirements. The options were also evaluated with respect to their use of commercially available equipment versus the need for custom designs or in-house development. The project identified two viable options to pursue. The first option would use a high-pressure syringe pump in conjunction with fused silica (or sapphire) capillaries. The second option would use a diamond anvil cell. These options can both be used with optical spectroscopies, such as Raman or Infrared.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Determining Exact RANS Operators with the Macroscopic Forcing Method (Final Report)

This report contains a compilation of key results and findings from the ACT project “Determining Exact RANS Operators with the Macroscopic Forcing Method.” The Macroscopic Forcing Method (MFM), a numerical tool for determining closure operators, is used to measure eddy diffusivity moments in Rayleigh-Taylor (RT) instability. It is first applied to low-Atwood 2D RT instability; that work is then extended to 3D RT at different finite Atwood numbers. It is found that nonlocality is important for modeling the mean scalar transport closure operator in RT mixing. Additionally, work is done to improve the statistical convergence of MFM for chaotic problems like RT mixing.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Algorithm advances and applications of time‐dependent first‐principles simulations for ultrafast dynamics

Abstract Far from equilibrium phenomenon is a central theme of contemporary material research. Such phenomenon can exhibit itself in atomic structure and dynamics, but very often it also happens as non‐equilibrium phenomenon in the electronic structure. In ab initio material simulation, density functional theory (DFT) has played an essential role in studying electronic ground state problems. For excited states, besides many‐body perturbation theory, another powerful tool is the time dependent DFT (TDDFT) method. In particular, the real‐time TDDFT (rt‐TDDFT) method can be used to simulate many non‐equilibrium phenomena directly. Here we introduce our works on some algorithm advances based on our recently rt‐TDDFT method. This method uses the plane‐wave basis set, and significantly accelerates its efficiency by increasing the time step from 0.1–1 as in traditional methods to 0.2–0.5 fs. The noncollinear magnetic moments and spin–orbit coupling have also been included in our rt‐TDDFT method. Furthermore, a Boltzmann‐TDDFT algorithm has been developed to solve the hot carrier overheating problem in Ehrenfest dynamics, and a natural orbital branching algorithm has been developed to overcome the mean‐field approximation in Ehrenfest dynamics nuclear trajectory, thus allows stochastic multiple paths in chemical reactions. Utilizing these methods, we have studied the photoinduced ultrafast demagnetization, ultrafast phase transition, energy transfer between plasmon and hot carriers, as well as the high‐energy ion implantation and low‐energy atomic diffusion in semiconductors. We believe the tools as the ones introduced here can enable us to study a wide range of phenomena which are of great interest in modern day material research. This article is categorized under: Structure and Mechanism > Computational Materials Science Electronic Structure Theory > Ab Initio Electronic Structure Methods Electronic Structure Theory > Density Functional Theory

Liu, Wen‐Hao↗

Rare Event Sampling Improves Mercury Instability Statistics

Due to the chaotic nature of planetary dynamics, there is a non-zero probability that Mercury's orbit will become unstable in the future. Previous efforts have estimated the probability of this happening between 3 and 5 billion years in the future using a large number of direct numerical simulations with an N-body code, but were not able to obtain accurate estimates before 3 billion years in the future because Mercury instability events are too rare. In this paper we use a new rare-event sampling technique, Quantile Diffusion Monte Carlo (QDMC), to estimate that the probability of a Mercury instability event in the next 2 billion years is approximately 10 –4 in the REBOUND N-body code. We show that QDMC provides unbiased probability estimates at a computational cost of up to 100 times less than direct numerical simulation. QDMC is easy to implement and could be applied to many problems in planetary dynamics in which it is necessary to estimate the probability of a rare event.

79 ASTRONOMY AND ASTROPHYSICS↗

Preconditioners for multiphase poromechanics with strong capillarity

This paper aims to enhance the performance of Newton–Krylov solvers for coupled poromechanical problems with two-phase flow. In particular, we investigate the impact of capillary pressure on preconditioning strategies. Capillarity complicates the coupling between the solid deformation and fluid pressure degrees of freedom, as well as increases the nonlinearity of the system. Depending on the capillary pressure relation used in the constitutive formulation, the flow equations may exhibit a spectrum of advection-dominated to diffusion-dominated behavior. We propose preconditioning approaches that account for this behavior and lead to robust numerical performance within a broad range of regimes.

42 ENGINEERING↗

Chaotic LLM billiards

Abstract We study null geodesics of the ten-dimensional LLM geometries. In particular, we show that there are a subset of these null geodesics that are confined to the LLM plane. The effective dynamics of these in-plane geodesics is that of a Hamiltonian system with two degrees of freedom (a phase space of dimension 4). We show that these are chaotic. In the two-coloring of the LLM plane, if they start in the empty region, they cannot penetrate the filled region and viceversa. The dynamical problem is therefore very similar to that of a billiards problem with fixed obstacles. We study to what extent LLM geometries with many droplets may be treated as an incipient black hole and draw analogies with the fuzzball proposal. We argue that for in-plane null geodesics deep in the interior of a region with a lot of droplets, in order to exit towards theAdSboundary they will need to undergo a process that resembles diffusion. This mechanism can account for signals getting lost in the putative black hole for a very long time.

Physics↗

DeepShadows: Separating low surface brightness galaxies from artifacts using deep learning

Searches for low-surface-brightness galaxies (LSBGs) in galaxy surveys are plagued by the presence of a large number of artifacts (e.g., objects blended in the diffuse light from stars and galaxies, Galactic cirrus, star-forming regions in the arms of spiral galaxies, etc.) that have to be rejected through time consuming visual inspection. In future surveys, which are expected to collect hundreds of petabytes of data and detect billions of objects, such an approach will not be feasible. We investigate the use of convolutional neural networks (CNNs) for the problem of separating LSBGs from artifacts in survey images. We take advantage of the fact that we have available a large number of labeled LSBGs and artifacts from the Dark Energy Survey, that we use to train, validate, and test a CNN model. That model, which we call DeepShadows , achieves a test accuracy of 92.0%, a significant improvement relative to feature-based machine learning models. We also study the ability to use transfer learning to adapt this model to classify objects from the deeper Hyper-Suprime-Cam survey, and we show that after the model is retrained on a very small sample from the new survey, it can reach an accuracy of 87.6%. Finally, these results demonstrate that CNNs offer a very promising path in the quest to study the low-surface-brightness universe.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Nonisothermal Free-Molecular Flow of Gas in an Elliptic Channel with a Circular Cylindrical Element Inside

The linearized problem of free-molecular gas flow in a long elliptic channel with a circular cylindrical element inside has been solved in the kinetic approximation. The flow in the channel is caused by temperature and pressure drops between its ends. The Boltzmann kinetic equation for collisionless gas has been used as a basic equation, and the boundary condition has been set in terms of the diffuse reflection model. The distribution of the mass velocity of the gas over the cross section of the channel has been obtained. The mass flow rate of the gas in the channel versus the temperature and pressure drops between its ends has been calculated. It has been found that the mass flow of the gas substantially depends on the radius of the inner cylinder.

42 ENGINEERING↗

Searching for the Most Harmful Field Errors in the HSR IR Superconducting Magnets

In this project, we improve beam stability for the Electron-Ion Collider. Magnetic field errors can reduce beam stability, making it essential to identify the field errors that have the greatest impact on accelerator performance. However, this is particularly challenging because beam stability depends on the complex interactions of many magnetic field errors, resulting in a high-dimensional and nonlinear optimization problem. We determine which field errors are the most influential for the large physical aperture superconducting magnet B2PF, a critical magnet in the Interaction Region (IR) in the Hadron Storage Ring (HSR). We complete and analyze nearly 30,000 simulations on the Brookhaven National Laboratory Linux Cluster by varying 18 nonlinear magnetic field errors. We evaluate beam stability using the dynamic aperture and the tune diffusion. We identify the field errors that most strongly influence beam stability and establish quantitative field error tolerances that improve accelerator performance.

43 PARTICLE ACCELERATORS↗

Assessment of diffuse-interface methods for compressible multiphase fluid flows and elastic-plastic deformation in solids

This work describes three diffuse-interface methods for the simulation of immiscible, compressible multiphase fluid flows and elastic-plastic deformation in solids. The first method is the localized-artificial-diffusivity approach of Cook, Subramaniam et al., and Adler and Lele, in which artificial diffusion terms are added to the individual phase mass fraction transport equations and are coupled with the other conservation equations. The second method is the gradient-form approach that is based on the quasi-conservative method of Shukla et al., in which the diffusion and sharpening terms (together called regularization terms) are added to the individual phase volume fraction transport equations and are coupled with the other conservation equations. The third approach is the divergence-form approach that is based on the fully conservative method of Jain et al., in which the regularization terms are added to the individual phase volume fraction transport equations and are coupled with the other conservation equations. In the present study, all three diffuse-interface methods are used in conjunction with a four-equation, multicomponent mixture model, in which pressure and temperature equilibria are assumed among the various phases. The primary objective of this work is to compare these three methods in terms of their ability to: maintain constant interface thickness throughout the simulation; conserve mass, momentum, and energy; and maintain accurate interface shape for long-time integration. The second objective of this work is to consistently extend these methods to model interfaces between solid materials with strength. To assess and compare the methods, they are used to simulate a wide variety of problems, including (1) advection of an air bubble in water, (2) shock interaction with a helium bubble in air, (3) shock interaction and the collapse of an air bubble in water, and (4) Richtmyer–Meshkov instability of a copper–aluminum interface. The current work focuses on comparing these methods in the limit of relatively coarse grid resolution, which illustrates the true performance of these methods. In conclusion, this is because it is rarely practical to use hundreds of grid points to resolve a single bubble or drop in large-scale simulations of engineering interest.

97 MATHEMATICS AND COMPUTING↗