Evaluation of Monte Carlo Electron-Transport Algorithms in the Integrated Tiger Series Codes for Stochastic-Media Simulations.
Abstract not provided.
Franke, Brian Claude↗
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Evaluation of Monte Carlo Electron-Transport Algorithms in the Integrated Tiger Series Codes for Stochastic-Media Simulations.
Abstract not provided.
Franke, Brian Claude↗
Heterogeneous local dynamics revealed by classification analysis of spatially disaggregated time series data
Time series data provide a crucial window into infectious disease dynamics, yet their utility is often limited by the spatially aggregated form in which they are presented. When working with time series data, violating the implicit assumption of homogeneous dynamics below the scale of spatial aggregation could bias inferences about underlying processes. We tested this assumption in the context of the 2015–2016 Zika epidemic in Colombia, where time series of weekly case reports were available at national, departmental, and municipal scales. First, we performed a descriptive analysis, which showed that the timing of departmental-level epidemic peaks varied by three months and that departmental-level estimates of the time-varying reproduction number, R(t), showed patterns that were distinct from a national-level estimate. Second, we applied a classification algorithm to six features of proportional cumulative incidence curves, which showed that variability in epidemic duration, the length of the epidemic tail, and consistency with a cumulative normal density curve made the greatest contributions to distinguishing groups. Third, we applied this classification algorithm to data simulated with a stochastic transmission model, which showed that group assignments were consistent with simulated differences in the basic reproduction number, R0. This result, along with associations between spatial drivers of transmission and group assignments based on observed data, suggests that the classification algorithm is capable of detecting differences in temporal patterns that are associated with differences in underlying drivers of incidence patterns. Overall, this diversity of temporal patterns at local scales underscores the value of spatially disaggregated time series data.
60 APPLIED LIFE SCIENCES↗
Modeling electrokinetic flows with the discrete ion stochastic continuum overdamped solvent algorithm
In this article we develop an algorithm for the efficient simulation of electrolytes in the presence of physical boundaries. In previous work the discrete ion stochastic continuum overdamped solvent (DISCOS) algorithm was derived for triply periodic domains, and was validated through ion-ion pair correlation functions and Debye-Hückel-Onsager theory for conductivity, including the Wien effect for strong electric fields. In extending this approach to include an accurate treatment of physical boundaries we must address several important issues. First, the modifications to the spreading and interpolation operators necessary to incorporate interactions of the ions with the boundary are described. Next we discuss the modifications to the electrostatic solver to handle the influence of charges near either a fixed potential or dielectric boundary. An additional short-ranged potential is also introduced to represent interaction of the ions with a solid wall. Finally, the dry diffusion term is modified to account for the reduced mobility of ions near a boundary, which introduces an additional stochastic drift correction. Herein, several validation tests are presented confirming the correct equilibrium distribution of ions in a channel. Additionally, the methodology is demonstrated using electro-osmosis and induced-charge electro-osmosis, with comparison made to theory and other numerical methods. Notably, the DISCOS approach achieves greater accuracy than a continuum electrostatic simulation method. We also examine the effect of under-resolving hydrodynamic effects using a “dry diffusion” approach, and find that considerable computational speedup can be achieved with a negligible impact on accuracy.
97 MATHEMATICS AND COMPUTING↗
Brownian aggregation rate of colloid particles with several active sites
We theoretically analyze the aggregation kinetics of colloid particles with several active sites. Such particles (so-called “patchy particles”) are well known as chemically anisotropic reactants, but the corresponding rate constant of their aggregation has not yet been established in a convenient analytical form. Using kinematic approximation for the diffusion problem, we derived an analytical formula for the diffusion-controlled reaction rate constant between two colloid particles (or clusters) with several small active sites under the following assumptions: the relative translational motion is Brownian diffusion, and the isotropic stochastic reorientation of each particle is Markovian and arbitrarily correlated. This formula was shown to produce accurate results in comparison with more sophisticated approaches. Also, to account for the case of a low number of active sites per particle we used Monte Carlo stochastic algorithm based on Gillespie method. Simulations showed that such discrete model is required when this number is less than 10. Finally, we applied the developed approach to the simulation of immunoagglutination, assuming that the formed clusters have fractal structure.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Some Issues in Uncertainty Quantification and Parameter Tuning: A Case Study of Convective Parameterization Scheme in the WRF Regional Climate Model
The current tuning process of parameters in global climate models is often performed subjectively, or treated as an optimization procedure to minimize the difference between model fields and observations. The later approach may be generating a set of tunable parameters that approximate the observed climate but via an unrealistic balance of physical processes and/or compensating errors over different regions in the globe. In this study, we run the Weather Research and Forecasting (WRF) regional model constrained by the reanalysis data over the Southern Great Plains (SGP) where abundant observational data from various resources are available for calibration of the input parameters and validation of the model results. Our goal is to quantify the uncertainty ranges and identify the optimal values of five key input parameters in a new Kain-Frisch (KF) convective parameterization scheme incorporated in the WRF model. A stochastic sampling algorithm, Multiple Very Fast Simulated Annealing (MVFSA), is employed to efficiently sample the input parameters in KF scheme based on the skill score so that the algorithm progressively moves toward regions of the parameter space that minimize model errors. The results based on the WRF simulations with 25-km grid spacing over the SGP show that the model bias for precipitation can be significantly reduced by using five optimal parameters identified by the MVFSA algorithm. The model performance is very sensitive to downdraft and entrainment related parameters and consumption time of Convective Available Potential Energy (CAPE). Simulated convective precipitation decreases as the ratio of downdraft to updraft flux increases. Larger CAPE consumption time results in less convective but more stratiform precipitation. The simulation using optimal parameters obtained by only constraining precipitation generates positive impact on the other output variables, such as temperature and wind. By using the optimal parameters obtained at 25 km simulation, both the magnitude and spatial pattern of simulated precipitation are improved at 12-km spatial resolution. The optimal parameters identified from the SGP region have also improved the simulation of precipitation when moving model domain to another region with a different climate regime (i.e. North America monsoon region). These results suggest the improvement of precipitation simulation by using the optimal parameters remains when the model domain or spatial resolution is changed.
54 ENVIRONMENTAL SCIENCES↗
Incorporation of Spatial Stochastic Variability into Paracousti-UQ
Waves propagating through natural materials such as ocean water encounter spatial variations in material properties that cannot easily be predicted or known in advance. Deterministic wave simulation algorithms must assume that all properties throughout the model space are precisely known. However, a stochastic wave simulation tool can parameterize the material as a stochastic medium with a certain probability distribution and correlation length. This report documents the addition of spatial stochastic variability into Paracousti-UQ, Sandia Geophysics Department's 3-D full waveform acoustic algorithm within stochastic media. The ability of the code to replicate Monte Carlo solutions in 1-D spatially variable media is also evaluated.
58 GEOSCIENCES↗
A moment projection method for population balance dynamics with a shrinkage term
A new method of moments for solving the population balance equation is developed and presented. The moment projection method (MPM) is numerically simple and easy to implement and attempts to address the challenge of particle shrinkage due to processes such as oxidation, evaporation or dissolution. It directly solves the moment transport equation for the moments and tracks the number of the smallest particles using the algorithm by Blumstein and Wheeler (1973) . The performance of the new method is measured against the method of moments (MOM) and the hybrid method of moments (HMOM). The results suggest that MPM performs much better than MOM and HMOM where shrinkage is dominant. The new method predicts mean quantities which are almost as accurate as a high-precision stochastic method calculated using the established direct simulation algorithm (DSA).
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Adaptive mesh refinement for stochastic reaction-diffusion processes
We present an algorithm for adaptive mesh refinement applied to mesoscopic stochastic simulations of spatially evolving reaction-diffusion processes. The transition rates for the diffusion process are derived on adaptive, locally refined structured meshes. Convergence of the diffusion process is presented and the fluctuations of the stochastic process are verified. Furthermore, a refinement criterion is proposed for the evolution of the adaptive mesh. The method is validated in simulations of reaction-diffusion processes as described by the Fisher-Kolmogorov and Gray-Scott equations.
97 MATHEMATICS AND COMPUTING↗
Stochastic weighted particle methods for population balance equations
Highlights: {yields} Weight transfer functions for Monte Carlo simulation of coagulation. {yields} Efficient support for single-particle growth processes. {yields} Comparisons to analytic solutions and soot formation problems. {yields} Better numerical accuracy for less common particles. - Abstract: A class of coagulation weight transfer functions is constructed, each member of which leads to a stochastic particle algorithm for the numerical treatment of population balance equations. These algorithms are based on systems of weighted computational particles and the weight transfer functions are constructed such that the number of computational particles does not change during coagulation events. The algorithms also facilitate the simulation of physical processes that change single particles, such as growth, or other surface reactions. Four members of the algorithm family have been numerically validated by comparison to analytic solutions to simple problems. Numerical experiments have been performed for complex laminar premixed flame systems in which members of the class of stochastic weighted particle methods were compared to each other and to a direct simulation algorithm. Two of the weighted algorithms have been shown to offer performance advantages over the direct simulation algorithm in situations where interest is focused on the larger particles in a system. The extent of this advantage depends on the particular system and on the quantities of interest.
97 MATHEMATICS AND COMPUTING↗
A rigorous sequential update strategy for parallel kinetic Monte Carlo simulation
The kinetic Monte Carlo (kMC) method is used in many scientific fields in applications involving rare-event transitions. Due to its discrete stochastic nature, efforts to parallelize kMC approaches often produce unbalanced time evolutions requiring complex implementations to ensure correct statistics. In the context of parallel kMC, the sequential update technique has shown promise by generating high quality distributions with high relative efficiencies for short-range systems. In this work, we provide an extension of the sequential update method in a parallel context that rigorously obeys detailed balance, which guarantees exact equilibrium statistics for all parallelization settings. Furthermore, our approach also preserves nonequilibrium dynamics with minimal error for many parallelization settings, and can be used to achieve highly precise sampling.
36 MATERIALS SCIENCE↗
Extension of moment projection method to the fragmentation process
The method of moments is a simple but efficient method of solving the population balance equation which describes particle dynamics. Recently, the moment projection method (MPM) was proposed and validated for particle inception, coagulation, growth and, more importantly, shrinkage; here the method is extended to include the fragmentation process. The performance of MPM is tested for 13 different test cases for different fragmentation kernels, fragment distribution functions and initial conditions. Comparisons are made with the quadrature method of moments (QMOM), hybrid method of moments (HMOM) and a high-precision stochastic solution calculated using the established direct simulation algorithm (DSA) and advantages of MPM are drawn.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Weak Convergence of a Mass-Structured Individual-Based Model
We propose a model of chemostat where the bacterial population is individually-based, each bacterium is explicitly represented and has a mass evolving continuously over time. The substrate concentration is represented as a conventional ordinary differential equation. These two components are coupled with the bacterial consumption. Mechanisms acting on the bacteria are explicitly described (growth, division and washout). Bacteria interact via consumption. We set the exact Monte Carlo simulation algorithm of this model and its mathematical representation as a stochastic process. We prove the convergence of this process to the solution of an integro-differential equation when the population size tends to infinity. Finally, we propose several numerical simulations.
60 APPLIED LIFE SCIENCES↗
PWR loading pattern optimization with reinforcement learning
The core loading pattern optimization problem belongs to the class of combinatorial optimization problem and has been studied since the dawn of commercial nuclear energy industry. It is characterized by multiple objectives and constraints, with a very high number of candidate patterns, which makes it impossible to solve explicitly. Stochastic optimization methodologies including Genetic Algorithms and Simulated Annealing are used by different nuclear utilities and vendors to perform fuel cycle reload design. Nevertheless, hand-designed solutions continue to be the prevalent method in the industry. To improve the state-of-the-art core reload patterns, we aim to create a method as scalable as possible, that agrees with the designer's goal of performance and safety. To help in this task Deep Reinforcement Learning (DRL), in particular Proximal Policy Optimization is leveraged. DRL has recently experienced a strong impetus from its successes applied to games, sometimes even reaching 'super-human' performances. This paper lays out the foundation of this method and proposes to study the behavior of several hyper-parameters that influence the DRL algorithm. The algorithm is highly dependent on multiple factors such as an exploration/exploitation trade-off that manifests through different parameters such as the number of loading patterns seen and the number of samples collected before a policy update, but also the shape of the objective function derived for the core design. Experimental results also demonstrate the effectiveness of the method in finding high-quality solutions from scratch within a reasonable amount of time. (authors)
21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
Real-time calibration of a feedback trap
Feedback traps use closed-loop control to trap or manipulate small particles and molecules in solution. They have been applied to the measurement of physical and chemical properties of particles and to explore fundamental questions in the non-equilibrium statistical mechanics of small systems. These applications have been hampered by drifts in the electric forces used to manipulate the particles. Although the drifts are small for measurements on the order of seconds, they dominate on time scales of minutes or slower. Here, we show that a recursive maximum likelihood (RML) algorithm can allow real-time measurement and control of electric and stochastic forces over time scales of hours. Simulations show that the RML algorithm recovers known parameters accurately. Experimental estimates of diffusion coefficients are also consistent with expected physical properties.
46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
Stochastic noise can be helpful for variational quantum algorithms
Saddle points constitute a crucial challenge for first-order gradient descent algorithms. In notions of classical machine learning, they are avoided, for example, by means of stochastic gradient descent methods. In this work, we provide evidence that the saddle-points problem can be naturally avoided in variational quantum algorithms by exploiting the presence of stochasticity. We prove convergence guarantees and present practical examples in numerical simulations and on quantum hardware. We argue that the natural stochasticity of variational algorithms can be beneficial for avoiding strict saddle points, i.e., those saddle points with at least one negative Hessian eigenvalue. This insight that some levels of shot noise could help is expected to add a new perspective to notions of near-term variational quantum algorithms. Published by the American Physical Society 2025
Liu, Junyu↗
An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model
We consider a moving shutter and non-deterministic generalization of the diffraction in time model introduced by Moshinsky several decades ago to study a class of quantum transients. We first develop a moving-mesh finite element method (FEM) to simulate the determisitic version of the model. We then apply the FEM and multilevel Monte Carlo (MLMC) algorithm to the stochastic moving-domain model for simulation of approximate statistical moments of the density profile of the stochastic transients.
97 MATHEMATICS AND COMPUTING↗
Fluctuating hydrodynamics and the Rayleigh–Plateau instability
The Rayleigh–Plateau instability occurs when surface tension makes a fluid column become unstable to small perturbations. At nanometer scales, thermal fluctuations are comparable to interfacial energy densities. Consequently, at these scales, thermal fluctuations play a significant role in the dynamics of the instability. These microscopic effects have previously been investigated numerically using particle-based simulations, such as molecular dynamics (MD), and stochastic partial differential equation–based hydrodynamic models, such as stochastic lubrication theory. In this paper, we present an incompressible fluctuating hydrodynamics model with a diffuse-interface formulation for binary fluid mixtures designed for the study of stochastic interfacial phenomena. An efficient numerical algorithm is outlined and validated in numerical simulations of stable equilibrium interfaces. We present results from simulations of the Rayleigh–Plateau instability for long cylinders pinching into droplets for Ohnesorge numbers of Oh = 0.5 and 5.0. Both stochastic and perturbed deterministic simulations are analyzed and ensemble results show significant differences in the temporal evolution of the minimum radius near pinching. Short cylinders, with lengths less than their circumference, were also investigated. As previously observed in MD simulations, we find that thermal fluctuations cause these to pinch in cases where a perturbed cylinder would be stable deterministically. Finally, we show that the fluctuating hydrodynamics model can be applied to study a broader range of surface tension–driven phenomena.
97 MATHEMATICS AND COMPUTING↗