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At least 757 records · Page 42

Stochastic resonance between propagating extended attractors

The nonequilibrium Ising--Bloch (NIB) bifurcation of the FitzHugh-Nagumo (FHN) model with nondiffusing inhibitor provides a beautiful instance of an extended bistable system with counterpropagating fronts or Bloch walls (BW) as stable attractors. Moreover, these fronts are chiral and parity-related, and the barrier between them is the unstable stationary front or Ising wall (IW). Here we show by means of numerical simulation the presence of stochastic resonance in the transition between 1D BW of opposite chiralities when an additive noise is included. A scaling law of the signal-to-noise ratio (SNR) with the distance to the critical point is numerically observed and theoretically characterized in terms of an effective nonequilibrium potential.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic Richardson Extrapolation Based Numerical Error Estimation for Kinetic Plasma Simulations

We present a numerical error estimation technique specifically formulated to deal with stochastic code output with multiple discretization parameters. This method is based on multiple fits to an error model with arbitrary convergence rates and cross-coupling terms, performed using nonlinear optimization. The fitting approach varies by the type of residual norm which influences the importance of outliers, and weights which influences the relative importance of data points in the coarse and refined regions of discretization parameter space. To account for the influence of stochastic noise, these fits are performed on multiple bootstrap values based on the underlying response data set. Using an automated discretization domain selection scheme, the fits are performed on a series of reduced sets of discretization levels in order to find an optimal fully-converged result estimate in the minimum variance sense; this automated approach enables straightforward analysis of multiple quantities of interest and/or time and spatially-dependent response data. The overall numerical error analysis method is useful for verification and validation problems for stochastic simulation methods and forms a key component in the overall uncertainty quantification process. The method was demonstrated for steady and unsteady electron diode problems simulated using a particle-in-cell kinetic plasma code, demonstrating excellent results.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Active patterning and asymmetric transport in a model actomyosin network

Cytoskeletal networks, which are essentially motor-filament assemblies, play a major role in many developmental processes involving structural remodeling and shape changes. These are achieved by nonequilibrium self-organization processes that generate functional patterns and drive intracellular transport. We construct a minimal physical model that incorporates the coupling between nonlinear elastic responses of individual filaments and force-dependent motor action. By performing stochastic simulations we show that the interplay of motor processes, described as driving anti-correlated motion of the network vertices, and the network connectivity, which determines the percolation character of the structure, can indeed capture the dynamical and structural cooperativity which gives rise to diverse patterns observed experimentally. The buckling instability of individual filaments is found to play a key role in localizing collapse events due to local force imbalance. Motor-driven buckling-induced node aggregation provides a dynamic mechanism that stabilizes the two-dimensional patterns below the apparent static percolation limit. Coordinated motor action is also shown to suppress random thermal noise on large time scales, the two-dimensional configuration that the system starts with thus remaining planar during the structural development. By carrying out similar simulations on a three-dimensional anchored network, we find that the myosin-driven isotropic contraction of a well-connected actin network, when combined with mechanical anchoring that confers directionality to the collective motion, may represent a novel mechanism of intracellular transport, as revealed by chromosome translocation in the starfish oocyte.

36 MATERIALS SCIENCE↗

MAGIS-100 environmental characterization and noise analysis

We investigate and analyze site specific systematics for the MAGIS-100 atomic interferometry experiment at Fermi National Accelerator Laboratory. As atom interferometers move out of the laboratory environment passive and active mitigation for noise sources must be implemented. To inform the research and development of the experiment design, we measure ambient temperature, humidity, and vibrations of the installation site. We find that temperature fluctuations will necessitate enclosures for critical subsystems and a temperature controlled laser room for the laser system. We also measure and analyze the vibration spectrum above and below ground for the installation site. The seismic vibration effect of gravity gradient noise is also modeled using input from a low-noise seismometer at multiple locations and a mitigation scheme is studied using a stochastic simulation and characterized by a suppression factor.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Statistical Treatment of Inverse Problems Constrained by Differential Equations-based Models with Stochastic Terms

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is to formulate the inverse problem, in particular the objective function, to find the closest forward distribution (i.e., the output of the stochastic forward problem) that best explains the distribution of the observations in a certain metric. We use proper scoring rules, a concept employed in statistical forecast verification, namely energy, variogram, and hybrid (i.e., combination of the two) scores. We study the performance of the proposed formulation in the context of two applications: a coefficient field inversion for subsurface flow governed by an elliptic partial differential equation with a stochastic source and a parameter inversion for power grid governed by differential-algebraic equations. In both cases we show that the variogram and the hybrid scores produce better parameter inversion results than does the energy score, whereas the energy score leads to better probabilistic predictions.

97 MATHEMATICS AND COMPUTING↗

Calibration verification for stochastic agent-based disease spread models

Accurate disease spread modeling is crucial for identifying the severity of outbreaks and planning effective mitigation efforts. To be reliable when applied to new outbreaks, model calibration techniques must be robust. However, current methods frequently forgo calibration verification (a stand-alone process evaluating the calibration procedure) and instead use overall model validation (a process comparing calibrated model results to data) to check calibration processes, which may conceal errors in calibration. In this work, we develop a stochastic agent-based disease spread model to act as a testing environment as we test two calibration methods using simulation-based calibration, which is a synthetic data calibration verification method. The first calibration method is a Bayesian inference approach using an empirically-constructed likelihood and Markov chain Monte Carlo (MCMC) sampling, while the second method is a likelihood-free approach using approximate Bayesian computation (ABC). Simulation-based calibration suggests that there are challenges with the empirical likelihood calculation used in the first calibration method in this context. These issues are alleviated in the ABC approach. Despite these challenges, we note that the first calibration method performs well in a synthetic data model validation test similar to those common in disease spread modeling literature. We conclude that stand-alone calibration verification using synthetic data may benefit epidemiological researchers in identifying model calibration challenges that may be difficult to identify with other commonly used model validation techniques.

60 APPLIED LIFE SCIENCES↗

River meander modeling and confronting uncertainty.

This study examines the meandering phenomenon as it occurs in media throughout terrestrial, glacial, atmospheric, and aquatic environments. Analysis of the minimum energy principle, along with theories of Coriolis forces (and random walks to explain the meandering phenomenon) found that these theories apply at different temporal and spatial scales. Coriolis forces might induce topological changes resulting in meandering planforms. The minimum energy principle might explain how these forces combine to limit the sinuosity to depth and width ratios that are common throughout various media. The study then compares the first order analytical solutions for flow field by Ikeda, et al. (1981) and Johannesson and Parker (1989b). Ikeda's et al. linear bank erosion model was implemented to predict the rate of bank erosion in which the bank erosion coefficient is treated as a stochastic variable that varies with physical properties of the bank (e.g., cohesiveness, stratigraphy, or vegetation density). The developed model was used to predict the evolution of meandering planforms. Then, the modeling results were analyzed and compared to the observed data. Since the migration of a meandering channel consists of downstream translation, lateral expansion, and downstream or upstream rotations several measures are formulated in order to determine which of the resulting planforms is closest to the experimental measured one. Results from the deterministic model highly depend on the calibrated erosion coefficient. Since field measurements are always limited, the stochastic model yielded more realistic predictions of meandering planform evolutions. Due to the random nature of bank erosion coefficient, the meandering planform evolution is a stochastic process that can only be accurately predicted by a stochastic model.

54 ENVIRONMENTAL SCIENCES↗

Report on the Economic Optimization of a Demonstration Case for a Static N-R HES Configuration using RAVEN

The synthetic time history generation algorithm in RAVEN has been extensively tested and used to perform qualitative assessments of the statistical characteristics of the net demand vs. demand for different values of the penetration of wind generation. Reported results highlight the need to consider the impact of variable renewable on the electricity net demand profile, due to the increase in its volatility with increased wind penetration. This analysis provides a strong foundation for the modeling and simulation needs expressed under the "Nuclear-Renewable Hybrid Energy Systems" (NRHES) project. Following this confirmative analysis the entire stochastic optimization framework has been tested in a demo case. The case chosen is an optimization driven by profitability for a system composed by a nuclear plant and a hydrogen production industrial process. This type of economical analysis is aimed to assess the capability of a hybrid system to penetrate the current energy market. In this sense it differs from the approach suggested under NRHES, where a cost minimization approach is suggested. This analysis is instead aimed to show the flexibility of the developed framework, e.g. for the evaluation of retrofitting projects of already existing plants. The system considered is subject to variable prices of electricity, which are simulated using the algorithm for the production of synthetic time histories. The physical system is considered without inertia so that it can be replaced by dispatching rules based on the highest marginal profit. Two optimization problems have been considered, for the first the size of the nuclear power plant is fixed and the optimization variable is the capacity of the hydrogen production plant. For the second, both plant sizes are optimization parameters while the overall capital expenditure is caped. The economical figures of merits considered are the Internal Rate of Return (IRR) and/or Profitability Index (PI) for the first one (since no cap is placed on the investment size) and Net Present Value (NPV) and/or IRR for the second one where the capital expenditure is constrained. Economic input data concerning capital costs, size-scaling factors, and operational costs for both plants have been collected from literature in order to achieve a simulation as realistic as possible. More work will be needed to obtain even more realistic numbers, possibly from industrial partners, and considering market elasticity for the hydrogen market. In order to perform the optimization of the cases described above, the economical external RAVEN module (CashFlow) for financial analysis has been improved in flexibility and generality. Some improvements have also been made to the optimization algorithm for a more efficient treatment of the boundary constrains. In conclusion three major results have been obtained: a) collection of the economical parameters characterizing the nuclear power plants and hydrogen production plants, b) extension of the financial analysis module (CashFlow) to drive the calculation of all needed cash flow streams and c) the testing of the full framework in a nearly final configuration.

97 MATHEMATICS AND COMPUTING↗

Modeling laser velocimeter signals as triply stochastic Poisson processes

Previous models of laser Doppler velocimeter (LDV) systems have not adequately described dual-scatter signals in a manner useful for analysis and simulation of low-level photon-limited signals. At low photon rates, an LDV signal at the output of a photomultiplier tube is a compound nonhomogeneous filtered Poisson process, whose intensity function is another (slower) Poisson process with the nonstationary rate and frequency parameters controlled by a random flow (slowest) process. In the present paper, generalized Poisson shot noise models are developed for low-level LDV signals. Theoretical results useful in detection error analysis and simulation are presented, along with measurements of burst amplitude statistics. Computer generated simulations illustrate the difference between Gaussian and Poisson models of low-level signals.

Mayo, W. T., Jr.↗

A computer simulation of aircraft evacuation with fire

A computer simulation was developed to assess passenger survival during the post-crash evacuation of a transport category aircraft when fire is a major threat. The computer code, FIREVAC, computes individual passenger exit paths and times to exit, taking into account delays and congestion caused by the interaction among the passengers and changing cabin conditions. Simple models for the physiological effects of the toxic cabin atmosphere are included with provision for including more sophisticated models as they become available. Both wide-body and standard-body aircraft may be simulated. Passenger characteristics are assigned stochastically from experimentally derived distributions. Results of simulations of evacuation trials and hypothetical evacuations under fire conditions are presented.

Middleton, V. E.↗

Climate‐driven changes to the spatio‐temporal distribution of the parasitic nematode, Haemonchus contortus, in sheep in Europe

Abstract Recent climate change has resulted in changes to the phenology and distribution of invertebrates worldwide. Where invertebrates are associated with disease, climate variability and changes in climate may also affect the spatio‐temporal dynamics of disease. Due to its significant impact on sheep production and welfare, the recent increase in diagnoses of ovine haemonchosis caused by the nematode Haemonchus contortus in some temperate regions is particularly concerning. This study is the first to evaluate the impact of climate change on H. contortus at a continental scale. A model of the basic reproductive quotient of macroparasites, Q 0 , adapted to H. contortus and extended to incorporate environmental stochasticity and parasite behaviour, was used to simulate Pan‐European spatio‐temporal changes in H. contortus infection pressure under scenarios of climate change. Baseline Q 0 simulations, using historic climate observations, reflected the current distribution of H. contortus in Europe. In northern Europe, the distribution of H. contortus is currently limited by temperatures falling below the development threshold during the winter months and within‐host arrested development is necessary for population persistence over winter. In southern Europe, H. contortus infection pressure is limited during the summer months by increased temperature and decreased moisture. Compared with this baseline, Q 0 simulations driven by a climate model ensemble predicted an increase in H. contortus infection pressure by the 2080s. In northern Europe, a temporal range expansion was predicted as the mean period of transmission increased by 2–3 months. A bimodal seasonal pattern of infection pressure, similar to that currently observed in southern Europe, emerges in northern Europe due to increasing summer temperatures and decreasing moisture. The predicted patterns of change could alter the epidemiology of H. contortus in Europe, affect the future sustainability of contemporary control strategies, and potentially drive local adaptation to climate change in parasite populations.

Rose, Hannah↗

Fluid Flow, Thermal Stratification, and Inclusion Motion During Holding Period in Steel Ladles

In the current study, the fluid flow and thermal stratification during the holding period are numerically simulated. The standard k–ε two-equation turbulence model is adopted to describe the turbulence. The trajectories of inclusions are calculated by the discrete phase model (DPM) considering the stochastic effect of turbulence. Two different initial conditions for the flow field are compared: the quiescent state of flow and the fluid flow induced by gas stirring. Significant differences are observed between these cases. In practice, the holding period starts from the shut-off of the gas blowing. Thus, it is proposed that the flow field at the terminal of gas stirring should be considered for the simulation of the fluid flow, heat transfer, and inclusion motion during the holding period.

36 MATERIALS SCIENCE↗

Evaluation of a Regional Crop Model Implementation for Sub-National Yield Assessments in Kenya

CONTEXT: Cropping system models can be used to both assess regional food security and to monitor and predict agricultural drought. Agriculture in Kenya is extremely important to both the economy and food security of the country. OBJECTIVE: This study evaluated a regional implementation of a widely used crop model, the Decision Support System for Agrotechnology Transfer (DSSAT), within a coupled modeling framework, the Regional Hydrologic Extremes Assessment System (RHEAS), over Kenya. The goal of this study was to assess the ability of RHEAS to simulate the annual variability of maize yields at the county level and evaluate the uncertainty inherent in the model and inputs. METHODS: The RHEAS system implements a stochastic ensemble approach to account for field scale variabilities in crop management practices and underlying soil and weather conditions. Satellite-derived datasets were used to evaluate the land surface component of the system and seasonally disaggregated yield for 5 years was used to assess the performance of the cropping system model. RESULTS AND CONCLUSIONS: The median correlation between RHEAS and satellite-derived soil moisture and evapotranspiration estimates were 0.78, and 0.51, respectively, indicating that the model is able to capture the key drivers of the hydrological budget. Overall, RHEAS simulated yearly yield variations with a median correlation of 0.7 with reported yields, with the best performance in the short rains season. However, across both seasons, the RHEAS model was positively biased on the order of ~1.6 MT/ha. The overall median unbiased RMSE was 0.66 MT/ha. The RHEAS system shows skill at simulating extreme departures in anomalies, and a majority of the time (62.5%) the reported yields fall within the interquartile range of the simulations. SIGNIFICANCE: One of the most important areas of improvement for the next generation of agricultural data and models is to better understand and communicate the inherent uncertainties. This is especially critical in data-limited regions. Here we present a modeling system and its implementation that begins to address these concerns. We demonstrate the ability to simulate broad trends in yields at the county level for sub-annual yields with skills that commensurate previous national/annual level studies.

Crop model↗

Implementation of active sites to capture pitting of oxidizing carbon materials in DSMC.

In this work we demonstrate a newly developed capability to capture pitting of carbon fibers in DSMC simulations, specifically using the Stochastic PArallel Rarefied-gas Time-accurate Analyzer (SPARTA) code [1]. State-of-the-art reactive surface models in DSMC compute collision dependent carbon consumption rates (usually through desorption of CO) based on a set of surface reactions that has been derived from molecular beam experiments [2]. The reactivity on each carbon surface element is constant in those models, such that the carbon surface recedes uniformly as a result of ablation. However, it is well known that in reality the carbon surface has locally different reaction rates due to the presence of defects at the atomic scale [3]. These defective sites have a much higher reactivity than the average sites (2-3 orders of magnitude) and are first to react during ablation leading to its removal. This causes all the neighboring atoms to be defective and increase their reactivity, thus leading to the localized carbon removal around these ”active” sites (as shown in Fig. 1). In this manner, these highly reactive defective sites serve as nucleation sites for the formation and growth of etch pits with potentially detrimental effects on the structural integrity. Recently a detailed surface chemistry framework was developed in SPARTA, capable of incorporating various reaction mechanisms such as adsorption, desorption, Eley-Rideal (ER) and Langmuir-Hinshelwood (LH) mechanisms [4]. Within this framework, we have implemented the capability of a single surface having multiple site sets with different reactivities. Using this feature, we can simulate the presence of active sites on carbon surfaces, whose reactivity is much greater than an average site as a result of defects. We have implemented the active site fraction as a property of surface elements within SPARTA, which is directly proportional to the local reactivity of each surface element. By introducing an initial distribution of the active site fraction across the carbon surface, and propagating it in a manner that mimics the evolution of real reacting carbon surfaces, we are able to capture the formation and growth of etch pits as a result of surface consumption reactions such as oxidation.

DSMC↗

Time delay and noise explaining the behaviour of the cell growth in fermentation process

This paper proposes to investigate the interplay between time delay and external noise in explaining the behaviour of the microbial growth in batch fermentation process. Time delay and noise are modelled jointly via stochastic delay differential equations (SDDEs). The typical behaviour of cell concentration in batch fermentation process under this model is investigated. Milstein scheme is applied for solving this model numerically. Simulation results illustrate the effects of time delay and external noise in explaining the lag and stationary phases, respectively for the cell growth of fermentation process.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A Bayesian Approach for Estimating Uncertainty in Stochastic Economic Dispatch considering Wind Power Penetration

The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To estimate the uncertainty in this stochastic economic dispatch problem for forecasting purposes, the conventional Monte-Carlo method is prohibitively time-consuming for practical applications. To overcome this problem, here we propose a novel Gaussian-process-emulator-based approach to quantify the uncertainty in the stochastic economic dispatch considering wind power penetration. Facing high-dimensional real-world data representing the correlated uncertainties from wind generation, a manifold-learning-based Isomap algorithm is proposed to efficiently represent the low-dimensional hidden probabilistic structure of the data. In this low-dimensional latent space, with Latin hypercube sampling as the computer experimental design, a Gaussian-process emulator is used, for the first time, to serve as a nonparametric, surrogate model for the original complicated stochastic economic dispatch model. This reduced-order representative allows us to evaluate the economic dispatch solver at sampled values with a negligible computational cost while maintaining a desirable accuracy. Simulation results conducted on the IEEE 118-bus test system reveal the impressive performance of the proposed method.

17 WIND ENERGY↗

Energy sector portfolio analysis with uncertainty

Governments are dealing with the challenge of how to efficiently invest in research and development portfolios related to energy technologies. Research and development investment decisions in the energy space are especially difficult due to numerous risks and uncertainties, and due to the complexity of energy's interactions with the broad economy. Historically, much of the U.S. Department of Energy's in-depth research and development analyses focused on assessing the impact of a research and development activity in isolation from other available opportunities and did not substantially consider risk and uncertainty. Endeavoring to combine integrated energy-economy modeling with uncertainty analysis and technology-specific research and development activities, the U.S. Department of Energy commissioned the development of the Stochastic Energy Deployment System to support and improve public energy research and development decision-making. The Stochastic Energy Deployment System draws from expert-elicited probability distributions for research and development-driven improvements in technology cost and performance, and it uses Monte Carlo simulations to evaluate the likelihood of outcomes within a system dynamics energy-economy model. The framework estimates the uncertain benefits and costs of various research and development portfolios and provides insight into the probability of meeting national technology goals, while accounting for interactions with the larger economy and for interactions among research and development investments spanning many energy sectors.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

IMPROVED COMPUTATIONAL NEUTRONICS METHODS AND VALIDATION PROTOCOLS FOR THE ADVANCED TEST REACTOR

The Idaho National Laboratory (INL) is in the process of modernizing the various reactor physics modeling and simulation tools used to support operation and safety assurance of the Advanced Test Reactor (ATR). Key accomplishments so far have encompassed both computational as well as experimental work. A new suite of stochastic and deterministic transport theory based reactor physics codes and their supporting nuclear data libraries (HELIOS, KENO6/SCALE, NEWT/SCALE, ATTILA, and an extended implementation of MCNP5) has been installed at the INL. Corresponding models of the ATR and ATRC are now operational with all five codes, demonstrating the basic feasibility of the new code packages for their intended purpose. Of particular importance, a set of as-run core depletion HELIOS calculations for all ATR cycles since August 2009 was successfully completed during 2011. This demonstration supported a decision late in the year to proceed with the phased incorporation of the HELIOS methodology into the ATR fuel cycle management process beginning in 2012. On the experimental side of the project, new hardware was fabricated, measurement protocols were finalized, and the first four of six planned physics code validation experiments based on neutron activation spectrometry were conducted at the ATRC facility. Data analysis for the first three experiments, focused on characterization of the neutron spectrum in one of the ATR flux traps, has been completed. The six experiments will ultimately form the basis for a flexible, easily-repeatable ATR physics code validation protocol that is consistent with applicable ASTM standards.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗