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At least 1,063 records · Page 59

Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems

In an attempt to reproduce and study the dynamics of financial markets, a random agent-based financial price model is developed and investigated by the finite-range multitype contact dynamic system, in which the interaction and dispersal of different types of investment attitudes in a stock market are imitated by viruses spreading. With different parameters of birth rates and finite-range, the normalized return series are simulated by Monte Carlo simulation method and numerical studied by power-law distribution analysis and autocorrelation analysis. To better understand the nonlinear dynamics of the return series, a q-order autocorrelation function and a multi-autocorrelation function are also defined in this work. The comparisons of statistical behaviors of return series from the agent-based model and the daily historical market returns of Shanghai Composite Index and Shenzhen Component Index indicate that the proposed model is a reasonable qualitative explanation for the price formation process of stock market systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A simplified model for dynamics of cell rolling and cell-surface adhesion

We propose a three dimensional model for the adhesion and rolling of biological cells on surfaces. We study cells moving in shear flow above a wall to which they can adhere via specific receptor-ligand bonds based on receptors from selectin as well as integrin family. The computational fluid dynamics are governed by the lattice-Boltzmann method. The movement and the deformation of the cells is described by the immersed boundary method. Both methods are fully coupled by implementing a two-way fluid-structure interaction. The adhesion mechanism is modelled by adhesive bonds including stochastic rules for their creation and rupture. We explore a simplified model with dissociation rate independent of the length of the bonds. We demonstrate that this model is able to resemble the mesoscopic properties, such as velocity of rolling cells.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Molten salt reactor core simulation with PROTEUS

The Nuclear Energy Advance Modeling and Simulation Program (NEAMS) of the US Department of Energy (DOE) aims to develop advanced simulation tools to aid the development of advanced nuclear technologies. The high-fidelity PROTEUS code was developed in the NEAMS program for reactor physics analysis. This paper tests the applicability of the PROTEUS code to simulate a Molten Salt Reactor (MSR). The OpenMC code based on the Monte Carlo Method was employed to generate the cross sections and to provide stochastic solutions for verification. The PROTEUS code was successfully employed to simulate the steady-state performance of an MSR represented by the ThorCon core design. The 2D lattice, 2D core, and 3D full core calculations performed by PROTEUS show good agreement with that predicted by OpenMC. Furthermore, for the nodal option within PROTEUS, the precursor drift model was also tested, and this effect resulted in a reduction of the k-eff by 300 pcm.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Coalescence dynamics of prismatic dislocation loops due to vacancy supersaturation

Recovery processes in metals with a high defect concentration are at the heart of a structural alloy's usability in engineering applications. However, such processes take place via nonconservative mechanisms mediated by point defect diffusion and are governed by their interactions with the underlying microstructure. Indeed, one of the main challenges in studying recovery processes is their intrinsic multiscale complexity, which often negates the direct use of experimental techniques. Here, in this Research Letter, we study the mechanism of dislocation loop coalescence in metals by simulating the interaction dynamics between vacancies and prismatic loops using a stochastic framework that seamlessly bridges point defect kinetics with dislocation mechanics. Our simulations reveal two fundamental discoveries: first, that climb processes are governed by local fluctuations that are not captured by continuum elastodiffusion models, and, second, that prismatic loops create internal traps for vacancies, leading to the formation of rings around the perimeter of the loops that affect how coalescence takes place. Our results show an excellent agreement with in situ experimental observations of loop coalescence in Fe under irradiation.

36 MATERIALS SCIENCE↗

H ∞ Control for Energy Dispatch in Autonomous Nanogrid With Communication Delays

This paper proposes an optimal controller and estimator for energy dispatch to balance the power supply and demand considering communication delays. The proposed algorithm involves modeling an autonomous nanogrid (ANG) consisting of distributed energy resources, energy storage systems, loads, an $H$ ∞ controller with a reference power modulation technique, and a state estimator. The ANG was developed to express the dynamic supply-demand energy balance of a nanogird system. Reference power modulation was designed to generate the desired ESS power based on the imbalanced energy. Random communication delays were modeled using a stochastic variable satisfying the Bernoulli random binary distribution. The optimal $H$ ∞ controller and estimator were developed using a linear matrix inequality approach to exponentially stabilize the closed-loop system. Simulations were performed using real daily demand forecasts obtained from the Korea Meteorological Administration to demonstrate the effectiveness of the proposed real-time optimization algorithm.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A Metric of Influential Spreading during Contagion Dynamics through the Air Transportation Network

The spread of infectious diseases at the global scale is mediated by long-range human travel. Our ability to predict the impact of an outbreak on human health requires understanding the spatiotemporal signature of early-time spreading from a specific location. Here, we show that network topology, geography, traffic structure and individual mobility patterns are all essential for accurate predictions of disease spreading. Specifically, we study contagion dynamics through the air transportation network by means of a stochastic agent-tracking model that accounts for the spatial distribution of airports, detailed air traffic and the correlated nature of mobility patterns and waiting-time distributions of individual agents. From the simulation results and the empirical air-travel data, we formulate a metric of influential spreading––the geographic spreading centrality––which accounts for spatial organization and the hierarchical structure of the network traffic, and provides an accurate measure of the early-time spreading power of individual nodes.

42 ENGINEERING↗

Modeling Time-Dependent Surrogates of Additive-Manufactured Nuclear Fuels Processes

Additive manufacturing (AM) technology is being increasingly adopted in a wide variety of application areas for its ability to rapidly produce, prototype, and customize designs. Recently, a hybrid AM technique was successfully developed at Idaho National Laboratory (INL) to manufacture nuclear fuels [1]. Despite the advantages, this AM technique needs optimization due to defects from a highly complex melting and sintering process. The complex metallurgical phenomena during AM processes are strongly related to parameters such as applied laser power, traveling speed, and scan style, which could lead to differences in density, residual stress, crystallographic texture, and mechanical properties. In addition, stochastic variations in laser energy interaction and associated multiscale/multiphysics phenomena cause variations in microstructure evolution and mechanical properties. Currently, researchers at INL are focusing on developing a comprehensive modeling framework, leveraging INL’s simulation tools MOOSE/MARMOT/BISON/RAVEN [2-4] to describe all steps of this AM process across multiple length scales. Although this advanced framework plays a critical role in enabling enhancements to traditional trial and error approaches for design and optimization of nuclear fuel materials, it remains computationally intense, limiting its use in sensitivity and optimization analysis. In this case, an accurate and inexpensive surrogate becomes an effective tool for providing a tractable approximation of the underlying underline physics. Surrogate models generally not based on the physics of a system are purely mathematical models used to capture the relationships between specific system inputs and outputs. Popular approaches, including neural networks [5], response surfaces [6], and subspace-based reduced order models [7], have been applied to a wide range of disciplines, such as nuclear reactor design, aerospace design and automotive design. In this summary, we employ advanced time-dependent surrogate models such as high-dimensional model representation (HDMR) [8] and physics-informed deep neural network (PINNs) [9] to accelerate the design and optimization of AM process.

42 ENGINEERING↗

Stochastic rotation dynamics for nematic liquid crystals

We introduce a new mesoscopic model for nematic liquid crystals (LCs). We extend the particle-based stochastic rotation dynamics method, which reproduces the Navier-Stokes equation, to anisotropic fluids by including a simplified Ericksen-Leslie formulation of nematodynamics. We verify the applicability of this hybrid model by studying the equilibrium isotropic-nematic phase transition and nonequilibrium problems, such as the dynamics of topological defects and the rheology of sheared LCs. Our simulation results show that this hybrid model captures many essential aspects of LC physics at the mesoscopic scale, while preserving microscopic thermal fluctuations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Development of a Detailed Surface Chemistry Framework in DSMC

A generalized finite-rate surface chemistry framework incorporating a comprehensive list of reaction mechanisms is developed and implemented into the Direct Simulation Monte Carlo (DSMC) solver SPARTA (Stochastic PArallel Rarefied-gas Time-accurate Analyzer). The various mechanisms include adsorption, desorption, Eley-Rideal (ER), and several types of Langmuir-Hinshelwood (LH) mechanisms. The approach is to stochastically model the various competing reactions occurring on a set of active sites. Both gas-surface (e.g., adsorption, ER) and pure-surface (e.g., desorption) reaction mechanisms are incorporated, and the framework also includes catalytic or surface altering mechanisms involving the participation of the bulk-phase species (e.g., bulk carbon atoms). Marschall and MacLean developed a general formulation in which multiple phases and surface sites are used and a similar convention is adopted in the current work. Expressions for the microscopic parameters of reaction probabilities (for gas-surface reactions) and frequencies (for pure-surface reactions) that are required for DSMC are derived from the surface properties and macroscopic parameters such as rate constants, sticking coefficients, etc. The energy and angular distributions of the products are specified according to the reaction type and input parameters. This framework also presents physically consistent procedures to accurately compute the reaction probabilities and frequencies in the case of multiple reactions. The result is a modeling tool with a wide variety of surface reactions characterized via user-specified reaction rate constants, surface properties and parameters.

Surface Chemistry↗

Simulating Field-Scale Moisture Flow Using a Combined Power-Averaging and Tensorial Connectivity-Tortuosity Approach

Various stochastic methods have been developed over the past two decades to estimate effective unsaturated hydraulic properties. We develop in this paper an alternative practical approach to estimate three-dimensional effective unsaturated hydraulic conductivity via a combined power-averaging and tensorial connectivity-tortuosity (PA-TCT) model. An application of the new approach to data collected at a field injection site suggests that the PA-TCT model provides 1) a reasonable framework for upscaling core-scale measurements and 2) an accurate simulation of moisture flow in a heterogeneous vadose zone. The heterogeneous media at the injection site is composed of multiple geologic units, each of which is represented by an anisotropic equivalent homogeneous medium (EHM). The directional effective hydraulic conductivity for each anisotropic EHM was determined by upscaling the laboratory-measured hydraulic properties with the combined PA-TCT approach. A larger difference between the power values in the horizontal and vertical directions indicates a larger macroscopic anisotropy in unsaturated hydraulic conductivity. A moment analysis was used to quantify the center of mass and the spread of the moisture content difference. Numerical simulations showed that, if the flow domain were treated as being isotropic, the vertical migration was significantly overestimated while the lateral movement was underestimated when compared to observations. To the contrary, if the media was treated as perfectly stratified, the lateral moisture movement was considerably overestimated while the vertical movement was underestimated. However, when the flow domain was modeled as being mildly anisotropic with the PA-TCT based parameters, the model can successfully predict the moisture flow and the simulated plume matched the observed moisture plume the best.

58 GEOSCIENCES↗

Modeling of dislocation channel width evolution in irradiated metals

Defect-free dislocation channel formation has been reported to promote plastic instability during tensile testing via localized plastic flow, leading to a distinct loss of ductility and strain hardening in many low-temperature irradiated materials. In order to study the underlying mechanisms governing dislocation channel width and formation, the channel formation process is modeled via a simple stochastic dislocation-jog process dependent upon grain size, defect cluster density, and defect size. Dislocations traverse a field of defect clusters and jog stochastically upon defect interaction, forming channels of low defect-density. And based upon prior molecular dynamics (MD) simulations and in-situ experimental transmission electron microscopy (TEM) observations, each dislocation encounter with a dislocation loop or stacking fault tetrahedron (SFT) is assumed to cause complete absorption of the defect cluster, prompting the dislocation to jog up or down by a distance equal to half the defect cluster diameter. Channels are predicted to form rapidly and are comparable to reported TEM measurements for many materials. Predicted channel widths are found to be most strongly dependent on mean defect size and correlated well with a power law dependence on defect diameter and density, and distance from the dislocation source. Due to the dependence of modeled channel width on defect diameter and density, maximum channel width is predicted to slowly increase as accumulated dose increases. The relatively weak predicted dependence of channel formation width with distance, in accordance with a diffusion analogy, implies that after only a few microns from the source, most channels observed via TEM analyses may not appear to vary with distance because of limitations in the field-of-view to a few microns. Furthermore, examinations of the effect of the so-called “source-broadening” mechanism of channel formation showed that its effect is simply to add a minimum thickness to the channel without affecting channel dependence on the given parameters.

36 MATERIALS SCIENCE↗

A REDUCED ORDER MODELING APPROACH TO PROBABILISTIC CREEP-DAMAGE PREDICTIONS IN FINITE ELEMENT ANALYSIS

This paper introduces a computationally efficient Reduced Order Modeling (ROM) approach for the probabilistic prediction of creep-damage failure. Component-level probabilistic simulations are needed to assess the reliability and safety of high-temperature components. Full-scale probabilistic creep-damage modeling in finite element (FE) approach is computationally expensive requiring many hundreds of simulations to replicate the uncertainty of component failure. To that end, ROM is proposed to minimize the elevated computational cost while controlling the loss of accuracy. It is proposed that full-scale probabilistic simulations can be completed in 1D at a reduced cost, the extremum conditions extracted, and those conditions applied for lower-cost 2D/3D probabilistic simulations of components that capture the mean and uncertainty of failure. The probabilistic Sine-hyperbolic (Sinh) model is selected which in previous work was calibrated to alloy 304 stainless steel. The Sinh model includes probability density functions (pdfs) for test condition (stress and temperature), initial damage (i.e. microstructure), and material properties uncertainty. The Sinh model is programmed into ANSYS finite element software using the USERCREEP.F material subroutine. First, the Sinh model and FE code are subject to verification and validation to ensure the accuracy of the simulations. Numerous Monte Carlo simulations are executed in a 1D model to generate probabilistic creep deformation, damage, and rupture data. This data is analyzed and the probabilistic parameters corresponding to extreme creep response are extracted. The ROM concept is applied where only the extreme conditions are applied in the 2D probabilistic prediction of a component. The probabilistic predictions between the 1D and 2D geometry is compared to assess ROM for creep. The accuracy of the probabilistic prediction employing the ROM approach will potentially reduce the time and cost of simulating complex engineering systems. Future studies will introduce multi-stage Sinh, stochasticity, and spatial uncertainty for improved prediction.

36 MATERIALS SCIENCE↗

A Simple Stochastic Model for Generating Broken Cloud Optical Depth and Top Height Fields

A simple and fast algorithm for generating two correlated stochastic twodimensional (2D) cloud fields is described. The algorithm is illustrated with two broken cumulus cloud fields: cloud optical depth and cloud top height retrieved from Moderate Resolution Imaging Spectrometer (MODIS). Only two 2D fields are required as an input. The algorithm output is statistical realizations of these two fields with approximately the same correlation and joint distribution functions as the original ones. The major assumption of the algorithm is statistical isotropy of the fields. In contrast to fractals and the Fourier filtering methods frequently used for stochastic cloud modeling, the proposed method is based on spectral models of homogeneous random fields. For keeping the same probability density function as the (first) original field, the method of inverse distribution function is used. When the spatial distribution of the first field has been generated, a realization of the correlated second field is simulated using a conditional distribution matrix. This paper is served as a theoretical justification to the publicly available software that has been recently released by the authors and can be freely downloaded from http://i3rc.gsfc.nasa.gov/Public codes clouds.htm. Though 2D rather than full 3D, stochastic realizations of two correlated cloud fields that mimic statistics of given fields have proved to be very useful to study 3D radiative transfer features of broken cumulus clouds for better understanding of shortwave radiation and interpretation of the remote sensing retrievals.

Prigarin, Sergei M.↗

Gradient-based optimization for regression in the functional tensor-train format

Predictive analysis of complex computational models, such as uncertainty quantification (UQ), must often rely on using an existing database of simulation runs. In this paper we consider the task of performing low-multilinear-rank regression on such a database. Specifically we develop and analyze an efficient gradient computation that enables gradient-based optimization procedures, including stochastic gradient descent and quasi-Newton methods, for learning the parameters of a functional tensor-train (FT). We compare our algorithms with 22 other nonparametric and parametric regression methods on 10 real-world data sets and show that for many physical systems, exploiting low-rank structure facilitates efficient construction of surrogate models. Here, we use a number of synthetic functions to build insight into behavior of our algorithms, including the rank adaptation and group-sparsity regularization procedures that we developed to reduce overfitting. Finally we conclude the paper by building a surrogate of a physical model of a propulsion plant on a naval vessel.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Validation of Hygrothermal Simulations with Wall Performance Experiments in an Environmental Chamber

Oak Ridge National Laboratory is developing a web tool, built on a rule-based expert system, that aids stakeholders in designing energy-efficient moisture-durable walls. Currently, the tool’s expert system database is mostly populated with expert opinion, but work is being done to incorporate durability assessment based on stochastic hygrothermal modeling. Chamber experiments have been conducted to validate the hygrothermal models. The measured temperature and humidity have been compared with those predicted by the hygrothermal model. Experiments and comparison to one-dimensional hygrothermal modeling results were completed with two walls, a Structural Insulated Panel (SIP) based wall and a Concrete Masonry Unit (CMU) based wall. The two walls were succumbed to typical Chicago weather in ORNL’s Heat, Air and Moisture chamber. The walls were sequentially exposed to different scenarios, including diffusion, wetting, air leakage and solar radiation. For the most part, the hygrothermal simulations can be successfully used to predict the performance of these wall systems for the moisture transport phenomenon. Errors between measured and simulated values decreased as measurements got closer to the interior side of the wall. The root mean square error was larger for relative humidity (up to 17.5%-RH for CMU) than for temperature (up to 4.5°C for CMU wall). The errors were larger for the CMU wall than the wood frame wall. The phenomenon, including liquid water, caused large discrepancies between measurement and simulation results, and simulated results showed slower drying of materials than measured results. The one-dimensional nature of the simulation model made simulating air leaks difficult but not impossible.

Salonvaara, Mikael↗

THE PANCHROMATIC HUBBLE ANDROMEDA TREASURY. III. MEASURING AGES AND MASSES OF PARTIALLY RESOLVED STELLAR CLUSTERS

The apparent age and mass of a stellar cluster can be strongly affected by stochastic sampling of the stellar initial mass function (IMF), when inferred from the integrated color of low-mass clusters ({approx}<10{sup 4} M {sub Sun }). We use simulated star clusters to show that these effects are minimized when the brightest, rapidly evolving stars in a cluster can be resolved, and the light of the fainter, more numerous unresolved stars can be analyzed separately. When comparing the light from the less luminous cluster members to models of unresolved light, more accurate age estimates can be obtained than when analyzing the integrated light from the entire cluster under the assumption that the IMF is fully populated. We show the success of this technique first using simulated clusters, and then with a stellar cluster in M31. This method represents one way of accounting for the discrete, stochastic sampling of the stellar IMF in less massive clusters and can be leveraged in studies of clusters throughout the Local Group and other nearby galaxies.

79 ASTRONOMY AND ASTROPHYSICS↗

Neutron dosimetry in organs of an adult human phantom using linacs with multileaf collimator in radiotherapy treatments

Purpose: To calculate absorbed doses due to neutrons in 87 organs/tissues for anthropomorphic phantoms, irradiated in position supine (head first into the gantry) with orientations anteroposterior (AP) and right-left (RLAT) with a 18 MV accelerator. Conversion factors from monitor units to {mu}Gy per neutron in organs, equivalent doses in organs/tissues, and effective doses, which permit to quantify stochastic risks, are estimated. Methods: MAX06 and FAX06 phantoms were modeled with MCNPX and irradiated with a 18 MV Varian Clinac 2100C/D accelerator whose geometry included a multileaf collimator. Two actual fields of a pelvic treatment were simulated using electron-photon-neutron coupled transport. Absorbed doses due to neutrons were estimated from kerma. Equivalent doses were estimated using the radiation weighting factor corresponding to an average incident neutron energy 0.47 MeV. Statistical uncertainties associated to absorbed doses, as calculated by MCNPX, were also obtained. Results: Largest doses were absorbed in shallowest (with respect to the neutron pathway) organs. In {mu}GyMU{sup -1}, values of 2.66 (for penis) and 2.33 (for testes) were found in MAX06, and 1.68 (for breasts), 1.05 (for lenses of eyes), and 0.94 (for sublingual salivary glands) in FAX06, in AP orientation. In RLAT, the largest doses were found for bone tissues (leg) just at the entrance of the beam in the body (right side in our case). Values, in {mu}GyMU{sup -1}, of 1.09 in upper leg bone right spongiosa, for MAX06, and 0.63 in mandible spongiosa, for FAX06, were found. Except for gonads, liver, and stomach wall, equivalent doses found for FAX06 were, in both orientations, higher than for MAX06. Equivalent doses in AP are higher than in RLAT for all organs/tissues other than brain and liver. Effective doses of 12.6 and 4.1 {mu}SvMU{sup -1} were found for AP and RLAT, respectively. The organs/tissues with larger relative contributions to the effective dose were testes and breasts, in AP, and breasts and red marrow, in RLAT. Equivalent and effective doses obtained for MAX06/FAX06 were smaller (between 2 and 20 times) than those quoted for the mathematical phantoms ADAM/EVA in ICRP-74. Conclusions: The new calculations of conversion coefficients for neutron irradiation in AP and RLAT irradiation geometries show a reduction in the values of effective dose by factors 7 (AP) and 6 (RLAT) with respect to the old data obtained with mathematical phantoms. The existence of tissues or anatomical regions with maximum absorbed doses, such as penis, lens of eyes, fascia (part of connective tissue), etc., organs/tissues that classic mathematical phantoms did not include because they were not considered for the study of stochastic effects, has been revealed. Absorbed doses due to photons, obtained following the same simulation methodology, are larger than those due to neutrons, reaching values 100 times larger as the primary beam is approached. However, for organs far from the treated volume, absorbed photon doses can be up to three times smaller than neutron ones. Calculations using voxel phantoms permitted to know the organ dose conversion coefficients per MU due to secondary neutrons in the complete anatomy of a patient.

61 RADIATION PROTECTION AND DOSIMETRY↗

DiaMonD: An Integrated Multifaceted Approach to Mathematics at the Interfaces of Data, Models, and Decisions

For many problems in computational science and engineering, the so-called forward problem-solution of the underlying mathematical model to yield output quantities of interest, given input parameters--is difficult enough for frontier complex models, which are often characterized by coupled multiphysics and possibly stochastic behavior over a wide range of length and time scales. However, we face the need to move beyond the forward problem, to address what is often the ultimate goal of CS&E: decision-making. This requires us to tackle a spectrum of mathematical problems that subsume, and are thus even more difficult than, the forward problem. First, given experimental data, we wish to estimate unknown parameters characterizing a model of a natural or engineered system by solving an inverse problem. Second, we seek the optimal con figuration of the system (or experiments) by solving an optimal design problem. Third, the optimal operation of the system must be determined by solving an optimal control problem. And fourth, we must quantify uncertainties as they propagate through all of the preceding problems, from data to model inference to prediction and finally to optimal design and control. Optimal mathematical methods and algorithms for such end-to-end, data-to-decisions modeling and simulation of complex problems--requiring integrated solution of forward, inverse, optimization, and UQ problems for large, multiphysics, multiscale models--entails challenges of the highest order, while also presenting great opportunities for applied mathematics research. Unfortunately, research on forward, inverse, optimization, and UQ problems has all-too-often progressed in isolation. This has led to mathematical methods that perform well when considering the forward simulation in isolation, but are prohibitive or suboptimal or unstable when combined with other methods within the framework of inversion, optimization, or UQ. The reverse is also true: general-purpose methods developed within the inversion, optimization, and UQ fields often become prohibitive when applied to complex CS&E problems since they do not exploit their structure. DiaMonD is a multi-institutional DOE MMICC effort that aims to address the challenges of end-to-end, data-to-decisions modeling and simulation for complex CS&E problems in a unifi ed, systematic, and integrated fashion. Institutions involved are Colorado State, Florida State, Los Alamos, MIT, Oak Ridge, Stanford, and UT-Austin. The goals of DiaMonD are (1) to develop advanced mathematical methods and analysis for multimodel, multiphysics, multiscale model problems driven by frontier DOE applications, including those in subsurface energy and environmental flows, materials for energy storage and conversion, and ice sheet dynamics; (2) to create theory and algorithms for integrated inversion, optimization, and uncertainty quantification for these complex problems; and (3) to disseminate the philosophy of an integrated end-to-end, data-to-decisions approach to modeling and simulation of complex problems to the broader applied math and computational science communities through workshops and other outreach.

97 MATHEMATICS AND COMPUTING↗