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Results for “Stochastic Modeling and Simulation”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 1,153 records · Page 64
All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Attribution of the July–August 2013 heat event in Central and Eastern China to anthropogenic greenhouse gas emissions

In the midsummer of 2013, Central and Eastern China (CEC) was hit by an extraordinary heat event, with the region experiencing the warmest July-August on record. To explore how human-induced greenhouse gas emissions and natural internal variability contributed to this heat event, we compare observed July-August mean surface air temperature wit h that simulated by climate models. We find that both atmospheric natural variability and anthropogenic factors contributed to this heat event. This extreme warm midsummer was associated with a positive high-pressure anomaly that was closely related to the stochastic behavior of atmospheric circulation. Diagnosis of CMIP5 models and large ensembles of two atmospheric models indicates that human influence has substantially increased the chance of warm mid-summers such as 2013 in CEC, although the exact estimated increase depends on the selection of climate models.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2025

Amorphous Indium Oxide Channel FEFETs With Write Voltage of 0.9 V and Endurance >10 12 for Refresh-Free Embedded Memory

This work presents, for the first time, a back-end-of-the-line (BEOL)-compatible W-doped indium oxide (IWO) ferroelectric field-effect transistor (FEFET) with a record-low operating voltage below 0.9 V and a write speed of 20 ns while achieving a transient read current window (CW) ratio ( I LVT /I HVT ) greater than 10 4 . The device also exhibits exceptional reliability characteristics such as: 1) measured bipolar write endurance up to 10 12 cycles; 2) a fast read speed of 50 ns; 3) read endurance surpassing 10 12 cycles; and 4) retention exceeding 10 4 s at 85 ∘ C. Furthermore, a physics-based numerical model has been developed to investigate the nanoscale characteristics of BEOL FEFET devices, leveraging nucleation-limited switching in HfO 2 ferroelectrics and dc characterization to extract material and channel parameters for accurate device simulation. The simulation uncovers the stochastic switching behavior of BEOL amorphous oxide semiconductor (AOS) FEFETs and demonstrates an intrinsic switching time as low as 1 ps, highlighting the potential of BEOL AOS FEFETs for ultrafast memory applications. These results establish AOS FEFETs as a compelling candidate for high-density embedded memory applications for last-level cache (LLC) (L4) in advanced CMOS technology nodes.

1-V ferroelectric field-effect transistor (FEFET)↗
DOE OSTI2024

Binary Quantum Control Optimization with Uncertain Hamiltonians

Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum controls under uncertainties. In this paper, we consider a stochastic discrete optimization formulation of a discretized binary optimal quantum control problem involving Hamiltonians with predictable uncertainties. We propose a sample-based reformulation that optimizes both risk-neutral and risk-averse measurements of control policies, and solve these with two gradient-based algorithms using sum-up-rounding approaches. Furthermore, we discuss the differentiability of the objective function and prove upper bounds of the gaps between the optimal solutions to binary control problems and their continuous relaxations. We conduct numerical simulations on various sized problem instances based on two applications of quantum pulse optimization; we evaluate different strategies to mitigate the impact of uncertainties in quantum systems. In conclusion, we demonstrate that the controls of our stochastic optimization model achieve significantly higher quality and robustness compared with the controls of a deterministic model.

conditional value-at-risk (CVaR)↗
DOE OSTI2023

Improving Subsurface Stress Characterization for Carbon Dioxide Storage Projects by Incorporating Machine Learning Techniques

The overall objective of this project is to develop a framework for reliable characterization and prediction of the state of stress in the overburden and underburden (including the basement) in CO 2 storage reservoirs using machine learning and integrated geomechanics and geophysical methods. Specifically, we propose to develop workflow encompassing of technologies and/or methods to predict stress and pressure changes due to CO 2 injection in an active tertiary recovery site and their impacts on subtle fault activation, fractures and occurrence of microseismic events and compare responses to field observations. In this project, we anticipate using dataset from the Farnsworth field Unit (FWU) which is operated by Purdure Petroleum. A novel elastic-waveform VSP inversion technique will be used to estimate high-resolution spatial and temporal changes of elastic moduli in CO 2 storage reservoirs, which will be combined with velocity-stress relationship derived from laboratory tests to obtain subsurface pressure and stress. Clustered microseismic data will be jointly inverted for improved focal mechanisms. Least-squares reverse-time migration of microseismic waveform data will be performed to directly image fracture/fault zones. Additionally, a deep neural network machine learning technique with convolutional and recurrent layers will be used for learning the spectro-temporal structures in microseismic waveforms. The results of this geotechnical data analysis will be integrated to develop a high-resolution 3D mechanical earth model extending from the overburden sealing formations to the underburden including the basement. Mechanical properties will be derived through integration of mechanical logs, tests, available results from chemo-mechanical laboratory tests, and elastic inversion of seismic data using a combination of Bayesian and stochastic methods as well as machine learning technique. Failure features (faults/fractures) will be represented and/or modeled based on seismic and core data analysis. A transient hydrodynamic-geomechanical model will be developed through coupling with the calibrated FWU reservoir simulation model. The full physics coupled model will be used to train a reduced order proxy model using machine learning algorithm for estimating stress which will then be used with appropriate constitutive relationships and forward seismological models to simulate pressure changes and induced microseismicity. An advanced optimization framework will be developed to perform a history match to minimize error between field observations and simulated. The history matched proxy model will be verified against the full-physics equivalent. The field observations that will be used in the coupled model calibration process include pressure/stress inverted from VSP, moment magnitude from microseismic analysis, real time downhole pressure measurements, production and injection data. Parameter sensitivity and uncertainty analysis will be performed to characterize the impact of model parameter uncertainty on stress estimates. The proposed project will have significant impact on future field implementation of the proposed technology. Because the project field site is an ongoing CO 2 EOR development, the value of the new technology will be demonstrated in an operational context and evaluated as a viable risk mitigation strategy. Cost/benefit will be evaluated together with the various commercial incentives for CO 2 sequestration available to oil and gas operators. The extensive available dataset and ongoing data acquisition under the SWP Phase III work plan provides flexibility for investigation of multiple approaches and reduces technical risk.

58 GEOSCIENCES↗
DOE OSTI2024

Latent Stochastic Differential Equations for Modeling Quasar Variability and Inferring Black Hole Properties

Quasars are bright and unobscured active galactic nuclei (AGN) thought to be powered by the accretion of matter around supermassive black holes at the centers of galaxies. The temporal variability of a quasar’s brightness contains valuable information about its physical properties. The UV/optical variability is thought to be a stochastic process, often represented as a damped random walk described by a stochastic differential equation (SDE). Upcoming wide-field telescopes such as the Rubin Observatory Legacy Survey of Space and Time (LSST) are expected to observe tens of millions of AGN in multiple filters over a ten year period, so there is a need for efficient and automated modeling techniques that can handle the large volume of data. Latent SDEs are machine learning models well suited for modeling quasar variability, as they can explicitly capture the underlying stochastic dynamics. In this work, we adapt latent SDEs to jointly reconstruct multivariate quasar light curves and infer their physical properties such as the black hole mass, inclination angle, and temperature slope. Our model is trained on realistic simulations of LSST ten year quasar light curves, and we demonstrate its ability to reconstruct quasar light curves even in the presence of long seasonal gaps and irregular sampling across different bands, outperforming a multioutput Gaussian process regression baseline. Our method has the potential to provide a deeper understanding of the physical properties of quasars and is applicable to a wide range of other multivariate time series with missing data and irregular sampling.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRS1972

The digital phase-locked loop as a near-optimum FM demodulator.

This paper presents an approach to the optimum digital demodulation of a continuous-time FM signal using stochastic estimation theory. The primary result is a digital phase-locked loop realization possessing performance characteristics that approach those of the analog counterpart. Some practical considerations are presented and simulation results for a first-order message model are presented.

Kelly, C. N.↗
NASA NTRS1983

Stochastic self-propagating star formation in three-dimensional disk galaxy simulations

The behavior of stochastic self-propagating star formation (SSPSF) in three dimensions is examined in simulation for the first time, emphasizing the effect of the added dimension on the sensitivity of spiral structure to the probability of star formation. The model produces global equilibrium spiral structure over a much more restricted range of star formation probabilities and relaxation times than in two dimensions. Spiral structure also occurs as a transient phenomenon in the runs which eventually fill or evolve to structured nonspiral states. The equilibrium spirals are not as distinctive as those produced by two-dimensional models. However, there are refinements which may modify these results, such as allowing for the depletion of gas in the interstellar medium due to conversion to long-lived low mass stars.

Statler, T.↗
NASA NTRS1994

Simulation of magnetic field line stochasticity at the magnetopause

We have conducted a three-dimensional particle simulation to study the magnetic field line stochasticity at the magnetopause current layer. Our results show that the magnetic field lines become stochastic due to the overlap of the destabilized multiple tearing mode islands, which agrees with the percolation model suggested by Galeev et al. (1986). After the field lines become stochastic, these tearing modes grow even 2-3 times faster than in the linear stage and saturate at an amplitude level 3-4 times bigger than the single tearing mode without mode-mode coupling. The field line stochasticity also causes a strong particle diffusion across the current layer. The diffusion coefficient reaches to 10(exp 9) sq m/s for typical magnetopause parameters. Associated with the particle diffusion, the current layer becomes broader in width. As a result, the magnetic energy is dissipated into particle energy by heating parallel to the local magnetic field. The particle energy increases by 60%, while the magnetic helicity, which has always been regarded as a good invariant, changes by 20%.

Wang, Zhi↗
DOE OSTI2016

PERIOD ESTIMATION FOR SPARSELY SAMPLED QUASI-PERIODIC LIGHT CURVES APPLIED TO MIRAS

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequency parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period–luminosity relations.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2015

Studying the effect of meteorological factors on the SO2 and PM10 pollution levels with refined versions of the SARIMA model

Numerous time series methods are used in environmental sciences allowing the detailed investigation of air pollution processes. The goal of this study is to present the empirical analysis of various aspects of stochastic modeling and in particular the ARIMA/SARIMA methods. The subject of investigation is air pollution in the town of Kardzhali, Bulgaria with 2 problematic pollutants – sulfur dioxide (SO2) and particulate matter (PM10). Various SARIMA Transfer Function models are built taking into account meteorological factors, data transformations and the use of different horizons selected to predict future levels of concentrations of the pollutants.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

Data-Driven Simulation-Based Planning for Electric Airport Shuttle Systems: A Real-World Case Study

Many airports are adopting battery electric buses in their shuttle fleets due to concerns over air quality and regulations. This study proposes a simulation-based optimization modeling framework to help airport shuttle operators effectively deploy electric buses. We evaluated a planned airport electric shuttle system with an event-driven simulator. Empirical data collected from existing systems were used to drive the simulations. We then proposed a simulation-based optimization model to determine the battery capacity, charging power, and number of chargers so that predefined objective(s) (e.g., minimizing total capital cost, minimizing emissions) are optimized. Compared to existing studies, the primary contribution of the proposed method is that it can model the real-world stochastic nature of operations in an electric bus system with much higher fidelity. To demonstrate the proposed modeling framework, we study a real-world shuttle system at the Dallas-Fort Worth International Airport, and present extensive numerical studies. When considering partial fleet electrification, the model can provide a set of Pareto optimal solutions. When considering full fleet electrification, the optimal solution requires a 50-kWh battery capacity and four 210-kW chargers, resulting in a total capital cost of $26,744,000. The results demonstrate that the proposed modeling framework can effectively optimize the planning of electric airport shuttle systems with partial or full fleet electrification.

ADVANCED PROPULSION SYSTEMS,ENERGY PLANNING, POLIC↗
DOE OSTI2023

Parameterization and Explicit Modeling of Cloud Microphysics: Approaches, Challenges, and Future Directions

Cloud microphysical processes occur at the smallest end of scales among cloud-related processes and thus must be parameterized not only in large-scale global circulation models (GCMs) but also in various higher-resolution limited-area models such as cloud-resolving models (CRMs) and large-eddy simulation (LES) models. Instead of giving a comprehensive review of existing microphysical parameterizations that have been developed over the years, this study concentrates purposely on several topics that we believe are understudied but hold great potential for further advancing bulk microphysics parameterizations: multi-moment bulk microphysics parameterizations and the role of the spectral shape of hydrometeor size distributions; discrete vs “continuous” representation of hydrometeor types; turbulence-microphysics interactions including turbulent entrainment-mixing processes and stochastic condensation; theoretical foundations for the mathematical expressions used to describe hydrometeor size distributions and hydrometeor morphology; and approaches for developing bulk microphysics parameterizations. Also presented are the spectral bin scheme and particle-based scheme (especially, super-droplet method) for representing explicit microphysics. Their advantages and disadvantages are elucidated for constructing cloud models with detailed microphysics that are essential to developing processes understanding and bulk microphysics parameterizations. Particle-resolved direct numerical simulation (DNS) models are described as an emerging technique to investigate turbulence-microphysics interactions at the most fundamental level by tracking individual particles and resolving the smallest turbulent eddies in turbulent clouds. Outstanding challenges and future research directions are explored as well.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2011

Kolmogorov similarity scaling for one-particle Lagrangian statistics

Here, we use direct numerical simulation data up to a Taylor scale Reynolds number R λ =1000 to investigate Kolmogorov similarity scaling in the inertial sub-range for one-particle Lagrangian statistics. While similarity scaling is not achieved at these Reynolds numbers for the Lagrangian velocity structure function, we show clearly that it is achieved for the Lagrangian acceleration frequency spectrum and the scaling range becomes wider with increasing Reynolds number. Stochastic and heuristic model calculations suggest that the difference in behavior observed for the structure function and spectrum is simply a consequence of different rates of convergence to scaling behavior with increasing Reynolds number. Our estimate C 0 ≈6.9±0.2 for the Lagrangian structure function constant is close to earlier estimates based on extrapolation of the peak value of the compensated structure function. The findings presented here suggest prospects for studying Kolmogorov similarity for Lagrangian statistics using the latest innovations in simulation, and measurement techniques are more hopeful than previously suggested in the literature.

42 ENGINEERING↗
DOE OSTI2015

CHAOTIC DISINTEGRATION OF THE INNER SOLAR SYSTEM

On timescales that greatly exceed an orbital period, typical planetary orbits evolve in a stochastic yet stable fashion. On even longer timescales, however, planetary orbits can spontaneously transition from bounded to unbound chaotic states. Large-scale instabilities associated with such behavior appear to play a dominant role in shaping the architectures of planetary systems, including our own. Here we show how such transitions are possible, focusing on the specific case of the long-term evolution of Mercury. We develop a simple analytical model for Mercury's dynamics and elucidate the origins of its short-term stochastic behavior as well as of its sudden progression to unbounded chaos. Our model allows us to estimate the timescale on which this transition is likely to be triggered, i.e., the dynamical lifetime of the solar system as we know it. The formulated theory is consistent with the results of numerical simulations and is broadly applicable to extrasolar planetary systems dominated by secular interactions. These results constitute a significant advancement in our understanding of the processes responsible for sculpting of the dynamical structures of generic planetary systems.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2015

Assessing Regional Scale Variability in Extreme Value Statistics Under Altered Climate Scenarios

Recent studies have suggested that low-frequency modes of climate variability can significantly influence regional climate. The climatology associated with extreme events has been shown to be particularly sensitive. This has profound implications for droughts, heat waves, and food production. We propose to examine regional climate simulations conducted over the continental United States by applying a recently developed technique which combines wavelet multi–resolution analysis with information theory metrics. This research is motivated by two fundamental questions concerning the spatial and temporal structure of extreme events. These questions are 1) what temporal scales of the extreme value distributions are most sensitive to alteration by low-frequency climate forcings and 2) what is the nature of the spatial structure of variation in these timescales? The primary objective is to assess to what extent information theory metrics can be useful in characterizing the nature of extreme weather phenomena. Specifically, we hypothesize that (1) changes in the nature of extreme events will impact the temporal probability density functions and that information theory metrics will be sensitive these changes and (2) via a wavelet multi–resolution analysis, we will be able to characterize the relative contribution of different timescales on the stochastic nature of extreme events. In order to address these hypotheses, we propose a unique combination of an established regional climate modeling approach and advanced statistical techniques to assess the effects of low-frequency modes on climate extremes over North America. The behavior of climate extremes in RCM simulations for the 20th century will be compared with statistics calculated from the United States Historical Climatology Network (USHCN) and simulations from the North American Regional Climate Change Assessment Program (NARCCAP). This effort will serve to establish the baseline behavior of climate extremes, the validity of an innovative multi–resolution information theory approach, and the ability of the RCM modeling framework to represent the low-frequency modulation of extreme climate events. Once the skill of the modeling and analysis methodology has been established, we will apply the same approach for the AR5 (IPCC Fifth Assessment Report) climate change scenarios in order to assess how climate extremes and the the influence of lowfrequency variability on climate extremes might vary under changing climate. The research specifically addresses the DOE focus area 2. Simulation of climate extremes under a changing climate. Specific results will include (1) a better understanding of the spatial and temporal structure of extreme events, (2) a thorough quantification of how extreme values are impacted by low-frequency climate teleconnections, (3) increased knowledge of current regional climate models ability to ascertain these influences, and (4) a detailed examination of the how the distribution of extreme events are likely to change under different climate change scenarios. In addition, this research will assess the ability of the innovative wavelet information theory approach to characterize extreme events. Any and all of these results will greatly enhance society’s ability to understand and mitigate the regional ramifications of future global climate change.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

A Stochastic Transport Model for the Cumulative Number of Fissions and Deposited Fission Energy

The stochastic theory of neutron transport is extended to describe the cumulative distribution of fission numbers and deposited fission energy in a multiplying assembly. Solutions for the probability distributions are obtained using analytical approximations and Monte Carlo simulation in lumped geometry and in symmetric homogeneous and heterogeneous spheres. The results show the development of a power-law tail in the steady state fission number and deposited energy distributions when the medium is critical, independent of the fission neutron multiplicity distribution and domain heterogeneity. In contrast, the asymptotic decay is faster than exponential in subcritical media due to rapid chain extinction and in supercritical media due to the increasing probability of chain divergence. Here, a formal asymptotic analysis of the problem in lumped geometry with an arbitrary fission neutron multiplicity confirms the existence of power-law tails at critical.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2022

Effects of Improved Simulation of Precipitation on Evapotranspiration and Its Partitioning Over Land

Evapotranspiration (ET) is a key component of the global hydrological cycle, which is strongly modulated by the occurrence of different rainfall intensities. Global climate models (GCMs) commonly suffer from “too much light rain” and a negative bias in the ratio of transpiration (T) to ET (T/ET). It is unclear whether these biases are related. Here, in this work, we show that with the improved simulation of probability density functions of rainfall intensity by suppressing light-rain occurrence using a stochastic convection parameterization in the NCAR CESM1.2, the canopy T increases in tropical forests while evaporation from canopy interception and bare soil decreases. The simulated T/ET is increased by 2.5% globally and up to 8% regionally, primarily attributable to reduced fraction of wet leaves due to less frequent light rain despite its weak intensity. These results imply that excessive light rain is an important cause of the negative T/ET bias in GCMs.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2019

Nonlinear Dynamic Characteristics and Control of Giant Magnetostrictive Ultrasonic Transducer

The nonlinear dynamic characteristics of giant magnetostrictive ultrasonic transducer (GMUT) are researched in this paper, and the optimal control strategy is proposed. New nonlinear differential terms are introduced to explain the hysteretic phenomena of giant magnetostrictive materials (GMM), and the nonlinear dynamic model of a giant magnetostrictive ultrasonic transducer subjected to harmonic magnetic field and stochastic disturbance is developed. The system’s nonlinear dynamic responses are discussed, and the optimal control strategy is proposed to improve the system’s accuracy. Numerical simulation and experiment results show that there are abundant nonlinear dynamic behaviors in the system; the stability of the system varies with the parameters, which causes stochastic bifurcation; the system’s accuracy is improved through stochastic optimal control. The results of this study are helpful for the application of giant magnetostrictive ultrasonic transducer in engineering fields.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗