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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 1,171 records · Page 65
All sourcesNASA NTRSDOE OSTI
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↗
DOE OSTI2018

3D two-temperature magnetohydrodynamic modeling of fast thermal quenches due to injected impurities in tokamaks

Here, an integrated model for the ionization, radiation, and advection of impurities in the extended-magnetohydrodynamic code M3D-C1 is described. This implementation makes use of the KPRAD model, which calculates bremsstrahlung radiation and impurity ionization, recombination, and radiation rates using a model in which the density of each charge state is advanced separately. The integrated model presented here allows the independent evolution of electron and ion temperatures, which is necessary to accurately model cases where the electron temperature drops more quickly than the electron-ion thermal equilibration time. This model is used to simulate the disruption of a model NSTX discharge caused by the introduction of argon impurities, using physically realistic resistivity. Despite well-mixed impurities, contraction of the current channel is found to lead to magnetohydrodynamic instabilities that result in stochastization of the magnetic field, a fast thermal quench, and localized parallel electric fields that can exceed the axisymmetric values by a factor of five for brief periods.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2026

pypolymix

SAND2026-16700O Pypolymix builds stochastic surrogate models using a lightweight Python library. Researchers working with large-scale scientific models can use it to enhance optimization and uncertainty quantification studies. Pypolymix enables the efficient construction of surrogate models and improves analysis and performance of complex simulations. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

SciDAC↗
DOE OSTI2013

Proceedings of the 2013 International Conference on Mathematics and Computational Methods Applied to Nuclear Science and Engineering - M and C 2013

The Mathematics and Computation Division of the American Nuclear (ANS) and the Idaho Section of the ANS hosted the 2013 International Conference on Mathematics and Computational Methods Applied to Nuclear Science and Engineering (M and C 2013). This proceedings contains over 250 full papers with topics ranging from reactor physics; radiation transport; materials science; nuclear fuels; core performance and optimization; reactor systems and safety; fluid dynamics; medical applications; analytical and numerical methods; algorithms for advanced architectures; and validation verification, and uncertainty quantification.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Visualization of the operational space of edge-localized modes through low-dimensional embedding of probability distributions

Information visualization aimed at facilitating human perception is an important tool for the interpretation of experiments on the basis of complex multidimensional data characterizing the operational space of fusion devices. This work describes a method for visualizing the operational space on a two-dimensional map and applies it to the discrimination of type I and type III edge-localized modes (ELMs) from a series of carbon-wall ELMy discharges at JET. The approach accounts for stochastic uncertainties that play an important role in fusion data sets, by modeling measurements with probability distributions in a metric space. The method is aimed at contributing to physical understanding of ELMs as well as their control. Furthermore, it is a general method that can be applied to the modeling of various other plasma phenomena as well.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
NASA NTRS2017

Transverse eV Ion Heating by Random Electric Field Fluctuations in the Plasmasphere

Charged particle acceleration in the Earth inner magnetosphere is believed to be mainly due to the local resonant wave-particle interaction or particle transport processes. However, the Van Allen Probes have recently provided interesting evidence of a relatively slow transverse heating of eV ions at distances about 2-3 Earth radii during quiet times. Waves that are able to resonantly interact with such very cold ions are generally rare in this region of space, called the plasmasphere. Thus, non-resonant wave-particle interactions are expected to play an important role in the observed ion heating. We demonstrate that stochastic heating by random transverse electric field fluctuations of whistler (and possibly electromagnetic ion cyclotron) waves could explain this weak and slow transverse heating of H+ and O+ ions in the inner magnetosphere. The essential element of the proposed model of ion heating is the presence of trains of random whistler (hiss) wave packets, with significant amplitude modulations produced by strong wave damping, rapid wave growth, or a superposition of wave packets of different frequencies, phases, and amplitudes. Such characteristics correspond to measured characteristics of hiss waves in this region. Using test particle simulations with typical wave and plasma parameters, we demonstrate that the corresponding stochastic transverse ion heating reaches 0.07-0.2 eV/h for protons and 0.007-0.015 eV/h for O+ ions. This global temperature increase of the Maxwellian ion population from an initial Ti approx. 0.3 eV could potentially explain the observations.

Artemyev, A. V.↗
DOE OSTI2023

Uncertainty Quantification for Multiphase Computational Fluid Dynamics Closure Relations with a Physics-Informed Bayesian Approach

Multiphase Computational Fluid Dynamics (MCFD) based on the two-fluid model is considered a promising tool to model complex two-phase flow systems. MCFD simulation can predict local flow features without resolving interfacial information. As a result, the MCFD solver relies on closure relations to describe the interaction between the two phases. Those empirical or semi-mechanistic closure relations constitute a major source of uncertainty for MCFD predictions. In this paper, we leverage a physics-informed uncertainty quantification (UQ) approach to inversely quantify the closure relations’ model form uncertainty in a physically consistent manner. This proposed approach considers the model form uncertainty terms as stochastic fields that are additive to the closure relation outputs. Combining dimensionality reduction and Gaussian processes, the posterior distribution of the stochastic fields can be effectively quantified within the Bayesian framework with the support of experimental measurements. As this UQ approach is fully integrated into the MCFD solving process, the physical constraints of the system can be naturally preserved in the UQ results. Here, in a case study of adiabatic bubbly flow, we demonstrate that this UQ approach can quantify the model form uncertainty of the MCFD interfacial force closure relations, thus effectively improving the simulation results with relatively sparse data support.

42 ENGINEERING↗
DOE OSTI2022

Gaussian Process Emulators for Volcanic Ash Dispersion Model Tephra2

It is necessary to predict volcanic ash deposition since falling ash is harmful to human activities. Because simulators built for this purpose are computationally expensive, it is popular to use statistical emulators for geophysical hazard analyses, where a large number of simulations are required. Gaussian stochastic process emulators are able to approximate expensive simulations in an accurate and efficient way. Using a relatively small number of simulation runs, a well-trained emulator can accurately predict simulation outputs at massive new input points in a few seconds. Under different explosive eruption conditions, we constructed Gaussian stochastic process emulators for Tephra2, a simulation tool for estimating the accumulation of volcanic ash over a region. Historical wind records are used as input wind data, without assuming a Gaussian wind speed profile or common wind direction among elevations. While there are several inputs for Tephra2, we use no more than three physically motivated variables as emulator inputs to reduce the computational cost of emulations. The emulator outputs predict the mass of tephra per unit area at 50281 grid points around a predetermined vent location.

58 GEOSCIENCES↗
DOE OSTI2015

Coupling a nano-particle with isothermal fluctuating hydrodynamics: Coarse-graining from microscopic to mesoscopic dynamics

We derive a coarse-grained description of the dynamics of a nanoparticle immersed in an isothermal simple fluid by performing a systematic coarse graining of the underlying microscopic dynamics. As coarse-grained or relevant variables, we select the position of the nanoparticle and the total mass and momentum density field of the fluid, which are locally conserved slow variables because they are defined to include the contribution of the nanoparticle. The theory of coarse graining based on the Zwanzing projection operator leads us to a system of stochastic ordinary differential equations that are closed in the relevant variables. We demonstrate that our discrete coarse-grained equations are consistent with a Petrov-Galerkin finite-element discretization of a system of formal stochastic partial differential equations which resemble previously used phenomenological models based on fluctuating hydrodynamics. Key to this connection between our “bottom-up” and previous “top-down” approaches is the use of the same dual orthogonal set of linear basis functions familiar from finite element methods (FEMs), both as a way to coarse-grain the microscopic degrees of freedom and as a way to discretize the equations of fluctuating hydrodynamics. Another key ingredient is the use of a “linear for spiky” weak approximation which replaces microscopic “fields” with a linear FE interpolant inside expectation values. For the irreversible or dissipative dynamics, we approximate the constrained Green-Kubo expressions for the dissipation coefficients with their equilibrium averages. Under suitable approximations, we obtain closed approximations of the coarse-grained dynamics in a manner which gives them a clear physical interpretation and provides explicit microscopic expressions for all of the coefficients appearing in the closure. Our work leads to a model for dilute nanocolloidal suspensions that can be simulated effectively using feasibly short molecular dynamics simulations as input to a FEM fluctuating hydrodynamic solver.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2015

Stochastic modeling for river pollution of Sungai Perlis

River pollution has been recognized as a contributor to a wide range of health problems and disorders in human. It can pose health dangers to humans who come into contact with it, either directly or indirectly. Therefore, it is most important to measure the concentration of Biochemical Oxygen Demand (BOD) as a water quality parameter since the parameter has long been the basic means for determining the degree of water pollution in rivers. In this study, BOD is used as a parameter to estimate the water quality at Sungai Perlis. It has been observed that Sungai Perlis is polluted due to lack of management and improper use of resources. Therefore, it is of importance to model the Sungai Perlis water quality in order to describe and predict the water quality systems. The BOD concentration secondary data set is used which was extracted from the Drainage and Irrigation Department Perlis State website. The first order differential equation from Streeter – Phelps model was utilized as a deterministic model. Then, the model was developed into a stochastic model. Results from this study shows that the stochastic model is more adequate to describe and predict the BOD concentration and the water quality systems in Sungai Perlis by having smaller value of mean squared error (MSE)

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Multifractal vector fields and stochastic Clifford algebra

In the mid 1980s, the development of multifractal concepts and techniques was an important breakthrough for complex system analysis and simulation, in particular, in turbulence and hydrology. Multifractals indeed aimed to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations or on simplified conceptual models. However, this development has been rather limited to deal with scalar fields, whereas most of the fields of interest are vector-valued or even manifold-valued. We show in this paper that the combination of stable Lévy processes with Clifford algebra is a good candidate to bridge up the present gap between theory and applications. We show that it indeed defines a convenient framework to generate multifractal vector fields, possibly multifractal manifold-valued fields, based on a few fundamental and complementary properties of Lévy processes and Clifford algebra. In particular, the vector structure of these algebra is much more tractable than the manifold structure of symmetry groups while the Lévy stability grants a given statistical universality.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2011

The Network Completion Problem: Inferring Missing Nodes and Edges in Networks

Network structures, such as social networks, web graphs and networks from systems biology, play important roles in many areas of science and our everyday lives. In order to study the networks one needs to first collect reliable large scale network data. While the social and information networks have become ubiquitous, the challenge of collecting complete network data still persists. Many times the collected network data is incomplete with nodes and edges missing. Commonly, only a part of the network can be observed and we would like to infer the unobserved part of the network. We address this issue by studying the Network Completion Problem: Given a network with missing nodes and edges, can we complete the missing part? We cast the problem in the Expectation Maximization (EM) framework where we use the observed part of the network to fit a model of network structure, and then we estimate the missing part of the network using the model, re-estimate the parameters and so on. We combine the EM with the Kronecker graphs model and design a scalable Metropolized Gibbs sampling approach that allows for the estimation of the model parameters as well as the inference about missing nodes and edges of the network. Experiments on synthetic and several real-world networks show that our approach can effectively recover the network even when about half of the nodes in the network are missing. Our algorithm outperforms not only classical link-prediction approaches but also the state of the art Stochastic block modeling approach. Furthermore, our algorithm easily scales to networks with tens of thousands of nodes.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Role of Ocean and Atmosphere Variability in Scale-Dependent Thermodynamic Air-Sea Interactions

This study investigates the influence of oceanic and atmospheric processes in extratropical thermodynamic air-sea interactions resolved by satellite observations (OBS) and by two climate model simulations run with eddy-resolving high-resolution (HR) and eddy-parameterized low-resolution (LR) ocean components. Here, in this work, spectral methods are used to characterize the sea surface temperature (SST) and turbulent heat flux (THF) variability and co-variability over scales between 50 and 10,000 km and 60 days to 80 years in the Pacific Ocean. The relative roles of the ocean and atmosphere are interpreted using a stochastic upper-ocean temperature evolution model forced by noise terms representing intrinsic variability in each medium, defined using climate model data to produce realistic rather than white spectral power density distributions. The analysis of all datasets shows that the atmosphere dominates the SST and THF variability over zonal wavelengths larger than ~2,000–2,500 km. In HR and OBS, ocean processes dominate the variability of both quantities at scales smaller than the atmospheric first internal Rossby radius of deformation (R 1 , ~600–2,000 km) due to a substantial ocean forcing coinciding with a weaker atmospheric modulation of THF (and consequently of SST) than at larger scales. The ocean forcing also induces oscillations in SST and THF with periods ranging from intraseasonal to multidecadal, reflecting a red spectrum response to ocean forcing similar to that driven by atmospheric forcing. Such features are virtually absent in LR due to a weaker ocean forcing relative to HR.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2014

A boundary integral formalism for stochastic ray tracing in billiards

Determining the flow of rays or non-interacting particles driven by a force or velocity field is fundamental to modelling many physical processes. These include particle flows arising in fluid mechanics and ray flows arising in the geometrical optics limit of linear wave equations. In many practical applications, the driving field is not known exactly and the dynamics are determined only up to a degree of uncertainty. This paper presents a boundary integral framework for propagating flows including uncertainties, which is shown to systematically interpolate between a deterministic and a completely random description of the trajectory propagation. A simple but efficient discretisation approach is applied to model uncertain billiard dynamics in an integrable rectangular domain.

42 ENGINEERING↗
DOE OSTI2019

Design optimization of a scramjet under uncertainty using probabilistic learning on manifolds

Here, we demonstrate, on a scramjet combustion problem, a constrained probabilistic learning approach that augments physics-based datasets with realizations that adhere to underlying constraints and scatter. The constraints are captured and delineated through diffusion maps, while the scatter is captured and sampled through a projected stochastic differential equation. The objective function and constraints of the optimization problem are then efficiently framed as non-parametric conditional expectations. Different spatial resolutions of a large-eddy simulation filter are used to explore the robustness of the model to the training dataset and to gain insight into the significance of spatial resolution on optimal design.

42 ENGINEERING↗
DOE OSTI2024

A variance deconvolution estimator for efficient uncertainty quantification in Monte Carlo radiation transport applications

Monte Carlo simulations are at the heart of many high-fidelity simulations and analyses for radiation transport systems. As is the case with any complex computational model, it is important to propagate sources of input uncertainty and characterize how they affect model output. Unfortunately, uncertainty quantification (UQ) is made difficult by the stochastic variability that Monte Carlo transport solvers introduce. The standard method to avoid corrupting the UQ statistics with the transport solver noise is to increase the number of particle histories, resulting in very high computational costs. In this contribution, we propose and analyze a sampling estimator based on the law of total variance to compute UQ variance even in the presence of residual noise from Monte Carlo transport calculations. Here, we rigorously derive the statistical properties of the new variance estimator, compare its performance to that of the standard method, and demonstrate its use on neutral particle transport model problems involving both attenuation and scattering physics. We illustrate, both analytically and numerically, the estimator’s statistical performance as a function of available computational budget and the distribution of that budget between UQ samples and particle histories. We show analytically and corroborate numerically that the new estimator is unbiased, unlike the standard approach, and is more accurate and precise than the standard estimator for the same computational budget.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2024

Learning stochastic dynamics and predicting emergent behavior using transformers

We show that a neural network originally designed for language processing can learn the dynamical rules of a stochastic system by observation of a single dynamical trajectory of the system, and can accurately predict its emergent behavior under conditions not observed during training. We consider a lattice model of active matter undergoing continuous-time Monte Carlo dynamics, simulated at a density at which its steady state comprises small, dispersed clusters. We train a neural network called a transformer on a single trajectory of the model. The transformer, which we show has the capacity to represent dynamical rules that are numerous and nonlocal, learns that the dynamics of this model consists of a small number of processes. Forward-propagated trajectories of the trained transformer, at densities not encountered during training, exhibit motility-induced phase separation and so predict the existence of a nonequilibrium phase transition. Transformers have the flexibility to learn dynamical rules from observation without explicit enumeration of rates or coarse-graining of configuration space, and so the procedure used here can be applied to a wide range of physical systems, including those with large and complex dynamical generators.

97 MATHEMATICS AND COMPUTING↗