Preface of the “Symposium on computational methods for stochastic models”
No abstract prepared.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
SEARCH · Search NASA
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.
Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.
Comparisons of characteristic timescales and approximate models for Brownian magnetic nanoparticle rotations
Magnetic nanoparticles are promising tools for a host of therapeutic and diagnostic medical applications. The dynamics of rotating magnetic nanoparticles in applied magnetic fields depend strongly on the type and strength of the field applied. There are two possible rotation mechanisms and the decision for the dominant mechanism is often made by comparing the equilibrium relaxation times. This is a problem when particles are driven with high-amplitude fields because they are not necessarily at equilibrium at all. Instead, it is more appropriate to consider the “characteristic timescales” that arise in various applied fields. Approximate forms for the characteristic time of Brownian particle rotations do exist and we show agreement between several analytical and phenomenological-fit models to simulated data from a stochastic Langevin equation approach. We also compare several approximate models with solutions of the Fokker-Planck equation to determine their range of validity for general fields and relaxation times. The effective field model is an excellent approximation, while the linear response solution is only useful for very low fields and frequencies for realistic Brownian particle rotations.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Stochastic simulation of occupant-driven energy use in a bottom-up residential building stock model
The residential buildings sector is one of the largest electricity consumers worldwide and contributes disproportionally to peak electricity demand in many regions. Strongly driven by occupant activities, household energy consumption is stochastic and heterogeneous in nature. However, most residential energy models applied by industry use homogeneous, deterministic activity schedules, which work well for predictions of annual energy consumption, but can result in unrealistic hourly or sub-hourly electric load profiles, with exaggerated or muted peaks. The increasing proportion of variable renewable energy generators means that representing the heterogeneity and stochasticity of occupant behavior is now crucial for reliable planning at both bulk-power and distribution-system scales. This work presents a novel and open-source occupancy simulation approach that can simulate a diverse set of individual occupant and household event schedules for all major electricity, fuel, and hot water end uses. To accomplish this, we evaluated three alternative occupant activity simulation approaches before selecting a hybrid combining time-inhomogeneous Markov chains and probability-sampling of event durations and magnitudes. Further, we integrated the stochastic occupancy simulation with an open-source bottom-up physics-simulation building stock model and published a set of 550,000 diverse household end-use activity schedules representing a national housing stock. The simulator was verified against time-use survey data, and simulation results were validated against measured end-use electricity data for accuracy and reliability. While we use data for the United States, our application demonstrates how similar approaches could be applied using the time-use survey data collected in many countries around the world.
32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
Development of Improved Models, Stochasticity, and Frameworks for the MIT Extensible Air Network Simulation
MEANS, the MIT Extensible Air Network Simulation, was created in February of 2001, and has been developed with support from NASA Ames since August of 2001. MEANS is a simulation tool which is designed to maximize fidelity without requiring data of such a low level as to preclude easy examination of alternative scenarios. To this end, MEANS is structured in a modular fashion to allow more detailed components to be brought in when desired, and left out when they would only be an impediment. Traditionally, one of the difficulties with high-fidelity models is that they require a level of detail in their data that is difficult to obtain. For analysis of past scenarios, the required data may not have been collected, or may be considered proprietary and thus difficult for independent researchers to obtain. For hypothetical scenarios, generation of the data is sufficiently difficult to be a task in and of itself. Often, simulations designed by a researcher will model exactly one element of the problem well and in detail, while assuming away other parts of the problem which are not of interest or for which data is not available. While these models are useful for working with the task at hand, they are very often not applicable to future problems. The MEAN Simulation attempts to address these problems by using a modular design which provides components of varying fidelity for each aspect of the simulation. This allows for the most accurate model for which data is available to be used. It also provides for easy analysis of sensitivity to data accuracy. This can be particularly useful in the case where accurate data is available for some subset of the situations that are to be considered. Furthermore, the ability to use the same model while examining effects on different parts of a system reduces the time spent learning the simulation, and provides for easier comparisons between changes to different parts of the system.
Clarke, John-Paul↗
Atomistically informed stochastic multiscale model to predict the behavior of carbon nanotube-enhanced nanocomposites
A comprehensive, point-information-to-continuum-level analysis framework is presented in this paper to accurately characterize the behavior of carbon nanotube (CNT)-enhanced composite materials. Molecular dynamics (MD) simulations are performed to study sub-nanoscale interactions of the CNT with the polymeric phase of the nanocomposite. The effect of cross-linking between the epoxy resin and the hardener on the mechanical properties of the polymer is investigated; furthermore, the effect of CNT weight fraction on the probability distribution of polymer cross-linking degree is also studied through stochastic models. The stochastic distributions obtained from MD simulations provide a basis to simulate local variations in the matrix properties in the continuum model at the microscale. The inclusion of an atomistically informed elastic-plastic model at the microscale reveals a significant deviation of the mechanical properties from those obtained based on classical homogenization approaches. Microstructural variability arising from heterogeneous cross-linking degree in the polymer phase and variations in fiber geometry and spacing is also found to cause deviations in the mechanical response when compared to the assumption of a perfectly ordered fiber-matrix microstructure.
Subramanian, Nithya↗
Using Dense Array Waveform Correlations to Build a Velocity Model with Stochastic Variability
In an ongoing effort to improve 3D seismic-wave propagation modeling for frequencies up to 10 Hz, we used cross correlations between vertical-component waveforms from an underground chemical explosion to estimate the statistical properties of small-scale velocity heterogeneities. The waveforms were recorded by a dense 2D seismic array deployed during the Source Physics Experiments for event number 5 (SPE-5) in a series of six underground chemical explosions, conducted at the Nevada National Security Site. The array consisted of 996 geophones with a 50–100 m grid spacing, deployed at the SPE site at the north end of the Yucca Flat basin. The SPE were conducted to investigate the generation and propagation of seismic and acoustic waves from underground explosions. Comparisons of decay rates of waveform cross correlations as function of interstation distance, computed for observed and synthetic seismograms from the SPE-5 chemical explosion, were used to constrain statistical properties of correlated stochastic velocity perturbations representing small-scale heterogeneities added to a geology-based velocity model of the Yucca Flat basin. Using comparisons between recorded and simulated waveform cross correlations, we were able to recover sets of statistical properties of small-scale velocity perturbations in the velocity model that produce the best-fit between the recorded and simulated ground motion. The stochastic velocity fluctuations in the velocity model that produced the smallest misfits have a horizontal correlation distance of between 400 and 800 m, a vertical correlation distance between 100 and 200 m, and a standard deviation of 10% from the nominal model velocity in the alluvium basin layers. They also have a horizontal correlation distance of 1000 m, a vertical correlation distance of 250 m, and a standard deviation of 6% in the underlying and consolidated sedimentary layers, up to a depth of 4 km. Comparisons between observed and simulated wavefields were used to assess the proposed small-scale heterogeneity enhancements to the Yucca Flat basin model. We found that adding a depth-resolved stochastic variability to the geology-based velocity model improves the overall performance of ground-motion simulations of an SPE-5 explosion in the modeled frequency range up to 10 Hz. The results may be applicable to other similar basins.
58 GEOSCIENCES↗
Hybrid framework for the simulation of stochastic chemical kinetics
Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie Stochastic Simulation Algorithm (SSA) [25]. While easy to implement and exact, the computational cost of using the Gillespie SSA to simulate such systems can become prohibitive as the frequency of reaction events increases. This has motivated numerous coarse-grained schemes, where the “fast” reactions are approximated either using Langevin dynamics or deterministically. While such approaches provide a good approximation when all reactants are abundant, the approximation breaks down when one or more species exist only in small concentrations and the fluctuations arising from the discrete nature of the reactions become significant. This is particularly problematic when using such methods to compute statistics of extinction times for chemical species, as well as simulating non-equilibrium systems such as cell-cycle models in which a single species can cycle between abundance and scarcity. In this paper, a hybrid jump-diffusion model for simulating well-mixed stochastic kinetics is derived. It acts as a bridge between the Gillespie SSA and the chemical Langevin equation. For low reactant reactions the underlying behaviour is purely discrete, while purely diffusive when the concentrations of all species are large, with the two different behaviours coexisting in the intermediate region. A bound on the weak error in the classical large volume scaling limit is obtained, and three different numerical discretisations of the jump-diffusion model are described. The benefits of such a formalism are illustrated using computational examples.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
The Use of a Stochastic Soot Model in Postprocessing
Abstract Most soot simulation is done using relatively simple models that only provide basic information regarding general soot mass due to the high computational cost of more complex models. In this work, a stochastic model capable of detailed soot description has been implemented in a hybrid fashion such that a relatively fast conventional combustion simulation followed by many independent highly parallelizable soot simulations can be used. The model is used to characterize the origin and advection of soot for a diesel engine with a triple injection scheme.
Strickland, Tyler↗
Yield Estimation of the August 2020 Beirut Explosion by Using Physics‐Based Propagation Simulations of Regional Infrasound
Abstract The August 2020 Beirut explosion is the largest single‐fired ammonium nitrate explosion documented in history. The massive explosion excited loud infrasound in the atmosphere, and clear waveforms were recorded by a regional infrasound array at an epicentral distance of 100 km, allowing for accurate measurements of explosion energy. We estimate the explosion size based on the infrasound waveform inversion. Unlike conventional inversions using empirical models, we perform full 3‐D finite‐difference simulations to obtain a physics‐based propagation model for the inversion. Accurate numerical modeling of infrasound is challenging as the propagation is substantially affected by the turbulent atmosphere. Instead of a single deterministic prediction, we provide a range of waveform predictions by running multiple simulations with stochastic weather forecast models, which allows for comprehensive uncertainty analysis of numerical modeling and estimated yields. Finally, we expand the yield estimation technique for seismoacoustic analysis and demonstrate the substantial advantage of the joint approach.
58 GEOSCIENCES↗
Tipping point analysis of atmospheric oxygen concentration
We apply tipping point analysis to nine observational oxygen concentration records around the globe, analyse their dynamics and perform projections under possible future scenarios, leading to oxygen deficiency in the atmosphere. The analysis is based on statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the observed data using Bayesian and wavelet techniques.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Contributions of the stochastic shape wake model to predictions of aerodynamic loads and power under single wake conditions
The contribution of wake meandering and shape asymmetry to load and power estimates is quantified by comparing aeroelastic simulations initialized with different inflow conditions: an axisymmetric base wake, an unsteady stochastic shape wake, and a large-eddy simulation with rotating actuator-line turbine representation. Time series of blade-root and tower base bending moments are analyzed. We find that meandering has a large contribution to the fluctuation of the loads. Moreover, considering the wake edge intermittence via the stochastic shape model improves the simulation of load and power fluctuations and of the fatigue damage equivalent loads. Furthermore, these results indicate that the stochastic shape wake simulator is a valuable addition to simplified wake models when seeking to obtain higher-fidelity computationally inexpensive predictions of loads and power.
17 WIND ENERGY↗
Stochastic modelling of remotely manned systems
Digital simulation models of remotely manned vehicles are discussed and recommendations for statistical validation of all the models are considered.
Ancker, C. J., Jr.↗
Stochastic Optimal Scheduling of Residential Appliances with Renewable Energy Sources
This paper proposes a stochastic, multi-objective optimization model within a Model Predictive Control (MPC) framework, to determine the optimal operational schedules of residential appliances operating in the presence of renewable energy source (RES). The objective function minimizes the weighted sum of discomfort, energy cost, total and peak electricity consumption, and carbon footprint. A heuristic method is developed for combining different objective components. The proposed stochastic model utilizes Monte Carlo simulation (MCS) for representing uncertainties in electricity price, outdoor temperature, RES generation, water usage, and non-controllable loads. The proposed model is solved using a mixed integer linear programming (MILP) solver and numerical results show the validity of the model. Case studies show the benefit of using the proposed optimization model.
32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
Gompertzian stochastic model with delay effect to cervical cancer growth
In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits.
60 APPLIED LIFE SCIENCES↗
Dataset for "FLEXPART-WRF simulations to assess dust transport in the convective boundary layer at the Southern Great Plains site"
Soil dusts are an important source of aerosol in agricultural regions and can affect the Earth’s radiation budget through the modification of cloud properties, and in particular, through their ability to act as ice nucleating particles. In order to impact cloud properties, agricultural soil dusts need to be transported from the point of emission to cloud-relevant altitudes. Vertical transport within the planetary boundary layer is strongly controlled by turbulence and is challenging to represent accurately in regional and global models. Large-eddy simulations (LES) are run at resolutions capable of resolving most of the turbulent energy directly and can thus better simulate vertical transport. In this study, we leverage the LES ARM Symbiotic Simulation and Observation (LASSO) large-eddy simulations to simulate vertical transport of agricultural dust within the turbulent boundary layer using a modified version of the stochastic dispersion model FLEXPART-WRF. We find that the modified model is better capable of simulating particle transport due to turbulence, and that particle size was the greatest factor in determining particle lifetime. Individual meteorology and particle density had intermediate effects upon particle transport, while release height had little effect upon simulation results. Finally, we utilize a quasi-single column model (QSCM) approach to determine how our results compare to a parameterized treatment of turbulence. The QSCM simulations led to greater tracer transport out of the boundary layer, with ramifications for any studies utilizing a Lagrangian stochastic model to understand tracer dispersion. These results highlight the importance of accurately simulating turbulence for understanding particle transport.
54 ENVIRONMENTAL SCIENCES↗
Simulated Dust Transport in the Convective Boundary Layer
Soil dusts are an important source of aerosol in agricultural regions and can affect the Earth's radiation budget through the modification of cloud properties, and in particular, through their ability to act as ice nucleating particles. In order to impact cloud properties, agricultural soil dusts need to be transported from the point of emission to cloud–relevant altitudes. Vertical transport within the planetary boundary layer is strongly controlled by turbulence and is challenging to represent accurately in regional and global models. Large–eddy simulations (LES) are run at resolutions capable of resolving most of the turbulent energy directly and can thus better simulate vertical transport. In this study, we leverage the LES ARM Symbiotic Simulation and Observation (LASSO) large–eddy simulations to simulate vertical transport of agricultural dust within the turbulent boundary layer using a modified version of the stochastic dispersion model FLEXPART–WRF. We find that the modified model is better capable of simulating particle transport due to turbulence, and that particle size was the greatest factor in determining particle lifetime. Individual meteorology and particle density had intermediate effects upon particle transport, while release height had little effect upon simulation results. Finally, we utilize a quasi–single column model (QSCM) approach to determine how our results compare to a parameterized treatment of turbulence. The QSCM simulations led to greater tracer transport out of the boundary layer, with ramifications for any studies utilizing a Lagrangian stochastic model to understand tracer dispersion. Furthermore, these results highlight the importance of accurately simulating turbulence for understanding particle transport.
54 ENVIRONMENTAL SCIENCES↗
Demand response event simulator and risk-aware bidding tool for industrial customers
Incentive Based Demand Response (IBDR) program participation delivers financial benefits to the consumers and resiliency benefits to the electricity grid. Effectively participating in these programs as an industrial consumer requires bidding strategies that balance financial risk with operational constraints. Existing bidding tools tend not to fully incorporate stochastic IBDR event modeling, program specific baseline and payment/penalty calculations, or demand reduction process control schemes that account for the cascading impacts of shutdown in complex facilities. Here, this work presents an IBDR event simulator and risk-aware bidding framework tool integrating three key components: a flexible, parameterized demand response event generator that rigorously accounts for program structures and stochasticity, a demand response operational simulation model that generates explicit control strategies for load reduction, and a Monte Carlo simulator to evaluate financial risk for varied capacity bids. A case study at a wastewater treatment plant participating in PG&E's Capacity Bidding Program demonstrates the framework's utility. In the peak capacity price month of August, optimal bidding by the wastewater treatment plant nets a mean IBDR benefit of $101,000 (67% of the August electricity bill) with 0.4% probability of a financial loss. This framework enables industrial operators to make informed bidding decisions, negotiate better program terms with demand response load aggregators, and analyze energy flexibility investments at their facilities. Ultimately, this work reduces participation barriers in IBDR programs and supports the broader goal of enhancing grid reliability and renewable energy integration.
29 ENERGY PLANNING, POLICY, AND ECONOMY↗
Diffusional growth of cloud droplets in homogeneous isotropic turbulence: DNS, scaled-up DNS, and stochastic model
This paper presents a novel methodology to use direct numerical simulation (DNS) to study the impact of isotropic homogeneous turbulence on the condensational growth of cloud droplets. As shown by previous DNS studies, the impact of turbulence increases with the computational domain size, that is, with the Reynolds number, because larger eddies generate higher and longer-lasting supersaturation fluctuations that affect growth of individual cloud droplets. The traditional DNS can only simulate a limited range of scales because of the excessive computational cost that comes from resolving all scales involved, that is, from large scales at which the turbulent kinetic energy (TKE) is introduced down to the Kolmogorov microscale, and from following every single droplet. The novel approach is referred to as the “scaled-up DNS”. The scaling up is done in two parts, first by increasing both the computational domain and the Kolmogorov microscale and second by using super-droplets instead of real droplets. To ensure proper dissipation of TKE and scalar variance at small scales, molecular transport coefficients are appropriately scaled up with the grid length. For the scaled-up domains, say, meters and tens of meters, one needs to follow billions of real droplets. This is not computationally feasible, and so-called super-droplets are applied in scaled-up DNS simulations. Each super-droplet represents an ensemble of identical real droplets, and the number of real droplets represented by a super-droplet is referred to as the multiplicity attribute. After simple tests showing the validity of the methodology, scaled-up DNS simulations are conducted for five domains, the largest of 64 3 m 3 volume using a DNS of 256 3 grid points and various multiplicities. All simulations are carried out with vanishing mean vertical velocity and with no mean supersaturation, similarly to past DNS studies. As expected, the supersaturation fluctuations as well as the spread in droplet size distribution increase with the domain size, with the droplet radius variance increasing in time t as t 1∕2 as identified in previous DNS studies. Scaled-up simulations with different multiplicities document numerical convergence of the scaled-up solutions. Finally, we compare the scaled-up DNS results with a simple stochastic model that calculates supersaturation fluctuations based on the vertical velocity fluctuations updated using the Langevin equation. Overall, the results document similar scaling to previous small-domain DNS simulations and support the notion that the stochastic subgrid-scale model is a valuable tool for the multi-scale simulation of droplet spectral evolution applying a large-eddy simulation model.
54 ENVIRONMENTAL SCIENCES↗