Improvements in GRACE gravity field determination through stochastic observation modeling
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Bettadpur, Srinivas↗
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Understanding the Role of Ocean Dynamics in Midlatitude Sea Surface Temperature Variability Using a Simple Stochastic Climate Model
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Casey R. Patrizio↗
A new stochastic systems approach to structural integrity
This paper develops improved stochastic models for the description of a large variety of fatigue crack growth phenomena that occur in components of considerable importance to the functionality and reliability of complex engineering structures. In essence, the models are based on the McGill-Markov and Closure-Lognormal stochastic processes. Not only do these models have the capability of predicting the statistical dispersion of crack growth rates, they also, by incorporating the concept of crack closure, have the capability of transferring stochastic crack growth properties measured under ideal laboratory conditions to situations of industrial significance, such as those occurring under adverse loading and/or environmental conditions. The primary data required in order to be in a position to estimate the pertinent parameters of these stochastic models are obtained from a statistically significant number of replicate tests. In this paper, both the theory and the experimental technique are illustrated using a Ti-6Al-4V alloy. Finally, important structural integrity, reliability, availability and maintainability concepts are developed and illustrated.
Provan, James W.↗
Uncertainty Aware Structural Topology Optimization Via a Stochastic Reduced Order Model Approach
This work presents a stochastic reduced order modeling strategy for the quantification and propagation of uncertainties in topology optimization. Uncertainty aware optimization problems can be computationally complex due to the substantial number of model evaluations that are necessary to accurately quantify and propagate uncertainties. This computational complexity is greatly magnified if a high-fidelity, physics-based numerical model is used for the topology optimization calculations. Stochastic reduced order model (SROM) methods are applied here to effectively 1) alleviate the prohibitive computational cost associated with an uncertainty aware topology optimization problem; and 2) quantify and propagate the inherent uncertainties due to design imperfections. A generic SROM framework that transforms the uncertainty aware, stochastic topology optimization problem into a deterministic optimization problem that relies only on independent calls to a deterministic numerical model is presented. This approach facilitates the use of existing optimization and modeling tools to accurately solve the uncertainty aware topology optimization problems in a fraction of the computational demand required by Monte Carlo methods. Finally, an example in structural topology optimization is presented to demonstrate the effectiveness of the proposed uncertainty aware structural topology optimization approach.
Aguilo, Miguel A.↗
Quantum Gravity and Laser Interferometry: Towards Observable Predictions
Understanding quantum gravity remains one of the deepest challenges in modern physics, as direct experimental access to Planck-scale effects is beyond current technological reach. However, recent theoretical advances indicate that quantum fluctuations of spacetime may produce measurable effects in precision experiments, particularly near causal horizons. This opens new avenues for testing quantum gravity phenomena through high-precision measurement techniques. This dissertation develops multiple theoretical models to characterize these effects and examines their potential observational signatures in future gravitational wave interferometers. We begin by investigating the role of quantum fluctuations in near-horizon geometries through the lens of the AdS/CFT correspondence, which provides a powerful framework for understanding the interplay between quantum field theory and general relativity via holographic principles. By modeling stochastic energy-momentum sources in Rindler-AdS spacetime, we demonstrate that vacuum fluctuations transform the Einstein equations into a Langevin-type stochastic differential equation, leading to potentially observable fluctuations in photon traversal times. Extending this approach to Minkowski spacetime, we establish a correspondence between gravitational shockwaves and fluid dynamics, showing that near-horizon perturbations satisfy an equation analogous to that governing incompressible fluids, thereby reinforcing the membrane paradigm and hydrodynamic analogies in the context of the fluid/gravity duality. Furthermore, we construct the covariant phase space of a spherically symmetric causal diamond in Minkowski spacetime, identifying two fundamental charges that govern its evolution. These results provide a foundation for quantizing causal horizons and understanding their microscopic degrees of freedom. Building upon these theoretical developments, we further examine a related stochastic phenomenon: the gravitational wave memory background arising from the cumulative memory steps produced by supermassive black hole mergers. After reviewing the standard stochastic gravitational wave background, gravitational memory effects, and BMS symmetries, we model the stochastic memory background using a Brownian motion framework. We show that while the cumulative memory background initially appears above the sensitivity curve of space-based interferometers like LISA, the realistic subtraction of individually resolvable merger events substantially suppresses the residual signal, making its detection more challenging. This highlights the critical importance of source subtraction when evaluating the detectability of gravitational memory effects. By bridging fundamental theory with experimental prospects, this dissertation contributes to the ongoing effort to uncover the quantum nature of spacetime through precision measurement techniques. Whether through detecting quantum spacetime fluctuations, gravitational memory backgrounds, or probing the symmetries of causal horizons, the pursuit of observable quantum gravity phenomena continues to expand the frontiers of both theory and experiment.
Zhang, Yiwen [Caltech] (ORCID:0000000323559416)↗
Bounded state space
This investigation is divided functionally into three different areas: (1) study of bounded state space, (2) nonlinear smoothing theory, and (3) system identification. (1) Study of bounded state space: necessary and sufficient conditions for an optimal control are obtained for a bounded state space optimal control problem. The difficulty of determining the so-called jump conditions is eliminated; however, the problem of determining the points where the response either enters or leaves the boundary still remains unsolved. (2) Nonlinear smoothing theory: nonlinear fixed-interval, fixed-point and fixed-lag smoothing of a random signal generated by a stochastic differential equation are investigated. Results on the asymptotic stability of a linear constant-parameter fixed-interval smoothing filter are obtained. (3) System identification: a particular stochastic modelling problem is solved. An Ito stochastic integral equation is used to mathematically model a black box having multiple inputs and multiple outputs. A new method for identifying system parameters is presented.
Eyman, E. D.↗
Mixed-field GCR Simulations for Radiobiological Research Using Ground Based Accelerators
Space radiation is comprised of a large number of particle types and energies, which have differential ionization power from high energy protons to high charge and energy (HZE) particles and secondary neutrons produced by galactic cosmic rays (GCR). Ground based accelerators such as the NASA Space Radiation Laboratory (NSRL) at Brookhaven National Laboratory (BNL) are used to simulate space radiation for radiobiology research and dosimetry, electronics parts, and shielding testing using mono-energetic beams for single ion species. As a tool to support research on new risk assessment models, we have developed a stochastic model of heavy ion beams and space radiation effects, the GCR Event-based Risk Model computer code (GERMcode). For radiobiological research on mixed-field space radiation, a new GCR simulator at NSRL is proposed. The NSRL-GCR simulator, which implements the rapid switching mode and the higher energy beam extraction to 1.5 GeV/u, can integrate multiple ions into a single simulation to create GCR Z-spectrum in major energy bins. After considering the GCR environment and energy limitations of NSRL, a GCR reference field is proposed after extensive simulation studies using the GERMcode. The GCR reference field is shown to reproduce the Z and LET spectra of GCR behind shielding within 20% accuracy compared to simulated full GCR environments behind shielding. A major challenge for space radiobiology research is to consider chronic GCR exposure of up to 3-years in relation to simulations with cell and animal models of human risks. We discuss possible approaches to map important biological time scales in experimental models using ground-based simulation with extended exposure of up to a few weeks and fractionation approaches at a GCR simulator.
Kim, Myung-Hee Y.↗
A Physical Model of Moulin Formation and Evolution
Nearly all proglacial water discharge from the present-day Greenland Ice Sheet is routed englacially via moulins. Identification of these moulins in high-resolution imagery is a frequent topic of study, but the processes controlling how and where moulins form, including on past ice sheets for which remote-sensing data are not available, remain poorly understood. Because moulins may reasonably compose approximately 10-15% of the englacial-subglacial hydrologic system, the evolution and shape of moulins can alter the timing of meltwater inputs to the bed. This evolution can impact both the form of the subglacial hydrologic system and the structure of associated geomorphological structures. Here, we develop a physical model of moulin formation and evolution to constrain the role of englacial processes in controlling the form and structure of the subglacial hydrologic system. Ice deformation within and around a moulin is both viscous and elastic, with the rate of turbulent and heat dissipation from water circulation in the moulin controlling both moulin wall melting and warming of the surrounding ice. We find moulin geometry is responsive to changes in these parameters over hours to days, indicating that diurnal and multi-day variations in surface melt can substantially alter the geometry of a moulin and the pressure-discharge relationship at the bed of the ice sheet. These results should be considered carefully when determining surface water inputs for subglacial hydrologic models. In the future, a parameter space study of these results will be combined with an analytic model to create a predictive, stochastic model of moulin and crevasse locations. This future model will be applicable to constraining the potential for surface-to-bed connections in regions where the exact ice-sheet surface morphology is not known, including ice sheets under future warming atmospheric conditions, and paleo ice sheets, where moulins created modern landforms.
Andrews, Lauren C.↗
Computational technology for flight vehicles; Proceedings of the Symposium, Washington, DC, Nov. 5-7, 1990
Recent advances in computational fluid mechanics are discussed in reviews and reports. Sections are devoted to (1) the modeling of local phenomena and edge effects in solids, (2) stochastic modeling and simulation of fracture toughness, and (3) partitioning strategy and new finite elements. Particular attention is given to global and local finite-element/spectral-boundary-element techniques for failure analysis, simulations of microfracture in metal-matrix composites, fatigue analysis of cracked anisotropic plates under stochastic loading, mathematical modeling for the analysis of nonlinear aircraft dynamics, physical and mathematical modeling of wave propagation in the Ariane 5 VEB structure, partitioning based on symmetry transformations, an FEM approach to adaptive reliability assurance, and time-domain FEMs for the large rotational dynamics of multibody systems.
Noor, Ahmed K.↗
Bayesian Calibration of Stochastic Agent Based Model via Random Forest
Agent-based models (ABM) provide an excellent framework for modeling outbreaks and interventions in epidemiology by explicitly accounting for diverse individual interactions and environments. However, these models are usually stochastic and highly parametrized, requiring precise calibration for predictive performance. When considering realistic numbers of agents and properly accounting for stochasticity, this high-dimensional calibration can be computationally prohibitive. This paper presents a random forest-based surrogate modeling technique to accelerate the evaluation of ABMs and demonstrates its use to calibrate an epidemiological ABM named CityCOVID via Markov chain Monte Carlo (MCMC). The technique is first outlined in the context of CityCOVID's quantities of interest, namely hospitalizations and deaths, by exploring dimensionality reduction via temporal decomposition with principal component analysis (PCA) and via sensitivity analysis. The calibration problem is then presented, and samples are generated to best match COVID-19 hospitalization and death numbers in Chicago from March to June in 2020. Further, these results are compared with previous approximate Bayesian calibration (IMABC) results, and their predictive performance is analyzed, showing improved performance with a reduction in computation.
60 APPLIED LIFE SCIENCES↗
Leaf optical system modeled as a stochastic process
A stochastic leaf radiation model based upon physical and physiological properties of dicot leaves has been developed. The model accurately predicts the absorbed, reflected, and transmitted radiation of normal incidence as a function of wavelength resulting from the leaf-irradiance interaction over the spectral interval of 0.40-2.50 micron. The leaf optical system has been represented as Markov process with a unique transition matrix at each 0.01-micron increment between 0.40 micron and 2.50 micron. Probabilities are calculated at every wavelength interval from leaf thickness, structure, pigment composition, and water content. Simulation results indicate that this approach gives accurate estimations of actual measured values for dicot leaf absorption, reflection, and transmission as a function of wavelength.
Tucker, C. J.↗
The Effect of Roughness Model on Scattering Properties of Ice Crystals.
We compare stochastic models of microscale surface roughness assuming uniform and Weibull distributions of crystal facet tilt angles to calculate scattering by roughened hexagonal ice crystals using the geometric optics (GO) approximation. Both distributions are determined by similar roughness parameters, while the Weibull model depends on the additional shape parameter. Calculations were performed for two visible wavelengths (864 nm and 410 nm) for roughness values between 0.2 and 0.7 and Weibull shape parameters between 0 and 1.0 for crystals with aspect ratios of 0.21, 1 and 4.8. For this range of parameters we find that, for a given roughness level, varying the Weibull shape parameter can change the asymmetry parameter by up to about 0.05. The largest effect of the shape parameter variation on the phase function is found in the backscattering region, while the degree of linear polarization is most affected at the side-scattering angles. For high roughness, scattering properties calculated using the uniform and Weibull models are in relatively close agreement for a given roughness parameter, especially when a Weibull shape parameter of 0.75 is used. For smaller roughness values, a shape parameter close to unity provides a better agreement. Notable differences are observed in the phase function over the scattering angle range from 5deg to 20deg, where the uniform roughness model produces a plateau while the Weibull model does not.
Weibull density functions↗
Nowcasting Earthquakes With Stochastic Simulations: Information Entropy of Earthquake Catalogs
Earthquake nowcasting has been proposed as a means of tracking the change in large earthquake potential in a seismically active area. The method was developed using observable seismic data, in which probabilities of future large earthquakes can be computed using Receiver Operating Characteristic methods. Furthermore, analysis of the Shannon information content of the earthquake catalogs has been used to show that there is information contained in the catalogs, and that it can vary in time. So an important question remains, where does the information originate? In this paper, we examine this question using stochastic simulations of earthquake catalogs. Our catalog simulations are computed using an Earthquake Rescaled Aftershock Seismicity (“ERAS”) stochastic model. This model is similar in many ways to other stochastic seismicity simulations, but has the advantage that the model has only 2 free parameters to be set, one for the aftershock (Omori-Utsu) time decay, and one for the aftershock spatial migration away from the epicenter. Generating a simulation catalog and fitting the two parameters to the observed catalog such as California takes only a few minutes of wall clock time. While clustering can arise from random, Poisson statistics, we show that significant information in the simulation catalogs arises from the “non-Poisson” power-law aftershock clustering, implying that the practice of de-clustering observed catalogs may remove information that would otherwise be useful in forecasting and nowcasting. We also show that the nowcasting method provides similar results with the ERAS model as it does with observed seismicity.
58 GEOSCIENCES↗
Real-Time KMC Simulation of Vacancy-Mediated Intermixing in Au@Ag Octahedral Core–Cubic Shell Nanocrystals with Ab Initio-Guided Kinetics
Utilization of core–shell rather than monometallic nanocrystals (NCs) facilitates fine-tuning of NC properties for applications. However, compositional evolution via intermixing can degrade these properties prompting recent experimental studies. We develop an atomistic-level stochastic model for vacancy-mediated intermixing exploiting a formalism which allows incorporation at an ab initio density functional theory level of not just the thermodynamics of vacancy formation, but also relevant diffusion barriers for a vast number of possible local environments (in the core and in the shell, at the interface, and in the intermixed phase). This facilitates a predictive treatment and comprehensive understanding of intermixing on the relevant time scale (e.g., 10 1 –10 3 s). In contrast, previous modeling at the atomistic level utilized only unrealistic generic prescriptions of barriers or employed simplified continuum treatments. For Au@Ag octahedral core–cubic shell NCs, our modeling not only captures the experimentally observed rate or time scale for intermixing of ~100 s at 450 °C for 60 nm NCs, but also elucidates the underlying rate controlling processes and the effective intermixing barrier.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Exploring ship track spreading rates with a physics-informed Langevin particle parameterization
Abstract. The rate at which aerosols spread from a point source injection, such as from a ship or other stationary pollution source, is critical for accurately representing subgrid plume spreading in a climate model. Such climate model results will guide future decisions regarding the feasibility and application of large-scale intentional marine cloud brightening (MCB). Prior modeling studies have shown that the rate at which ship plumes spread may be strongly dependent on meteorological conditions, such as precipitating versus non-precipitating boundary layers and shear. In this study, we apply a Lagrangian particle model (PM-ABL v1.0), governed by a Langevin stochastic differential equation, to create a simplified framework for predicting the rate of spreading from a ship-injected aerosol plume in sheared, precipitating, and non-precipitating boundary layers. The velocity and position of each stochastic particle is predicted with the acceleration of each particle being driven by the turbulent kinetic energy, dissipation rate, momentum variance, and mean wind. These inputs to the stochastic particle velocity equation are derived from high-fidelity large-eddy simulations (LES) equipped with a prognostic aerosol–cloud microphysics scheme (UW-SAM) to simulate an aerosol injection from a ship into a cloud-topped marine boundary layer. The resulting spreading rate from the reduced-order stochastic model is then compared to the spreading rate in the LES. The stochastic particle velocity representation is shown to reasonably reproduce spreading rates in sheared, precipitating, and non-precipitating cases using domain-averaged turbulent statistics from the LES.
54 ENVIRONMENTAL SCIENCES↗
Blob velocities and sizes in the Alcator C-Mod scrape-off layer for ohmic and high confinement mode plasmas
An improved time delay estimation method is used to calculate the velocity of cross-field blob motion in the scrape-off layer of Alcator C-Mod for an ohmic and two high confinement (H-mode) plasmas; an edge localized mode free and an enhanced D-alpha H-mode. The gas puff imaging data analysis results are interpreted in the framework of a stochastic model that describes the fluctuations as a super-position of uncorrelated blob-like structures. In all confinement modes investigated, the scrape-off layer is dominated by large amplitude, blob-like filaments moving radially outwards with velocities in the range from 400 to 1000 m/s. Blobs in high confinement mode plasmas have similar velocities and sizes as in ohmic plasma, which is consistent with the close similarity of conditionally averaged burst shapes and frequency spectra for the confinement modes investigated.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Development of a GCR Event-based Risk Model
A goal at NASA is to develop event-based systems biology models of space radiation risks that will replace the current dose-based empirical models. Complex and varied biochemical signaling processes transmit the initial DNA and oxidative damage from space radiation into cellular and tissue responses. Mis-repaired damage or aberrant signals can lead to genomic instability, persistent oxidative stress or inflammation, which are causative of cancer and CNS risks. Protective signaling through adaptive responses or cell repopulation is also possible. We are developing a computational simulation approach to galactic cosmic ray (GCR) effects that is based on biological events rather than average quantities such as dose, fluence, or dose equivalent. The goal of the GCR Event-based Risk Model (GERMcode) is to provide a simulation tool to describe and integrate physical and biological events into stochastic models of space radiation risks. We used the quantum multiple scattering model of heavy ion fragmentation (QMSFRG) and well known energy loss processes to develop a stochastic Monte-Carlo based model of GCR transport in spacecraft shielding and tissue. We validated the accuracy of the model by comparing to physical data from the NASA Space Radiation Laboratory (NSRL). Our simulation approach allows us to time-tag each GCR proton or heavy ion interaction in tissue including correlated secondary ions often of high multiplicity. Conventional space radiation risk assessment employs average quantities, and assumes linearity and additivity of responses over the complete range of GCR charge and energies. To investigate possible deviations from these assumptions, we studied several biological response pathway models of varying induction and relaxation times including the ATM, TGF -Smad, and WNT signaling pathways. We then considered small volumes of interacting cells and the time-dependent biophysical events that the GCR would produce within these tissue volumes to estimate how GCR event rates mapped to biological signaling induction and relaxation times. We considered several hypotheses related to signaling and cancer risk, and then performed simulations for conditions where aberrant or adaptive signaling would occur on long-duration space mission. Our results do not support the conventional assumptions of dose, linearity and additivity. A discussion on how event-based systems biology models, which focus on biological signaling as the mechanism to propagate damage or adaptation, can be further developed for cancer and CNS space radiation risk projections is given.
Cucinotta, Francis A.↗