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Transport Upscaling under Flow Heterogeneity and Matrix-Diffusion in Three-Dimensional Discrete Fracture Networks
For this work, we investigate the combined effects of network scale flow variability and retention due to matrix-diffusion on the scaling behavior of transport through fractured media. Two of the principal mechanisms controlling the transport of solutes through fractured low-permeability media are broad distributions of flow velocities and retention times in the solid matrix. We study the relative impact of these two processes under different initial conditions using a set of three-dimensional discrete fracture network simulations. We use these simulations to develop and calibrate an upscaled continuous time random walk (CTRW) approach for advective transport based on an Ornstein-Uhlenbeck model for the particle velocities that accounts for the fracture-matrix coupling using a compound Poisson process. This CTRW model can be conditioned on the initial solute distribution and allows to observe late-time scaling behavior at distances beyond what is feasible to observe using high-fidelity direct numerical simulations. We determine that the initial distribution of particles leads to marked differences in the persistent long-term scale behavior in the solute travel time distributions, even those undergoing retention due to matrix diffusion through implementation and analysis of the model.
Aging power spectrum of membrane protein transport and other subordinated random walks
Single-particle tracking offers detailed information about the motion of molecules in complex environments such as those encountered in live cells, but the interpretation of experimental data is challenging. One of the most powerful tools in the characterization of random processes is the power spectral density. However, because anomalous diffusion processes in complex systems are usually not stationary, the traditional Wiener-Khinchin theorem for the analysis of power spectral densities is invalid. Here, we employ a recently developed tool named aging Wiener-Khinchin theorem to derive the power spectral density of fractional Brownian motion coexisting with a scale-free continuous time random walk, the two most typical anomalous diffusion processes. Using this analysis, we characterize the motion of voltage-gated sodium channels on the surface of hippocampal neurons. Our results show aging where the power spectral density can either increase or decrease with observation time depending on the specific parameters of both underlying processes.
A review of spatial Markov models for predicting pre-asymptotic and anomalous transport in porous and fractured media
Heterogeneity across a broad range of scales in geologic porous media often manifests in observations of non-Fickian or anomalous transport. While traditional anomalous transport models can successfully make predictions in certain geological systems, increasing evidence suggests that assumptions relating to independent and identically distributed increments constrain where and when they can be reliably applied. A relatively novel model, the Spatial Markov model (SMM), relaxes the assumption of independence. The SMM belongs to the family of correlated continuous time random walks and has shown promise across a wide range of transport problems relevant to natural porous media. It has been successfully used to model conservative as well as more recently reactive transport in highly complex flows ranging from pore scales to much larger scales of interest in geology and subsurface hydrology. In this review paper we summarize its original development and provide a comprehensive review of its advances and applications as well as lay out a vision for its future development.
Anomalous losses of energetic particles in the presence of an oscillating radial electric field in fusion plasmas
The confinement of energetic particles in nuclear fusion devices is studied in the presence of an oscillating radial electric field and an axisymmetric magnetic equilibrium. Here, it is shown that, despite the poloidal and toroidal symmetries, initially integrable orbits turn into chaotic regions that can potentially intercept the wall of the tokamak, leading to particle losses. It is observed that the losses exhibit algebraic time decay different from the expected exponential decay characteristic of radial diffusive transport. A dynamical explanation of this behaviour is presented, within the continuous time random walk theory. The central point of the analysis is based on the fact that, contrary to the radial displacement, the poloidal angle is not bounded and a proper statistical analysis can therefore be made, showing for the first time that energetic particle transport can be super-diffusive in the poloidal direction and characterised by asymmetric poloidal displacement. The connection between poloidal and radial positions ensured by the conservation of the toroidal canonical momentum, implies that energetic particles spend statistically more time in the inner region of the tokamak than in the outer one, which explains the observed algebraic decay. This indicates that energetic particles might be efficiently slowed down by the thermal population before leaving the system. Also, the asymmetric transport reveals a new possible mechanism of self-generation of momentum.
Total Dose Effects on Bipolar Integrated Circuits at Low Temperature
Total dose damage in bipolar integrated circuits is investigated at low temperature, along with the temperature dependence of the electrical parameters of internal transistors. Bandgap narrowing causes the gain of npn transistors to decrease far more at low temperature compared to pnp transistors, due to the large difference in emitter doping concentration. When irradiations are done at temperatures of -140 deg C, no damage occurs until devices are warmed to temperatures above -50 deg C. After warm-up, subsequent cooling shows that damage is then present at low temperature. This can be explained by the very strong temperature dependence of dispersive transport in the continuous-time-random-walk model for hole transport. For linear integrated circuits, low temperature operation is affected by the strong temperature dependence of npn transistors along with the higher sensitivity of lateral and substrate pnp transistors to radiation damage.
Anomalous Transport of High Energy Cosmic Rays in Galactic Superbubbles
High-energy cosmic rays may exhibit anomalous transport as they traverse and are accelerated by a collection of supernovae explosions in a galactic superbubble. Signatures of this anomalous transport can show up in the particles' evolution and their spectra. In a continuous-time-random- walk (CTRW) model assuming standard diffusive shock acceleration theory (DSA) for each shock encounter, and where the superbubble (an OB stars association) is idealized as a heterogeneous region of particle sources and sinks, acceleration and transport in the superbubble can be shown to be sub-diffusive. While the sub-diffusive transport can be attributed to the stochastic nature of the acceleration time according to DSA theory, the spectral break appears to be an artifact of transport in a finite medium. These CTRW simulations point to a new and intriguing phenomenon associated with the statistical nature of collective acceleration of high energy cosmic rays in galactic superbubbles.
Geminate exciton fusion fluorescence as a probe of triplet exciton transport after singlet fission
The geminate annihilation of two triplet excitons created by singlet exciton fission is affected by the dimensionality of transport as determined by typically anisotropic triplet exciton mobilities in organic molecular crystals. We analyze this process using a random-walk model where the time dynamics of the geminate annihilation probability is determined by the average exciton hopping times along the crystallographic directions. Here, the model is then applied to the geminate fluorescence dynamics in rubrene, where the main channel for triplet-triplet annihilation is via triplet fusion and subsequent photon emission, and we identify the transitions between transport in one, two, and three dimensions.
Markovian transport processes in a heterogeneous, variably saturated watershed: A multi-domain spatial Markov model
Transport processes in watersheds remain challenging to describe accurately with upscaled models because of their intricate complexities at multiple scales that can lead to multi-modal, non-Fickian breakthrough curves. One of the recent advances in solute transport modeling has been the Lagrangian spatial Markov model (SMM), which describes transport using velocity increments and models the correlated transitions between them. The method has been applied previously to saturated porous media and fractured media, but these successful applications suggest it may be useful for describing watershed scale processes as well. An existing, 3-D, heterogeneous variably saturated model of a headwaters catchment and classical random walk particle tracking were used to generate a forward simulation and the resulting transport was analyzed with a spatial Markov framework. Existing SMM methods were used to analyze the transport paths through the complex, unconfined domain and we found that the vadose zone plays an important role in the correlation structure. As such, a new kind of SMM is proposed, termed a multi-domain SMM (MD-SMM), that uses separate correlation models for auto-transitions in the vadose zone and the saturated zone, and for the cross-transitions between them. The MD-SMM improves representation of transport relative to the single domain model and can naturally delineate times when a particle is in the vadose zone or the saturated zone, adding an additional degree of realism to the upscaled model. Lastly, we show that the transition probability matrix for transport in the saturated portion of this unconfined system is approximately Markovian, which is an important validation of the proposed framework.
Numerical Simulation of the Anomalous Transport of High-Energy Cosmic Rays in Galactic Superbubble
A continuous-time random-walk (CTRW) model to simulate the transport and acceleration of high-energy cosmic rays in galactic superbubbles has recently been put forward (Barghouty & Schnee 2102). The new model has been developed to simulate and highlight signatures of anomalous transport on particles' evolution and their spectra in a multi-shock, collective acceleration context. The superbubble is idealized as a heterogeneous region of particle sources and sinks bounded by a random surface. This work concentrates on the effects of the bubble's assumed astrophysical characteristics (cf. geometry and roughness) on the particles' spectra.
A Differentiable Hydrology Approach for Modeling With Time-Varying Parameters
In the analysis of observational data with mathematical models, it is often desirable to let one or more model parameters vary with time to account for changing environmental conditions or to offer more flexibility. A standard approach for dynamic models is to allow for the number of parameters to grow as a function of time, leading to a high-dimensional inference problem for long data records. We propose using Hamiltonian Monte Carlo, a gradient-based Markov chain Monte Carlo (MCMC) method, to perform Bayesian inference for time-varying parameters (TVP) in hydrology models. As derivatives of model error functions with regard to parameters are not available in closed form, we implemented the GR4J rainfall-runoff models in Theano/PyMC3, and Jax/NumPyro, allowing for the application of automatic differentiation techniques. A simulation experiment assessing the viability of these methods for recovering underlying temporal variation in parameters indicates that a discrete Gaussian random walk-based prior appears to be best suited across a range of scenarios while the continuous-time Gaussian process compares relatively poorly. In an analysis of 20 years of daily real-world streamflow records from the Model Parameter Estimation Experiment (MOPEX) hydrology data set with increasing data sparsity and at multiple temporal resolutions, we find that TVP inference with gradient-based MCMC is a flexible and reliable approach for analyzing hydrology models with dynamic parameter sets.
Cosmological gamma-ray burst model
A cosmological gamma-ray burst model that reproduces the observed gamma-ray spectra was developed. This model, which is an outgrowth of work on synchrotron emission from cosmological sources, creates the observed spectra from a power law spectrum through Compton attenuation in dense molecular clouds. It restricts the burst source to the centers of galaxies, and it is easily tested through comparisons with time dependent burst spectra. Dr. Brainerd continued development of a Monte Carlo code that tracks the random walk of a gamma-ray through a plasma in a strong magnetic field and used this code to show that a two temperature plasma in a strong magnetic field can suppress soft x-ray emission.
Examining AGN UV/Optical Variability beyond the Simple Damped Random Walk
We present damped harmonic oscillator (DHO) light-curve modeling for a sample of 12,714 spectroscopically confirmed quasars in the Sloan Digital Sky Survey Stripe 82 region. DHO is a second-order continuous-time autoregressive moving-average process, which can be fully described using four independent parameters: a natural oscillation frequency (ω 0 ), a damping ratio (ξ), a characteristic perturbation timescale (τ perturb ), and an amplitude for the perturbing white noise (σ ϵ ). The asymptotic variability amplitude of a DHO process is quantified by σ DHO —a function of ω 0 , ξ, τ perturb , and σ ϵ . We find that both τ perturb and σ ϵ follow different dependencies with rest-frame wavelength (λ RF ) on either side of 2500 Å, whereas σ DHO follows a single power-law relation with λ RF . After correcting for wavelength dependence, σ DHO exhibits anticorrelations with both the Eddington ratio and the black hole mass, while τ perturb —with a typical value of days in the rest frame—shows an anticorrelation with the bolometric luminosity. Modeling active galactic nuclei (AGN) variability as a DHO offers more insight into the workings of accretion disks close to the supermassive black holes at the center of AGN. The newly discovered short-term variability (characterized by τ perturb and σ ϵ ) and its correlation with bolometric luminosity pave the way for new algorithms that will derive fundamental properties (e.g., Eddington ratio) of AGN using photometric data alone.
Optical variability of quasars with 20-yr photometric light curves
ABSTRACT We study the optical gri photometric variability of a sample of 190 quasars within the SDSS Stripe 82 region that have long-term photometric coverage during ∼1998−2020 with SDSS, PanSTARRS-1, the Dark Energy Survey, and dedicated follow-up monitoring with Blanco 4m/DECam. With on average ∼200 nightly epochs per quasar per filter band, we improve the parameter constraints from a Damped Random Walk (DRW) model fit to the light curves over previous studies with 10–15 yr baselines and ≲ 100 epochs. We find that the average damping time-scale τDRW continues to rise with increased baseline, reaching a median value of ∼750 d (g band) in the rest frame of these quasars using the 20-yr light curves. Some quasars may have gradual, long-term trends in their light curves, suggesting that either the DRW fit requires very long baselines to converge, or that the underlying variability is more complex than a single DRW process for these quasars. Using a subset of quasars with better-constrained τDRW (less than 20 per cent of the baseline), we confirm a weak wavelength dependence of τDRW∝λ0.51 ± 0.20. We further quantify optical variability of these quasars over days to decades time-scales using structure function (SF) and power spectrum density (PSD) analyses. The SF and PSD measurements qualitatively confirm the measured (hundreds of days) damping time-scales from the DRW fits. However, the ensemble PSD is steeper than that of a DRW on time-scales less than ∼ a month for these luminous quasars, and this second break point correlates with the longer DRW damping time-scale.
Electron avalanche structure determined by random walk theory
A self-consistent avalanche solution which accounts for collective long range Coulomb interactions as well as short range elastic and inelastic collisions between electrons and background atoms is made possible by a random walk technique. Results show that the electric field patterns in the early formation stages of avalanches in helium are close to those obtained from theory based on constant transport coefficients. Regions of maximum and minimum induced electrostatic potential phi are located on the axis of symmetry and within the volume covered by the electron swarm. As formation time continues, however, the region of minimum phi moves to slightly higher radii and the electric field between the extrema becomes somewhat erratic. In the intermediate formation periods the avalanche growth is slightly retarded by the high concentration of ions in the tail which oppose the external electric field. Eventually the formation of ions and electrons in the localized regions of high field strength more than offset this effect causing a very abrupt increase in avalanche growth.
Comparison of On-Orbit Performance of Rate Sensing Gyroscopes
This work presents results from the study of a large volume of spacecraft flight data pertaining to gyroscope performance. We have examined long and short term trends of gyroscope biase of first, an exact solution for the time-dependence of the attitude part of the state error covariance, averaged over the three spacecraft axes, is given. This solution is more complete than the usual cubic polynomial for the variance in that it includes coupling among the three gyroscope axes and includes an important term arising from the initial correlations. Second, several continuous 24-hour spans of gyroscope data are examined to verify the short-term statistical model. This analysis demonstrates that in-flight data can be used to determine the strength of the white noise driving the random walk of the gyroscope bias. This may be useful for postlaunch improvement to the noise model and for diagnosing the health of the gyroscope. Third, the long-term trends in gyroscope biases show a nearly linear systematic variation over time scales of years. This has been found on three different missions. While the random walk model is adequate as a basis for onboard Kalman filters or for state estimation using relatively short time spans, these trends indicate that some applications could benefit by accounting for the secular changes in the biases. One example is a new gyroscope calibration method that is under development that allows for multi-epoch bias solutions.
Age-related alterations in the fractal scaling of cardiac interbeat interval dynamics
We postulated that aging is associated with disruption in the fractallike long-range correlations that characterize healthy sinus rhythm cardiac interval dynamics. Ten young (21-34 yr) and 10 elderly (68-81 yr) rigorously screened healthy subjects underwent 120 min of continuous supine resting electrocardiographic recording. We analyzed the interbeat interval time series using standard time and frequency domain statistics and using a fractal measure, detrended fluctuation analysis, to quantify long-range correlation properties. In healthy young subjects, interbeat intervals demonstrated fractal scaling, with scaling exponents (alpha) from the fluctuation analysis close to a value of 1.0. In the group of healthy elderly subjects, the interbeat interval time series had two scaling regions. Over the short range, interbeat interval fluctuations resembled a random walk process (Brownian noise, alpha = 1.5), whereas over the longer range they resembled white noise (alpha = 0.5). Short (alpha s)- and long-range (alpha 1) scaling exponents were significantly different in the elderly subjects compared with young (alpha s = 1.12 +/- 0.19 vs. 0.90 +/- 0.14, respectively, P = 0.009; alpha 1 = 0.75 +/- 0.17 vs. 0.99 +/- 0.10, respectively, P = 0.002). The crossover behavior from one scaling region to another could be modeled as a first-order autoregressive process, which closely fit the data from four elderly subjects. This implies that a single characteristic time scale may be dominating heartbeat control in these subjects. The age-related loss of fractal organization in heartbeat dynamics may reflect the degradation of integrated physiological regulatory systems and may impair an individual's ability to adapt to stress.
A preliminary empirical evaluation of virtual reality as an instructional medium for visual-spatial tasks
We explored the training potential of Virtual Reality (VR) technology. Thirty-one adults were trained and tested on spatial skills in a VR. They learned a sequence of button and knob responses on a VR console and performed flawlessly on the same console. Half were trained with a rote strategy; the rest used a meaningful strategy. Response times were equivalent for both groups and decreased significantly over five test trials indicating that learning continued on VR tests. The same subjects practiced navigating through a VR building, which had three floors with four rooms on each floor. The dependent measure was the number of rooms traversed on routes that differed from training routes. Many subjects completed tests in the fewest rooms possible. All subjects learned configurational knowledge according to the criterion of taking paths that were significantly shorter than those predicted by a random walk as determined by a Monte Carlo analysis. The results were discussed as a departure point for empirically testing the training potential of VR technology.