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Results for “Delay differential equations”

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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13 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

Numerical methods and hypoexponential approximations for gamma distributed delay differential equations

Abstract Gamma distributed delay differential equations (DDEs) arise naturally in many modelling applications. However, appropriate numerical methods for generic gamma distributed DDEs have not previously been implemented. Modellers have therefore resorted to approximating the gamma distribution with an Erlang distribution and using the linear chain technique to derive an equivalent system of ordinary differential equations (ODEs). In this work, we address the lack of appropriate numerical tools for gamma distributed DDEs in two ways. First, we develop a functional continuous Runge–Kutta (FCRK) method to numerically integrate the gamma distributed DDE without resorting to Erlang approximation. We prove the fourth-order convergence of the FCRK method and perform numerical tests to demonstrate the accuracy of the new numerical method. Nevertheless, FCRK methods for infinite delay DDEs are not widely available in existing scientific software packages. As an alternative approach to solving gamma distributed DDEs, we also derive a hypoexponential approximation of the gamma distributed DDE. This hypoexponential approach is a more accurate approximation of the true gamma distributed DDE than the common Erlang approximation but, like the Erlang approximation, can be formulated as a system of ODEs and solved numerically using standard ODE software. Using our FCRK method to provide reference solutions, we show that the common Erlang approximation may produce solutions that are qualitatively different from the underlying gamma distributed DDE. However, the proposed hypoexponential approximations do not have this limitation. Finally, we apply our hypoexponential approximations to perform statistical inference on synthetic epidemiological data to illustrate the utility of the hypoexponential approximation.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Distributed Delay Differential Equation Representations of Cyclic Differential Equations

Compartmental ordinary differential equation (ODE) models are used extensively in mathematical biology. When transit between compartments occurs at a constant rate, the well-known linear chain trick can be used to show that the ODE model is equivalent to an Erlang distributed delay differential equation (DDE). Here, we demonstrate that compartmental models with nonlinear transit rates and possibly delayed arguments are also equivalent to a scalar distributed DDE. To illustrate the utility of these equivalences, we calculate the equilibria of the scalar DDE, and compute the characteristic function---without calculating a determinant. Further, we derive the equivalent scalar DDE for two examples of models in mathematical biology and use the DDE formulation to identify physiological processes that were otherwise hidden by the compartmental structure of the ODE model.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Symmetry-breaking-induced rare fluctuations in a time-delay dynamic system

Inspired by the experimental and numerical findings, we study the dynamic instabilities of two coupled nonlinear delay differential equations that are used to describe the coherent oscillations between the top and bottom boundary layers in turbulent Rayleigh–Bénard convection. By introducing two sensitivity parameters for the instabilities of the top and bottom boundary layers, we find three different types of solutions, namely in-phase single-period oscillations, multi-period oscillations and chaos. The chaos solution contains rare but large amplitude fluctuations. The statistical properties of these fluctuations are consistent with those observed in the experiment for the massive eruption of thermal plumes, which causes random reversals of the large-scale circulation in turbulent Rayleigh–Bénard convection. Finally, our study thus provides new insights into the origin of rare massive eruptions and sudden changes of large-scale flow pattern that are often observed in convection systems of geophysical and astrophysical scales.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Earth Filter Mathematica Toolbox V4 User’s Guide: Simplifying, Visualizing and Quick Modeling of All Fission Products from 60 Nuclear Sources

The Earth Filter Mathematica toolbox is a set of user-friendly routines that accurately calculate the ingrowth and decay of any of the 908 fission products for an infinite combination of sources over a large dynamic range and large time scales. This toolbox was developed by Dr. W. P. Brug at Los Alamos National Laboratory and eliminates the need for the user to define and solve differential equations by automatically scanning the ENDF-349 dataset and creating a complete set of differential equations (including delayed neutron branches to both the ground and metastable states) for every fission product. Additionally, this code allows the user to choose the data source for half-lives from several key references (i.e., TORI, IAEA, ENDF or NUDAT.) The complete set of ENDF-349 independent and cumulative fission yields for all 60 isotopic targets and 4 different neutron spectrums are included. This allows nearly any nuclear fission source to be accurately modeled as a linear combination of endpoint sources. The Earth Filter Toolbox has no limit as to the length of split list, and split lists of 5 or more endpoint sources can be quite common.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2020

Iodine Effects on Medical Isotope Producer Delay & Guard Bed Temperature and Performance in Support of NA-23 Program

In support of NA-23’s objective to accelerate the establishment of a reliable commercial United States (U.S.) domestic supply of 99Mo produced without the use of highly enriched uranium (HEU), the Pacific Northwest National Laboratory (PNNL) was tasked with modeling the performance of activated carbon delay and guard beds that may be typical for non-HEU 99Mo production processes. The specific tasks accomplished by PNNL included calculations of long-term effects of iodine on delay bed performance and development of a finite element simulation to better understand delay bed performance under various scenarios specifically with radioxenon and radioiodine decay heating of the delay beds. The main issue of interest in this study is understanding the effect of iodine on the abatement performance of the beds if iodine is not sufficiently removed from gases prior to reaching the delay beds. Finite element simulations of delay bed performance were developed using COMSOL Multiphysics® Software. These simulations are based on partial differential equations that describe xenon and iodine adsorption, heat transfer and decay of radioxenon and radioiodine isotopes. Heat transfer in the activated carbon beds is simulated with a heat source tied to the decay of radioactive xenon and iodine species. These simulations were used to investigate delay bed temperature and hold up time using radioxenon and radioiodine activities and flowrates expected from a non-HEU production process. A bounding case scenario was simulated, where all the iodine was released into the delay beds due to insufficient guarding of the delay beds. In addition, preliminary investigations of the guard beds were conducted.

07 ISOTOPE AND RADIATION SOURCES↗
DOE OSTI2023

Evolution of coupled weakly driven waves in a dissipative plasma

The nonlinear collisional dynamics of coupled driven plasma waves in the presence of background dissipation is studied analytically within kinetic theory. Sufficiently near marginal stability, phase space correlations are poorly preserved and time delays become unimportant. The system is then shown to be governed by two first-order coupled autonomous differential equations of cubic order for the wave amplitudes and two complementary first-order equations for the evolution of their phases. That system of equations can be decoupled and further simplified to a single second-order differential equation of Liénard's type for each amplitude. Numerical solutions for this equation are obtained in the general case, while analytic solutions are obtained for special cases in terms of parameters related to the spacing of the resonances of the two waves in frequency space, e.g., wave lengths and oscillation frequencies. These parameters are further analyzed to find classes of quasi-steady saturation and pulsating scenarios. To classify equilibrium points, local stability analysis is applied, and bifurcation conditions are determined. When the two waves saturate at similar amplitude levels, their combined signal is shown to invariably exhibit amplitude beating and phase jumps of nearly π. In conclusion, the obtained analytical results can be used to benchmark simulations and to interpret eigenmode amplitude measurements in fusion experiments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2021

Modeling atmospheric data and identifying dynamics Temporal data-driven modeling of air pollutants

Atmospheric modelling has recently experienced a surge with the advent of deep learning. Most of these models, however, predict concentrations of pollutants following a data-driven approach in which the physical laws that govern their behaviors and relationships remain hidden. Furthermore, with the aid of real-world air quality data collected hourly in different stations throughout Madrid, we present a case study using a series of data-driven techniques with the following goals: (1) Find systems of ordinary differential equations that model the concentration of pollutants and their changes over time; (2) assess the performance and limitations of our model using stability analysis; (3) reconstruct the time series of chemical pollutants not measured in certain stations using delay coordinate embedding results.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

Strain localization criteria for viscoplastic geomaterials

This report presents a viscoplastic localization criterion to detect quasi-instantaneous (i.e., load-induced) and delayed (creep-induced) strain localization in rate-dependent solids. The study is based on the theory of controllability and a viscoplastic description of the mechanical response. Analytical precursors of unstable states are defined through systems of ordinary differential equations (OEDs). The use of the proposed criteria is illustrated at the material point level through a set of strain localization analyses simulating active strain localization of a porous rock. In addition, full-field finite element simulations of compression tests conducted under various pressures are reported to demonstrate the role of local unstable viscoplasticity in the spontaneous propagation of deformation bands under stationary boundary conditions. The study shows that the viscoplastic localization criterion maintains a negative sign as long as the behavior is unstable, that is, the rate of deformation is accelerating. The sign switch coincides with the transition to decelerating deformation. The analyses revealed that pulses of overstress always emerge in correspondence with the growth of unstable behavior, and the peak matches the transition to stable behavior. The local responses recovered from full-field analyses were consistent with those observed in analyses at material point level and the predictions of the presented theory.

36 MATERIALS SCIENCE↗
DOE OSTI2025

Joint Modeling of Quasar Variability and Accretion Disk Reprocessing Using Latent Stochastic Differential Equations

Quasars are bright active galactic nuclei powered by the accretion of matter around supermassive black holes at the center of galaxies. Their stochastic brightness variability depends on the physical properties of the accretion disk and black hole. The upcoming Rubin Observatory Legacy Survey of Space and Time (LSST) is expected to observe tens of millions of quasars, so there is a need for efficient techniques like machine learning that can handle the large volume of data. Quasar variability is believed to be driven by an X-ray corona, which is reprocessed by the accretion disk and emitted as UV/optical variability. We are the first to introduce an auto-differentiable simulation of the accretion disk and reprocessing. We use the simulation as a direct component of our neural network to jointly model the driving variability and reprocessing, trained with supervised learning on simulated LSST-like 10 yr quasar light curves. We encode the light curves using a transformer encoder, and the driving variability is reconstructed using latent stochastic differential equations, a physically motivated generative deep learning method that can model continuous-time stochastic dynamics. By embedding the physical processes of the driving signal and reprocessing into our network, we achieve a model that is more robust and interpretable. We demonstrate that our model outperforms a Gaussian process regression baseline and can infer accretion disk parameters and time delays between wave bands, even for out-of-distribution driving signals. Our approach provides a powerful framework that can be adapted to solve other inverse problems in multivariate time series.

Fagin, Joshua [City Univ. of New York (CUNY), NY (↗
DOE OSTI2022

Neuromorphic Computing is Turing-Complete

Neuromorphic computing is a non-von Neumann computing paradigm that performs computation by emulating the human brain. Neuromorphic systems are extremely energy-efficient and known to consume thousands of times less power than CPUs and GPUs. They have the potential to drive critical use cases such as autonomous vehicles, edge computing and internet of things in the future. For this reason, they are sought to be an indispensable part of the future computing landscape. Neuromorphic systems are mainly used for spike-based machine learning applications, although there are some non-machine learning applications in graph theory, differential equations, and spike-based simulations. These applications suggest that neuromorphic computing might be capable of general-purpose computing. However, general-purpose computability of neuromorphic computing has not been established yet. In this work, we prove that neuromorphic computing is Turing-complete and therefore capable of general-purpose computing. Specifically, we present a model of neuromorphic computing, with just two neuron parameters (threshold and leak), and two synaptic parameters (weight and delay). We devise neuromorphic circuits for computing all the μ-recursive functions (i.e., constant, successor and projection functions) and all the μ-recursive operators (i.e., composition, primitive recursion and minimization operators). Given that the μ-recursive functions and operators are precisely the ones that can be computed using a Turing machine, this work establishes the Turing-completeness of neuromorphic computing.

Date, Prasanna↗
DOE OSTI2021

Nominal and adversarial synthetic PMU data for standard IEEE test systems

GridSTAGE (Spatio-Temporal Adversarial scenario GEneration) is a framework for the simulation of adversarial scenarios and the generation of multivariate spatio-temporal data in cyber-physical systems. GridSTAGE is developed based on Matlab and leverages Power System Toolbox (PST) where the evolution of the power network is governed by nonlinear differential equations. Using GridSTAGE, one can create several event scenarios that correspond to several operating states of the power network by enabling or disabling any of the following: faults, AGC control, PSS control, exciter control, load changes, generation changes, and different types of cyber-attacks. Standard IEEE bus system data is used to define the power system environment. GridSTAGE emulates the data from PMU and SCADA sensors. The rate of frequency and location of the sensors can be adjusted as well. Detailed instructions on generating data scenarios with different system topologies, attack characteristics, load characteristics, sensor configuration, control parameters are available in the Github repository - https://github.com/pnnl/GridSTAGE. There is no existing adversarial data-generation framework that can incorporate several attack characteristics and yield adversarial PMU data. The GridSTAGE framework currently supports simulation of False Data Injection attacks (such as a ramp, step, random, trapezoidal, multiplicative, replay, freezing) and Denial of Service attacks (such as time-delay, packet-loss) on PMU data. Furthermore, it supports generating spatio-temporal time-series data corresponding to several random load changes across the network or corresponding to several generation changes. A Koopman mode decomposition (KMD) based algorithm to detect and identify the false data attacks in real-time is proposed in https://ieeexplore.ieee.org/document/9303022. Machine learning-based predictive models are developed to capture the dynamics of the underlying power system with a high level of accuracy under various operating conditions for IEEE 68 bus system. The corresponding machine learning models are available at https://github.com/pnnl/grid_prediction.

99 GENERAL AND MISCELLANEOUS↗
DOE OSTI2026

Quantum mechanical closure of partial differential equations with symmetries

We develop a statistical framework for the dynamical closure of spatiotemporal dynamics governed by partial differential equations. Employing the mathematical framework of quantum mechanics to embed the original classical dynamics into a quantum mechanical representation, we use the space of quantum density operators to model the unresolved degrees of freedom of the original dynamics in a statistical sense, and the framework of quantum measurement to predict their contributions to the resolved dynamics. The embedded dynamics is discretized by a positivity preserving process, leading to a compressed representation that is invariant under the dynamical symmetries of the resolved dynamics. We present a data based formulation of the closure scheme and apply it to a closure problem for the shallow water equations. The numerical results demonstrate that our closure model can accurately predict the main features of the true dynamics, including for out of sample initial conditions.

Delay embedding↗
DOE OSTI2022

A User Guide to PARET/ANL

PARET was originally created in 1969 at what is now Idaho National Laboratory (INL), to analyze reactivity insertion events in research and test reactor cores cooled by light or heavy water, with fuel composed of either plates or pins. The use of PARET is also appropriate for fuel assemblies with curved fuel plates when their radii of curvatures are large with respect to the fuel plate thickness. The PARET/ANL version of the code has been developed at Argonne National Laboratory (ANL) under the sponsorship of the U.S. Department of Energy/NNSA since the inception of the Reactor Conversion Program. Since Reduced Enrichment for Research and Test Reactors (RERTR) began in 1978, PARET/ANL has been benchmarked to experimental data including SPERT testing, and used to determine the expected transient behavior of a large number of reactors regardless of enrichment both inside and outside the Reactor Conversion Program. This document provides the pertinent information for the use of PARET/ANL Version 7.6. PARET/ANL models the various fueled regions of a reactor core as channels. Each of these channels consists of a single flat fuel plate/pin (including cladding and, optionally, a gap) with water coolant on each side. In slab geometry the coolant channels for a given fuel plate are of identical dimensions (mirror symmetry), but they can be of different thickness in each channel. There can be many channels, but each channel is independent and coupled only through reactivity feedback effects to the whole core. The time-dependent differential equations that represent the system are replaced by an equivalent set of finite-difference equations in space and time, which are integrated numerically. PARET/ANL uses fundamentally the same numerical scheme as RELAP5 for the time-integration of the point-kinetics equations. The one-dimensional thermal-hydraulic model includes temperature-dependent thermal properties of the solid materials, such as heat capacity and thermal conductivity, as well as the transient heat production and heat transfer from the fuel meat to the coolant. Temperature- and pressure-dependent thermal properties of the coolant such as enthalpy, density, thermal conductivity, and viscosity are also used in determining parameters such as friction factors and heat transfer coefficients. The code first determines the steady-state solution for the initial state. Then the solution of the transient is obtained by integration in time and space. Multiple heat transfer, DNB and flow instability correlations are available. The code was originally developed to model reactors cooled by an open loop, which was adequate for rapid transients in pool-type cores. An external loop model appropriate for Miniature Neutron Source Reactors (MNSR’s) was also added to PARET/ANL to model natural circulation within the vessel, heat transfer from the vessel to pool and heat loss by evaporation from the pool. PARET/ANL also contains models for decay heat after shutdown, control rod reactivity versus time or position, time-dependent pump flow, and loss-of-flow event with flow reversal as well as logic for trips on period, power, and flow. Feedback reactivity effects from coolant density changes and temperature changes are represented by tables. Feedback reactivity from fuel heat-up (Doppler Effect) is represented by a four-term polynomial in powers of fuel temperature. Photo-neutrons produced in beryllium or in heavy water may be included in the point-kinetics equations by using additional delayed neutron groups.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗