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Results for “Diffusion & random walks”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records

Grid-free simulation of diffusion using random walk methods

The simulation of the diffusion of a continuum field by the random walk (RW) displacement of a set of particles is considered. Elements of the gradients of the diffusive concentration are transported by computational particles. It is demonstrated that, by the use of concentration gradients in the RW process, statistical errors are reduced and each realization of the numerical solution is a representation of the exact solution. The algorithm is grid-free, and the computational elements move to follow the gradients; hence, the algorithm is self-adaptive, and uniform resolution is achieved for all times.

Ghoniem, A. F.↗

Monte-Carlo analysis of rarefied-gas diffusion including variance reduction using the theory of Markov random walks

Molecular diffusion through a rarefied gas is analyzed by using the theory of Markov random walks. The Markov walk is simulated on the computer by using random numbers to find the new states from the appropriate transition probabilities. As the sample molecule during its random walk passes a scoring position, which is a location at which the macroscopic diffusing flow variables such as molecular flux and molecular density are desired, an appropriate payoff is scored. The payoff is a function of the sample molecule velocity. For example, in obtaining the molecular flux across a scoring position, the random walk payoff is the net number of times the scoring position has been crossed in the positive direction. Similarly, when the molecular density is required, the payoff is the sum of the inverse velocity of the sample molecule passing the scoring position. The macroscopic diffusing flow variables are then found from the expected payoff of the random walks.

Perlmutter, M.↗

Explosive nucleation and growth of Pb islands on Ge(111) below room temperature via collective diffusion

Nucleation is a fundamental process in nature controlling phase transitions and pattern formation. Classical nucleation is based on the gradual aggregation of diffusing atoms after a critical cluster size is reached. Contrary to these expectations, we have observed in real time the formation of perfect Pb(111) islands with more than 10 5 atoms emerging out of the compressed wetting layer within a few seconds during growth of Pb on Ge(111) below room temperature. Pb deposited on Ge(111) in a temperature range between −30 °C and 10 °C exhibited explosive nucleation of height-selected islands upon reaching a critical coverage of 1.33 ± 0.07 ML with respect to Ge(111). Island nucleation was fueled by the 2% compression of the Pb wetting layer at the critical coverage. The island areas grew linearly with time, exhibiting collective diffusion, where thousands of atoms follow correlated, non-random walk diffusion. The total growth rate was higher with increasing temperature. Density functional theory simulations of the chemical potential and binding sites of the Pb/Ge(111) system give insight into the role of the compression of the wetting layer and the strain within the growing Pb layers, which explain this nonclassical behavior of the system.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Low pressure radon diffusion - A laboratory study and its implications for lunar venting

Results of a study of radon migration through columns of fine particulate materials, at total pressures of 0.02-0.2 torr, are reported. Materials studied were: NBS Glass Spheres (SRM 1003), Emerson & Cuming Eccospheres (IG-101), activated coconut charcoal, Lipaci obsidian, and W-1 Standard Diabase. Rates of diffusion were used to derive heats of adsorption for radon on the materials tested. The most reliable values found clustered around 8-9 kcal/mole. These high heats of adsorption, if typical for most materials, combined with low percentages of radon emanation by lunar soils found by other researchers, imply that random walk diffusion will not be an important mechanism for redistributing the radon and the radon daughters produced in the lunar regolith. In particular, since random walk migration is not a sufficient mechanism to account for localized high concentrations of radon-222 and its daughter polonium-210 observed by the Apollo 15 and 16 command modules, an alternative mechanism is proposed, in which radon would be swept to the surface by other gases during intermittent venting events.

Friesen, L. J.↗

Basic research in solar physics

This grant, dating back more than 20 years has supported a variety of investigations of the chromospheres and coronae of the Sun and related cool stars by the Principal Investigator, his postdocs and graduate students, and colleagues at other institutions. This work involved studies of radiative transfer and spectral line formation theory, and the application of these techniques to the analysis of spectra obtained from space and ground-based observatories in the optical, ultraviolet, x-ray and radio portions of the spectrum. Space observations have included the analysis of spectra from OSO-7, Skylab, SMM, and the HRTS rocket experiments. Recent work has concentrated on the interaction of magnetic fields, plasma and radiation in the outer atmospheres of the Sun and other magnetically active stars with different fundamental parameters. Our study of phenomena common to the Sun and stars, the 'solar-stellar connection', can elucidate the fundamental physics, because spatially-resolved observations of the Sun provide us with the 'groundtruth,' while interpretation of stellar data permit us to isolate those parameters critical to stellar activity. Recently, we have studied the differences in physical properties between solar regions of high magnetic flux density and the surrounding plasma. High-resolution CN and CO spectroheliograms have been used to model the thermal inhomogeneities driven by unstable CO cooling, and we have analyzed spatially resolved UV spectra from HRTS to model the thermal structure and energy balance of small-scale structures. The study of nonlinear relations between atmospheric radiative losses and the photospheric magnetic flux density has been continued. We have also proposed a new model for the decay of plages by random walk diffusion of magnetic flux. Our analysis of phenomena common to the Sun and stars included the application of available spectroscopic diagnostics, establishing evidence that the atmospheres of the least active stars are heated at a 'basal' rate that is also found in the centers of solar supergranules, and using the Doppler-imaging technique to measure the position, size, and brightness of stellar active regions. We are computing multi-component models for solar and stellar atmospheres, and models for coronal loops and for the transition-region down flows. The study of solar and stellar flares permits us to assess the role of turbulent energy transport, to pinpoint the mechanism behind Type I radio bursts, to determine whether plasma radiation or cyclotron maser is responsible for microwave flares on M dwarfs, and to extend our knowledge of the basic physics pertinent to cyclotron-maser processes operating on the Sun.

Linsky, Jeffrey L.↗

Tuning Monotonic Basin Hopping: Improving the Efficiency of Stochastic Search as Applied to Low-Thrust Trajectory Optimization

Trajectory optimization methods using monotonic basin hopping (MBH) have become well developed during the past decade [1, 2, 3, 4, 5, 6]. An essential component of MBH is a controlled random search through the multi-dimensional space of possible solutions. Historically, the randomness has been generated by drawing random variable (RV)s from a uniform probability distribution. Here, we investigate the generating the randomness by drawing the RVs from Cauchy and Pareto distributions, chosen because of their characteristic long tails. We demonstrate that using Cauchy distributions (as first suggested by J. Englander [3, 6]) significantly improves monotonic basin hopping (MBH) performance, and that Pareto distributions provide even greater improvements. Improved performance is defined in terms of efficiency and robustness. Efficiency is finding better solutions in less time. Robustness is efficiency that is undiminished by (a) the boundary conditions and internal constraints of the optimization problem being solved, and (b) by variations in the parameters of the probability distribution. Robustness is important for achieving performance improvements that are not problem specific. In this work we show that the performance improvements are the result of how these long-tailed distributions enable MBH to search the solution space faster and more thoroughly. In developing this explanation, we use the concepts of sub-diffusive, normally-diffusive, and super-diffusive random walks (RWs) originally developed in the field of statistical physics.

autonomous↗

Computing Nonequilibrium Responses with Score-Shifted Stochastic Differential Equations

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic dynamics. For nonequilibrium systems, perturbations cannot be interpreted simply by monitoring fluctuations in a conjugate observable and general response results rely on path ensemble averaging. Furthermore, these techniques do not apply to perturbations that affect the diffusion tensor in a stochastic system. Here, we introduce an “effective” physical process that represents the diffusion perturbed dynamics and enables accurate calculations of responses to a change in the diffusion. Interestingly, the effective dynamics contain an additional drift involving the instantaneous “score” of the system, and we leverage score matching algorithms to carry out nonequilibrium response calculations on systems for which the exact stationary distribution is unknown.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

On the effects of a weak magnetic field on turbulent transport

We discuss the effects of a weak large-scale magnetic field on turbulent transport. We show by means of a series of two-dimensional numerical experiments that turbulent diffusion can be effectively suppressed by a (large scale) magnetic field whose energy is small compared to equipartition. The suppression mechanism is associated with a subtle modification of the Lagrangian energy spectrum, and it does not require any substantial reduction of the turbulent amplitude. We exploit the relation between diffusion and random walking to emphasize that the effect of a large-scale magnetic field is to induce a long-term memory in the field of turbulence. The implications of the general case of three-dimensional transport are briefly discussed.

Cattaneo, F.↗

Does the way we do science foster discovery?

Freedom to explore the unknown is key to scientific discovery. Maximizing modern individualistic measures of scientific productivity like citations and number of publications may impede the progress of science as a whole.

discovery↗

A Finite Difference informed Random Walk solver for simulating radiation defect evolution in polycrystalline structures with strongly inhomogeneous diffusivity

Diffusivity of species and defects on grain boundaries is usually several orders of magnitude larger than that inside grains. Such strongly inhomogeneous diffusivity requires prohibitively high computational demands for modeling microstructural evolution. Here, this paper presents a highly-efficient numerical solver, combining the Finite Difference method and Random Walk model, designed for accurately modeling strongly inhomogeneous diffusion within polycrystalline structures. The proposed solver, termed Finite Difference informed Random Walk (FDiRW), integrates a customized Finite Difference (cFD) scheme tailored for fast diffusion along thin grain boundaries represented by a single-layer of nodes. Numerical experiments demonstrate that the FDiRW solver achieves an impressive efficiency gain of 1560x compared to traditional Finite Difference methods while maintaining accuracy, making it feasible for personal computer machines to handle diffusional systems with strongly inhomogeneous diffusivity across static polycrystalline microstructures. The model has been successfully applied to simulate radiation defect evolution, showcasing its scalability to engineering scales in both length and time dimensions.

36 MATERIALS SCIENCE↗

Accelerating multicanonical sampling with irreversibility

Flat-histogram Monte Carlo simulations are well-established, robust methods to perform random walks in a physical observable or parameter space, making them suitable for finding ground states or studying phase transitions in complex systems in statistical physics. However, their efficiency can be limited by the time to attain the desired flat distribution, which is generally unknown prior to the simulations. In particular, they might suffer from slowing down towards the end of a simulation due to the diffusive nature of random walks. In this work we apply irreversibility to the multicanonical Monte Carlo method via the lifting approach to alleviate this behavior. We achieve a 2–4 times speedup in ground-state search for a two-dimensional (2D) Ising model, and up to an order of magnitude of speedup for finding the ground-state energy in an Edwards–Anderson spin glass, compared to traditional multicanonical sampling. In conclusion, the round-trip times between ground states show a narrower distribution and are significantly shorter compared to the reversible counterpart, suggesting that a lower convergence time with a smaller time variance is feasible.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Inertial Effects in Suspension Dynamics

The present work analyses the dynamics of a suspension of heavy particles in shear flow. The magnitude of the particle inertia is given by the Stokes number St = m(gamma/6(pi)a, which is the ratio of the viscous relaxation time of a particle tau(sub p) = m=6pi(eta)a to the flow time gamma(sup -1). Here, m is the mass of the particle, a is its size, eta is the viscosity of the suspending fluid and gamma is the shear rate. The ratio of the Stokes number to the Reynolds number, Re = (rho)f(gamma)a(exp 2)/eta, is the density ratio rho(sub p)/rho(sub f). Of interest is to understand the separate roles of particle (St) and fluid (Re) inertia in the dynamics of suspensions. In this study we focus on heavy particles, rho(sub p)/rho(sub f) much greater than 1, for which the Stokes number is finite, but the Reynolds number is sufficiently small for inertial forces in the fluid to be neglected; thus, the fluid motion is governed by the Stokes equations. On the other hand, the probability density governing the statistics of the suspended particles satisfies a Fokker-Planck equation that accounts for both configuration and momentum coordinates, the latter being essential for finite St. The solution of the Fokker-Planck equation is obtained to O(St) via a Chapman-Enskog type-procedure, and the conditional velocity distribution so obtained is used to derive a configuration-space Smoluchowski equation with inertial corrections. The inertial effects are responsible for asymmetry in the relative trajectories of two spheres in shear flow, in contrast to the well known symmetric structure in the absence of inertia. Finite St open trajectories in the plane of shear suffer a downward lateral displacement resulting from the inability of a particle of finite mass to follow the curvature of the zero-Stokes-number pathlines. In addition to the induced asymmetry, the O(St) inertial perturbation dramatically alters the nature of the near-field trajectories. The stable closed orbits (for St = 0) in the plane of shear now spiral in, approaching particle-particle contact in the limit. All trajectories starting from an initial offset of O(St(sup 1/2) or less (which remain open for St = 0) also spiral in. The asymmetry of the trajectories leads to a non-Newtonian rheology and diffusive behavior. The latter because a given particle (moving along a finite St open trajectory) suffers a net displacement in the transverse direction after a single interaction. A sequence of such uncorrelated displacements leads to the particle executing a random walk. The inertial diffusivity tensor is anisotropic on account of differing strengths of interaction in the gradient and vorticity directions. Since the entire region (constituting an in finite area) of closed orbits in the plane of shear spirals onto contact for #finite St, the latter represents a singular surface for the pair-distribution function. The exact form of the pair-distribution function at contact is still, however, indeterminate in the absence of non-hydrodynamic effects. It should also be noted that finite St non-rectilinear flows do not support a spatially uniform number density owing to the cross-streamline inertial migration of particles.

J. F. Brady↗

The abundances of nuclei in the cosmic radiation

The relative abundances are treated as a consequence of processes in cosmic ray transport occurring during passage of the radiation through interstellar material at high velocity. Some of the subjects mentioned are nuclear fragmentation and the production of secondary nuclei, nuclear reactions, energy loss and nuclear decay, ionization, the range-energy relation and propagation variables, capture and loss of electrons, the propagation of nuclei, the transport equation, equilibrium solutions, energy-dependent path length distribution, exponential path length distributions, discrete spectra, sources, supernovae, and the origin of the abundances. The connection between the space-time features of the sources, the material traversed, and the effects of magnetic fields is established by describing the particle-field interaction as a diffusive or random-walk process.

Reames, D. V.↗

A finite difference informed random walker (FDiRW) solver for strongly inhomogeneous diffusion problems

In nature, many complex multi-physics coupling problems exhibit strong diffusivity inhomogeneity. For instance, in the context of radionuclide absorption by porous wasteform materials within a flowing waste stream, the difference of species’ diffusivity in solid and liquid phases spans by 3~8 orders of magnitude. To solve the diffusion equations with strongly inhomogeneous diffusivity, traditional discretization-based methods, such as the Finite Difference Method (FDM), require infinitesimally small time steps (<10 -10 ) as high spatial resolutions are employed in most microstructure evolution processes, leading to prohibitively high computational costs. Here, this work developed an integrated numerical approach (FDiRW: Finite Difference informed Random Walk) to tackle this challenge. The idea is that utilizing the Random Walk concept, the fast diffusion is modeled as a superposition of point source’s solution for a concentration distribution while FDM is used to obtain the point source’s solution at each node. A mesh-coarsening algorithm is developed to generate an exclusive coarse mesh for FDiRW approach to maximize its efficiency. The effectiveness of the coarse mesh-based FDiRW approach is validated by benchmarking Finite Difference solutions. Numerical results demonstrated that FDiRW achieves a remarkable 1000x computational efficiency improvement over FDM while preserving desired accuracy for a medium-sized model of 192 × 192 × 192 grids. Finally, as models scale up, a floating-point operations (PLOPs) analysis of the FDiRW algorithm reveals that its computational complexity grows quadratically in terms of the number of nodes employed in computation.

36 MATERIALS SCIENCE↗

Random Walks With Tweedie: A Unified View of Score-Based Diffusion Models [In the Spotlight]

We present a concise derivation for several influential score-based diffusion models that relies on only a few textbook results. Diffusion models have recently emerged as powerful tools for generating realistic, synthetic signals—particularly natural images—and often play a role in state-of-the-art algorithms for inverse problems in image processing. While these algorithms are often surprisingly simple, the theory behind them is not, and multiple complex theoretical justifications exist in the literature. Here, in this study, we provide a simple and largely self-contained theoretical justification for score-based diffusion models that is targeted towards the signal processing community. This approach leads to generic algorithmic templates for training and generating samples with diffusion models. We show that several influential diffusion models correspond to particular choices within these templates and demonstrate that alternative, more straightforward algorithmic choices can provide comparable results. This approach has the added benefit of enabling conditional sampling without any likelihood approximation.

97 MATHEMATICS AND COMPUTING↗

Numerical solution of the problem of flame propagation by the use of the random element method

A numerical, grid-free algorithm is presented for one-dimensional reaction-diffusion model of laminar flame propagation in premixed gases. It is based on the random element method we developed for the analysis of diffusional processes. The effect of combustion is taken into account by applying the principle of fractional steps to separate the process of diffusion, modeled by the random walk of computational elements, from the exothermic effects of chemical reaction, monitoring their strength. The validity of the algorithm is demonstrated by application to flame propagation problems for which exact solutions exist. The flame speed evaluated by its use oscillates around the exact value at a relatively small amplitude, while the temperature and species concentration profiles are self-correcting in their convergence to the exact solution. A satisfactory resolution is obtained by the use of quite a small number of computational elements which automatically adjust their distribution of fit sharp gradients.

Ghoniem, A. F.↗

Fluctuation and rotation in diffusion-influenced monomolecular reactions

Models of partially absorbing boundaries for calculating diffusion-influenced chemical reactions are examined analytically. The limitations of diffusion-equation and random-walk models are indicated; the presence of an ambiguous length parameter in a standard radiation-boundary-condition (RBC) model is demonstrated; the RBC model for a boundary with oscillation (at a rate much faster than the rate of thermal collisions) between absorbing and nonabsorbing states is considered; an alternative stochastically switching absorber (SSA) model is introduced and shown to be physically consistent; the equivalence of one-dimensional RBC and SSA models under some conditions is shown; one time passage is calculated for an axially symmetric three-dimensional SSA model with anisotropic absorption; and the analogy between rotation and stochastic switching is explored.

Bashford, Donald↗