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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
All sourcesNASA NTRSDOE OSTI
DOE OSTI2014

The exit-time problem for a Markov jump process

The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Additionally, such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developed nonlocal vector calculus. Finally, this calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Statistical Analysis of the First Passage Path Ensemble of Jump Processes

The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study the first passage path ensemble of both discrete-time and continuous-time jump processes on a finite state space. The main approach is to divide each first passage path into nonreactive and reactive segments and to study them separately. The analysis can be applied to jump processes which are non-ergodic, as well as continuous-time jump processes where the waiting time distributions are non-exponential. In the particular case that the jump processes are both Markovian and ergodic, our analysis elucidates the relations between the study of the first passage paths and the study of the transition paths in transition path theory. We provide algorithms to numerically compute statistics of the first passage path ensemble. The computational complexity of these algorithms scales with the complexity of solving a linear system, for which efficient methods are available. Several examples demonstrate the wide applicability of the derived results across research areas.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

Nonlocal Convection-Diffusion Problems on Bounded Domains and Finite-Range Jump Processes

In this paper, a nonlocal convection-diffusion model is introduced for the master equation of Markov jump processes in bounded domains. With minimal assumptions on the model parameters, the nonlocal steady and unsteady state master equations are shown to be well-posed in a weak sense. Finally, then the nonlocal operator is shown to be the generator of finite-range nonsymmetric jump processes and, when certain conditions on the model parameters hold, the generators of finite and infinite activity Lévy and Lévy-type jump processes are shown to be special instances of the nonlocal operator.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

A fast exact simulation method for a class of Markov jump processes

A new method of the stochastic simulation algorithm (SSA), named the Hashing-Leaping method (HLM), for exact simulations of a class of Markov jump processes, is presented in this paper. The HLM has a conditional constant computational cost per event, which is independent of the number of exponential clocks in the Markov process. The main idea of the HLM is to repeatedly implement a hash-table-like bucket sort algorithm for all times of occurrence covered by a time step with length τ. This paper serves as an introduction to this new SSA method. We introduce the method, demonstrate its implementation, analyze its properties, and compare its performance with three other commonly used SSA methods in four examples. Our performance tests and CPU operation statistics show certain advantages of the HLM for large scale problems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2019

Comparison of anion and cation dynamics in a carbon-substituted closo-hydroborate salt: 1 H and 23 Na NMR studies of solid-solution Na 2 (CB 9 H 10 )(CB 11 H 12 )

The hexagonal mixed-anion solid solution Na 2 (CB 9 H 10 )(CB 11 H 12 ) shows the highest room-temperature ionic conductivity among all known Na-ion conductors. To study the dynamical properties of this compound, we have measured the 1 H and 23 Na nuclear magnetic resonance (NMR) spectra and spin-lattice relaxation rates in Na 2 (CB 9 H 10 )(CB 11 H 12 ) over the temperature range of 80-435 K. It is found that the diffusive motion of Na+ ions can be described in terms of two jump processes: the fast localized motion within the pairs of tetrahedral interstitial sites of the hexagonal close-packed lattice formed by large anions and the slower jump process via octahedral sites leading to long-range diffusion. Below 350 K, the slower Na + jump process is characterized by the activation energy of 353(11) meV. Although Na + mobility in Na 2 (CB 9 H 10 )(CB 11 H 12 ) found from our NMR experiments is higher than in other ionic conductors, it appears to be an order-of-magnitude lower than that expected on the basis of the conductivity measurements. This result suggests that the complex diffusion mechanism and/or correlations between Na + jumps should be taken into account. The measured 1H spin-lattice relaxation rates for Na 2 (CB 9 H 10 )(CB 11 H 12 ) are consistent with a coexistence of at least two anion reorientational jump processes occurring at different frequency scales. Near room temperature, both reorientational processes are found to be faster than the Na + jump process responsible for the long-range diffusion.

25 ENERGY STORAGE↗
DOE OSTI2023

Stochastic Price Generation for Evaluating Wholesale Electricity Market Bidding Strategies

This work presents a novel method for generating electricity price scenarios from statistical properties of past electricity prices using a hybrid statistical and reduced-form stochastic model. Previous work in applying stochastic differential equations (SDE) to model electricity prices has focused on daily average prices. To extend stochastic price generation methods to hourly or sub-hourly pricing, we address several weaknesses in the state-of-the-art: (1) we replace the mean-reversion component of the SDE with an ARIMA process that is better able to characterize the daily and weekly trends; (2) we extend the price-spike, or jump process to account for conditional probabilities of price spikes occurring in consecutive time steps by replacing the traditional Poisson process for modeling jumps with a generalized point process model inspired by brain neuron models; and (3) we replace the traditional method of estimating spike intensity with empirical variance with a Markov process based on observed price spike intensity transitions. The method is demonstrated with electricity prices from the US ERCOT market and a use-case example is provided for bidding an energy storage unit into the day-ahead and real-time energy markets of ERCOT using stochastic optimization methods. Results show that the the synthetic price model out performs a (naive) persistence forecast model by resulting in 24% to 47% more in profits over 168 simulated days.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2015

Constant-complexity stochastic simulation algorithm with optimal binning

At the molecular level, biochemical processes are governed by random interactions between reactant molecules, and the dynamics of such systems are inherently stochastic. When the copy numbers of reactants are large, a deterministic description is adequate, but when they are small, such systems are often modeled as continuous-time Markov jump processes that can be described by the chemical master equation. Gillespie’s Stochastic Simulation Algorithm (SSA) generates exact trajectories of these systems, but the amount of computational work required for each step of the original SSA is proportional to the number of reaction channels, leading to computational complexity that scales linearly with the problem size. The original SSA is therefore inefficient for large problems, which has prompted the development of several alternative formulations with improved scaling properties. We describe an exact SSA that uses a table data structure with event time binning to achieve constant computational complexity with respect to the number of reaction channels for weakly coupled reaction networks. We present a novel adaptive binning strategy and discuss optimal algorithm parameters. We compare the computational efficiency of the algorithm to existing methods and demonstrate excellent scaling for large problems. This method is well suited for generating exact trajectories of large weakly coupled models, including those that can be described by the reaction-diffusion master equation that arises from spatially discretized reaction-diffusion processes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2023

3-D Simulations of earthquakes rupture jumps: 1. Homogeneous pre-stress conditions

SUMMARY Observational and modelling studies indicate that earthquake ruptures can jump between fault sections as large as ∼3 and ∼5 km for compressional and extensional offsets, respectively. Here, we compare characteristics of the rupture jump process on parallel but offset fault sections from traditional 3-D dynamic rupture simulations governed by slip weakening friction using the finite element code, FaultMod, to those from quasi-dynamic simulations governed by rate- and state-dependent friction (rate-state friction) using the code RSQSim. These simulations use spatially uniform initial stresses. For a variety of measures the rupture renucleation position on the offset fault, the rate-state friction and slip weakening friction models produce very similar results. The principal difference is the additional occurrence of delayed rupture jumps that arise from the time- and stress-dependent nucleation that is characteristic of rate-state friction. For immediate rupture jumps, models with slip weakening friction span greater offsets than those with rate-state friction. However the jump distances are nearly identical when delayed rupture jumps are included in the comparisons. We propose that delayed rupture jumps are the likely mechanism for adjacent large-earthquake pairs and clusters. Based on the similarity of renucleation positions with both dynamic and quasi-dynamic models, we conclude that the renucleation positions for rupture initiation on the receiver fault (separated by less than ∼3 km from the source fault) are primarily controlled by static stress changes induced by slip on the initiating fault. However, in light of the slightly greater maximum jump distances (>3 km) seen with the dynamic slip weakening friction model, dynamic stress changes from seismic waves play an increasingly important role as offset distances increase.

, RSQSim↗
DOE OSTI2016

Surface plasmon transmission through discontinuous conducting surfaces: Plasmon amplitude modulation by grazing scattered fields

We have studied numerically the diffraction of a surface plasmon polariton (SPP) when it encounters a wide multi-wavelength slit in conducting films. As a jump process a SPP is excited beyond the slit by wave scattering at the second slit edge. The exciting radiation is produced when the incident SPP collapses at the first slit edge. We have found that the transmitted SPP supports inherent and unavoidable interference with grazing scattered radiation; the spatial modulation extends to the fields in the diffraction region where a series of low intensity spots arises. We demonstrate that the SPP generated on the second slab depends on the frequency but not on the wave vector of the collapsed SPP; a SPP is transmitted even when the two metals forming the slit are different. The numerical results were obtained using the Finite Difference Time Domain (FDTD) method with a grid size λ/100.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Catalyst: Fast and flexible modeling of reaction networks

We introduce Catalyst.jl, a flexible and feature-filled Julia library for modeling and high-performance simulation of chemical reaction networks (CRNs). Catalyst supports simulating stochastic chemical kinetics (jump process), chemical Langevin equation (stochastic differential equation), and reaction rate equation (ordinary differential equation) representations for CRNs. Through comprehensive benchmarks, we demonstrate that Catalyst simulation runtimes are often one to two orders of magnitude faster than other popular tools. More broadly, Catalyst acts as both a domain-specific language and an intermediate representation for symbolically encoding CRN models as Julia-native objects. This enables a pipeline of symbolically specifying, analyzing, and modifying CRNs; converting Catalyst models to symbolic representations of concrete mathematical models; and generating compiled code for numerical solvers. Leveraging ModelingToolkit.jl and Symbolics.jl, Catalyst models can be analyzed, simplified, and compiled into optimized representations for use in numerical solvers. Finally, we demonstrate Catalyst’s broad extensibility and composability by highlighting how it can compose with a variety of Julia libraries, and how existing open-source biological modeling projects have extended its intermediate representation.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2016

Stochastic Schrödinger evolution over piecewise enlarged filtrations

This paper constructs a nonlinear filtering framework that admits appearances of new information processes at random times by introducing piecewise enlargements of filtrations and proposes a new energy-based Schrodinger evolution expressed as a stochastic differential equation on a complex Hilbert space. Each information process is modeled as the sum of a random variable taking the eigenvalues of a Hamiltonian and an independent Brownian bridge noise. It is shown that under a piecewise enlarged filtration, the wave function is a jump-diffusion process until it collapses at some terminal time. In between discontinuities, the dynamics of the state vector are governed by different Wiener processes and diffusion coefficients. This motivates the introduction of an inclusive chain of Kolmogorov probability spaces or a *-isomorphic chain of commutative von Neumann probability spaces, on which the quantum system evolves differently based on the number of active information processes. The expectation of the Hamiltonian at a given state is the solution of a second-order nonlinear differential equation determined by one of the possible regimes that the quantum system belongs to. It is shown that the collapse rate is a submartingale with positive jumps and the Shannon entropy process is a supermartingale with expected negative jumps when passing to higher-order probability spaces. The framework is extended to the case when the Hamiltonian is modeled as a function of a set of commutative operators, where each operator is associated with a different piecewise enlarged filtration.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

A Large Deviations Analysis of Certain Qualitative Properties of Parallel Tempering and Infinite Swapping Algorithms

Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap rate exchange configurations between the parallel simulations. From the perspective of large deviations it is optimal to let the swap rate tend to infinity and it is possible to construct a corresponding simulation scheme, known as infinite swapping. In this paper we propose a novel use of large deviations for empirical measures for a more detailed analysis of the infinite swapping limit in the setting of continuous time jump Markov processes. Using the large deviations rate function and associated stochastic control problems we consider a diagnostic based on temperature assignments, which can be easily computed during a simulation. Here we show that the convergence of this diagnostic to its a priori known limit is a necessary condition for the convergence of infinite swapping. Finally, the rate function is also used to investigate the impact of asymmetries in the underlying potential landscape, and where in the state space poor sampling is most likely to occur.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Parameters estimation using the first passage times method in a jump-diffusion model

The main purposes of this paper are two contributions: (1) it presents a new method, which is the first passage time (FPT method) generalized for all passage times (GPT method), in order to estimate the parameters of stochastic Jump-Diffusion process. (2) it compares in a time series model, share price of gold, the empirical results of the estimation and forecasts obtained with the GPT method and those obtained by the moments method and the FPT method applied to the Merton Jump-Diffusion (MJD) model.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Logarithmic Superdiffusion in Two Dimensional Driven Lattice Gases

The spreading of density fluctuations in two-dimensional driven diffusive systems is marginally anomalous. Mode coupling theory predicts that the diffusivity in the direction of the drive diverges with time as (ln t){sup 2/3} with a prefactor depending on the macroscopic current-density relation and the diffusion tensor of the fluctuating hydrodynamic field equation. Here we present the first numerical verification of this behavior for a particular version of the two-dimensional asymmetric exclusion process. Particles jump strictly asymmetrically along one of the lattice directions and symmetrically along the other, and an anisotropy parameter p governs the ratio between the two rates. Using a novel massively parallel coupling algorithm that strongly reduces the fluctuations in the numerical estimate of the two-point correlation function, we are able to accurately determine the exponent of the logarithmic correction. In addition, the variation of the prefactor with p provides a stringent test of mode coupling theory.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗