Processing Random and Systematic Experimental Uncertainties in Replicate Tests of Stochastic Phenomena for Real-Space Model Validation.
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As pointed out in several other works, the estimation of the reliability of the electrical grid can not be conducted without the estimation of the stochastic phenomena of electicity demand and electricity production by variable renewable sources. Therefore, sampling procedures have become integral in the design of engineering structures and analysis. Commonly referred to as Monte Carlo uncertainty analysis or integration, the general objective of these procedures is to establish specifics about the uncertainty of an output characteristic of such an engineering system, given uncertainty about its input characteristics. These sampling procedures are applied in a context in which establishing such specifics cannot be performed through other means. Variance-reduction techniques are designed to lessen the variability among estimators to estimate statistics of those output uncertainties. Importance-sampling techniques, on the other hand, are designed to reduce the number of samples needed to estimate a particular statistic—e.g., a tail probability. The combination of these approaches can reduce the computational burden considerably for a particular estimator and statistic. Importance sampling—geared and designed as it is toward improving a particular estimator—suffers, unfortunately, from the unintended consequence of reducing the performance of other estimators in terms of their variance. The objective of this paper is to offer an alternative sampling procedure where this variance does not grow unacceptably large for a suite of estimators. Moreover, it is anticipated that, with additional knowledge of how an engineering output characteristic responds to its input characteristics, tuning parameters of the input’s sampling procedure can be set to improve the output characteristic’s estimation. This work proves the effectiveness of the suggested alternative approach. Such positive outcome will lead to a decrease of the computational burden of performing stochastic optimization of integrated energy systems (e.g., components dispatch, and portfolio composition). In particular, capturing the contribution to the overall system cost of rare and unlikely events and patterns of the electricity demand and production will become less computationally expensive. This is due to the fact that the approach demonstrated here will allow the sampling of those rare occurrences more frequently without misrepresenting their probabilistic impacts.
Recent observational and theoretical investigations of astrophysical mass outflows are reviewed, with a focus on the basic physical principles. Specific limitations on the observational data and their interpretation are listed and discussed. Modeling problems considered include the role of the critical point in determining the mass-loss rate and terminal velocity, the physical processes controlling density at the critical point, the possible coexistence of multiple mass-loss mechanisms, time scales, instabilities and phase changes, multiphase atmospheres and winds, the definition of geometries, the role of the environment, explosive transient events, stochastic phenomena, mode-mode coupling and damping processes, departures from ionization equilibrium, and nonthermal phenomena.
The Rayleigh–Plateau instability occurs when surface tension makes a fluid column become unstable to small perturbations. At nanometer scales, thermal fluctuations are comparable to interfacial energy densities. Consequently, at these scales, thermal fluctuations play a significant role in the dynamics of the instability. These microscopic effects have previously been investigated numerically using particle-based simulations, such as molecular dynamics (MD), and stochastic partial differential equation–based hydrodynamic models, such as stochastic lubrication theory. In this paper, we present an incompressible fluctuating hydrodynamics model with a diffuse-interface formulation for binary fluid mixtures designed for the study of stochastic interfacial phenomena. An efficient numerical algorithm is outlined and validated in numerical simulations of stable equilibrium interfaces. We present results from simulations of the Rayleigh–Plateau instability for long cylinders pinching into droplets for Ohnesorge numbers of Oh = 0.5 and 5.0. Both stochastic and perturbed deterministic simulations are analyzed and ensemble results show significant differences in the temporal evolution of the minimum radius near pinching. Short cylinders, with lengths less than their circumference, were also investigated. As previously observed in MD simulations, we find that thermal fluctuations cause these to pinch in cases where a perturbed cylinder would be stable deterministically. Finally, we show that the fluctuating hydrodynamics model can be applied to study a broader range of surface tension–driven phenomena.
Astronauts experience sensorimotor changes during adaption to G-transitions that occur when entering and exiting microgravity. Post space flight, these sensorimotor disturbances can include postural and gait instability, visual performance changes, manual control disruptions, spatial disorientation, and motion sickness, all of which can hinder the operational capabilities of the astronauts. Crewmember safety would be significantly increased if sensorimotor changes brought on by gravitational changes could be mitigated and adaptation could be facilitated. The goal of this research is to investigate and develop the use of electrical stochastic vestibular stimulation (SVS) as a countermeasure to augment sensorimotor function and facilitate adaptation. For this project, SVS will be applied via electrodes on the mastoid processes at imperceptible amplitude levels. We hypothesize that SVS will improve sensorimotor performance through the phenomena of stochastic resonance, which occurs when the response of a nonlinear system to a weak input signal is optimized by the application of a particular nonzero level of noise. In line with the theory of stochastic resonance, a specific optimal level of SVS will be found and tested for each subject [1]. Three experiments are planned to investigate the use of SVS in sensory-dependent tasks and performance. The first experiment will aim to demonstrate stochastic resonance in the vestibular system through perception based motion recognition thresholds obtained using a 6-degree of freedom Stewart platform in the Jenks Vestibular Laboratory at Massachusetts Eye and Ear Infirmary. A range of SVS amplitudes will be applied to each subject and the subjectspecific optimal SVS level will be identified as that which results in the lowest motion recognition threshold, through previously established, well developed methods [2,3,4]. The second experiment will investigate the use of optimal SVS in facilitating sensorimotor adaptation to system disturbances. Subjects will adapt to wearing minifying glasses, resulting in decreased vestibular ocular reflex (VOR) gain. The VOR gain will then be intermittently measured while the subject readapts to normal vision, with and without optimal SVS. We expect that optimal SVS will cause a steepening of the adaptation curve. The third experiment will test the use of optimal SVS in an operationally relevant aerospace task, using the tilt translation sled at NASA Johnson Space Center, a test platform capable of recreating the tilt-gain and tilt-translation illusions associated with landing of a spacecraft post-space flight. In this experiment, a perception based manual control measure will be used to compare performance with and without optimal SVS. We expect performance to improve in this task when optimal SVS is applied. The ultimate goal of this work is to systematically investigate and further understand the potential benefits of stochastic vestibular stimulation in the context of human space flight so that it may be used in the future as a component of a comprehensive countermeasure plan for adaptation to G-transitions.
Recently, Patil et al. [Phys. Rev. Res. 4, 013059 (2022)] have reported the existence of an enhanced operating regime when a low-pressure (5 mTorr) capacitively coupled discharge (CCP) is driven by a very high radio frequency (60 MHz) source in the presence of a weak external magnetic field applied parallel to its electrodes. Their particle-in-cell simulations show that a significantly higher bulk plasma density and ion flux can be achieved at the electrode when the electron cyclotron frequency equals half of the applied radio frequency for a given fixed voltage. In the present work, we take a detailed look at this phenomenon and further delineate the effect of this “electron bounce-cyclotron resonance (EBCR)” on the electron and ion dynamics of the system. We find that the ionization collision rate and stochastic heating are maximum under resonance condition. The electron energy distribution function also indicates that the population of tail-end electrons is highest for the case where EBCR is maximum. Formation of electric field transients in the bulk plasma region is also seen at lower values of applied magnetic field. Finally, we demonstrate that the EBCR-induced effect is a low-pressure phenomenon and weakens as the neutral gas pressure increases. The potential utility of this effect to advance the operational performance of CCP devices for industrial purposes is discussed in this report.
Perpendicular magnetic tunnel junctions (pMTJs) actuated by nanosecond pulses are emerging as promising devices for true random number generation (TRNG) due to their intrinsic stochastic behavior and high throughput. In this work, we demonstrate the tunability and quality of random number distributions generated by pMTJs operating at a frequency of 104 MHz. First, changing the pulse amplitude is used to systematically vary the probability bias. The variance of the resulting bitstreams closely matches the expected binomial distribution, demonstrating consistency with an underlying sequence of Bernoulli trials. Second, the quality of uniform distributions of 8-bit random numbers generated with a probability bias of 0.5 is considered. A reduced chi-square analysis of these data shows that only two XOR operations are sufficient to achieve this distribution with p-values greater than 0.05. Finally, we show that there is a correlation between long-term probability bias variations and pMTJ resistance. These findings suggest that variations in the characteristics of the pMTJ underlie the observed variation of probability bias. In conclusion, our results highlight the potential of stochastically actuated pMTJs for high-speed, tunable TRNG applications, showing the importance of the stability of pMTJ device characteristics in achieving reliable, long-term performance.
Time modulation of the flux of new Jupiter-dominated Oort cloud comets is the subject of interest here. The major perturbation of these comets during the present epoch is due to the tidal field of the relatively smooth distribution of matter in the galactic disk. A secondary source of the near-parabolic comet flux are stars penetrating the inner Oort cloud and providing impulses that create brief comet showers. Substantial stellar-induced showers occur approximately every 100 m.y. Less frequent (but stronger) impulses due to giant molecular clouds can also perturb comets from the inner cloud. These occur on timescales of approximately equal to 500 m.y. In contrast to these infrequent stochastic shower phenomena is the continuously varying tidal-induced flux due to the galaxy. As the Sun orbits the galactic center it undergoes quasiharmonic motion about the galactic midplane, which is superimposed on the small eccentricity, near-Keplerian motion in the plane having epicycle period approximately equal to 150 m.y. In the process the galactic tidal field on the Sun/cloud system will vary causing a modulation of the observable Oort cloud flux. We have created a model of the galactic matter distribution as it affects the solar motion over a time interval ranging from 300 m.y. in the past to 100 m.y. into the future. As constraints on the disk's compact dark matter component we require consistency with the following: (1) the observed galactic rotation curve, (2) today's flux distribution of new comets, (3) the studies of K-giant distributions, and (4) the periodicity found in the terrestrial cratering record. The adiabatically varying galactic tidal torque is then determined and used to predict the time dependence of the flux. We find that a model in which approximately half the disk matter is compact is consistent with these constraints. Under such circumstances the peak-to-trough flux variation will be approx. equal to 5:1 with a full width of 9 m.y. This variability will manifest in the terrestrial cratering record and is consistent with the observed cratering periodicity, if over half of the impacts on Earth are caused by comets or asteroids that originate in the outer Oort cloud.
There is a growing interest in the experimental study of discrete vertical gusts motivated by the proliferation of small Uncrewed Air Systems. However, gusts are not the only unsteady flow disturbances that these vehicles are expected to encounter. Freestream turbulence is also a serious consideration. Previous work has indicated that freestream turbulence has significant effects on the flow around airfoils, so this work investigates the interaction of these two unsteady flow disturbances. Airfoils are pitched to mimic the flow angle change caused by a gust at different levels of incoming freestream turbulence. The lift generated during the gust encounters with elevated incoming freestream turbulence show that the effects on the performance of the airfoil are dependent on the turbulence intensity. Low turbulence intensity has beneficial effects, delaying stall and increasing the maximum lift, whereas higher freestream turbulence intensity delays stall without a corresponding increase in the maximum lift. A preliminary investigation of 15-trial ensemble-averaged flow fields suggests that freestream turbulence dominates the flow, but the flow features associated with the dynamic lift seen in the "clean" case are still somewhat present. However, lift curves and flow fields from individual trials indicates that the turbulence increases the unsteadiness in the interaction, but the general trends are dominated by the gust interaction. Further work is still needed to better determine the flow physics of these interactions and the interplay between repeatable and stochastic flow phenomena.
The emergence of scanning probe and electron beam imaging techniques has allowed quantitative studies of atomic structure and minute details of electronic and vibrational structure on the level of individual atomic units. These microscopic descriptors, in turn, can be associated with local symmetry breaking phenomena, representing the stochastic manifestation of the underpinning generative physical model. In this work, we explore the reconstruction of exchange integrals in the Hamiltonian for a lattice model with two competing interactions from observations of microscopic degrees of freedom and establish the uncertainties and reliability of such analysis in a broad parameter-temperature space. In contrast to other approaches, we specifically specify a loss function inherent to thermodynamic systems and utilize it to estimate uncertainty in simulated realizations of different models. As an ancillary task, we develop a machine learning approach based on histogram clustering to predict phase diagrams efficiently using a reduced descriptor space. We further demonstrate that reconstruction is possible well above the phase transition and in the regions of parameter space when the macroscopic ground state of the system is poorly defined due to frustrated interactions. This suggests that this approach can be applied to the traditionally complex problems of condensed matter physics such as ferroelectric relaxors and morphotropic phase boundary systems, spin and cluster glasses, and quantum systems once the local descriptors linked to the relevant physical behaviors are known.
We revisit the formation of radiative instabilities in cool star atmospheres and compare our results with those given by Muchmore, Nuth, & Stencel. We have considered the combined influence of CO and SiO molecules and have computed models for a grid of effective temperatures and geometrical dilution factors for the stellar radiation. Our results are based on the analysis of the energy balance of gas elements with prescribed thermodynamic properties. Our results show that radiative instabilities are most likely primarily caused by CO, whereas SiO is expected to play only a minor role, except when the CO density is reduced compared to Local Thermodynamic Equilibrium (LTE) values or the CO band can be assumed to be optically thick. The onset of radiative instabilities is expected to be strongly modified when dynamic phenomena such as stochastic shocks are present. Our results provide strong evidence that dust formation can most likely occur via a radiative instability alone. Therefore, we present a revised version of the Muchmore et al. dust formation paradigm, which also considers hydrodynamic cooling. The new paradigm is particularly relevant in cases where dust is formed relatively close to the stellar photosphere.
Seismic analysis and risk assessment of safety-critical infrastructure like hospitals, nuclear power plants, dams, and facilities handling radioactive materials involve computationally intensive numerical models and coupled multiphysics scenarios. They are also performed in a strict regulatory environment that requires high software quality assurance standards, and in the case of safety-related nuclear facilities, a conformance to the American Society of Mechanical Engineers Nuclear Quality Assurance (NQA-1) standard. This paper introduces the open-source finite-element software, MASTODON (Multi-hazard Analysis of Stochastic Time-Domain Phenomena), which implements state-of-the-art seismic analysis and risk assessment tools in a quality-controlled environment. MASTODON is built on MOOSE (Multi-physics Object-Oriented Simulation Environment), which is a highly parallelizable, NQA-1 conforming, coupled multiphysics, finite-element framework developed at Idaho National Laboratory. MASTODON is capable of fault rupture and source-to-site wave propagation using the domain reduction method, nonlinear site response, and soil-structure interaction analysis, implicit and explicit time integration, automated stochastic simulations, and seismic probabilistic risk assessment. When coupled with other MOOSE applications, MASTODON can also solve strongly and weakly coupled multiphysics problems. This paper presents a summary of the capabilities of MASTODON and some demonstrative examples.
This project will demonstrate a multi-hazard time-dependent probabilistic risk assessment (PRA) approach for nuclear facilities considering aging-related deterioration of structures. A generic pressurized water reactor (PWR) reactor subjected to seismic mainshock-aftershock sequences considering the aging of the containment structure will be used as a case study to demonstrate the multi-hazard PRA approach. Using advanced modeling and simulation, seismic mainshock-aftershock fragility functions will be simulated for the containment structure considering aging effects. A multi-hazard PRA model for a generic PWR reactor will be built to quantify the multi-hazard core damage frequency (CDF) and large early release frequency (LERF) with explicit time-dependent modeling of event sequences. To date, the cascading impacts of multi-hazards are not adequately accounted for in the PRA models for nuclear facilities. In addition, for both initial and periodic evaluation of facilities to withstand natural phenomena hazards (NPH), deterioration of the SSCs due to aging and other effects is not adequately considered. By advancing multi-hazard considerations accounting for aging effects, this project will contribute to improved understanding of the safety of aging nuclear facilities. Project outcomes such as the multi-hazard CDF and LERF will also allow facility owners to optimize upgrade and retrofit protocols. This project is divided into two components: (1) advanced modeling and simulations; and (2) multi-hazard PRA. For the first component, Idaho National Laboratory’s (INL) Multi-hazard Analysis for STOchastic time-DOmaiN phenomena (MASTODON) and BlackBear codes will be used to simulate the seismic response and damage of a containment structure under cascading mainshock-aftershock sequences with aging effects. Uncertainties related to the seismic inputs, material parameters, and environmental factors such as temperature and humidity will be identified and propagated to the fragility functions. These fragility functions, which consider aging effects, will be time dependent. The second component will take the fragility information from the first component to build a multi-hazard time-dependent PRA model starting from a generic PWR model to evaluate the multi-hazard CDF and LERF and characterize the associated consequences. For this component, OpenPRA Web Application and SAPHIRE code will be used. Events such as the Fukushima Daiichi accident have highlighted the importance of considering the cascading impacts of multi-hazards for PRA. Moreover, many of the reactors in the current nuclear fleet in the United States (US) are already operating well beyond their initially planned design life, and applications for further extensions to operating licenses are being considered. Therefore, considering multi-hazard effects and aging deterioration in the NPH risk assessment process will contribute to the safety of both existing and future nuclear facilities. Outcomes of this project will thus directly benefit the standards DOE-STD-1020-16 and DOE-HDBK-1224-18.
Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary interactions. Despite the success of machine learning-based methods in learning SDEs, existing learning methods are not applicable to SDEs in bounded domains because they cannot accurately capture the particle exit dynamics. We present a unified hybrid data-driven approach that combines a conditional diffusion model with an exit prediction neural network to capture both interior stochastic dynamics and boundary exit phenomena. Our ML model consists of two major components: a neural network that learns exit probabilities using binary cross-entropy loss with rigorous convergence guarantees, and a training-free diffusion model that generates state transitions for non-exiting particles using closed-form score functions. The two components are integrated through a probabilistic sampling algorithm that determines particle exit at each time step and generates appropriate state transitions. Here, the performance of the proposed approach is demonstrated via three test cases: a one-dimensional simplified problem for theoretical verification, a two-dimensional advection-diffusion problem in a bounded domain, and a three-dimensional problem of interest to magnetically confined fusion plasmas.
The current practice for natural phenomena hazards (NPH) risk assessment of nuclear facilities is to compute the risk for each hazard independently and then compound the total risk as a combination of single hazard risks. This state of practice does not consider correlations between hazards and the cascading impacts to structures, systems, and components (SSCs), and could thus underestimate the NPH risk or overestimate the nuclear facility safety. Events such as the Fukushima Daiichi accident have highlighted the importance of multi-hazard risk considerations to nuclear power plants (NPPs) that quantify the cascading damage effects to SSCs in the risk models. Moreover, the current fleet of NPPs in the United States is aging; these NPPs are now expected to operate well beyond their initially planned design life. Aging-related deterioration can potentially decrease the capacity of critical structures such as containment vessels to withstand NPH. Such aging considerations may not be adequately accounted for by the current NPH risk assessment guidelines. This paper presents a preliminary modeling and simulation of a representative reinforced concrete containment vessel subjected to seismic mainshock and aftershock considering concrete degradation due to alkali silica reaction. The broader aim is to develop multi-hazard time-dependent fragility functions that could be subsequently used in the probabilistic risk assessment (PRA) model. The multi-hazard component comes into play due to the consideration of damage to the containment vessel under seismic loads and concrete degradation. Consideration of concrete degradation also brings into play the time-dependent nature of the containment vessel response. The response of the containment vessel under varying degrees of concrete degradation to seismic loads is investigated. The results presented are simulated using the Multi-hazard Analysis for STOchastic time-DOmaiN phenomena (MASTODON) software for seismic analysis and the Blackbear software for concrete degradation and damage modeling. Both software are open source and developed within the Multiphysics Object-Oriented Simulation Environment (MOOSE).
Discharges in liquids have been the subject of intensive investigations for a broad range of applications and involve highly coupled and complex phenomena with timescales ranging from picoseconds to seconds and length scales from micrometers to centimeters. This review focuses on some of the challenges in optical diagnostics of discharges in and in contact with liquids; this includes the interpretation of optical emission spectra, the inherently stochastic nature of many discharge phenomena including the initial stages of plasma ignition, and the large gradients in species and plasma properties interfacing with a dynamic liquid interface. We report recent notable advances, controversies in interpretations of diagnostics, and remaining opportunities.
Electrochemical and mechanical properties of lithium-ion battery materials are heavily dependent on their 3D microstructure characteristics. A quantitative understanding of the role played by stochastic microstructures is critical for the prediction of material properties and for guiding synthesis processes. Furthermore, tailoring microstructure morphology is also a viable way of achieving optimal electrochemical and mechanical performances of lithium-ion cells. To facilitate the establishment of microstructure-resolved modeling and design methods, a review covering spatially and temporally resolved imaging of microstructure and electrochemical phenomena, microstructure statistical characterization and stochastic reconstruction, microstructure-resolved modeling for property prediction, and machine learning for microstructure design is presented here. The perspectives on the unresolved challenges and opportunities in applying experimental data, modeling, and machine learning to improve the understanding of materials and identify paths toward enhanced performance of lithium-ion cells are presented.
Precise characterization of experimental radiation flow is required to validate the high energy density physics models, numerical methods, and codes that are used to simulate radiation-hydrodynamics phenomena such as thermal radiation transport in stochastic media. The Cassio code is used to simulate thermal radiation flow through inhomogeneous, stochastic-media-foam configurations containing optically thick clumps dispersed within an optically thin background aerogel. Cassio can model small inhomogeneous problems directly, but most problems require approximations to meet computer limitations on run-times and memory usage. Various examples of these approximations are methods that produce, in one calculation, an ensemble-averaged solution and associated standard deviation; reduced spatial dimensionality with approximate geometries; and full material homogenization with no geometric detail. Cassio simulations are used to design experiments at the OMEGA-60 Laser Facility that can measure the radiation flow using the spatially resolved COAX absorption spectroscopy diagnostic. The experimental platforms flow radiation through foam targets ranging from a background-only aerogel, to a single configuration of a specified stochastic medium, to a fully homogenized foam of the background and clump materials. Under constant total clump mass, larger clumps (here, larger than 10 μm diameter) will mix more slowly with the background such that the bulk radiation flow is faster than it would be in a fully homogenized material. The COAX platform can be used to infer temperature and density profiles in both the background material and clumps, simultaneously, and therefore to differentiate radiation flow in a range of stochastic and homogeneous media.