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NASA NTRS1983

The fundamental structure function of oscillator noise models

Continuous-time models of oscillator phase noise x(t) usually have stationary nth differences, for some n. The covariance structure of such a model can be characterized in the time domain by the structure function: D sub n (t;gamma sub 1, gamma sub 2) = E delta (n) sub gamma sub 1 x(s+t) delta(n) sub gamma sub 2 x (s). Although formulas for the special case D sub 2 (0;gamma,gamma) (the Allan variance times 2 gamma(2)) exist for power-law spectral models, certain estimation problems require a more complete knowledge of (0). Exhibited is a much simpler function of one time variable, D(t), from which (0) can easily be obtained from the spectral density by uncomplicated integrations. Believing that D(t) is the simplest function of time that holds the same information as (0), D(t) is called the fundamental structure function. D(t) is computed for several power-law spectral models. Two examples are D(t) = K/t/(3) for random walk FM, D(t) = Kt(2) 1n/t/ for flicker FM. Then, to demonstrate its use, a BASIC program is given that computes means and variances of two Allan variance estimators, one of which incorporates a method of frequency drift estimation and removal.

Greenhall, C. A.↗

DOE OSTI2015

Exploring Replica-Exchange Wang-Landau sampling in higher-dimensional parameter space

We considered a higher-dimensional extension for the replica-exchange Wang-Landau algorithm to perform a random walk in the energy and magnetization space of the two-dimensional Ising model. This hybrid scheme combines the advantages of Wang-Landau and Replica-Exchange algorithms, and the one-dimensional version of this approach has been shown to be very efficient and to scale well, up to several thousands of computing cores. This approach allows us to split the parameter space of the system to be simulated into several pieces and still perform a random walk over the entire parameter range, ensuring the ergodicity of the simulation. Previous work, in which a similar scheme of parallel simulation was implemented without using replica exchange and with a different way to combine the result from the pieces, led to discontinuities in the final density of states over the entire range of parameters. From our simulations, it appears that the replica-exchange Wang-Landau algorithm is able to overcome this diculty, allowing exploration of higher parameter phase space by keeping track of the joint density of states.

Valentim, Alexandra↗

DOE OSTI2015

Online technique for detecting state of onboard fiber optic gyroscope

Although angle random walk (ARW) of fiber optic gyroscope (FOG) has been well modeled and identified before being integrated into the high-accuracy attitude control system of satellite, aging and unexpected failures can affect the performance of FOG after launch, resulting in the variation of ARW coefficient. Therefore, the ARW coefficient can be regarded as an indicator of “state of health” for FOG diagnosis in some sense. The Allan variance method can be used to estimate ARW coefficient of FOG, however, it requires a large amount of data to be stored. Moreover, the procedure of drawing slope lines for estimation is painful. To overcome the barriers, a weighted state-space model that directly models the ARW to obtain a nonlinear state-space model was established for FOG. Then, a neural extended-Kalman filter algorithm was implemented to estimate and track the variation of ARW in real time. The results of experiment show that the proposed approach is valid to detect the state of FOG. Moreover, the proposed technique effectively avoids the storage of data.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

DOE OSTI2020

Operator Lévy Flight: Light Cones in Chaotic Long-Range Interacting Systems

We argue that chaotic power-law interacting systems have emergent limits on information propagation, analogous to relativistic light cones, which depend on the spatial dimension d and the exponent α governing the decay of interactions. Using the dephasing nature of quantum chaos, we map the problem to a stochastic model with a known phase diagram. A linear light cone results for α ≥ $\textit{d}$ + 1/2. We also provide a Lévy flight (long-range random walk) interpretation of the results and show consistent numerical data for 1D long-range spin models with 200 sites.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2020

A review of spatial Markov models for predicting pre-asymptotic and anomalous transport in porous and fractured media

Heterogeneity across a broad range of scales in geologic porous media often manifests in observations of non-Fickian or anomalous transport. While traditional anomalous transport models can successfully make predictions in certain geological systems, increasing evidence suggests that assumptions relating to independent and identically distributed increments constrain where and when they can be reliably applied. A relatively novel model, the Spatial Markov model (SMM), relaxes the assumption of independence. The SMM belongs to the family of correlated continuous time random walks and has shown promise across a wide range of transport problems relevant to natural porous media. It has been successfully used to model conservative as well as more recently reactive transport in highly complex flows ranging from pore scales to much larger scales of interest in geology and subsurface hydrology. In this review paper we summarize its original development and provide a comprehensive review of its advances and applications as well as lay out a vision for its future development.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2021

Beyond the universal Dyson singularity for 1-D chains with hopping disorder

We study a simple non-interacting nearest neighbor tight-binding model in one dimension with disorder, where the hopping terms are chosen randomly. This model exhibits a well-known singularity at the band center both in the density of states and localization length. If the probability distribution of the hopping terms is well-behaved, then the singularities exhibit universal behavior, the functional form of which was first discovered by Freeman Dyson in the context of a chain of classical harmonic oscillators. We show here that this universal form can be violated in a tunable manner if the hopping elements are chosen from a divergent probability distribution. We also demonstrate a connection between a breakdown of universality in this quantum problem and an analogous scenario in the classical domain — that of random walks and diffusion with anomalous exponents.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2015

Multiple trapping on a comb structure as a model of electron transport in disordered nanostructured semiconductors

A model of dispersive transport in disordered nanostructured semiconductors has been proposed taking into account the percolation structure of a sample and joint action of several mechanisms. Topological and energy disorders have been simultaneously taken into account within the multiple trapping model on a comb structure modeling the percolation character of trajectories. The joint action of several mechanisms has been described within random walks with a mixture of waiting time distributions. Integral transport equations with fractional derivatives have been obtained for an arbitrary density of localized states. The kinetics of the transient current has been calculated within the proposed new model in order to analyze time-of-flight experiments for nanostructured semiconductors.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

DOE OSTI2014

Diffusion and stochastic island generation in the magnetic field line random walk

The cross-field diffusion of field lines in stochastic magnetic fields described by the 2D+slab model is studied using a semi-analytic statistical approach, the decorrelation trajectory method. We show that field line trapping and the associated stochastic magnetic islands strongly influence the diffusion coefficients, leading to dependences on the parameters that are different from the quasilinear and Bohm regimes. A strong amplification of the diffusion is produced by a small slab field in the presence of trapping. The diffusion regimes are determined and the corresponding physical processes are identified.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2026

Polarization Angle Swings in Blazars Detected in the Millimeter-wave with the South Pole Telescope

We present the first systematic search for electric vector position angle (EVPA) swings in the millimeter-wave (mm-wave) emission of blazars, using five years of observations from the South Pole Telescope SPT-3G camera at 95 and 150 GHz, and investigate their connection to gamma-ray flares. Of the 168 bright sources in the ~1500 square degrees SPT-3G Main Field, eight have sufficient polarization signal-to-noise for reliable EVPA measurement, four of which have continuous Fermi LAT gamma-ray detections. We detect EVPA swings in all four gamma-ray-active blazars and in none of the remaining four, consistent with the established connection between EVPA swings and high-energy emission seen at optical wavelengths. The observed swing amplitudes and rotation rates are smaller than those found in optical studies, consistent with mm-wave EVPA variability being slower than at shorter wavelengths. Random walk simulations of the polarization angle using a multi-cell model fail to reproduce both the number, amplitude, and duration of the observed swings, suggesting that this mechanism is insufficient to explain the observed swing population. Analysis of EVPA variability on one-week timescales is consistent with the anti-correlation between polarization degree and EVPA rotation rate previously observed at optical wavelengths. Of the 14 detected swings, eight are within 30 days of a gamma-ray flare. While many individual swing-flare associations are found to have a very low probability of happening by chance, the full ensembles of 95 and 150 GHz swing time lags with respect to gamma-ray flares are found to be consistent with random coincidence.

Simpson, A. [Chicago U., Astron. Astrophys. Ctr.; ↗

DOE OSTI2013

SIMPLE ANALYTICAL FORMS OF THE PERPENDICULAR DIFFUSION COEFFICIENT FOR TWO-COMPONENT TURBULENCE. I. MAGNETOSTATIC TURBULENCE

We explore perpendicular diffusion based on the unified nonlinear transport theory. We derive simple analytical forms for the perpendicular mean free path and investigate the influence of different model spectra. We show that for cases where the field line random walk is normal diffusive, the perpendicular diffusion coefficient consists of only two transport regimes. Details of the spectral shape are less important, especially those of the inertial range. Only the macroscopic properties of the turbulence spectrum control the perpendicular diffusion coefficient. Simple formulae for the perpendicular diffusion coefficient are derived which can easily be implemented in solar modulation or shock acceleration codes.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS2001

Extrapolation of the dna fragment-size distribution after high-dose irradiation to predict effects at low doses

The patterns of DSBs induced in the genome are different for sparsely and densely ionizing radiations: In the former case, the patterns are well described by a random-breakage model; in the latter, a more sophisticated tool is needed. We used a Monte Carlo algorithm with a random-walk geometry of chromatin, and a track structure defined by the radial distribution of energy deposition from an incident ion, to fit the PFGE data for fragment-size distribution after high-dose irradiation. These fits determined the unknown parameters of the model, enabling the extrapolation of data for high-dose irradiation to the low doses that are relevant for NASA space radiation research. The randomly-located-clusters formalism was used to speed the simulations. It was shown that only one adjustable parameter, Q, the track efficiency parameter, was necessary to predict DNA fragment sizes for wide ranges of doses. This parameter was determined for a variety of radiations and LETs and was used to predict the DSB patterns at the HPRT locus of the human X chromosome after low-dose irradiation. It was found that high-LET radiation would be more likely than low-LET radiation to induce additional DSBs within the HPRT gene if this gene already contained one DSB.

NASA Discipline Radiation Health↗

DOE OSTI2015

A spectral analysis of the domain decomposed Monte Carlo method for linear systems

The domain decomposed behavior of the adjoint Neumann-Ulam Monte Carlo method for solving linear systems is analyzed using the spectral properties of the linear oper- ator. Relationships for the average length of the adjoint random walks, a measure of convergence speed and serial performance, are made with respect to the eigenvalues of the linear operator. In addition, relationships for the effective optical thickness of a domain in the decomposition are presented based on the spectral analysis and diffusion theory. Using the effective optical thickness, the Wigner rational approxi- mation and the mean chord approximation are applied to estimate the leakage frac- tion of random walks from a domain in the decomposition as a measure of parallel performance and potential communication costs. The one-speed, two-dimensional neutron diffusion equation is used as a model problem in numerical experiments to test the models for symmetric operators with spectral qualities similar to light water reactor problems. We find, in general, the derived approximations show good agreement with random walk lengths and leakage fractions computed by the numerical experiments.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1985

Prediction of the structure of fuel sprays in gas turbine combustors

The structure of fuel sprays in a combustion chamber is theoretically investigated using computer models of current interest. Three representative spray models are considered: (1) a locally homogeneous flow (LHF) model, which assumes infinitely fast interphase transport rates; (2) a deterministic separated flow (DSF) model, which considers finite rates of interphase transport but ignores effects of droplet/turbulence interactions; and (3) a stochastic separated flow (SSF) model, which considers droplet/turbulence interactions using random sampling for turbulence properties in conjunction with random-walk computations for droplet motion and transport. Two flow conditions are studied to investigate the influence of swirl on droplet life histories and the effects of droplet/turbulence interactions on flow properties. Comparison of computed results with the experimental data show that general features of the flow structure can be predicted with reasonable accuracy using the two separated flow models. In contrast, the LHF model overpredicts the rate of development of the flow. While the SSF model provides better agreement with measurements than the DSF model, definitive evaluation of the significance of droplet/turbulence interaction is not achieved due to uncertainties in the spray initial conditions.

Shuen, J. S.↗

NASA NTRS1986

Prediction of the structure of fuel sprays in gas turbine combustors

Shuen, J.-S.↗

DOE OSTI2016

A Novel Centrality Measure for Network-wide Cyber Vulnerability Assessment

In this work we propose a novel formulation that models the attack and compromise on a cyber network as a combination of two parts - direct compromise of a host and the compromise occurring through the spread of the attack on the network from a compromised host. The model parameters for the nodes are a concise representation of the host profiles that can include the risky behaviors of the associated human users while the model parameters for the edges are based on the existence of vulnerabilities between each pair of connected hosts. The edge models relate to the summary representations of the corresponding attack-graphs. This results in a formulation based on Random Walk with Restart (RWR) and the resulting centrality metric can be solved for in an efficient manner through the use of sparse linear solvers. Thus the formulation goes beyond mere topological considerations in centrality computations by summarizing the host profiles and the attack graphs into the model parameters. The computational efficiency of the method also allows us to also quantify the uncertainty in the centrality measure through Monte Carlo analysis.

Centrality↗

DOE OSTI2013

Parafermionic excitations and critical exponents of random cluster and O(n) models

We introduce the notion of parafermionic fields as the chiral fields which describe particle excitations in two-dimensional conformal field theory, and argue that the parafermionic conformal dimensions can be determined using scale invariant scattering theory. Together with operator product arguments this may provide new information, in particular for non-rational conformal theories. We obtain in this way the field theoretical derivation of the critical exponents of the random cluster and O(n) models, which in the limit of vanishing central charge yield percolation and self-avoiding walks. A simple derivation of the relation between S-matrix and Lagrangian couplings of sine–Gordon model is also given. -- Highlights: •Two-dimensional scale invariant scattering theory is characterized. •Exponents of random cluster and O(n) models are obtained from field theory. •Universal role of parafermions is explained in the continuum.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

NASA NTRS1988

Cluster-cluster correlations and constraints on the correlation hierarchy

The hypothesis that galaxies cluster around clusters at least as strongly as they cluster around galaxies imposes constraints on the hierarchy of correlation amplitudes in hierachical clustering models. The distributions which saturate these constraints are the Rayleigh-Levy random walk fractals proposed by Mandelbrot; for these fractal distributions cluster-cluster correlations are all identically equal to galaxy-galaxy correlations. If correlation amplitudes exceed the constraints, as is observed, then cluster-cluster correlations must exceed galaxy-galaxy correlations, as is observed.

Hamilton, A. J. S.↗

NASA NTRS1991

The structure of helical interplanetary magnetic fields

The interplanetary magnetic field is known to be highly helical. Although the detailed spatial structure of the fields has yet to be elucidated, the helicity spectrum has been conjectured to result from a random walk in the direction of a constant magnitude magnetic field vector. A model using three-dimensional fluctuations with variations in B is demonstrated giving a good fit to the helicity spectrum as well as to other properties of the interplanetary magnetic field.

Goldstein, M. L.↗