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At least 253 records · Page 14

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DOE OSTI2020

Modeling Stochastic Variability in Multiband Time-series Data

In preparation for the era of time-domain astronomy with upcoming large-scale surveys, we propose a state-space representation of a multivariate damped random walk process as a tool to analyze irregularly-spaced multifilter light curves with heteroscedastic measurement errors. We adopt a computationally efficient and scalable Kalman filtering approach to evaluate the likelihood function, leading to maximum O(k 3 n) complexity, where k is the number of available bands and n is the number of unique observation times across the k bands. This is a significant computational advantage over a commonly used univariate Gaussian process that can stack up all multiband light curves in one vector with maximum O(k 3 n 3 ) complexity. Using such efficient likelihood computation, we provide both maximum likelihood estimates and Bayesian posterior samples of the model parameters. Three numerical illustrations are presented: (i) analyzing simulated five-band light curves for a comparison with independent single-band fits; (ii) analyzing five-band light curves of a quasar obtained from the Sloan Digital Sky Survey Stripe 82 to estimate short-term variability and timescale; (iii) analyzing gravitationally lensed g- and r-band light curves of Q0957+561 to infer the time delay. Two R packages, Rdrw and timedelay, are publicly available to fit the proposed models.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2014

Small-scale gradients of charged particles in the heliospheric magnetic field

Using numerical simulations of charged-particles propagating in the heliospheric magnetic field, we study small-scale gradients, or 'dropouts,' in the intensity of solar energetic particles seen at 1 AU. We use two turbulence models, the foot-point random motion model and the two-component model, to generate fluctuating magnetic fields similar to spacecraft observations at 1 AU. The turbulence models include a Kolmogorov-like magnetic field power spectrum containing a broad range of spatial scales from those that lead to large-scale field-line random walk to small scales leading to resonant pitch-angle scattering of energetic particles. We release energetic protons (20 keV-10 MeV) from a spatially compact and instantaneous source. The trajectories of energetic charged particles in turbulent magnetic fields are numerically integrated. Spacecraft observations are mimicked by collecting particles in small windows when they pass the windows at a distance of 1 AU. We show that small-scale gradients in the intensity of energetic particles and velocity dispersions observed by spacecraft can be reproduced using the foot-point random motion model. However, no dropouts are seen in simulations using the two-component magnetic turbulence model. We also show that particle scattering in the solar wind magnetic field needs to be infrequent for intensity dropouts to form.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2014

Monte Carlo simulations of lattice models for single polymer systems

Single linear polymer chains in dilute solutions under good solvent conditions are studied by Monte Carlo simulations with the pruned-enriched Rosenbluth method up to the chain length N∼O(10{sup 4}). Based on the standard simple cubic lattice model (SCLM) with fixed bond length and the bond fluctuation model (BFM) with bond lengths in a range between 2 and √(10), we investigate the conformations of polymer chains described by self-avoiding walks on the simple cubic lattice, and by random walks and non-reversible random walks in the absence of excluded volume interactions. In addition to flexible chains, we also extend our study to semiflexible chains for different stiffness controlled by a bending potential. The persistence lengths of chains extracted from the orientational correlations are estimated for all cases. We show that chains based on the BFM are more flexible than those based on the SCLM for a fixed bending energy. The microscopic differences between these two lattice models are discussed and the theoretical predictions of scaling laws given in the literature are checked and verified. Our simulations clarify that a different mapping ratio between the coarse-grained models and the atomistically realistic description of polymers is required in a coarse-graining approach due to the different crossovers to the asymptotic behavior.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2019

FVCOM-plume – A Three-dimensional Lagrangian Outfall Plume Dilution and Transport Model for Dynamic Tidal Environments: Model Development

Although numerous steady-state effluent plume dilution models are in use, their application in tidal environments remains a challenge. Three-dimensional dynamic circulation models are also inadequate, often due to the lack of required resolution and simplifying assumptions. To overcome these limitations, we present FVCOM-plume—an outfall plume dilution and transport model that operates within the Finite Volume Coastal Ocean Model (FVCOM) framework. It provides simultaneous inclusion of near-field dilution and far-field plume transport processes. The near-field is based on UM3 model using Lagrangian Control Volume approach to compute buoyant plume trajectory and dilution from multiport diffusers. The far-field uses neutrally buoyant particles with point masses and the random walk method to solve unsteady advection-diffusion processes. A density kernel approach is used to compute concentrations at point locations and analyze far-field plume characteristics. The results demonstrate the ability of FVCOM-plume to simultaneously capture near-field and far-field effluent plume dynamics in tidal environments.

Plume Dilution Models↗

DOE OSTI2024

Node-degree aware edge sampling mitigates inflated classification performance in biomedical random walk-based graph representation learning

Motivation: Graph representation learning is a family of related approaches that learn low-dimensional vector representations of nodes and other graph elements called embeddings. Embeddings approximate characteristics of the graph and can be used for a variety of machine-learning tasks such as novel edge prediction. For many biomedical applications, partial knowledge exists about positive edges that represent relationships between pairs of entities, but little to no knowledge is available about negative edges that represent the explicit lack of a relationship between two nodes. For this reason, classification procedures are forced to assume that the vast majority of unlabeled edges are negative. Existing approaches to sampling negative edges for training and evaluating classifiers do so by uniformly sampling pairs of nodes. Results: We show here that this sampling strategy typically leads to sets of positive and negative examples with imbalanced node degree distributions. Using representative heterogeneous biomedical knowledge graph and random walk-based graph machine learning, we show that this strategy substantially impacts classification performance. If users of graph machine-learning models apply the models to prioritize examples that are drawn from approximately the same distribution as the positive examples are, then performance of models as estimated in the validation phase may be artificially inflated. We present a degree-aware node sampling approach that mitigates this effect and is simple to implement. Availability and implementation: Our code and data are publicly available at https://github.com/monarch-initiative/negativeExampleSelection.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2017

Optical variability of AGNs in the PTF/iPTF survey

We characterize the optical variability of quasars in the Palomar Transient Factory and intermediate Palomar Transient Factory (PTF/iPTF) surveys. We re-calibrate the r-band light curves for ∼28,000 luminous, broad-line active galactic nuclei from the SDSS, producing a total of ∼2.4 million photometric data points. We utilize both the structure function (SF) and power spectrum density (PSD) formalisms to search for links between the optical variability and the physical parameters of the accreting supermassive black holes that power the quasars. The excess variance (SF{sup 2}) of the quasar sample tends to zero at very short time separations, validating our re-calibration of the time-series data. We find that the the amplitude of variability at a given time-interval, or equivalently the timescale of variability to reach a certain amplitude, is most strongly correlated with luminosity with weak or no dependence on black hole mass and redshift. For a variability level of SF(τ) = 0.07 mag, the timescale has a dependency of τ∝L{sup 0.4}. This is broadly consistent with the expectation from a simple Keplerian accretion disk model, which provides τ∝L{sup 0.5}. The PSD analysis also reveals that many quasar light curves are steeper than a damped random walk. We find a correlation between the steepness of the PSD slopes, specifically the fraction of slopes steeper than 2.5, and black hole mass, although we cannot exclude the possibility that luminosity or Eddington ratio are the drivers of this effect. This effect is also seen in the SF analysis of the (i)PTF data, and in a PSD analysis of quasars in the SDSS Stripe 82.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS1969

Solar protons E greater than 100 Mev incident over Antarctica during January- February 1967.

Commencing at 0825 +a -1 UT on January 28, 1967, a large and prolonged increase in the intensity of penetrating charged particles was observed by balloon-borne instruments floating over Byrd Station, Antarctica. (80°S, 120°W). A peak intensity of approximately 50 protons per cm 2 -sec-steradian with E> 100 MeV occurred at about 1230 UT on the 28th. The event was under observation almost continuously over a period of about 100 hours until the intensity decayed below cosmic-ray background on February 1. The initial decay was rapid but, some 40 hours after onset, went over into a slow exponential decay characterized by a 20 hour time-constant. The decay phase of an additional, though considerably less intense, event was observed on February 3 and 4. Presumably both events had their origins in major disturbances on the far side of the sun since nether event has been definitely linked to any feature which existed on the visible disk within an appropriate time interval. Results pertaining to the time-intensity profile and to the energy spectrum for protons E> 100 MeV are presented for the January 29 event. Comparison of the balloon results with neutron-monitor and satellite measurements and with models of interplanetary diffusion has led to some conclusions regarding the role of small-angle scattering by irregularities and by the random walk of magnetic lines of force relative to the mean interplanetary field within the orbit of earth.

Energy spectrum↗

NASA NTRS1988

Particle-laden weakly swirling free jets: Measurements and predictions

A theoretical and experimental investigation of particle-laden, weakly swirling, turbulent free jets was conducted. Glass particles, having a Sauter mean diameter of 39 microns, with a standard deviation of 15 microns, were used. A single loading ratio (the mass flow rate of particles per unit mass flow rate of air) of 0.2 was used in the experiments. Measurements are reported for three swirl numbers, ranging from 0 to 0.33. The measurements included mean and fluctuating velocities of both phases, and particle mass flux distributions. Measurements were also completed for single-phase non-swirling and swirling jets, as baselines. Measurements were compared with predictions from three types of multiphase flow analysis, as follows: (1) locally homogeneous flow (LHF) where slip between the phases was neglected; (2) deterministic separated flow (DSF), where slip was considered but effects of turbulence/particle interactions were neglected; and (3) stochastic separated flow (SSF), where effects of both interphase slip and turbulence/particle interactions were considered using random sampling for turbulence properties in conjunction with random-walk computations for particle motion. Single-phase weakly swirling jets were considered first. Predictions using a standard k-epsilon turbulence model, as well as two versions modified to account for effects of streamline curvature, were compared with measurements. Predictions using a streamline curvature modification based on the flux Richardson number gave better agreement with measurements for the single-phase swirling jets than the standard k-epsilon model. For the particle-laden jets, the LHF and DSF models did not provide very satisfactory predictions. The LHF model generally overestimated the rate of decay of particle mean axial and angular velocities with streamwise distance, and predicted particle mass fluxes also showed poor agreement with measurements, due to the assumption of no-slip between phases. The DSF model also performed quite poorly for predictions of particle mass flux because turbulent dispersion of the particles was neglected. The SSF model, which accounts for both particle inertia and turbulent dispersion of the particles, yielded reasonably good predictions throughout the flow field for the particle-laden jets.

Bulzan, Daniel L.↗

DOE OSTI2020

Discrete Fracture Network Modeling to Estimate Upscaled Parameters for the Topopah Spring, Lava Flow, and Tiva Canyon Aquifers at Pahute Mesa, Nevada National Security Site

This report describes the results of Discrete Fracture Network (DFN) simulations for the Topopah Spring Aquifer (TSA), Lava Flow Aquifer, and Tiva Canyon Aquifer (TCA), at Pahute Mesa on the Nevada National Security Site (NNSS), formerly the Nevada Test Site. The research focuses on calculating upscaled groundwater flow and contaminant transport parameters using DFNs generated according to fracture characteristics observed in the TSA, LFA and TCA at Pahute Mesa. The highly fractured and heterogeneous nature of these aquifers makes them candidates for stochastic DFN modeling of radionuclide transport on a small scale with subsequent upscaling. One hundred independent DFN realizations are generated for each aquifer, and the upscaled parameters for continuum simulations of subsurface flow and transport in fractured media at Pahute Mesa are calculated. Our goal is to implement a modeling approach that can translate parameters to larger-scale models that account for local-scale flow and transport processes, such as channelization of flow and transport along a few well connected, large fractures. Additionally, to simulate advective and advective-diffusive transport through the fracture networks, the Time Domain Random Walk (TDRW) approach is applied to account for matrix diffusion into a finite half-space. Moreover, a novel approach to calculate dynamic (active) fracture surface area to reflect flow channeling is implemented. This work will improve the representation of radionuclide transport processes in largescale, regulatory-focused models by providing estimates of hard-to-measure flow and contaminant transport parameters at large scales. In this report, we (1) show recent results of flow and transport simulations on multiple DFN realizations of the TSA, LFA, TCA; (2) discuss the resulting distributions of estimated upscaled parameters; (3) describe the estimation of upscaled parameters for an equivalent parallel-plate continuum model and (4) present a comparison between simulated transport from the equivalent continuum model and an actual DFN.

54 ENVIRONMENTAL SCIENCES↗

NASA NTRS1986

Can stochastic, dissipative wave fields be treated as random walk generators

A suggestion by Meek et al. (1985) that the gravity wave field be viewed as stochastic, with significant nonlinearities, is applied to calculate diffusivities. The purpose here is to calculate the diffusivity for stochastic wave model and compare it with previous diffusivity estimates. The researchers do this for an idealized case in which the wind velocity changes but slowly, and for which saturation is the principal mechanism by which wave energy is lost. A related calculation was given in a very brief way (Weinstock, 1976), but the approximations were not fully justified, nor were the physical pre-suppositions clearly explained. The observations of Meek et al. (1985) have clarified the pre-suppositions for the researchers and provided a rationalization and improvement of the approximations employed.

Weinstock, J.↗

DOE OSTI2018

A Spectral Analysis of Discrete-Time Quantum Walks Related to the Birth and Death Chains

In this paper, we consider a spectral analysis of discrete time quantum walks on the path. For isospectral coin cases, we show that the time averaged distribution and stationary distributions of the quantum walks are described by the pair of eigenvalues of the coins as well as the eigenvalues and eigenvectors of the corresponding random walks which are usually referred as the birth and death chains. As an example of the results, we derive the time averaged distribution of so-called Szegedy’s walk which is related to the Ehrenfest model. It is represented by Krawtchouk polynomials which is the eigenvectors of the model and includes the arcsine law.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2025

Intrepid MCMC: Metropolis-Hastings with exploration

In engineering examples, one often encounters the need to sample from unnormalized distributions with complex shapes that may also be implicitly defined through a physical or numerical simulation model, making it computationally expensive to evaluate the associated density function. For such cases, MCMC has proven to be an invaluable tool. Random-walk Metropolis Methods (also known as Metropolis-Hastings (MH)), in particular, are highly popular for their simplicity, flexibility, and ease of implementation. However, most MH algorithms suffer from significant limitations when attempting to sample from distributions with multiple modes (particularly disconnected ones). Here, in this paper, we present Intrepid MCMC - a novel MH scheme that utilizes a simple coordinate transformation to significantly improve the mode-finding ability and convergence rate to the target distribution of random-walk Markov chains while retaining most of the simplicity of the vanilla MH paradigm. Through multiple examples, we showcase the improvement in the performance of Intrepid MCMC over vanilla MH for a wide variety of target distribution shapes. We also provide an analysis of the mixing behavior of the Intrepid Markov chain, as well as the efficiency of our algorithm for increasing dimensions. A thorough discussion is presented on the practical implementation of the Intrepid MCMC algorithm. Finally, its utility is highlighted through a Bayesian parameter inference problem for a two-degree-of-freedom oscillator under free vibration.

97 - MATHEMATICS AND COMPUTING↗

DOE OSTI2013

Isotropic model of fractional transport in two-dimensional bounded domains

A two-dimensional fractional Laplacian operator is derived and used to model nonlocal, nondiffusive transport. This integro-differential operator appears in the long-wavelength, fluid description of quantities undergoing non-Brownian random walks without characteristic length scale. To study bounded domains, a mask function is introduced that modifies the kernel in the fractional Laplacian and removes singularities at the boundary. Green's function solutions to the fractional diffusion equation are presented for the unbounded domain and compared to the one-dimensional Cartesian approximations. A time-implicit numerical integration scheme is presented to study fractional diffusion in a circular disk with azimuthal symmetry. Numerical studies of steady-state reveal temperature profiles in which the heat flux and temperature gradient are in the same direction, i.e., uphill transport. The response to off-axis heating, scaling of confinement time with system size, and propagation of cold pulses are investigated.

ADVECTION-DISPERSION EQUATIONS↗

NASA NTRS1982

Random element method for numerical modeling of diffusional processes

The random element method is a generalization of the random vortex method that was developed for the numerical modeling of momentum transport processes as expressed in terms of the Navier-Stokes equations. The method is based on the concept that random walk, as exemplified by Brownian motion, is the stochastic manifestation of diffusional processes. The algorithm based on this method is grid-free and does not require the diffusion equation to be discritized over a mesh, it is thus devoid of numerical diffusion associated with finite difference methods. Moreover, the algorithm is self-adaptive in space and explicit in time, resulting in an improved numerical resolution of gradients as well as a simple and efficient computational procedure. The method is applied here to an assortment of problems of diffusion of momentum and energy in one-dimension as well as heat conduction in two-dimensions in order to assess its validity and accuracy. The numerical solutions obtained are found to be in good agreement with exact solution except for a statistical error introduced by using a finite number of elements, the error can be reduced by increasing the number of elements or by using ensemble averaging over a number of solutions.

Ghoniem, A. F.↗

DOE OSTI2015

STOCHASTIC MODEL OF THE SPIN DISTRIBUTION OF DARK MATTER HALOS

We employ a stochastic approach to probing the origin of the log-normal distributions of halo spin in N-body simulations. After analyzing spin evolution in halo merging trees, it was found that a spin change can be characterized by a stochastic random walk of angular momentum. Also, spin distributions generated by random walks are fairly consistent with those directly obtained from N-body simulations. We derived a stochastic differential equation from a widely used spin definition and measured the probability distributions of the derived angular momentum change from a massive set of halo merging trees. The roles of major merging and accretion are also statistically analyzed in evolving spin distributions. Several factors (local environment, halo mass, merging mass ratio, and redshift) are found to influence the angular momentum change. The spin distributions generated in the mean-field or void regions tend to shift slightly to a higher spin value compared with simulated spin distributions, which seems to be caused by the correlated random walks. We verified the assumption of randomness in the angular momentum change observed in the N-body simulation and detected several degrees of correlation between walks, which may provide a clue for the discrepancies between the simulated and generated spin distributions in the voids. However, the generated spin distributions in the group and cluster regions successfully match the simulated spin distribution. We also demonstrated that the log-normality of the spin distribution is a natural consequence of the stochastic differential equation of the halo spin, which is well described by the Geometric Brownian Motion model.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2016

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also show that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2014

Geometrical effects on the electron residence time in semiconductor nano-particles

We have used random walk (RW) numerical simulations to investigate the influence of the geometry on the statistics of the electron residence time τ{sub r} in a trap-limited diffusion process through semiconductor nano-particles. This is an important parameter in coarse-grained modeling of charge carrier transport in nano-structured semiconductor films. The traps have been distributed randomly on the surface (r{sup 2} model) or through the whole particle (r{sup 3} model) with a specified density. The trap energies have been taken from an exponential distribution and the traps release time is assumed to be a stochastic variable. We have carried out (RW) simulations to study the effect of coordination number, the spatial arrangement of the neighbors and the size of nano-particles on the statistics of τ{sub r}. It has been observed that by increasing the coordination number n, the average value of electron residence time, τ{sup ¯}{sub r} rapidly decreases to an asymptotic value. For a fixed coordination number n, the electron's mean residence time does not depend on the neighbors' spatial arrangement. In other words, τ{sup ¯}{sub r} is a porosity-dependence, local parameter which generally varies remarkably from site to site, unless we are dealing with highly ordered structures. We have also examined the effect of nano-particle size d on the statistical behavior of τ{sup ¯}{sub r}. Our simulations indicate that for volume distribution of traps, τ{sup ¯}{sub r} scales as d{sup 2}. For a surface distribution of traps τ{sup ¯}{sub r} increases almost linearly with d. This leads to the prediction of a linear dependence of the diffusion coefficient D on the particle size d in ordered structures or random structures above the critical concentration which is in accordance with experimental observations.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2015

DYNAMICAL FIELD LINE CONNECTIVITY IN MAGNETIC TURBULENCE

Point-to-point magnetic connectivity has a stochastic character whenever magnetic fluctuations cause a field line random walk, but this can also change due to dynamical activity. Comparing the instantaneous magnetic connectivity from the same point at two different times, we provide a nonperturbative analytic theory for the ensemble average perpendicular displacement of the magnetic field line, given the power spectrum of magnetic fluctuations. For simplicity, the theory is developed in the context of transverse turbulence, and is numerically evaluated for the noisy reduced MHD model. Our formalism accounts for the dynamical decorrelation of magnetic fluctuations due to wave propagation, local nonlinear distortion, random sweeping, and convection by a bulk wind flow relative to the observer. The diffusion coefficient D{sub X} of the time-differenced displacement becomes twice the usual field line diffusion coefficient D{sub x} at large time displacement t or large distance z along the mean field (corresponding to a pair of uncorrelated random walks), though for a low Kubo number (in the quasilinear regime) it can oscillate at intermediate values of t and z. At high Kubo number the dynamical decorrelation decays mainly from the nonlinear term and D{sub X} tends monotonically toward 2D{sub x} with increasing t and z. The formalism and results presented here are relevant to a variety of astrophysical processes, such as electron transport and heating patterns in coronal loops and the solar transition region, changing magnetic connection to particle sources near the Sun or at a planetary bow shock, and thickening of coronal hole boundaries.

79 ASTRONOMY AND ASTROPHYSICS↗