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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 253 records · Page 14
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DOE OSTI2014

A stochastic Galerkin method for the Euler equations with Roe variable transformation

The Euler equations subject to uncertainty in the initial and boundary conditions are investigated via the stochastic Galerkin approach. We present a new fully intrusive method based on a variable transformation of the continuous equations. Roe variables are employed to get quadratic dependence in the flux function and a well-defined Roe average matrix that can be determined without matrix inversion. In previous formulations based on generalized polynomial chaos expansion of the physical variables, the need to introduce stochastic expansions of inverse quantities, or square roots of stochastic quantities of interest, adds to the number of possible different ways to approximate the original stochastic problem. We present a method where the square roots occur in the choice of variables, resulting in an unambiguous problem formulation. The Roe formulation saves computational cost compared to the formulation based on expansion of conservative variables. Moreover, the Roe formulation is more robust and can handle cases of supersonic flow, for which the conservative variable formulation fails to produce a bounded solution. For certain stochastic basis functions, the proposed method can be made more effective and well-conditioned. This leads to increased robustness for both choices of variables. We use a multi-wavelet basis that can be chosen to include a large number of resolution levels to handle more extreme cases (e.g. strong discontinuities) in a robust way. For smooth cases, the order of the polynomial representation can be increased for increased accuracy.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

An integration factor method for stochastic and stiff reaction–diffusion systems

Stochastic effects are often present in the biochemical systems involving reactions and diffusions. When the reactions are stiff, existing numerical methods for stochastic reaction diffusion equations require either very small time steps for any explicit schemes or solving large nonlinear systems at each time step for the implicit schemes. Here we present a class of semi-implicit integration factor methods that treat the diffusion term exactly and reaction implicitly for a system of stochastic reaction–diffusion equations. Our linear stability analysis shows the advantage of such methods for both small and large amplitudes of noise. Direct use of the method to solving several linear and nonlinear stochastic reaction–diffusion equations demonstrates good accuracy, efficiency, and stability properties. This new class of methods, which are easy to implement, will have broader applications in solving stochastic reaction–diffusion equations arising from models in biology and physical sciences.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

We develop a new robust methodology for the stochastic Navier–Stokes equations based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) methods . Both approaches are variants of a generalized Karhunen–Loève (KL) expansion in which both the stochastic coefficients and the spatial basis evolve according to system dynamics, hence, capturing the low-dimensional structure of the solution. The DO and BO formulations are mathematically equivalent , but they exhibit computationally complimentary properties. Specifically, the BO formulation may fail due to crossing of the eigenvalues of the covariance matrix, while both BO and DO become unstable when there is a high condition number of the covariance matrix or zero eigenvalues. To this end, we combine the two methods into a robust hybrid framework and in addition we employ a pseudo-inverse technique to invert the covariance matrix. The robustness of the proposed method stems from addressing the following issues in the DO/BO formulation: (i) eigenvalue crossing: we resolve the issue of eigenvalue crossing in the BO formulation by switching to the DO near eigenvalue crossing using the equivalence theorem and switching back to BO when the distance between eigenvalues is larger than a threshold value; (ii) ill-conditioned covariance matrix: we utilize a pseudo-inverse strategy to invert the covariance matrix; (iii) adaptivity: we utilize an adaptive strategy to add/remove modes to resolve the covariance matrix up to a threshold value. In particular, we introduce a soft-threshold criterion to allow the system to adapt to the newly added/removed mode and therefore avoid repetitive and unnecessary mode addition/removal. When the total variance approaches zero, we show that the DO/BO formulation becomes equivalent to the evolution equation of the Optimally Time-Dependent modes . We demonstrate the capability of the proposed methodology with several numerical examples, namely (i) stochastic Burgers equation: we analyze the performance of the method in the presence of eigenvalue crossing and zero eigenvalues; (ii) stochastic Kovasznay flow: we examine the method in the presence of a singular covariance matrix; and (iii) we examine the adaptivity of the method for an incompressible flow over a cylinder where for large stochastic forcing thirteen DO/BO modes are active.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

Stochastic goal-oriented error estimation with memory

We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

An energy-conserving method for stochastic Maxwell equations with multiplicative noise

In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic multi-symplectic conservation law), and the energy of system is a conservative quantity almost surely. We propose a stochastic multi-symplectic energy-conserving method for the equations by using the wavelet collocation method in space and stochastic symplectic method in time. Numerical experiments are performed to verify the excellent abilities of the proposed method in providing accurate solution and preserving energy. The mean square convergence result of the method in temporal direction is tested numerically, and numerical comparisons with finite difference method are also investigated.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Learning stochastic dynamics with statistics-informed neural network

We introduce a machine-learning framework named statistics-informed neural network (SINN) for learning stochastic dynamics from data. This new architecture was theoretically inspired by a universal approximation theorem for stochastic systems, which we introduce in this paper, and the projection-operator formalism for stochastic modeling. Here, we devise mechanisms for training the neural network model to reproduce the correct statistical behavior of a target stochastic process. Numerical simulation results demonstrate that a well-trained SINN can reliably approximate both Markovian and non-Markovian stochastic dynamics. We demonstrate the applicability of SINN to coarse-graining problems and the modeling of transition dynamics. Furthermore, we show that the obtained reduced-order model can be trained on temporally coarse-grained data and hence is well suited for rare-event simulations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Sensitivity of Simulated Deep Convection to a Stochastic Ice Microphysics Framework

Ice microphysics parameterizations in models must make major simplifications relative to observations, typically employing empirical relationships to represent average functional properties of particles. However, previous studies have established that ice particle properties vary even in similar cloud types and thermodynamic environments, and it remains unclear how this so-called “natural variability” impacts simulated deep convection. This uncertainty is addressed by implementing a stochastic framework into the Predicted Particle Properties microphysics scheme in the Weather Research and Forecasting model. The approach stochastically varies the coefficients of the mass-size (m-D) relationship (m=aD b ) for unrimed and partially rimed ice. Using guidance from aircraft in situ measurements obtained during the Midlatitude Continental Convective Clouds Experiment (MC3E), the scheme samples from distributions of the prefactor (a) and the exponent (b) of the m-D relationship. Simulations of two MC3E deep convective cases indicate that the stochastic m-D scheme produces considerable variability of anvil cirrus cloud optical depth (τ) distributions, even for the same ice water path (IWP). Thus, the stochastic scheme produces variable cloud radiative forcing that is independent of IWP. This τ-IWP relationship variability is nonexistent using the deterministic m-D ensemble. Additional sensitivity tests are performed in which the fallspeed-size relationship (V=cD d ) is stochastically varied, resulting in variable precipitation amounts and rain rate distributions. Results are presented in the context of satellite and precipitation observations and include comparison with other ensemble configurations using perturbed initial and lateral boundary conditions and small-amplitude noise added to the potential temperature field.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2012

Switching of bound vector solitons for the coupled nonlinear Schroedinger equations with nonhomogenously stochastic perturbations

We investigate the dynamics of the bound vector solitons (BVSs) for the coupled nonlinear Schroedinger equations with the nonhomogenously stochastic perturbations added on their dispersion terms. Soliton switching (besides soliton breakup) can be observed between the two components of the BVSs. Rate of the maximum switched energy (absolute values) within the fixed propagation distance (about 10 periods of the BVSs) enhances in the sense of statistics when the amplitudes of stochastic perturbations increase. Additionally, it is revealed that the BVSs with enhanced coherence are more robust against the perturbations with nonhomogenous stochasticity. Diagram describing the approximate borders of the splitting and non-splitting areas is also given. Our results might be helpful in dynamics of the BVSs with stochastic noises in nonlinear optical fibers or with stochastic quantum fluctuations in Bose-Einstein condensates.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

A hybrid stochastic-deconvolution model for large-eddy simulation of particle-laden flow

We develop a hybrid model for large-eddy simulation of particle-laden turbulent flow, which is a combination of the approximate deconvolution model for the resolved scales and a stochastic model for the sub-grid scales. The stochastic model incorporates a priori results of direct numerical simulation of turbulent channel flow, which showed that the parameters in the stochastic model are quite independent of Reynolds and Stokes number. In order to correctly predict the flux of particles towards the walls an extra term should be included in the stochastic model, which corresponds to the term related to the well-mixed condition in Langevin models for particle dispersion in inhomogeneous turbulent flow. The model predictions are compared with results of direct numerical simulation of channel flow at a frictional Reynolds number of 950. The inclusion of the stochastic forcing is shown to yield a significant improvement over the approximate deconvolution model for the particles alone when combined with a Stokes dependent weight-factor for the well-mixed term.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Stochastic quasi-steady state approximations for asymptotic solutions of the chemical master equation

In this paper, we propose two methods to carry out the quasi-steady state approximation in stochastic models of enzyme catalytic regulation, based on WKB asymptotics of the chemical master equation or of the corresponding partial differential equation for the generating function. The first of the methods we propose involves the development of multiscale generalisation of a WKB approximation of the solution of the master equation, where the separation of time scales is made explicit which allows us to apply the quasi-steady state approximation in a straightforward manner. To the lowest order, the multi-scale WKB method provides a quasi-steady state, Gaussian approximation of the probability distribution. The second method is based on the Hamilton-Jacobi representation of the stochastic process where, as predicted by large deviation theory, the solution of the partial differential equation for the corresponding characteristic function is given in terms of an effective action functional. The optimal transition paths between two states are then given by those paths that maximise the effective action. Such paths are the solutions of the Hamilton equations for the Hamiltonian associated to the effective action functional. The quasi-steady state approximation is applied to the Hamilton equations thus providing an approximation to the optimal transition paths and the transition time between two states. Using this approximation we predict that, unlike the mean-field quasi-steady approximation result, the rate of enzyme catalysis depends explicitly on the initial number of enzyme molecules. The accuracy and validity of our approximated results as well as that of our predictions regarding the behaviour of the stochastic enzyme catalytic models are verified by direct simulation of the stochastic model using Gillespie stochastic simulation algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

A stochastic extension of the explicit algebraic subgrid-scale models

The explicit algebraic subgrid-scale (SGS) stress model (EASM) of Marstorp et al. [“Explicit algebraic subgrid stress models with application to rotating channel flow,” J. Fluid Mech. 639, 403–432 (2009)] and explicit algebraic SGS scalar flux model (EASFM) of Rasam et al. [“An explicit algebraic model for the subgrid-scale passive scalar flux,” J. Fluid Mech. 721, 541–577 (2013)] are extended with stochastic terms based on the Langevin equation formalism for the subgrid-scales by Marstorp et al. [“A stochastic subgrid model with application to turbulent flow and scalar mixing,” Phys. Fluids 19, 035107 (2007)]. The EASM and EASFM are nonlinear mixed and tensor eddy-diffusivity models, which improve large eddy simulation (LES) predictions of the mean flow, Reynolds stresses, and scalar fluxes of wall-bounded flows compared to isotropic eddy-viscosity and eddy-diffusivity SGS models, especially at coarse resolutions. The purpose of the stochastic extension of the explicit algebraic SGS models is to further improve the characteristics of the kinetic energy and scalar variance SGS dissipation, which are key quantities that govern the small-scale mixing and dispersion dynamics. LES of turbulent channel flow with passive scalar transport shows that the stochastic terms enhance SGS dissipation statistics such as length scale, variance, and probability density functions and introduce a significant amount of backscatter of energy from the subgrid to the resolved scales without causing numerical stability problems. The improvements in the SGS dissipation predictions in turn enhances the predicted resolved statistics such as the mean scalar, scalar fluxes, Reynolds stresses, and correlation lengths. Moreover, the nonalignment between the SGS stress and resolved strain-rate tensors predicted by the EASM with stochastic extension is in much closer agreement with direct numerical simulation data.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Effects of spike-time-dependent plasticity on the stochastic resonance of small-world neuronal networks

The phenomenon of stochastic resonance in Newman-Watts small-world neuronal networks is investigated when the strength of synaptic connections between neurons is adaptively adjusted by spike-time-dependent plasticity (STDP). It is shown that irrespective of the synaptic connectivity is fixed or adaptive, the phenomenon of stochastic resonance occurs. The efficiency of network stochastic resonance can be largely enhanced by STDP in the coupling process. Particularly, the resonance for adaptive coupling can reach a much larger value than that for fixed one when the noise intensity is small or intermediate. STDP with dominant depression and small temporal window ratio is more efficient for the transmission of weak external signal in small-world neuronal networks. In addition, we demonstrate that the effect of stochastic resonance can be further improved via fine-tuning of the average coupling strength of the adaptive network. Furthermore, the small-world topology can significantly affect stochastic resonance of excitable neuronal networks. It is found that there exists an optimal probability of adding links by which the noise-induced transmission of weak periodic signal peaks.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Adaptive hybrid simulations for multiscale stochastic reaction networks

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such a partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Semi-stochastic full configuration interaction quantum Monte Carlo: Developments and application

We expand upon the recent semi-stochastic adaptation to full configuration interaction quantum Monte Carlo (FCIQMC). We present an alternate method for generating the deterministic space without a priori knowledge of the wave function and present stochastic efficiencies for a variety of both molecular and lattice systems. The algorithmic details of an efficient semi-stochastic implementation are presented, with particular consideration given to the effect that the adaptation has on parallel performance in FCIQMC. We further demonstrate the benefit for calculation of reduced density matrices in FCIQMC through replica sampling, where the semi-stochastic adaptation seems to have even larger efficiency gains. We then combine these ideas to produce explicitly correlated corrected FCIQMC energies for the beryllium dimer, for which stochastic errors on the order of wavenumber accuracy are achievable.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2015

Diffusion approximations to the chemical master equation only have a consistent stochastic thermodynamics at chemical equilibrium

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically reacting species is built on the stochastic trajectories of reaction events obtained from the chemical master equation. However, when the molecular populations are large, the discrete chemical master equation can be approximated with a continuous diffusion process, like the chemical Langevin equation or low noise approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the chemical master equation. We find that a stochastic-thermodynamic description is only valid at a detailed-balanced, equilibrium steady state. Away from equilibrium, where there is no consistent stochastic thermodynamics, we show that one can still use the diffusive solutions to approximate the underlying thermodynamics of the chemical master equation.

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

Optimized attenuated interaction: Enabling stochastic Bethe–Salpeter spectra for large systems

We develop an improved stochastic formalism for the Bethe–Salpeter equation (BSE), based on an exact separation of the effective-interaction W into two parts, W = (W – vW) + vW, where the latter is formally any translationally invariant interaction, vW(r – r'). When optimizing the fit of the exchange kernel vW to W, using a stochastic sampling W, the difference W – vW becomes quite small. Then, in the main BSE routine, this small difference is stochastically sampled. Furthermore, the number of stochastic samples needed for an accurate spectrum is then largely independent of system size. While the method is formally cubic in scaling, the scaling prefactor is small due to the constant number of stochastic orbitals needed for sampling W.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2011

Local stochastic non-Gaussianity and N-body simulations

Large-scale clustering of highly biased tracers of large-scale structure has emerged as one of the best observational probes of primordial non-Gaussianity of the local type (i.e. f{sub NL}{sup local}). This type of non-Gaussianity can be generated in multifield models of inflation such as the curvaton model. Recently, Tseliakhovich, Hirata, and Slosar showed that the clustering statistics depend qualitatively on the ratio of inflaton to curvaton power ξ after reheating, a free parameter of the model. If ξ is significantly different from zero, so that the inflaton makes a non-negligible contribution to the primordial adiabatic curvature, then the peak-background split ansatz predicts that the halo bias will be stochastic on large scales. In this paper, we test this prediction in N-body simulations. We find that large-scale stochasticity is generated, in qualitative agreement with the prediction, but that the level of stochasticity is overpredicted by ≈ 30%. Other predictions, such as ξ independence of the halo bias, are confirmed by the simulations. Surprisingly, even in the Gaussian case we do not find that halo model predictions for stochasticity agree consistently with simulations, suggesting that semi-analytic modeling of stochasticity is generally more difficult than modeling halo bias.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2021

Collisionless plasma transport mechanisms in stochastic open magnetic field lines in tokamaks

The collisionless plasma transport in stochastic magnetic fields connecting to wall boundary has been studied to understand the underlying mechanisms of thermal quench physics in tokamak disruption. In this study, we present a comprehensive understanding of the plasma dynamics in three-dimensional stochastic open magnetic field lines, taking into account the consistent coupling of electron and ion dynamics through the ambipolar electric field. The open stochastic field lines act as a 3D magnetic mirror consisting of the magnetic well and hill regions. It was found that the magnetic hill regions play a critical role in enhancing electron thermal transport. When the plasma collapses to the wall, the 3D ambipolar potential arises in the stochastic layer to maintain the quasi-neutrality of the plasma. The E × B vortices induced by the 3D ambipolar potential mix the plasma across stochastic field lines and enhance the radial transport. Particularly, the E × B mixing between the magnetic well and hill regions provides a collisionless detrapping mechanism that plays a major role in the loss of high-energy trapped electrons. As a result, the electron temperature steadily decreases at a rate of about -0.5 keV ms -1 , comparable to the rate observed in thermal quench experiments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗