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At least 343 records · Page 19
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Stochastic behavior of nanoscale dielectric wall buckling

The random buckling patterns of nanoscale dielectric walls are analyzed using a nonlinear multi-scale stochastic method that combines experimental measurements with simulations. The dielectric walls, approximately 200 nm tall and 20 nm wide, consist of compliant, low dielectric constant (low-k) fins capped with stiff, compressively stressed TiN lines that provide the driving force for buckling. The deflections of the buckled lines exhibit sinusoidal pseudoperiodicity with amplitude fluctuation and phase decorrelation arising from stochastic variations in wall geometry, properties, and stress state at length scales shorter than the characteristic deflection wavelength of about 1000 nm. The buckling patterns are analyzed and modeled at two length scales: a longer scale (up to 5000 nm) that treats randomness as a longer-scale measurable quantity, and a shorter-scale (down to 20 nm) that treats buckling as a deterministic phenomenon. Statistical simulation is used to join the two length scales. Through this approach, the buckling model is validated and material properties and stress states are inferred. In particular, the stress state of TiN lines in three different systems is determined, along with the elastic moduli of low-k fins and the amplitudes of the small-scale random fluctuations in wall properties—all in the as-processed state. The important case of stochastic effects giving rise to buckling in a deterministically sub-critical buckling state is demonstrated. The nonlinear multiscale stochastic analysis provides guidance for design of low-k structures with acceptable buckling behavior and serves as a template for how randomness that is common to nanoscale phenomena might be measured and analyzed in other contexts.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Stochastic responses of Van der Pol vibro-impact system with fractional derivative damping excited by Gaussian white noise

This paper focuses on the study of the stochastic Van der Pol vibro-impact system with fractional derivative damping under Gaussian white noise excitation. The equations of the original system are simplified by non-smooth transformation. For the simplified equation, the stochastic averaging approach is applied to solve it. Then, the fractional derivative damping term is facilitated by a numerical scheme, therewith the fourth-order Runge-Kutta method is used to obtain the numerical results. And the numerical simulation results fit the analytical solutions. Therefore, the proposed analytical means to study this system are proved to be feasible. In this context, the effects on the response stationary probability density functions (PDFs) caused by noise excitation, restitution condition, and fractional derivative damping are considered, in addition the stochastic P-bifurcation is also explored in this paper through varying the value of the coefficient of fractional derivative damping and the restitution coefficient. These system parameters not only influence the response PDFs of this system but also can cause the stochastic P-bifurcation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Approximate method for stochastic chemical kinetics with two-time scales by chemical Langevin equations

The frequently used reduction technique is based on the chemical master equation for stochastic chemical kinetics with two-time scales, which yields the modified stochastic simulation algorithm (SSA). For the chemical reaction processes involving a large number of molecular species and reactions, the collection of slow reactions may still include a large number of molecular species and reactions. Consequently, the SSA is still computationally expensive. Because the chemical Langevin equations (CLEs) can effectively work for a large number of molecular species and reactions, this paper develops a reduction method based on the CLE by the stochastic averaging principle developed in the work of Khasminskii and Yin [SIAM J. Appl. Math. 56, 1766–1793 (1996); ibid. 56, 1794–1819 (1996)] to average out the fast-reacting variables. This reduction method leads to a limit averaging system, which is an approximation of the slow reactions. Because in the stochastic chemical kinetics, the CLE is seen as the approximation of the SSA, the limit averaging system can be treated as the approximation of the slow reactions. As an application, we examine the reduction of computation complexity for the gene regulatory networks with two-time scales driven by intrinsic noise. For linear and nonlinear protein production functions, the simulations show that the sample average (expectation) of the limit averaging system is close to that of the slow-reaction process based on the SSA. It demonstrates that the limit averaging system is an efficient approximation of the slow-reaction process in the sense of the weak convergence.

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

Stochastic transition in synchronized spiking nanooscillators

This work reports that synchronization of Mott material-based nanoscale coupled spiking oscillators can be drastically different from that in conventional harmonic oscillators. We investigated the synchronization of spiking nanooscillators mediated by thermal interactions due to the close physical proximity of the devices. Controlling the driving voltage enables in-phase 1:1 and 2:1 integer synchronization modes between neighboring oscillators. Transition between these two integer modes occurs through an unusual stochastic synchronization regime instead of the loss of spiking coherence. In the stochastic synchronization regime, random length spiking sequences belonging to the 1:1 and 2:1 integer modes are intermixed. The occurrence of this stochasticity is an important factor that must be taken into account in the design of large-scale spiking networks for hardware-level implementation of novel computational paradigms such as neuromorphic and stochastic computing.

77 NANOSCIENCE AND NANOTECHNOLOGY↗
DOE OSTI2012

SLUG-STOCHASTICALLY LIGHTING UP GALAXIES. I. METHODS AND VALIDATING TESTS

The effects of stochasticity on the luminosities of stellar populations are an often neglected but crucial element for understanding populations in the low-mass or the low star formation rate regime. To address this issue, we present SLUG, a new code to 'Stochastically Light Up Galaxies'. SLUG synthesizes stellar populations using a Monte Carlo technique that properly treats stochastic sampling including the effects of clustering, the stellar initial mass function, star formation history, stellar evolution, and cluster disruption. This code produces many useful outputs, including (1) catalogs of star clusters and their properties such as their stellar initial mass distributions and their photometric properties in a variety of filters, (2) two dimensional histograms of color-magnitude diagrams of every star in the simulation, and (3) the photometric properties of field stars and the integrated photometry of the entire simulated galaxy. After presenting the SLUG algorithm in detail, we validate the code through comparisons with STARBURST99 in the well-sampled regime, and with observed photometry of Milky Way clusters. Finally, we demonstrate SLUG's capabilities by presenting outputs in the stochastic regime. SLUG is publicly distributed through the Web site http://sites.google.com/site/runslug/.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2013

OBSERVATIONAL TEST OF STOCHASTIC HEATING IN LOW-{beta} FAST-SOLAR-WIND STREAMS

Spacecraft measurements show that protons undergo substantial perpendicular heating during their transit from the Sun to the outer heliosphere. In this paper, we use Helios 2 measurements to investigate whether stochastic heating by low-frequency turbulence is capable of explaining this perpendicular heating. We analyze Helios 2 magnetic field measurements in low-{beta} fast-solar-wind streams between heliocentric distances r = 0.29 AU and r = 0.64 AU to determine the rms amplitude of the fluctuating magnetic field, {delta}B{sub p}, near the proton gyroradius scale {rho}{sub p}. We then evaluate the stochastic heating rate Q{sub stoch} using the measured value of {delta}B{sub p} and a previously published analytical formula for Q{sub stoch}. Using Helios measurements we estimate the ''empirical'' perpendicular heating rate Q{sub Up-Tack emp} = (k{sub B}/m{sub p}) BV (d/dr) (T{sub Up-Tack p}/B) that is needed to explain the T{sub p} profile. We find that Q{sub stoch} {approx} Q{sub emp}, but only if a key dimensionless constant appearing in the formula for Q{sub stoch} lies within a certain range of values. This range is approximately the same throughout the radial interval that we analyze and is consistent with the results of numerical simulations of the stochastic heating of test particles in reduced magnetohydrodynamic turbulence. These results support the hypothesis that stochastic heating accounts for much of the perpendicular proton heating occurring in low-{beta} fast-wind streams.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2015

Stochastic acceleration of galactic cosmic rays by compressible plasma fluctuations in supernova shells

A theory of 2-stage acceleration of Galactic cosmic rays in supernova remnants is proposed. The first stage is accomplished by the supernova shock front, where a power-law spectrum is established up to a certain cutoff energy. It is followed by stochastic acceleration with compressible waves/turbulence in the downstream medium. With a broad ∝k{sup −2} spectrum for the compressible plasma fluctuations, the rate of stochastic acceleration is constant over a wide range of particle momentum. In this case, the stochastic acceleration process extends the power-law spectrum cutoff energy of Galactic cosmic rays to the knee without changing the spectral slope. This situation happens as long as the rate of stochastic acceleration is faster than 1/5 of the adiabatic cooling rate. A steeper spectrum of compressible plasma fluctuations that concentrate their power in long wavelengths will accelerate cosmic rays to the knee with a small bump before its cutoff in the comic-ray energy spectrum. This theory does not require a strong amplification of the magnetic field in the upstream interstellar medium in order to accelerate cosmic rays to the knee energy.

79 ASTRONOMY AND ASTROPHYSICS↗
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 OSTI2024

Quasi-mode evolution in a stochastic magnetic field

Abstract We present a multi-scale model of quasi-mode evolution in a stochastic magnetic field. The similarity between a quasi-mode and a ballooning mode enables us to address the challenges arising from the disparate geometries in the theories of ballooning modes in the presence of resonant magnetic perturbations. We obtain useful insights into our understanding of ballooning mode dynamics in a stochastic background. To maintain quasi-neutrality at all scales, the beat between the quasi-mode and the stochastic magnetic field drives microturbulence, which drives the turbulent background that promotes mixing and damps the quasi-mode. As a result of the broad mode structure of the quasi-mode, the turbulent viscosity and the turbulent diffusivity produced by the microturbulence are larger than those in our related study on resistive interchange modes. The stochastic magnetic field can also enhance the effective plasma inertia and reduce the effective drive, thereby slowing the mode growth. A nontrivial correlation between the microturbulence and the magnetic perturbations is shown to develop. This could account for the reduction in the Jensen–Shannon complexity of pedestal turbulence in the Resonant Magnetic Perturbation Edge-Localized Mode suppression phase observed in recent experiments. Directions for future experimental and theoretical studies are suggested.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2024

Using intrusive approaches as a step towards accounting for stochasticity in wind turbine design

Current wind turbine design methods require tens of thousands of time-domain simulations and use different random seeds to account for the stochasticity of the environmental conditions. The account of stochasticity is nonintrusive because the sampling method calls a deterministic model multiple times without changing its underlying equations. In this work, we investigate and demonstrate using simple proof of concepts how intrusive approaches can be used to directly account for stochasticity in the equations representing a mechanical system. Our long term goal is to apply such methodology to the design of wind turbines without requiring an excessive number of simulations. Intrusive methods manipulate stochastic variables directly to provide the probability density functions (PDFs) of the states and outputs at any time as functions of the PDFs of the inputs. We illustrate how different methods can be used with a reduced-order model of a wind turbine with one degree of freedom and for linear and nonlinear models. We discuss how the methods can be extended and what it will take to apply them to a level of fidelity similar to current state-of-the-art wind turbine design tools.

17 WIND ENERGY↗
DOE OSTI2018

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the properties of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Finally, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2021

Stochastic thermodynamic cycles of a mesoscopic thermoelectric engine

Here, we analyze a steady-state thermoelectric engine, whose working substance consists of two capacitively coupled quantum dots. One dot is tunnel-coupled to a hot reservoir serving as a heat source, the other one to two electrically biased reservoirs at a colder temperature, such that work is extracted under the form of a steady-state current against the bias. In single realizations of the dynamics of this steady-state engine autonomous, four-stroke cycles can be identified. The cycles are purely stochastic, in contrast to mechanical autonomous engines which exhibit self-oscillations. In particular, these cycles fluctuate in direction and duration and occur in competition with other spurious cycles. Using a stochastic thermodynamic approach, we quantify the cycle fluctuations and relate them to the entropy produced during individual cycles. We identify the cycle mainly responsible for the engine performance and quantify its statistics with tools from graph theory. We show that such stochastic cycles are made possible because the work extraction mechanism is itself stochastic instead of the periodic time dependence in the working-substance Hamiltonian which can be found in conventional mechanical engines. Our investigation brings new perspectives about the connection between cyclic and steady-state engines.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2020

A Bayesian Approach for Estimating Uncertainty in Stochastic Economic Dispatch considering Wind Power Penetration

The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To estimate the uncertainty in this stochastic economic dispatch problem for forecasting purposes, the conventional Monte-Carlo method is prohibitively time-consuming for practical applications. To overcome this problem, here we propose a novel Gaussian-process-emulator-based approach to quantify the uncertainty in the stochastic economic dispatch considering wind power penetration. Facing high-dimensional real-world data representing the correlated uncertainties from wind generation, a manifold-learning-based Isomap algorithm is proposed to efficiently represent the low-dimensional hidden probabilistic structure of the data. In this low-dimensional latent space, with Latin hypercube sampling as the computer experimental design, a Gaussian-process emulator is used, for the first time, to serve as a nonparametric, surrogate model for the original complicated stochastic economic dispatch model. This reduced-order representative allows us to evaluate the economic dispatch solver at sampled values with a negligible computational cost while maintaining a desirable accuracy. Simulation results conducted on the IEEE 118-bus test system reveal the impressive performance of the proposed method.

17 WIND ENERGY↗
DOE OSTI2019

Low-Rank Solution Methods for Stochastic Eigenvalue Problems

In this report, we study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data, where the underlying operators depend linearly on the random parameters. With the stochastic Galerkin approach, the solutions are represented as generalized polynomial chaos expansions. When these solutions can be approximated well by low-rank objects, we introduce a low-rank variant of the inverse subspace iteration algorithm for computing one or several minimal eigenvalues and corresponding eigenvectors of parameter-dependent matrices. In the algorithm, the iterates are approximated by low-rank matrices, which leads to significant cost savings. Furthermore, the algorithm is tested on two benchmark problems, a stochastic diffusion problem with some poorly separated eigenvalues, and an operator derived from a discrete stochastic Stokes problem whose minimal eigenvalue is related to the inf-sup stability constant. Numerical experiments show that the low-rank algorithm produces accurate solutions compared to the Monte Carlo method, and it uses much less computational time than the original algorithm without low-rank approximation.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses

Here, this work proposes a framework for large-scale stochastic derivative-free optimization (DFO) by introducing STARS, a trust-region method based on iterative minimization in random subspaces. This framework is both an algorithmic and theoretical extension of a random subspace derivative-free optimization (RSDFO) framework, and an algorithm for stochastic optimization with random models (STORM). Moreover, like RSDFO, STARS achieves scalability by minimizing interpolation models that approximate the objective in low-dimensional affine subspaces, thus significantly reducing per-iteration costs in terms of function evaluations and yielding strong performance on largescale stochastic DFO problems. The user-determined dimension of these subspaces, when the latter are defined, for example, by the columns of so-called Johnson-Lindenstrauss transforms, turns out to be independent of the dimension of the problem. For convergence purposes, inspired by the analyses of RSDFO and STORM, both a particular quality of the subspace and the accuracies of random function estimates and models are required to hold with sufficiently high, but fixed, probabilities. Using martingale theory under the latter assumptions, an almost sure global convergence of STARS to a first-order stationary point is shown, and the expected number of iterations required to reach a desired first-order accuracy is proved to be similar to that of STORM and other stochastic DFO algorithms, up to constants.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2013

A Stochastic Diffusion Process for the Dirichlet Distribution

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded sample space, a coupled nonlinear diffusion process is required: the Wiener processes in the equivalent system of stochastic differential equations are multiplicative with coefficients dependent on all the stochastic variables. Individual samples of a discrete ensemble, obtained from the stochastic process, satisfy a unit-sum constraint at all times. The process may be used to represent realizations of a fluctuating ensemble of N variables subject to a conservation principle. Similar to the multivariate Wright-Fisher process, whose invariant is also Dirichlet, the univariate case yields a process whose invariant is the beta distribution. As a test of the results, Monte Carlo simulations are used to evolve numerical ensembles toward the invariant Dirichlet distribution.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Improving Solution Accuracy and Convergence for Stochastic Physics Parameterizations with Colored Noise

Stochastic parameterizations are used in numerical weather prediction and climate modeling to help capture the uncertainty in the simulations and improve their statistical properties. Convergence issues can arise when time integration methods originally developed for deterministic differential equations are applied naively to stochastic problems. In previous studies, it has been demonstrated that a correction term, known in stochastic analysis as the Itô correction, can help improve solution accuracy for various deterministic numerical schemes and ensure convergence to the physically relevant solution without substantial computational overhead. The usual formulation of the Itô correction is valid only when the stochasticity is represented by white noise. In this study, a generalized formulation of the Itô correction is derived for noises of any color. The formulation is applied to a test problem described by an advection–diffusion equation forced with a spectrum of fast processes. We present numerical results for cases with both constant and spatially varying advection velocities to show that, for the same time step sizes, the introduction of the generalized Itô correction helps to substantially reduce time integration error and significantly improve the convergence rate of the numerical solutions when the forcing term in the governing equation is rough (fast varying); alternatively, for the same target accuracy, the generalized Itô correction allows for the use of significantly longer time steps and, hence, helps to reduce the computational cost of the numerical simulation.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

The Impact of Stochastic Perturbations in Physics Variables for Predicting Surface Solar Irradiance

We present a probabilistic framework tailored for solar energy applications referred to as the Weather Research and Forecasting-Solar ensemble prediction system (WRF-Solar EPS). WRF-Solar EPS has been developed by introducing stochastic perturbations into the most relevant physical variables for solar irradiance predictions. In this study, we comprehensively discuss the impact of the stochastic perturbations of WRF-Solar EPS on solar irradiance forecasting compared to a deterministic WRF-Solar prediction (WRF-Solar DET), a stochastic ensemble using the stochastic kinetic energy backscatter scheme (SKEBS), and a WRF-Solar multi-physics ensemble (WRF-Solar PHYS). The performances of the four forecasts are evaluated using irradiance retrievals from the National Solar Radiation Database (NSRDB) over the contiguous United States. We focus on the predictability of the day-ahead solar irradiance forecasts during the year of 2018. The results show that the ensemble forecasts improve the quality of the forecasts, compared to the deterministic prediction system, by accounting for the uncertainty derived by the ensemble members. However, the three ensemble systems are under-dispersive, producing unreliable and overconfident forecasts due to a lack of calibration. In particular, WRF-Solar EPS produces less optically thick clouds than the other forecasts, which explains the larger positive bias in WRF-Solar EPS (31.7 W/m 2 ) than in the other models (22.7–23.6 W/m 2 ). This study confirms that the WRF-Solar EPS reduced the forecast error by 7.5% in terms of the mean absolute error (MAE) compared to WRF-Solar DET, and provides in-depth comparisons of forecast abilities with the conventional scientific probabilistic approaches (i.e., SKEBS and a multi-physics ensemble). Guidelines for improving the performance of WRF-Solar EPS in the future are provided.

14 SOLAR ENERGY↗