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At least 433 records · Page 24

Cosmic Ray Propagation through the Magnetic Fields of the Galaxy with Extended Halo

In this project we perform theoretical studies of 3-dimensional cosmic ray propagation in magnetic field configurations of the Galaxy with an extended halo. We employ our newly developed Markov stochastic process methods to solve the diffusive cosmic ray transport equation. We seek to understand observations of cosmic ray spectra, composition under the constraints of the observations of diffuse gamma ray and radio emission from the Galaxy. The model parameters are directly are related to properties of our Galaxy, such as the size of the Galactic halo, particle transport in Galactic magnetic fields, distribution of interstellar gas, primary cosmic ray source distribution and their confinement in the Galaxy. The core of this investigation is the development of software for cosmic ray propagation models with the Markov stochastic process approach. Values of important model parameters for the halo diffusion model are examined in comparison with observations of cosmic ray spectra, composition and the diffuse gamma-ray background. This report summarizes our achievement in the grant period at the Florida Institute of Technology. Work at the co-investigator's institution, the University of New Hampshire, under a companion grant, will be covered in detail by a separate report.

Zhang, Ming↗

Weak Convergence of a Mass-Structured Individual-Based Model

We propose a model of chemostat where the bacterial population is individually-based, each bacterium is explicitly represented and has a mass evolving continuously over time. The substrate concentration is represented as a conventional ordinary differential equation. These two components are coupled with the bacterial consumption. Mechanisms acting on the bacteria are explicitly described (growth, division and washout). Bacteria interact via consumption. We set the exact Monte Carlo simulation algorithm of this model and its mathematical representation as a stochastic process. We prove the convergence of this process to the solution of an integro-differential equation when the population size tends to infinity. Finally, we propose several numerical simulations.

60 APPLIED LIFE SCIENCES↗

Stochastic bifurcation and fractal and chaos control of a giant magnetostrictive film-shape memory alloy composite cantilever plate subjected to in-plane harmonic and stochastic excitation

Stochastic bifurcation and fractal and chaos control of a giant magnetostrictive film–shape memory alloy (GMF–SMA) composite cantilever plate subjected to in-plane harmonic and stochastic excitation were studied. Van der Pol items were improved to interpret the hysteretic phenomena of both GMF and SMA, and the nonlinear dynamic model of a GMF–SMA composite cantilever plate subjected to in-plane harmonic and stochastic excitation was developed. The probability density function of the dynamic response of the system was obtained, and the conditions of stochastic Hopf bifurcation were analyzed. The conditions of noise-induced chaotic response were obtained in the stochastic Melnikov integral method, and the fractal boundary of the safe basin of the system was provided. Finally, the chaos control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that stochastic Hopf bifurcation and chaos appear in the parameter variation process. The boundary of the safe basin of the system has fractal characteristics, and its area decreases when the noise intensifies. The system reliability was improved through stochastic optimal control, and the safe basin area of the system increased.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

A stochastic approach to uncertainty in the equations of MHD kinematics

The magnetohydrodynamic (MHD) kinematics model describes the electromagnetic behavior of an electrically conducting fluid when its hydrodynamic properties are assumed to be known. In particular, the MHD kinematics equations can be used to simulate the magnetic field induced by a given velocity field. While prescribing the velocity field leads to a simpler model than the fully coupled MHD system, this may introduce some epistemic uncertainty into the model. If the velocity of a physical system is not known with certainty, the magnetic field obtained from the model may not be reflective of the magnetic field seen in experiments. Additionally, uncertainty in physical parameters such as the magnetic resistivity may affect the reliability of predictions obtained from this model. By modeling the velocity and the resistivity as random variables in the MHD kinematics model, we seek to quantify the effects of uncertainty in these fields on the induced magnetic field. We develop stochastic expressions for these quantities and investigate their impact within a finite element discretization of the kinematics equations. We obtain mean and variance data through Monte Carlo simulation for several test problems. Toward this end, we develop and test an efficient block preconditioner for the linear systems arising from the discretized equations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

MODAL FREQUENCY TRACKING: Performance Analysis on Noisy Experimental Ground Test Data

Mechanical devices operating in an environment contaminated by noise, uncertainties, and extraneous disturbances lead to low signal-to-noise-ratios creating an extremely challenging signal processing problem—especially for on-line, realtime, in-flight application. In this report, we discuss a model-based approach to incorporate physical device features into a dynamic structure that can be used to perform on-line tracking of modal frequencies. The approach we take, after pre-processing the raw measurement data, is to obtain a representation of the structural device under test that captures its underlying response to a suite of excitations and operating conditions. One approach is to apply modern system identification techniques based on stochastic subspace methods capable of both: (1) identifying the underlying black-box structure enabling the extraction of structural modes that can be used for analysis; and (2) modal tracking under continued vibrational excitation as in a real-time, in-flight like environment. The vibrational signature of the structural device is measured directly using a suite of tri-axial accelerometers characterizing a multiple input/multiple output (MIMO) dynamic system. In this analysis, we have 15 tri-axial accelerometer measurements or 45 total output channels along with a single excitation also measured with a tri-axial accelerometer providing a 3-input system for processing. We initially describe the experiment and then briefly develop the necessary background in stochastic subspace realization, discuss the algorithm and apply it to the isolated structural device, first, characterized by the set of noisy MIMO accelerometer measurements extracting the modal model from the data (subspace identification), extract the unique modal frequencies (modal coordinate transformation), track their evolution (real-time tracker) to evaluate the overall performance of the processor. Next we evaluate processor performance when the structural device is incorporated into a flight vehicle for further performance analysis. We summarize the results and predict performance.

42 ENGINEERING↗

Multi-Fidelity Stochastic Economic Dispatch for Operating Low Carbon Power Grids

Grid operators can address the inherently stochastic nature of renewables by solving a two-stage stochastic programming model that minimizes the cost of dispatch decisions while accounting for the complex grid dynamics. It is common to use a sample average approximation to estimate the expectation of the second stage costs in this model. However, the large sample count needed for numerical accuracy makes effective modeling large-scale electric grids computationally intractable. We introduce a control variate multi-fidelity estimator for the second-stage recourse that enables high quality dispatch decisions in real-time with a reduced computational burden. We obtain a hierarchy of model fidelities by linearizing the AC power flow system representation to DC power flow, and by relaxing transmission and voltage network constraints. We evaluate the performance of our proposed method on a synthetic grid with 73 buses against a deterministic baseline with persistence forecast and a high-fidelity reference. Our analysis shows a computational speed-up of 7.62x with a minimal loss in accuracy. The multi-fidelity method is well suited to fidelity combinations that use a simplified network topology in their lower fidelity model and is an attractive option for applications where accurate grid modeling needed on a limited computational budget.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Stochastic DC optimal power flow with reserve saturation

We propose an optimization framework for stochastic optimal power flow with uncertain loads and renewable generator capacity. Our model follows previous work in assuming that generator outputs respond to load imbalances according to an affine control policy, but introduces a model of saturation of generator reserves by assuming that when a generator’s target level hits its limit, it abandons the affine policy and produces at that limit. This is a particularly interesting feature in models where wind power plants, which have uncertain upper generation limits, are scheduled to provide reserves to balance load fluctuations. Here, the resulting model is a nonsmooth nonconvex two-stage stochastic program, and we use a stochastic approximation method to find stationary solutions to a smooth approximation. Computational results on 6-bus and 118-bus test instances demonstrate that by considering the effects of saturation, our model can yield solutions with lower expected generation costs (at the same target line violation probability level) than those obtained from a model that enforces the affine policy to stay within generator limits with high probability.

17 WIND ENERGY↗

A practical approach to the sensitivity analysis for kinetic Monte Carlo simulation of heterogeneous catalysis

Lattice kinetic Monte Carlo simulations have become a vital tool for predictive quality atomistic understanding of complex surface chemical reaction kinetics over a wide range of reaction conditions. In order to expand their practical value in terms of giving guidelines for atomic level design of catalytic systems, it is very desirable to readily evaluate a sensitivity analysis for a given model. The result of such a sensitivity analysis quantitatively expresses the dependency of the turnover frequency, being the main output variable, on the rate constants entering the model. In the past the application of sensitivity analysis, such as Degree of Rate Control, has been hampered by its exuberant computational effort required to accurately sample numerical derivatives of a property that is obtained from a stochastic simulation method. Here in this study we present an efficient and robust three stage approach that is capable of reliably evaluating the sensitivity measures for stiff microkinetic models as we demonstrate using CO oxidation on RuO 2 (110) as a prototypical reaction. In a first step, we utilize the Fisher Information Matrix for filtering out elementary processes which only yield negligible sensitivity. Then we employ an estimator based on linear response theory for calculating the sensitivity measure for non-critical conditions which covers the majority of cases. Finally we adopt a method for sampling coupled finite differences for evaluating the sensitivity measure of lattice based models. This allows efficient evaluation even in critical regions near a second order phase transition that are hitherto difficult to control. The combined approach leads to significant computational savings over straightforward numerical derivatives and should aid in accelerating the nano scale design of heterogeneous catalysts.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic and hybrid-stress plate/shell finite elements for hot-section components

The research effort in the Center for the Advancement of Computational Mechanics at Georgia Tech has two main thrusts. The first of these is the development of special approaches for the numerical stress analysis of solids and structures whose material and geometric properties are uncertain. The second seeks to develop and implement high-efficiency plate and shell elements. The stochastic element method, currently being implemented, will be able to more accurately portray the probabilistic nature of stress, strain, and displacement in actual structures. Current research has provided a hybrid-stress shell element whose behavior is acceptable for aspect ratios as high as 30 to 1. Thus, substantially more complex analyses will be practicable as soon as this element is fully implemented. An additional advantage of the hybrid approach is that it permits more accurate stress-recovery at the upper and lower surfaces of the shell, an important consideration in high thickness-gradient applications. The software associated with the above research is being implemented in the form of extensions to the Nessus code. The hybrid shell element has been successfully tested in several small-deformation elastic analyses. The theoretical formulation of the stochastic elements is essentially complete; its implementation is just beginning.

Atluri, S. N.↗

Stochastic Reconstruction of Thermal Protection Material Properties from Arc-Jet Experiments

Material response models are used to assess reliability using variances in the bond-line temperature predictions based on uncertainties in trajectory, aerothermal environment, and material properties. A key deficiency in the current approach is that input uncertainties are too often subjective, empirical, or ad-hoc, and are not rigorously linked to the arc-jet test data used to develop the TPS material model. While materials such as PICA are well understood, future missions may require more novel materials such as HEEET where unknown uncertainties have real consequences on the ability to assess reliability. A quantifiable estimate of reliability requires an iterative methodology where the parameters driving the variance in bond-line temperature (for example) are systematically identified. A test campaign to collect data or develop new models can then be identified to reduce those input uncertainties. A Bayesian inference loop defines these connections mathematically, i.e., prior knowledge about uncertainty is updated based on observation. While these concepts are well known (and often applied intuitively in a non-rigorous approach), only recent advances in reduced-order modelling have made them computationally viable methods for engineering. By replacing deterministic inverse methods with stochastic approaches, the hope is new materials proposed for future missions can more rapidly be developed with a greater understanding of the TPS material reliability. Two additional steps for the analysis of arc jet test data are discussed. The first is ability to construct a reduced-order model using material response simulations (Icarus/US3D) of the arc-jet test articles, and the second is the inclusion of this surrogate model in the Bayesian inversion process. Both capabilities will be demonstrated using prior PICA arc-jet test data. The quality of a surrogate model will be investigated and the variances on the calibrated material properties will be compared to our current understanding of the PICA material model.

Material response↗

Stochastic approach to correlations beyond the mean field with the Skyrme interaction

Large-scale calculation based on the multi-configuration Skyrme density functional theory is performed for the light N=Z even-even nucleus, {sup 12}C. Stochastic procedures and the imaginary-time evolution are utilized to prepare many Slater determinants. Each state is projected on eigenstates of parity and angular momentum. Then, performing the configuration mixing calculation with the Skyrme Hamiltonian, we obtain low-lying energy-eigenstates and their explicit wave functions. The generated wave functions are completely free from any assumption and symmetry restriction. Excitation spectra and transition probabilities are well reproduced, not only for the ground-state band, but for negative-parity excited states and the Hoyle state.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Revisiting the ODE Method for Recursive Algorithms: Fast Convergence Using Quasi Stochastic Approximation

Several decades ago, Profs. Sean Meyn and Lei Guo were postdoctoral fellows at ANU, where they shared interest in recursive algorithms. It seems fitting to celebrate Lei Guo's 60th birthday with a review of the ODE Method and its recent evolution. The method has been regarded as a technique for algorithm analysis. It is argued that this viewpoint is backwards: The original stochastic approximation method was surely motivated by an ODE, and tools for analysis came much later (based on establishing robustness of Euler approximations). The paper presents a brief survey of recent research in machine learning that shows the power of algorithm design in continuous time, following by careful approximation to obtain a practical recursive algorithm. While these methods are usually presented in a stochastic setting, this is not a prerequisite. In fact, recent theory shows that rates of convergence can be dramatically accelerated by applying techniques inspired by quasi Monte-Carlo. Subject to conditions, the optimal rate of convergence can be obtained by applying the averaging technique of Polyak and Ruppert. The conditions are not universal, but theory suggests alternatives to achieve acceleration. The theory is illustrated with applications to gradient-free optimization, and policy gradient algorithms for reinforcement learning.

learning and adaptive systems in artificial intell↗

Operator learning for predicting multiscale bubble growth dynamics

We report simulating and predicting multiscale problems that couple multiple physics and dynamics across many orders of spatiotemporal scales is a great challenge that has not been investigated systematically by deep neural networks (DNNs). Herein, we develop a framework based on operator regression, the so-called deep operator network (DeepONet), with the long-term objective to simplify multiscale modeling by avoiding the fragile and time-consuming “hand-shaking” interface algorithms for stitching together heterogeneous descriptions of multiscale phenomena. To this end, as a first step, we investigate if a DeepONet can learn the dynamics of different scale regimes, one at the deterministic macroscale and the other at the stochastic microscale regime with inherent thermal fluctuations. Specifically, we test the effectiveness and accuracy of the DeepONet in predicting multirate bubble growth dynamics, which is described by a Rayleigh–Plesset (R–P) equation at the macroscale and modeled as a stochastic nucleation and cavitation process at the microscale by dissipative particle dynamics (DPD). First, we generate data using the R–P equation for multirate bubble growth dynamics caused by randomly time-varying liquid pressures drawn from Gaussian random fields (GRFs). Our results show that properly trained DeepONets can accurately predict the macroscale bubble growth dynamics and can outperform long short-term memory networks. We also demonstrate that the DeepONet can extrapolate accurately outside the input distribution using only very few new measurements. Subsequently, we train the DeepONet with DPD data corresponding to stochastic bubble growth dynamics. Although the DPD data are noisy and we only collect sparse data points on the trajectories, the trained DeepONet model is able to predict accurately the mean bubble dynamics for time-varying GRF pressures. Taken together, our findings demonstrate that DeepONets can be employed to unify the macroscale and microscale models of the multirate bubble growth problem, hence providing new insight into the role of operator regression via DNNs in tackling realistic multiscale problems and in simplifying modeling with heterogeneous descriptions.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Aerodynamic optimization of supersonic compressor cascade using differential evolution on GPU

Differential Evolution (DE) is a powerful stochastic optimization method. Compared to gradient-based algorithms, DE is able to avoid local minima but requires at the same time more function evaluations. In turbomachinery applications, function evaluations are performed with time-consuming CFD simulation, which results in a long, non affordable, design cycle. Modern High Performance Computing systems, especially Graphic Processing Units (GPUs), are able to alleviate this inconvenience by accelerating the design evaluation itself. In this work we present a validated CFD Solver running on GPUs, able to accelerate the design evaluation and thus the entire design process. An achieved speedup of 20x to 30x enabled the DE algorithm to run on a high-end computer instead of a costly large cluster. The GPU-enhanced DE was used to optimize the aerodynamics of a supersonic compressor cascade, achieving an aerodynamic loss minimization of 20%.

97 MATHEMATICS AND COMPUTING↗

Surface fluctuating hydrodynamics methods for the drift-diffusion dynamics of particles and microstructures within curved fluid interfaces

Here we introduce fluctuating hydrodynamics approaches on surfaces for capturing the drift-diffusion dynamics of particles and microstructures immersed within curved fluid interfaces of spherical shape. We take into account the interfacial hydrodynamic coupling, traction coupling with the surrounding bulk fluid, and thermal fluctuations. For fluid-structure interactions, we introduce Immersed Boundary Methods (IBM) and related Stochastic Eulerian-Lagrangian Methods (SELM) for curved surfaces. We use these approaches to investigate the statistics of surface fluctuating hydrodynamics and microstructures. For velocity autocorrelations, we find characteristic power-law scalings $τ^{-1}, τ^{-2}$, and plateaus can emerge. This depends on the physical regime associated with the geometry, surface viscosity, and bulk viscosity. This differs from the characteristic $τ^{-3/2}$ scaling for bulk three dimensional fluids. We develop theory explaining these observed power-laws associated with time-scales for dissipation within the fluid interface and coupling to the surrounding fluid. We then use our introduced methods to investigate a few example systems and roles of hydrodynamic coupling and thermal fluctuations including for the kinetics of passive particles and active microswimmers in curved fluid interfaces.

97 MATHEMATICS AND COMPUTING↗

Ecohydrological modeling in agroecosystems: Examples and challenges

We report that human societies are increasingly altering the water and biogeochemical cycles to both improve ecosystem productivity and reduce risks associated with the unpredictable variability of climatic drivers. These alterations, however, often cause large negative environmental consequences, raising the question as to how societies can ensure a sustainable use of natural resources for the future. Here we discuss how ecohydrological modeling may address these broad questions with special attention to agroecosystems. The challenges related to modeling the two-way interaction between society and environment are illustrated by means of a dynamical model in which soil and water quality supports the growth of human society but is also degraded by excessive pressure, leading to critical transitions and sustained societal growth-collapse cycles. We then focus on the coupled dynamics of soil water and solutes (nutrients or contaminants), emphasizing the modeling challenges, presented by the strong nonlinearities in the soil and plant system and the unpredictable hydroclimatic forcing, that need to be overcome to quantitatively analyze problems of soil water sustainability in both natural and agricultural ecosystems. Finally, we discuss applications of this framework to problems of irrigation, soil salinization, and fertilization and emphasize how optimal solutions for large-scale, long-term planning of soil and water resources in agroecosystems under uncertainty could be provided by methods from stochastic control, informed by physically and mathematically sound descriptions of ecohydrological and biogeochemical interactions.

54 ENVIRONMENTAL SCIENCES↗

Robustness of Optical Response for Self-Assembled Plasmonic Metamaterials with Morphological Disorder and Surface Roughness

Bottom-up fabrication of metallized biotemplated nanostructures to form specific plasmonic nanoresonators holds promise as a means of achieving large-scale optical metamaterials. However, in contrast to top-down methods, the stochastic growth of self-assembled nanoresonators is prone to significant disorder and surface roughness, which naturally raise an important question about the robustness of their resonant properties in terms of structural imperfections. An aggregated-random-sphere model is developed to mimic the nucleated growth of metallized DNA origami assembly, leading to meta-atoms with realistic, experimentally observed morphological disorder and surface roughness. Using the well-known split-ring-resonator (SRR) motif as an example, the resonant properties of meta-atoms under different levels of roughness are investigated and a strong tolerance of optical response against morphological disorder is revealed. It is found that in SRRs, even with dramatic roughness introduced, the expected resonances are still observed, despite broadening line shapes compared to ideal smooth structure. Only for extreme disorder, which causes drastic segmentation of SRRs, does the resonant response disappear. Finally, the demonstrations are very encouraging for the prospects of bottom-up fabrication toward versatile functional metamaterials and metadevices.

36 MATERIALS SCIENCE↗

Interactions of πK, ππK and KKπ systems at maximal isospin from lattice QCD

We study the interactions of systems of two and three nondegenerate mesons composed of pions and kaons at maximal isospin using lattice QCD, specifically $π^+K^+, π^+π^+K^+$ and $K^+K^+π^+$. Utilizing the stochastic LapH method, we determine the spectrum of these systems on two CLS $N_f$ = 2 + 1 ensembles with pion masses of 200 MeV and 340 MeV, and include many levels in different momentum frames. We constrain the K matrices describing two- and three-particle interactions by fitting the spectrum to the results predicted by the finite-volume formalism, including up to p waves. This requires also results for the $π^+π^+$ and $K^+K^+$ spectrum, which have been obtained previously on the same configurations. We explore different fitting strategies, comparing fits to energy shifts with fits to energies boosted to the rest frame, and also comparing simultaneous global fits to all relevant two- and three-particle channels to those where we first fit twoparticle channels and then add in the three-particle information. We provide the first determination of the three-particle K matrix in $π^+π^+K^+$ and $K^+K^+π^+$ systems, finding statistically significant nonzero results in most cases. We include s and $\textit{p}$ waves in the K matrix for $π^+K^+$ scattering, finding evidence for an attractive p-wave scattering length. We compare our results to Chiral Perturbation Theory, including an investigation of the impact of discretization errors, for which we provide the leading order predictions obtained using Wilson Chiral Perturbation Theory.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗