STUDIES IN THE ASYMPTOTIC THEORY OF CONTROL SYSTEMS, I. STOCHASTIC AND DETERMINISTIC N-STAGE PROCESSES
Asymptotic theory of control - stochastic and deterministic n-stage processes
N-STAGE PROCESS↗
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Results for “stochastic processes”
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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Fractional Poisson Fields and Martingales
We present new properties for the Fractional Poisson process (FPP) and the Fractional Poisson field on the plane. A martingale characterization for FPPs is given. We extend this result to Fractional Poisson fields, obtaining some other characterizations. The fractional differential equations are studied. We consider a more general Mixed-Fractional Poisson process and show that this process is the stochastic solution of a system of fractional differential-difference equations. Finally, we give some simulations of the Fractional Poisson field on the plane.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Percolation network in resistive switching devices with the structure of silver/amorphous silicon/p-type silicon
Conducting pathway of percolation network was identified in resistive switching devices (RSDs) with the structure of silver/amorphous silicon/p-type silicon (Ag/a-Si/p-Si) based on its gradual RESET-process and the stochastic complex impedance spectroscopy characteristics (CIS). The formation of the percolation network is attributed to amounts of nanocrystalline Si particles as well as defect sites embedded in a-Si layer, in which the defect sites supply positions for Ag ions to nucleate and grow. The similar percolation network has been only observed in Ag-Ge-Se based RSD before. This report provides a better understanding for electric properties of RSD based on the percolation network.
75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
Delayed star formation in isolated dwarf galaxies: Hubble space telescope star formation history of the Aquarius dwarf irregular
We have obtained deep images of the highly isolated (d = 1 Mpc) Aquarius dwarf irregular galaxy (DDO 210) with the Hubble Space Telescope Advanced Camera for Surveys. The resulting color-magnitude diagram (CMD) reaches more than a magnitude below the oldest main-sequence turnoff, allowing us to derive the star formation history (SFH) over the entire lifetime of the galaxy with a timing precision of ≈10% of the lookback time. Using a maximum likelihood fit to the CMD we find that only ≈10% of all star formation in Aquarius took place more than 10 Gyr ago (lookback time equivalent to redshift z ≈ 2). The star formation rate increased dramatically ≈6-8 Gyr ago (z ≈ 0.7-1.1) and then declined until the present time. The only known galaxy with a more extreme confirmed delay in star formation is Leo A, a galaxy of similar M {sub H} {sub I}/M {sub *}, dynamical mass, mean metallicity, and degree of isolation. The delayed stellar mass growth in these galaxies does not track the mean dark matter accretion rate from CDM simulations. The similarities between Leo A and Aquarius suggest that if gas is not removed from dwarf galaxies by interactions or feedback, it can linger for several gigayears without cooling in sufficient quantity to form stars efficiently. We discuss possible causes for the delay in star formation including suppression by reionization and late-time mergers. We find reasonable agreement between our measured SFHs and select cosmological simulations of isolated dwarfs. Because star formation and merger processes are both stochastic in nature, delayed star formation in various degrees is predicted to be a characteristic (but not a universal) feature of isolated small galaxies.
79 ASTRONOMY AND ASTROPHYSICS↗
Renormdynamics, multiparticle production, negative binomial distribution, and Riemann zeta function
After short introduction, we consider different aspects of the renormdynamics. Then scaling functions of the multiparticle production processes and corresponding stochastic dynamics are considered. Nonperturbative quasi-particle dynamics is considered on the base of the toy QCD-O(N)-sigma model. Last section concerns to the NBD-Riemann zeta function connection.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
System Modeling Techniques for PRA P-200
Course Objectives: Build PRA modeling and analysis skills – Event tree and fault tree model development – Dependent failures and common cause modeling – Component failure mechanisms, Improve understanding of quantification process, Improve ability to extract key results from a PRA, Greater familiarity with PRA goals and process, and Aleatory (stochastic) versus Epistemic (state of knowledge) uncertainty
97 MATHEMATICS AND COMPUTING↗
Measurement Uncertainty in One-Of-A-Kind Event Data Analysis
A golden standard in science is to repeat an experiment a statistically significant number of times, recording data using the same set of detectors and the same data analysis methodology. In such case experimental error includes both the range of true values generated by repetitions of the experiment, and measurement uncertainty caused by the detector. They are independent. It is a huge and too frequently used simplification, to assume that one can measure multiple repetitions of an identical experiment, resulting in identical true experimental value. Repetitions, as similar is it is experimentally achievable, have unavoidable built-in differences resulting in a range of the true values rather than in a single value. When modern, very sensitive and well calibrated measurement systems are used, this range is not negligible, and sometimes dominates over the measurement uncertainty. Range of true values depends on built-in differences in physics of the experiment. Stochastic physical processes result typically in a broader range of true values than non-stochastic processes do. Measurement uncertainty depends on a measurement method (properties of the detector not of the experiment). Modern measurement methods, including digital ones, frequently make the measurement uncertainty very small. When data from one–of –a kind experiment are analyzed, only the measurement uncertainty is reported. It provides no information about the range of true experimental values, neither about reliability of a reported data point. Reliability of a data point is in general independent from its measurement uncertainty. However, in practice reliable measurement methods frequently have high measurement uncertainty, while low reliability methods are applied to limit measurement uncertainty. Comparison of reliable data with high measurement uncertainty to not so reliable data measured with low uncertainty is discussed – in different scenarios different data analysis methods are applicable. Methods for data analysis from an experiment repeated statistically significant number of times are very well developed. They do not require a detailed expertise in physics of an experiment, nor in the properties of the measurement system used, and meaning of the reported uncertainty is well understood in any scientific community. It all changes when data from one-of-a-kind experiment is analyzed. Analyst’s expertise is required both in the physics of the experiment and in all aspects of the measurement system, all possible malfunctions. Data users must remember that only measurement uncertainty is reported from any one-of-a-kind experiment. Theory with simulations may provide estimation of expected built-in differences in the experiment, and by this of expected range of true values for a given experiment; yet measurement uncertainty can never be used in place of the range of true experimental values.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Two stochastic models for simulation of correlated random processes
Mathematical models for simulation of correlated stochastic processes with stationary Gaussian properties
Hoshiya, M.↗
Stochastic nature of magnetic processes studied by full-field soft X-ray microscopy
In nanomagnetism, one of the crucial scientific questions is whether magnetic behaviors are deterministic or stochastic on a nanoscale. Apart from the exciting physical issue, this question is also of paramount highest relevance for using magnetic materials in a wealth of technological applications such as magnetic storage and sensor devices. In the past, the research on the stochasticity of a magnetic process has been mainly done by macroscopic measurements, which only offer ensemble-averaged information. To give more accurate answer for the question and to fully understand related underlying physics, the direct observation of statistical behaviors in magnetic structures and magnetic phenomena utilizing advanced characterization techniques is highly required. One of the ideal tools for such study is a full-field soft X-ray microscope since it enables imaging of magnetic structures on the large field of view within a few seconds. Here in this paper, we review the stochastic behaviors of various magnetic processes including magnetization reversal process in thin films, magnetic domain wall motions in nanowires, and magnetic vortex formations in nanodisks studied by full-field soft X-ray microscopy. The origin triggering the stochastic nature witnessed in each magnetic process and the way to control the intrinsic nature are also discussed.
36 MATERIALS SCIENCE↗
Investigation for improving Global Positioning System (GPS) orbits using a discrete sequential estimator and stochastic models of selected physical processes
GEODYNII is a conventional batch least-squares differential corrector computer program with deterministic models of the physical environment. Conventional algorithms were used to process differenced phase and pseudorange data to determine eight-day Global Positioning system (GPS) orbits with several meter accuracy. However, random physical processes drive the errors whose magnitudes prevent improving the GPS orbit accuracy. To improve the orbit accuracy, these random processes should be modeled stochastically. The conventional batch least-squares algorithm cannot accommodate stochastic models, only a stochastic estimation algorithm is suitable, such as a sequential filter/smoother. Also, GEODYNII cannot currently model the correlation among data values. Differenced pseudorange, and especially differenced phase, are precise data types that can be used to improve the GPS orbit precision. To overcome these limitations and improve the accuracy of GPS orbits computed using GEODYNII, we proposed to develop a sequential stochastic filter/smoother processor by using GEODYNII as a type of trajectory preprocessor. Our proposed processor is now completed. It contains a correlated double difference range processing capability, first order Gauss Markov models for the solar radiation pressure scale coefficient and y-bias acceleration, and a random walk model for the tropospheric refraction correction. The development approach was to interface the standard GEODYNII output files (measurement partials and variationals) with software modules containing the stochastic estimator, the stochastic models, and a double differenced phase range processing routine. Thus, no modifications to the original GEODYNII software were required. A schematic of the development is shown. The observational data are edited in the preprocessor and the data are passed to GEODYNII as one of its standard data types. A reference orbit is determined using GEODYNII as a batch least-squares processor and the GEODYNII measurement partial (FTN90) and variational (FTN80, V-matrix) files are generated. These two files along with a control statement file and a satellite identification and mass file are passed to the filter/smoother to estimate time-varying parameter states at each epoch, improved satellite initial elements, and improved estimates of constant parameters.
Goad, Clyde C.↗
Learning process mapping heuristics under stochastic sampling overheads
A statistical method was developed previously for improving process mapping heuristics. The method systematically explores the space of possible heuristics under a specified time constraint. Its goal is to get the best possible heuristics while trading between the solution quality of the process mapping heuristics and their execution time. The statistical selection method is extended to take into consideration the variations in the amount of time used to evaluate heuristics on a problem instance. The improvement in performance is presented using the more realistic assumption along with some methods that alleviate the additional complexity.
Ieumwananonthachai, Arthur↗
Dynamical Signatures of Living Systems
One of the main challenges in modeling living systems is to distinguish a random walk of physical origin (for instance, Brownian motions) from those of biological origin and that will constitute the starting point of the proposed approach. As conjectured, the biological random walk must be nonlinear. Indeed, any stochastic Markov process can be described by linear Fokker-Planck equation (or its discretized version), only that type of process has been observed in the inanimate world. However, all such processes always converge to a stable (ergodic or periodic) state, i.e., to the states of a lower complexity and high entropy. At the same time, the evolution of living systems directed toward a higher level of complexity if complexity is associated with a number of structural variations. The simplest way to mimic such a tendency is to incorporate a nonlinearity into the random walk; then the probability evolution will attain the features of diffusion equation: the formation and dissipation of shock waves initiated by small shallow wave disturbances. As a result, the evolution never "dies:" it produces new different configurations which are accompanied by an increase or decrease of entropy (the decrease takes place during formation of shock waves, the increase-during their dissipation). In other words, the evolution can be directed "against the second law of thermodynamics" by forming patterns outside of equilibrium in the probability space. Due to that, a specie is not locked up in a certain pattern of behavior: it still can perform a variety of motions, and only the statistics of these motions is constrained by this pattern. It should be emphasized that such a "twist" is based upon the concept of reflection, i.e., the existence of the self-image (adopted from psychology). The model consists of a generator of stochastic processes which represents the motor dynamics in the form of nonlinear random walks, and a simulator of the nonlinear version of the diffusion equation which represents the mental dynamics. It has been demonstrated that coupled mental-motor dynamics can simulate emerging self-organization, prey-predator games, collaboration and competition, "collective brain," etc.
Zak, M.↗
Wind Power Ramp Event Forecasting Using a Stochastic Scenario Generation Method
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24 POWER TRANSMISSION AND DISTRIBUTION↗
Value of Information in Fuel Cycle Decision-making
Transitions between nuclear fuel cycles with uncertain key parameters (e.g., SNF and HLW disposal costs, fast reactor capital costs) have been examined using a decision-making under uncertainty methodology. The methodology explicitly incorporates uncertainties in key parameters into the decision-making process by constructing a stochastic model and embedding uncertainties as bifurcations in the decision-tree. The framework of this methodology allows for interpretation using a real options valuation or game theoretic approach, reviewed in. The work presented here extends the decision-making under uncertainty framework to calculate the value of information, which may be used to inform a game against nature. These games against nature have been applied to resource allocation problems, where scarce resources are allocated to maximize expected payoffs. More broadly, the value of developing alternative technologies may be considered under the same framework, where an investment portfolio for technology deployment may be developed. Here, the value of information is taken as the value of reducing uncertainty in key parameters, and these values may be substituted for the traditional payoff matrix when considering allocating scarce resources. Games against nature may provide a unique perspective on R and D funding decisions when considering transitions between nuclear fuel cycles. By determining the value of reducing uncertainties (of gaining information on probability distributions) scarce resources may be allocated in such a way to maximize their utility. (authors)
11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
Stochastic resonance during a polymer translocation process
We have studied the occurrence of stochastic resonance when a flexible polymer chain undergoes a single-file translocation through a nano-pore separating two spherical cavities, under a time-periodic external driving force. The translocation of the chain is controlled by a free energy barrier determined by chain length, pore length, pore-polymer interaction, and confinement inside the donor and receiver cavities. The external driving force is characterized by a frequency and amplitude. By combining the Fokker-Planck formalism for polymer translocation and a two-state model for stochastic resonance, we have derived analytical formulas for criteria for emergence of stochastic resonance during polymer translocation. We show that no stochastic resonance is possible if the free energy barrier for polymer translocation is purely entropic in nature. The polymer chain exhibits stochastic resonance only in the presence of an energy threshold in terms of polymer-pore interactions. Once stochastic resonance is feasible, the chain entropy controls the optimal synchronization conditions significantly.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Stochasticity, succession, and environmental perturbations in a fluidic ecosystem
Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession.
54 ENVIRONMENTAL SCIENCES↗
On the Radio-emitting Particles of the Crab Nebula: Stochastic Acceleration Model
The broadband emission of pulsar wind nebulae (PWNe) is well described by non-thermal emissions from accelerated electrons and positrons. However, the standard shock acceleration model of PWNe does not account for the hard spectrum in radio wavelengths. The origin of the radio-emitting particles is also important to determine the pair production efficiency in the pulsar magnetosphere. Here, we propose a possible resolution for the particle energy distribution in PWNe; the radio-emitting particles are not accelerated at the pulsar wind termination shock but are stochastically accelerated by turbulence inside PWNe. We upgrade our past one-zone spectral evolution model to include the energy diffusion, i.e., the stochastic acceleration, and apply the model to the Crab Nebula. A fairly simple form of the energy diffusion coefficient is assumed for this demonstrative study. For a particle injection to the stochastic acceleration process, we consider the continuous injection from the supernova ejecta or the impulsive injection associated with supernova explosion. The observed broadband spectrum and the decay of the radio flux are reproduced by tuning the amount of the particle injected to the stochastic acceleration process. The acceleration timescale and the duration of the acceleration are required to be a few decades and a few hundred years, respectively. Our results imply that some unveiled mechanisms, such as back reaction to the turbulence, are required to make the energies of stochastically and shock-accelerated particles comparable.
79 ASTRONOMY AND ASTROPHYSICS↗
Biochemical physics modeling of biological nano-motors
We present a biochemical physics model accounting for the dynamics and energetics of both translational and rotational protein motors. A modified version of the hand-over-hand mechanism considering competitive inhibition by ADP is presented. Transition state-like theory is used to reconstruct the time dependent free-energy landscape of the cycle catalyst process that allows to predicting the number of steps or rotations that a single motor can perform. In addition, following the usual approach of chemical kinetics, we calculate the average translational velocity and also the stopping time of processes involving a collectivity of motors, such as exocytosis and endocytosis processes. Finally, we formulate a stochastic model reproducing very well single realizations of kinesin and rotary ATPases.
75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗