Engineering Papers⌕ Search

SEARCH · Engineering Papers

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 505 records · Page 28

Probabilistic Groundwater Modeling of the RDX Plume at Los Alamos National Laboratory to Support Risk Assessment - 20359

A plume of the contaminant hexahydro-1,3,5-trinitro-1,3,5-triazine (RDX) with concentrations greater than the New Mexico tap water drinking standard (9.66 ppb) is present in the regional aquifer near the southwestern boundary of Los Alamos National Laboratory (LANL). A risk assessment is performed for exposure to regional aquifer groundwater, with long-term predictions of RDX concentrations provided by a calibrated, probabilistic, numerical fate and transport model. The structure of the model is hierarchical, with the RDX Regional Aquifer (RA) groundwater model acting as the primary tool for analysis of downgradient RDX concentrations. The RA model is deeply informed by the conceptual site model (CSM) and is calibrated using site RDX concentration data and hydraulic head measurements, along with other analyses. The model is calibrated using data through December 2019. Where data are scarce other lines of evidence are used to inform inputs, including the multiphase RDX Vadose Zone (VZ) model and Pipe and Disk analytical screening tool. Model inputs are described with informative prior distributions using a robust approach to development that incorporates all available lines of evidence for every parameter used as an input to the RA model. Calibration is performed using a classical nonlinear optimization routine, which is then used to initialize a Bayesian calibration. The Bayesian calibration constrains the uncertainty in the classical calibration, ultimately providing posterior distributions for all model parameters. The challenges of the calibration include high-dimensional parameter space, including spatially heterogeneous hydraulic conductivities, comparatively sparse data, and low RDX concentrations. Posterior parameter distributions developed in the calibration process are then used for stochastic predictive model runs into the future. The result of the forward runs is spatially and temporally explicit estimates of head and concentration with uncertainty at all points in space and time. The probabilistic modeling approach presented here includes innovative computational and statistical methods that leverage high-performance computing (HPC) resources. It makes use of prior modeling work performed at the chromium plume site in the central LANL area, with extensive updates. The risk assessment will ultimately be used to support decision-making at the site, using multiple appropriately weighted sources of information, as well as uncertainty, sensitivity, and value-of-information analyses. (authors)

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Some functional limit theorems for compound Cox processes

An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox processes) to Lévy processes in the Skorokhod space under more realistic moment conditions. As corollaries, theorems are proved on convergence of random walks with jumps having finite variances to Lévy processes with variance-mean mixed normal distributions, in particular, to stable Lévy processes.

97 MATHEMATICS AND COMPUTING↗

ESTIMATING BLACK HOLE MASSES IN HUNDREDS OF QUASARS

We explore the practical feasibility of active galactic nucleus (AGN) broadband reverberation mapping and present first results. We lay out and apply a rigorous approach for the stochastic reverberation mapping of unevenly sampled multi-broadband flux measurements, assuming that the broad-line region (BLR) line flux is contributing up to 15% in some bands, and is directly constrained by one spectroscopical epoch. The approach describes variations of the observed flux as the continuum, modeled as a stochastic Gaussian process, and emission line contribution, modeled as a scaled, smoothed, and delayed version of the continuum. This approach can be used not only to interpolate in time between measurements, but also to determine confidence limits on continuum—line emission delays. This approach is applied to Sloan Digital Sky Survey observations in Stripe 82 (S82), providing flux measurements that are precise to 2% at ∼60 epochs over ∼10 yr. The strong annual variations in the epoch sampling prove a serious limitation in practice. In addition, suitable redshift ranges must be identified where strong, broad emission lines contribute to one filter, but not to another. By generating and evaluating problem-specific mock data, we verify that S82-like data can constrain τ{sub delay} for a simple transfer function model. In application to real data, we estimate τ{sub delay} for 323 AGNs with 0.225 < z < 0.846, combining information for different objects through the ensemble-scaling relationships for BLR size and black hole mass. Our analysis tentatively indicates a 1.7 times larger BLR size of Hα and Mg II compared to Kaspi et al. and Vestergaard, but the seasonal data sampling casts doubt on the robustness of the inference.

79 ASTRONOMY AND ASTROPHYSICS↗

Max-Compound Cox Processes. I

Extreme values are considered in samples with random size that have a mixed Poisson distribution that is generated by a doubly stochastic Poisson process. Some inequalities are proved relating the distributions and moments of extrema with those of the leading process (the mixing distribution). Limit theorems are proved for the distributions of max-compound Cox processes, and limit distributions are described. An important particular case of the negative binomial distribution of a sample size corresponding to the case where the Cox process is led by a gamma Lévy process is considered, explaining a possible genesis of tempered asymptotic models.

97 MATHEMATICS AND COMPUTING↗

Stochastic growth logistic model with aftereffect for batch fermentation process

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic dynamics of a delayed bistable system with multiplicative noise

In this paper we investigate the properties of a delayed bistable system under the effect of multiplicative noise. We first prove the existence and uniqueness of the positive solution and show that its moments are uniformly bounded. Then, we study stochastic dynamics of the solution in long time, the lower and upper bounds for the paths and an estimate for the average value are provided.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Invariant Measures for Monotone SPDEs with Multiplicative Noise Term

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of the solution to show existence of an invariant measure. As an application we discuss stochastic reaction diffusion equations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Advances in imaging of chemically reacting flows

Many important chemically reacting systems are inherently multi-dimensional with spatial and temporal variations in the thermochemical state, which can be strongly coupled to interactions with transport processes. Fundamental insights into these systems require multi-dimensional measurements of the thermochemical state as well as fluid dynamics quantities. Laser-based imaging diagnostics provide spatially and temporally resolved measurements that help address this need. The state of the art in imaging diagnostics is continually progressing with the goal of attaining simultaneous multi-parameter measurements that capture transient processes, particularly those that lead to stochastic events, such as localized extinction in turbulent combustion. Development efforts in imaging diagnostics benefit from advances in laser and detector technology. This article provides a perspective on the progression of increasing dimensionality of laser-based imaging diagnostics and highlights the evolution from single-point measurements to 1D and 2D multi-parameter imaging and 3D high-speed imaging. This evolution is demonstrated using highlights of laser-based imaging techniques in combustion science research as an exemplar of a complex multi-dimensional chemically reacting system with chemistry–transport coupling. Imaging diagnostics impact basic research in other chemically reacting systems as well, such as measurements of near-surface gases in heterogeneous catalysis. The expanding dimensionality of imaging diagnostics leads to larger and more complex datasets that require increasingly demanding approaches to data analysis and provide opportunities for increased collaboration between experimental and computational researchers in tackling these challenges.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

HYPPO: A Surrogate-Based Multi-Level Parallelism Tool for Hyperparameter Optimization

We present a new software, HYPPO, that enables the automatic tuning of hyperparameters of various deep learning (DL) models. Unlike other hyperparameter optimization (HPO) methods, HYPPO uses adaptive surrogate models and directly accounts for uncertainty in model predictions to find accurate and reliable models that make robust predictions. Using asynchronous nested parallelism, we are able to significantly alleviate the computational burden of training complex architectures and quantifying the uncertainty. HYPPO is implemented in Python and can be used with both TensorFlow and PyTorch libraries. We demonstrate various software features on time-series prediction and image classification problems as well as a scientific application in computed tomography image reconstruction. Finally, we show that (1) we can reduce by an order of magnitude the number of evaluations necessary to find the most optimal region in the hyperparameter space and (2) we can reduce by two orders of magnitude the throughput for such HPO process to complete.

adaptation models↗

Multichannel spectral estimation in acoustics: A state-space approach

Spectral estimation is a necessary methodology to analyze the frequency content of noisy data sets especially in acoustic applications. Many spectral techniques have evolved starting with the classical Fourier transform methods based on the well-known Wiener-Khintchine relationship relating the covariance-to-spectral density as a transform pair culminating with more elegant model-based parametric techniques that apply prior knowledge of the data to produce a high-resolution spectral estimate. Multichannel spectral representations are a class of both nonparametric, as well as parametric, estimators that provide improved spectral estimates. In any case, classical nonparametric multichannel techniques can provide reasonable estimates when coupled with peak-peaking methods as long as the signal levels are reasonably high. Furthermore, parametric multichannel methods can perform quite well in low signal level environments even when applying simple peak-picking techniques. In this paper, the performance of both nonparametric (periodogram) and parametric (state-space) multichannel spectral estimation methods are investigated when applied to both synthesized noisy structural vibration data as well as data obtained from a sounding rocket flight. It is demonstrated that for the multichannel problem, state-space techniques provide improved performance, offering a parametric alternative compared to classical methods.

42 ENGINEERING↗

Diffusion Processes Satisfying a Conservation Law Constraint

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequences of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.

97 MATHEMATICS AND COMPUTING↗

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↗

Aperiodic signals processing via parameter-tuning stochastic resonance in a photorefractive ring cavity

Based on solving numerically the generalized nonlinear Langevin equation describing the nonlinear dynamics of stochastic resonance by Fourth-order Runge-Kutta method, an aperiodic stochastic resonance based on an optical bistable system is numerically investigated. The numerical results show that a parameter-tuning stochastic resonance system can be realized by choosing the appropriate optical bistable parameters, which performs well in reconstructing aperiodic signals from a very high level of noise background. The influences of optical bistable parameters on the stochastic resonance effect are numerically analyzed via cross-correlation, and a maximum cross-correlation gain of 8 is obtained by optimizing optical bistable parameters. This provides a prospective method for reconstructing noise-hidden weak signals in all-optical signal processing systems.

97 MATHEMATICS AND COMPUTING↗

PARTICLE ACCELERATION AND HEATING BY TURBULENT RECONNECTION

Turbulent flows in the solar wind, large-scale current sheets, multiple current sheets, and shock waves lead to the formation of environments in which a dense network of current sheets is established and sustains “turbulent reconnection.” We constructed a 2D grid on which a number of randomly chosen grid points are acting as scatterers (i.e., magnetic clouds or current sheets). Our goal is to examine how test particles respond inside this large-scale collection of scatterers. We study the energy gain of individual particles, the evolution of their energy distribution, and their escape time distribution. We have developed a new method to estimate the transport coefficients from the dynamics of the interaction of the particles with the scatterers. Replacing the “magnetic clouds” with current sheets, we have proven that the energization processes can be more efficient depending on the strength of the effective electric fields inside the current sheets and their statistical properties. Using the estimated transport coefficients and solving the Fokker–Planck (FP) equation, we can recover the energy distribution of the particles only for the stochastic Fermi process. We have shown that the evolution of the particles inside a turbulent reconnecting volume is not a solution of the FP equation, since the interaction of the particles with the current sheets is “anomalous,” in contrast to the case of the second-order Fermi process.

79 ASTRONOMY AND ASTROPHYSICS↗

STOCHASTIC TRANSIENTS AS A SOURCE OF QUASI-PERIODIC PROCESSES IN THE SOLAR ATMOSPHERE

Solar dynamics and turbulence occur at all heights of the solar atmosphere and could be described as stochastic processes. We propose that finite-lifetime transients recurring at a certain place could trigger quasi-periodic processes in the associated structures. In this study, we developed a mathematical model for finite-lifetime and randomly occurring transients, and found that quasi-periodic processes with periods longer than the timescale of the transients, are detectable intrinsically in the form of trains. We simulate their propagation in an empirical solar atmospheric model with chromosphere, transition region, and corona. We found that, due to the filtering effect of the chromospheric cavity, only the resonance period of the acoustic resonator is able to propagate to the upper atmosphere; such a scenario is applicable to slow magnetoacoustic waves in sunspots and active regions. If the thermal structure of the atmosphere is less wild and acoustic resonance does not take place, the long-period oscillations could propagate to the upper atmosphere. Such a case would be more likely to occur in polar plumes.

79 ASTRONOMY AND ASTROPHYSICS↗

A stochastic perturbation theory for non-autonomous systems

We develop a perturbation theory for a class of first order nonlinear non-autonomous stochastic ordinary differential equations that arise in climate physics. The perturbative procedure produces moments in terms of integral delay equations, whose order by order decay is characterized in a Floquet-like sense. Both additive and multiplicative sources of noise are discussed and the question of how the nature of the noise influences the results is addressed theoretically and numerically. By invoking the Martingale property, we rationalize the transformation of the underlying Stratonovich form of the model to an Ito form, independent of whether the noise is additive or multiplicative. The generality of the analysis is demonstrated by developing it both for a Brownian particle moving in a periodically forced quartic potential, which acts as a simple model of stochastic resonance, as well as for our more complex climate physics model. The validity of the approach is shown by comparison with numerical solutions. The particular climate dynamics problem upon which we focus involves a low-order model for the evolution of Arctic sea ice under the influence of increasing greenhouse gas forcing ΔF{sub 0}. The deterministic model, developed by Eisenman and Wettlaufer [“Nonlinear threshold behavior during the loss of Arctic sea ice,” Proc. Natl. Acad. Sci. U.S.A. 106(1), 28–32 (2009)] exhibits several transitions as ΔF{sub 0} increases and the stochastic analysis is used to understand the manner in which noise influences these transitions and the stability of the system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗