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At least 595 records · Page 33

Analysis of the correlation dimension for inertial particles

We obtain an implicit equation for the correlation dimension which describes clustering of inertial particles in a complex flow onto a fractal measure. Our general equation involves a propagator of a nonlinear stochastic process in which the velocity gradient of the fluid appears as additive noise. When the long-time limit of the propagator is considered our equation reduces to an existing large-deviation formalism from which it is difficult to extract concrete results. In the short-time limit, however, our equation reduces to a solvability condition on a partial differential equation. In the case where the inertial particles are much denser than the fluid, we show how this approach leads to a perturbative expansion of the correlation dimension, for which the coefficients can be obtained exactly and in principle to any order. We derive the perturbation series for the correlation dimension of inertial particles suspended in three-dimensional spatially smooth random flows with white-noise time correlations, obtaining the first 33 non-zero coefficients exactly.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Survey on stochastic distribution systems: A full probability density function control theory with potential applications

Complex systems seen either in general engineering practice or economics are subjected to ever increased uncertainties that are mostly represented as random variables or parameters, and the characteristics of random variables are represented by their probability density functions (PDFs). Controlling their PDFs means to shape their stochastic distributions and in general it would provide a full treatment for system analysis and operational control and optimization. This leads to the development of stochastic distribution control (SDC) systems theory in the past decades, where the original aim of the controller design is to realize a shape control of the distributions of certain random variables in their PDFs sense for some engineering processes. Indeed, once the PDFs of these random variables or parameters are used to describe their distribution characters, the control task is to obtain control signals so that the output PDFs of stochastic systems are made to follow their target PDFs. The subject of SDC was initially originated for non-Gaussian stochastic control systems design but has found a wide spectrum of applications in general systems in terms of data-driven modeling, analysis, signal processing (filtering), data mining via multivariable statistics, decision-making (optimization) for systems subjected to uncertainties and even in economics. In this context, SDC constitutes an effective primer tool for complex system analysis, control and operational optimizations. In this review paper, a detailed survey of the developments on the research of SDC systems will be made together with their wide spectrum applications and future perspectives.

42 ENGINEERING↗

Characterization and prediction of the electromechanical wear of contact tips during wire arc additive manufacturing of 316L stainless steel

Here, this study seeks to better understand the degradation of the contact tip with respect to WAAM for a 316L wire electrode as well as explore methods of monitoring the contact tip state from process data. The contact tip, a consumable component, positions the wire and serves as the electrical contact surface between the wire electrode and the welding power supply. The wear of the contact tip was characterized in terms of material loss and material contamination for a set of tips worn to discrete levels as measured by the amount of wire fed or arc time. Geometrical characterization found a 49% increase in the bore exit area at 180 meters of wire fed. Machine learning models were developed to predict the relative bore exit area of the contact tip from arc-based process data and a random forest classifier exhibited favorable performance with a cross-validated f1-score of 0.84. The regression architecture implemented a multi-layer perceptron with the ability to predict the relative exit area with an $R^2$ score of 0.75. Key features used in the prediction include the standard deviation of the voltage and the time between shorts.

Contact tip wear↗

GW150914: FIRST SEARCH FOR THE ELECTROMAGNETIC COUNTERPART OF A GRAVITATIONAL-WAVE EVENT BY THE TOROS COLLABORATION

We present the results of the optical follow-up conducted by the TOROS collaboration of the first gravitational-wave event GW150914. We conducted unfiltered CCD observations (0.35–1 μ m) with the 1.5 m telescope at Bosque Alegre starting ∼2.5 days after the alarm. Given our limited field of view (∼100 arcmin{sup 2}), we targeted 14 nearby galaxies that were observable from the site and were located within the area of higher localization probability. We analyzed the observations using two independent implementations of difference-imaging algorithms, followed by a Random-Forest-based algorithm to discriminate between real and bogus transients. We did not find any bona fide transient event in the surveyed area down to a 5 σ limiting magnitude of r = 21.7 mag (AB). Our result is consistent with the LIGO detection of a binary black hole merger, for which no electromagnetic counterparts are expected, and with the expected rates of other astrophysical transients.

79 ASTRONOMY AND ASTROPHYSICS↗

Computational Mechanics for Heterogeneous Materials

The subject of this work is the development of models for the numerical simulation of matter, momentum, and energy balance in heterogeneous materials. These are materials that consist of multiple phases or species or that are structured on some (perhaps many) scale(s). By computational mechanics we mean to refer generally to the standard type of modeling that is done at the level of macroscopic balance laws (mass, momentum, energy). We will refer to the flow or flux of these quantities in a generalized sense as transport. At issue here are the forms of the governing equations in these complex materials which are potentially strongly inhomogeneous below some correlation length scale and are yet homogeneous on larger length scales. The question then becomes one of how to model this behavior and what are the proper multi-scale equations to capture the transport mechanisms across scales. To address this we look to the area of generalized stochastic process that underlie the transport processes in homogeneous materials. The archetypal example being the relationship between a random walk or Brownian motion stochastic processes and the associated Fokker-Planck or diffusion equation. Here we are interested in how this classical setting changes when inhomogeneities or correlations in structure are introduced into the problem. Aspects of non-classical behavior need to be addressed, such as non-Fickian behavior of the mean-squared-displacement (MSD) and non-Gaussian behavior of the underlying probability distribution of jumps. We present an experimental technique and apparatus built to investigate some of these issues. We also discuss diffusive processes in inhomogeneous systems, and the role of the chemical potential in diffusion of hard spheres is considered. Also, the relevance to liquid metal solutions is considered. Finally we present an example of how inhomogeneities in material microstructure introduce fluctuations at the meso-scale for a thermal conduction problem. These fluctuations due to random microstructures also provide a means of characterizing the aleatory uncertainty in material properties at the mesoscale.

36 MATERIALS SCIENCE↗

Predicting Initial Trans-Membrane Pressure for Optimized Operations in UF Unit Using Random Forest

With the growing scarcity of freshwater, innovative process design mechanisms like Reverse Osmosis (RO) are increasingly gaining attention among water treatment utilities to address the rising demand. Ensuring reliable water production necessitates efficient resource utilization, minimizing downtime in (ultra-filtration) UF systems. Recent advancements in machine learning (ML) have enabled the development of accurate data-driven models for Model Predictive Control (MPC), often requiring minimal prior knowledge of underlying physical processes. In this study, we present predictive regression models based on Random Forest (RF) and Auto-Regressive (AR) approaches to forecast the initial Trans-Membrane Pressure (TMP) for each filtration cycle in data generated by Direct Potable Reuse (DPR) systems. The proposed RF-based model demonstrates superior performance compared to baseline methods, including historical mean, Last Observation Carried Forward (LOCF), and naïve AR models, across various forecasting horizons in terms of root mean square error (RMSE) metric. To evaluate how different classes of process variables contribute to TMP dynamics over time, we examine the feature importance of independent covariates across multiple forecast horizons. This analysis provides insight into the temporal relevance of operational and sensor-derived features, guiding control and monitoring strategies. Additionally, the impact of hyperparameter tuning on TMP prediction performance is studied for both direct and recursive RF modelling approaches across increasing forecast horizons. Accurate prediction of initial TMP is critical for optimizing RO operations, as it enables the development of robust modelling frameworks by accurately estimating membrane fouling trends, thereby enhancing process efficiency and long-term reliability. The demonstrated efficacy of the RF-based approach highlights its potential as a tool for real-time decision-making in water treatment systems, paving the way for advanced process optimization and sustainable water resource management.

Mukherjee, Subrata [ORNL] (ORCID:0000000309930338)↗

SU-G-IeP4-03: Cone Beam X-Ray Luminescence Computed Tomography Based On Generalized Gaussian Markov Random Field

Purpose: Cone beam X-ray luminescence computed tomography (CB-XLCT), which aims to achieve molecular and functional imaging by X-rays, has recently been proposed as a new imaging modality. However, the inverse problem of CB-XLCT is seriously ill-conditioned, hindering us to achieve good image quality. In this work, a novel reconstruction method based on Bayesian theory is proposed to tackle this problem Methods: Bayesian theory provides a natural framework for utilizing various kinds of available prior information to improve the reconstruction image quality. A generalized Gaussian Markov random field (GGMRF) model is proposed here to construct the prior model of the Bayesian theory. The most important feature of GGMRF model is the adjustable shape parameter p, which can be continuously adjusted from 1 to 2. The reconstruction image tends to have more edge-preserving property when p is slide to 1, while having more noise tolerance property when p is slide to 2, just like the behavior of L1 and L2 regularization methods, respectively. The proposed method provides a flexible regularization framework to adapt to a wide range of applications. Results: Numerical simulations were implemented to test the performance of the proposed method. The Digimouse atlas were employed to construct a three-dimensional mouse model, and two small cylinders were placed inside to serve as the targets. Reconstruction results show that the proposed method tends to obtain better spatial resolution with a smaller shape parameter, while better signal-to-noise image with a larger shape parameter. Quantitative indexes, contrast-to-noise ratio (CNR) and full-width at half-maximum (FWHM), were used to assess the performance of the proposed method, and confirmed its effectiveness in CB-XLCT reconstruction. Conclusion: A novel reconstruction method for CB-XLCT is proposed based on GGMRF model, which enables an adjustable performance tradeoff between L1 and L2 regularization methods. Numerical simulations were conducted to demonstrate its performance.

60 APPLIED LIFE SCIENCES↗

Predicting Initial Trans-Membrane Pressure for Optimized Operations in UF Unit Using Random Forest

With the growing scarcity of freshwater, innovative process design mechanisms like Ultra-filtration(UF) units are increasingly gaining attention among water treatment utilities to address the rising demand. Ensuring reliable water production necessitates efficient resource utilization, minimizing downtime in UF systems. Recent advancements in machine learning (ML) have enabled the development of accurate data-driven models for Model Predictive Control (MPC), often requiring minimal prior knowledge of underlying physical processes. In this study, we present predictive regression models based on Random Forest (RF) and Auto-Regressive (AR) approaches to forecast the initial Trans-Membrane Pressure (TMP) for each filtration cycle in data generated by Direct Potable Reuse (DPR) systems. The proposed RF-based model demonstrates superior performance compared to baseline methods, including historical mean, Last Observation Carried Forward (LOCF), and naïve AR models, across various forecasting horizons in terms of root mean square (RMSE) metric. Accurate prediction of initial TMP is critical for optimizing CCRO operations, as it enables the development of robust modelling frameworks that enhance process efficiency and reliability. The demonstrated efficacy of the RF-based approach highlights its potential as a tool for real-time decision-making in water treatment systems, paving the way for advanced process optimization and sustainable water resource management.

Mukherjee, Subrata [ORNL] (ORCID:0000000309930338)↗

NuQKD: A Modular Quantum Key Distribution Simulation Framework for Engineering Applications

Abstract An experimental Quantum Key Distribution (QKD) implementation requires advanced costly hardware, unavailable in most research environments, making protocol testing and performance evaluation complicated. This has been a major motivation for the development of QKD simulation frameworks, to allow researchers to obtain insight before proceeding into practical implementations. Several simulators have been introduced over the recent years. However, only four are publicly available, only one of which models equipment imperfections. Currently, no open‐source simulator includes all following capabilities: channel attenuation modelling, equipment imperfections and effects on key rates, estimation of elapsed time during classical and quantum‐ channel processes, use of truly random binary sequences for qubits and measurement bases, shared ‐bit fraction customization. In this paper, we present NuQKD, an open‐ source modular, intuitive simulator, featuring all the above capabilities. NuQKD establishes communication between two computer terminals, accepts custom user inputs (iterations, raw key size, attacker interception rate etc.) and evaluates the sifted key, Quantum Bit Error Rate (QBER), elapsed communication time, and more. NuQKD capabilities include optical fiber and free ‐space simulation, modeling of equipment/channel imperfections, bitstrings from True Random Number Generators, decoy‐state protocol support, and automated evaluation of performance metrics. We expect NuQKD to enable convenient and accurate representation of actual experimental conditions.

Gkouliaras, Konstantinos↗

Robustness of Quadratic Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps

We consider a backward stochastic differential equation with jumps (BSDEJ) which is driven by a Brownian motion and a Poisson random measure. We present two candidate-approximations to this BSDEJ and we prove that the solution of each candidate-approximation converges to the solution of the original BSDEJ in a space which we specify. We use this result to investigate in further detail the consequences of the choice of the model to (partial) hedging in incomplete markets in finance. As an application, we consider models in which the small variations in the price dynamics are modeled with a Poisson random measure with infinite activity and models in which these small variations are modeled with a Brownian motion or are cut off. Using the convergence results on BSDEJs, we show that quadratic hedging strategies are robust towards the approximation of the market prices and we derive an estimation of the model risk.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Optimal Control for Stochastic Delay Evolution Equations

In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.

97 MATHEMATICS AND COMPUTING↗

On an asymptotic viscosity solution property of solutions of discrete Hamilton–Jacobi–Bellman equations

In this paper, we show that a proper limit of solutions of discrete Hamilton–Jacobi–Bellman (dHJB) equations in a random walk model becomes a viscosity solution of a Hamilton–Jacobi–Bellman (HJB) variational inequality in a continuous-time geometric Brownian model. HJB variational inequalities are used to analyze singular stochastic control problems in mathematical finance. By our result, with the help of dHJB equations, we can obtain viscosity solutions of HJB variational inequalities which are usually identified with the value functions of the singular stochastic control problems.

97 MATHEMATICS AND COMPUTING↗

Multilevel Monte Carlo for two phase flow and Buckley–Leverett transport in random heterogeneous porous media

Monte Carlo (MC) is a well known method for quantifying uncertainty arising for example in subsurface flow problems. Although robust and easy to implement, MC suffers from slow convergence. Extending MC by means of multigrid techniques yields the multilevel Monte Carlo (MLMC) method. MLMC has proven to greatly accelerate MC for several applications including stochastic ordinary differential equations in finance, elliptic stochastic partial differential equations and also hyperbolic problems. In this study, MLMC is combined with a streamline-based solver to assess uncertain two phase flow and Buckley–Leverett transport in random heterogeneous porous media. The performance of MLMC is compared to MC for a two dimensional reservoir with a multi-point Gaussian logarithmic permeability field. The influence of the variance and the correlation length of the logarithmic permeability on the MLMC performance is studied.

97 MATHEMATICS AND COMPUTING↗

Connecting the dots: Semi-analytical and random walk numerical solutions of the diffusion–reaction equation with stochastic initial conditions

We study a system with bimolecular irreversible kinetic reaction A+B→∅ where the underlying transport of reactants is governed by diffusion, and the local reaction term is given by the law of mass action. We consider the case where the initial concentrations are given in terms of an average and a white noise perturbation. Our goal is to solve the diffusion–reaction equation which governs the system, and we tackle it with both analytical and numerical approaches. To obtain an analytical solution, we develop the equations of moments and solve them approximately. To obtain a numerical solution, we develop a grid-less Monte Carlo particle tracking approach, where diffusion is modeled by a random walk of the particles, and reaction is modeled by annihilation of particles. The probability of annihilation is derived analytically from the particles' co-location probability. We rigorously derive the relationship between the initial number of particles in the system and the amplitude of white noise represented by that number. This enables us to compare the particle simulations and the approximate analytical solution and offer an explanation of the late time discrepancies. - Graphical abstract:.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A weighted ℓ{sub 1}-minimization approach for sparse polynomial chaos expansions

This work proposes a method for sparse polynomial chaos (PC) approximation of high-dimensional stochastic functions based on non-adapted random sampling. We modify the standard ℓ{sub 1}-minimization algorithm, originally proposed in the context of compressive sampling, using a priori information about the decay of the PC coefficients, when available, and refer to the resulting algorithm as weightedℓ{sub 1}-minimization. We provide conditions under which we may guarantee recovery using this weighted scheme. Numerical tests are used to compare the weighted and non-weighted methods for the recovery of solutions to two differential equations with high-dimensional random inputs: a boundary value problem with a random elliptic operator and a 2-D thermally driven cavity flow with random boundary condition.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Application of stochastic Galerkin FEM to the complete electrode model of electrical impedance tomography

The aim of electrical impedance tomography is to determine the internal conductivity distribution of some physical body from boundary measurements of current and voltage. The most accurate forward model for impedance tomography is the complete electrode model, which consists of the conductivity equation coupled with boundary conditions that take into account the electrode shapes and the contact resistances at the corresponding interfaces. If the reconstruction task of impedance tomography is recast as a Bayesian inference problem, it is essential to be able to solve the complete electrode model forward problem with the conductivity and the contact resistances treated as a random field and random variables, respectively. In this work, we apply a stochastic Galerkin finite element method to the ensuing elliptic stochastic boundary value problem and compare the results with Monte Carlo simulations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A probabilistic graphical model based stochastic input model construction

Model reduction techniques have been widely used in modeling of high-dimensional stochastic input in uncertainty quantification tasks. However, the probabilistic modeling of random variables projected into reduced-order spaces presents a number of computational challenges. Due to the curse of dimensionality, the underlying dependence relationships between these random variables are difficult to capture. In this work, a probabilistic graphical model based approach is employed to learn the dependence by running a number of conditional independence tests using observation data. Thus a probabilistic model of the joint PDF is obtained and the PDF is factorized into a set of conditional distributions based on the dependence structure of the variables. The estimation of the joint PDF from data is then transformed to estimating conditional distributions under reduced dimensions. To improve the computational efficiency, a polynomial chaos expansion is further applied to represent the random field in terms of a set of standard random variables. This technique is combined with both linear and nonlinear model reduction methods. Numerical examples are presented to demonstrate the accuracy and efficiency of the probabilistic graphical model based stochastic input models. - Highlights: • Data-driven stochastic input models without the assumption of independence of the reduced random variables. • The problem is transformed to a Bayesian network structure learning problem. • Examples are given in flows in random media.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗