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At least 757 records · Page 42
All sourcesNASA NTRSDOE OSTI
DOE OSTI2019

Optimal Allocation of Water Resources Using a Two-Stage Stochastic Programming Method with Interval and Fuzzy Parameters

Efficient water allocation is one of the most prominent issues in water resources management. In this research, a two-stage interval-parameter stochastic fuzzy programming with type 2 membership functions was used to allocate water resources optimally to different users under uncertainty. This method can handle uncertainties expressed as probability distributions, discrete intervals, and fuzzy sets. The model considers treated wastewater as an allocable water resource in a scenario, in addition to water that is extracted from wellheads, springs, and qanats. Moreover, the loss rate of water during distribution, surplus water in the reservoir in the previous and the next period, and treated wastewater parameters have been incorporated into the model. This model was applied to a case study of water resources allocation within a multi-user and multi-reservoir context in the Zarand region of Kerman, Iran. The results indicate that reasonable solutions have been generated, in the form of interval and fuzzy information under different scenarios that could help managers provide optimal water resources allocation plans. The results also demonstrate that establishing a wastewater treatment station increases the system net benefits, surplus water in wellheads for the next period, and system reliability (level of satisfying the fuzzy goal and constraints), and decreases encountering water shortages.

58 GEOSCIENCES↗
DOE OSTI2019

On the pull-in behavior of optical injection phase-lock loop

This paper presents a detailed study of the pull-in behavior of an optical injection phase-lock loop (OIPLL) neglecting the noise components of the loop. We provide formulas for pull-in voltage and pull-in range of OIPLL in terms of the loop propagation delay, line-width enhancement factor and other parameters of the loop. In addition, we give a compact expression for the frequency pulling time of OIPLL for low injection and high injection level in presence of loop-delay. The effects of loop-delay and optical injection on the pull-in performance of the OIPLL are studied for non-zero values of line-width enhancement factor. Analytical expression of the maximum allowable loop delay is presented to study the deterministic stability of the loop. From the stochastic stability of the loop, we provide formula for the maximum value of the laser line-width to achieve the desired tracking performance. The simulation results are given in partial support of the conclusions of the analysis.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

Fluid Flow, Thermal Stratification, and Inclusion Motion During Holding Period in Steel Ladles

In the current study, the fluid flow and thermal stratification during the holding period are numerically simulated. The standard k–ε two-equation turbulence model is adopted to describe the turbulence. The trajectories of inclusions are calculated by the discrete phase model (DPM) considering the stochastic effect of turbulence. Two different initial conditions for the flow field are compared: the quiescent state of flow and the fluid flow induced by gas stirring. Significant differences are observed between these cases. In practice, the holding period starts from the shut-off of the gas blowing. Thus, it is proposed that the flow field at the terminal of gas stirring should be considered for the simulation of the fluid flow, heat transfer, and inclusion motion during the holding period.

36 MATERIALS SCIENCE↗
DOE OSTI2018

Dose–volume histogram evaluation scheme for beam orientations in intensity-modulated radiation therapy

Beam orientations in intensity-modulated radiation therapy (IMRT) is an important, but difficult NP-hard optimization problem. A considerable part of this difficulty is due to the essential prerequisite of defining, appropriately, counter-intuitive criteria for a mathematical plan evaluation that coincides with the clinical judgment of the considered plan. Moreover, the quality of beam directions depends heavily on their intensities. Usually a stochastic selector is utilized for optimizing beam orientations, and the intensities are thus calculated many thousands of times, each time for a different selection of beam directions, resulting in excessive time complexity. Therefore, selecting an appropriate set of beam directions in IMRT is still a time-consuming manual trial-and-error search procedure that depends on intuition and empirical knowledge. To overcome these difficulties, this work utilizes the concept of dose–volume histogram (DVH), which is one of the main recognized quantitative measurement tools used for plan judgment, and presents a DVH evaluation scheme that parallelizes plan evaluation with clinical plan judgment. This scheme is then utilized to optimize the intensities of each individual beam, enabling it to be represented by its DVHs, produced for the different irradiated volumes. Finally, an evolutionary algorithm is employed to search for the best combination of those DVHs reflecting the clinical optimal. The presented methods have been applied to three real clinical examples. In comparison to the standard equally spaced beam plans, improvements were reported in all three cases. In comparison with the greedy algorithm, improvements were reported in those examples requiring more than five beam directions.

62 RADIOLOGY AND NUCLEAR MEDICINE↗
DOE OSTI2018

On polymorphism for discrete evolutionary dynamics driven either by selection or segregation distortion

We revisit some problems arising in the context of multiallelic discrete-time and deterministic evolutionary dynamics driven first by fitness differences and then by segregation distortion. In the model with fitness, we describe classes of fitness matrices exhibiting polymorphism. In the segregation case, still in search for conditions of polymorphism, we focus on a class of skew-symmetric matrices with a unique strictly positive kernel vector. Our main results reduce the study of these cases to the analysis of stochastic matrices.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

A new hybrid algorithm combining a new chaos optimization approach with gradient descent for high dimensional optimization problems

Chaos optimization algorithm (COA) is a recently developed method for global optimization based on chaos theory. It has the features of easy implementation, short execution time and robust mechanisms of escaping from local optima compared with the existing stochastic searching algorithm. By integrating the gradient descent method with a new COA approach using new strategies including symmetrization and levelling, a novel hybrid method, called SCGD, is proposed in this paper. The main idea is to combine the good ability of exploitation of the gradient descent with the high ability of exploration of COA. The purpose is to avoid being trapped into local optima and to improve convergence in large space and high-dimension optimization problems. The simulation results based on a set of 50 benchmark functions with diverse properties and different dimensions show the efficiency and the abilities of the proposed method in finding the global optima compared with the existing methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

A state estimation approach based on stochastic expansions

This paper presents a new approach for state estimation problems. It is based on the representation of random variables using stochastic functions. Its main idea is to expand the state variables in terms of the noise variables of the system, and then estimate the unnoisy value of the state variables by taking the mean value of the stochastic expansion. Moreover, it was shown that in some situations, the proposed approach may be adapted to the determination of the probability distribution of the state noise. For the determination of the coefficients of the expansions, we present three approaches: moment matching (MM), collocation (COL) and variational (VAR). In the numerical analysis section, three examples are analyzed including a discrete linear system, the Influenza in a boarding school and the state estimation problem in the Hodgkin–Huxley’s model. In all these examples, the proposed approach was able to estimate the values of the state variables with precision, i.e., with very low RMS values.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Predictive drug dosage control through a Fokker–Planck observer

During the years, various techniques have been presented for optimal control of tumor growth for which its stochastic behavior has rarely been considered. This article uses the well-known Gompertz stochastic model, for describing tumor growth, and by receding horizon model predictive control (RH-MPC) scheme computes the drug dosage for minimizing the tumor-cell population. To do this, a predictive control problem is defined based on the difference between the probability density function of tumor-cell population and the desired probability density function. In the model, both the drug dosage limitation and the Fokker–Planck equation have been considered as constraints. By solving this problem, the drug dosage which is considered as an external input to tumor model, is computed. In this article, the Fokker–Planck equation is used (1) as a nonlinear observer of probability density function of tumor-cell population and (2) a mapping vehicle from stochastic to deterministic domain. The Fokker–Planck equation is written for the Gompertz stochastic model of tumor growth. The equation is then solved through the path integral method. In this way, the probability density function of tumor-cell population, which contains the entire stochastic characteristics of the tumor growth, is obtained for any instance of time. The simulation results have also been presented for the evaluation of the suggested approach. The results show that the tumor-cell population can be controlled within a number of time windows (15 time windows in our case study) if an appropriate desired PDF is selected.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

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↗
DOE OSTI2018

Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by G-Brownian motion

There are few numerical analysis results for nonlinear neutral stochastic delay differential equations driven by G-Brownian motion (G-NSDDEs). This paper is concerned with the numerical solutions of the G-NSDDEs to fill this gap. In this paper, we first devote to show that the stochastic theta numerical solution converges to the exact solution for the G-NSDDE. We then prove that the backward Euler–Maruyama numerical solution for the G-NSDDE is asymptotically mean-square stable under suitable conditions. Moreover, a numerical example is demonstrated to illustrate the effectiveness of our obtained results.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Application of hat basis functions for solving two-dimensional stochastic fractional integral equations

This article concerns with a computational scheme to solve two-dimensional stochastic fractional integral equations (2DSFIEs), numerically. In these equations, the fractional integral is considered in the Riemann–Liouville sense. The proposed method is essentially based on two-dimensional hat basis functions and its fractional operational matrices. The fractional-order operational matrices of integration are applied to reduce the solution of 2DSFIEs to the solution of a system of linear equations which can be solved using a direct method or iterative method. Some results concerning the convergence analysis associated with the proposed technique are discussed. In addition, we establish the rate of convergence of this approach for solving 2DSFIEs is O(h{sup 2}). Finally, some examples are solved using present method to indicate the pertinent features of the method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Galerkin finite element method for time-fractional stochastic diffusion equations

In this paper, Galerkin finite element method for solving the time-fractional stochastic diffusion equations with multiplicative noise is proposed and investigated. The pathwise regularity properties of solutions to the semidiscrete Galerkin approximations are demonstrated and the convergence of optimal rates are derived. And also we construct the fully discrete scheme which is based on the approximations of the Mittag–Leffler function and analyze the error estimates of convergence in L{sub 2}-norm space. Finally, numerical results are conducted to confirm our theoretical findings.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Numerical multi-scaling method to solve the linear stochastic partial differential equations

In this paper, we propose a multi-scaling method to solve a class of the stochastic partial differential equations (SPDEs) of Itô-type. By this method, we approximate the solution of the SPDEs with strongly elliptic operator on a finite domain. The method is based on B-spline wavelet approximations; some of these functions are reshaped to satisfy on boundary conditions exactly. We prove the consistency and stability of the method. Illustrative examples are included to demonstrate the validity and applicability of our proposed technique.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A data science approach for analysis and reconstruction of spinodal-like composition fields in irradiated FeCrAl alloys

A statistical method for the analysis of continuously distributed data representative of composition fluctuations in irradiated FeCrAl alloys acquired using Energy Dispersive X-ray Spectroscopy (EDS) method is presented. Using probability distribution functions, direct and cross-covariances between the elemental compositions, the effects of alloy composition and irradiation dose were investigated on the spatial distribution and length scale of composition fluctuations at the nanoscale. We have observed that, for neutron-irradiated FeCrAl alloys, the distribution of Fe and Cr followed a left-skewed and right-skewed distribution, respectively for all (average) alloy compositions and irradiation doses. The analysis also revealed enhanced spatial gradients in the elemental compositions at higher irradiation dose. Direct and cross-covariance estimates of the experimental data were also utilized for reconstruction of composition data through fitting it to a parametric form of the covariance functions. Linear Model of Coregionalization was used to determine the parameters of the covariance functions. Subsequently, a spectral method was utilized for simulating a realization of the alloy compositions. Close correspondence was observed between the experimental and the reconstructed data which was analyzed using probability distribution functions and covariance functions. Composition space of the experimental and reconstructed data and dislocation velocities as a function of applied stress and line directions over the entire composition maps were also examined.

36 MATERIALS SCIENCE↗
DOE OSTI2012

Phase space theory of Bose-Einstein condensates and time-dependent modes

A phase space theory approach for treating dynamical behaviour of Bose-Einstein condensates applicable to situations such as interferometry with BEC in time-dependent double well potentials is presented. Time-dependent mode functions are used, chosen so that one, two, Horizontal-Ellipsis highly occupied modes describe well the physics of interacting condensate bosons in time dependent potentials at well below the transition temperature. Time dependent mode annihilation, creation operators are represented by time dependent phase variables, but time independent total field annihilation, creation operators are represented by time independent field functions. Two situations are treated, one (mode theory) is where specific mode annihilation, creation operators and their related phase variables and distribution functions are dealt with, the other (field theory) is where only field creation, annihilation operators and their related field functions and distribution functionals are involved. The field theory treatment is more suitable when large boson numbers are involved. The paper focuses on the hybrid approach, where the modes are divided up between condensate (highly occupied) modes and non-condensate (sparsely occupied) modes. It is found that there are extra terms in the Ito stochastic equations both for the stochastic phases and stochastic fields, involving coupling coefficients defined via overlap integrals between mode functions and their time derivatives. For the hybrid approach both the Fokker-Planck and functional Fokker-Planck equations differ from those derived via the correspondence rules, the drift vectors are unchanged but the diffusion matrices contain additional terms involving the coupling coefficients. Results are also presented for the combined approach where all the modes are treated as one set. Here both the Fokker-Planck and functional Fokker-Planck equations are exactly the same as those derived via the correspondence rules. However, although the Ito stochastic field equations are also unchanged, the Ito equations for the stochastic phases contain an extra classical term involving the coupling coefficients. - Highlights: Black-Right-Pointing-Pointer Wigner, P+ representations used for condensate and non-condensate bosons, respectively. Black-Right-Pointing-Pointer Time dependence of modes leads to novel Fokker-Planck and Ito equations. Black-Right-Pointing-Pointer Field theory and separate mode treatments.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

Quantum noise in the mirror-field system: A field theoretic approach

We revisit the quantum noise problem in the mirror-field system by a field-theoretic approach. Here a perfectly reflecting mirror is illuminated by a single-mode coherent state of the massless scalar field. The associated radiation pressure is described by a surface integral of the stress-tensor of the field. The read-out field is measured by a monopole detector, from which the effective distance between the detector and mirror can be obtained. In the slow-motion limit of the mirror, this field-theoretic approach allows to identify various sources of quantum noise that all in all leads to uncertainty of the read-out measurement. In addition to well-known sources from shot noise and radiation pressure fluctuations, a new source of noise is found from field fluctuations modified by the mirror's displacement. Correlation between different sources of noise can be established in the read-out measurement as the consequence of interference between the incident field and the field reflected off the mirror. In the case of negative correlation, we found that the uncertainty can be lowered than the value predicted by the standard quantum limit. Since the particle-number approach is often used in quantum optics, we compared results obtained by both approaches and examine its validity. We also derive a Langevin equation that describes the stochastic dynamics of the mirror. The underlying fluctuation-dissipation relation is briefly mentioned. Finally we discuss the backreaction induced by the radiation pressure. It will alter the mean displacement of the mirror, but we argue this backreaction can be ignored for a slowly moving mirror. - Highlights: Black-Right-Pointing-Pointer The quantum noise problem in the mirror-field system is re-visited by a field-theoretic approach. Black-Right-Pointing-Pointer Other than the shot noise and radiation pressure noise, we show there are new sources of noise and correlation between them. Black-Right-Pointing-Pointer The noise correlations can be used to suppress the overall quantum noise on the mirror. Black-Right-Pointing-Pointer The equation of motion of the mirror is derived and the backreaction of the radiation field is discussed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

Temporal breakdown and Borel resummation in the complex Langevin method

We reexamine the Parisi-Klauder conjecture for complex e{sup i{theta}/2}{phi}{sup 4} measures with a Wick rotation angle 0{<=}{theta}/2{<=}{pi}/2 interpolating between Euclidean signature and Lorentzian signature. Our main result is that the asymptotics for short stochastic times t encapsulates information also about the equilibrium aspects. The moments evaluated with the complex measure and with the real measure defined by the stochastic Langevin equation have the same t{yields}0 asymptotic expansion which is shown to be Borel summable. The Borel transform correctly reproduces the time dependent moments of the complex measure for all t, including their t{yields}{infinity} equilibrium values. On the other hand the results of a direct numerical simulation of the Langevin moments are found to disagree from the 'correct' result for t larger than a finite t{sub c}. The breakdown time t{sub c} increases powerlike for decreasing strength of the noise's imaginary part but cannot be excluded to be finite for purely real noise. To ascertain the discrepancy we also compute the real equilibrium distribution for complex noise explicitly and verify that its moments differ from those obtained with the complex measure. - Highlights: Black-Right-Pointing-Pointer The Parisi-Klauder conjecture is reexamined for complex e{sup i{theta}/2}{phi}{sup 4} measures. Black-Right-Pointing-Pointer The time dependent moments are evaluated by temporal Borel resummation. Black-Right-Pointing-Pointer The results disagree with the Langevin simulations beyond a critical time t{sub c}. Black-Right-Pointing-Pointer t{sub c} increases with decreasing strength of the noise's imaginary part. Black-Right-Pointing-Pointer The technical reason for the breakdown is identified.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

The impact of hierarchically constrained dynamics with a finite mean of cluster sizes on relaxation properties

In this paper, a stochastic scenario of relaxation underlying the generalization (Kahlau et al., 2010) [15] of the Cole–Davidson (CD) and Kohlrausch–Williams–Watts (KWW) functions is proposed. As it has been shown (Kahlau et al., 2010) [15], the new three-parameter time-domain fitting function provides a very flexible description of the dielectric spectroscopy data for viscous glass-forming liquids. In relation to that result we discuss a hierarchically-constrained model yielding the proposed relaxation fitting function. Within the “exponentially decaying relaxation contributions” framework we show origins of the high-frequency (short-time, respectively) fractional power law, i.e., the characteristic feature of the new, as well as, of both CD and KWW response functions. We also bring into light a reason for which their common behavior in the opposite frequency limit is linear on external field frequency. Finally, we relate the new relaxation pattern (Kahlau et al., 2010) [15] with the Generalized Gamma (GG) survival probability of an imposed, non-equilibrium initial state in a relaxing system. -- Highlights: ► Combine the empirical Kohlrausch–Williams–Watts and Cole–Davidson laws of relaxation. ► Establish a microscopic stochastic scenario explaining the generalized law. ► Derive a frequency-domain relaxation function fitting the dielectric spectroscopy data. ► Find the low- and high-frequency properties for the relaxation pattern.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗