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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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At least 937 records · Page 52
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DOE OSTI2013

Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Universality Classes of Interaction Structures for NK Fitness Landscapes

Kauffman’s NK-model is a paradigmatic example of a class of stochastic models of genotypic fitness landscapes that aim to capture generic features of epistatic interactions in multilocus systems. Genotypes are represented as sequences of L binary loci. The fitness assigned to a genotype is a sum of contributions, each of which is a random function defined on a subset of k≤L loci. These subsets or neighborhoods determine the genetic interactions of the model. Whereas earlier work on the NK model suggested that most of its properties are robust with regard to the choice of neighborhoods, recent work has revealed an important and sometimes counter-intuitive influence of the interaction structure on the properties of NK fitness landscapes. Here we review these developments and present new results concerning the number of local fitness maxima and the statistics of selectively accessible (that is, fitness-monotonic) mutational pathways. In particular, we develop a unified framework for computing the exponential growth rate of the expected number of local fitness maxima as a function of L, and identify two different universality classes of interaction structures that display different asymptotics of this quantity for large k. Moreover, we show that the probability that the fitness landscape can be traversed along an accessible path decreases exponentially in L for a large class of interaction structures that we characterize as locally bounded. Finally, we discuss the impact of the NK interaction structures on the dynamics of evolution using adaptive walk models.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Gaussian Beta Ensembles at High Temperature: Eigenvalue Fluctuations and Bulk Statistics

We study the limiting behavior of Gaussian beta ensembles in the regime where βn=const as n→∞. The results are (1) Gaussian fluctuations for linear statistics of the eigenvalues, and (2) Poisson convergence of the bulk statistics. (2) is an alternative proof of the result by Benaych-Georges and Péché (J Stat Phys 161(3):633–656, 2015) with the explicit form of the intensity measure.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Characteristic Functions and Compactness of Distributions of Sums of Independent Random Variables

The sequences of distributions of centered sums of independent random variables are considered within the framework of the series scheme, without assuming the classical conditions for uniform asymptotic smallness and uniform limit constancy. Necessary and sufficient conditions are obtained for relative and stochastic compactness of such sequences in terms of the characteristic functions of summable random variables and with using their τ-centers.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Electrochemical-mechanical coupling failure mechanism of composite cathode in all-solid-state batteries

Composite cathode composed of active particles and solid electrolytes (SEs) can considerably enlarge the particle-SE contact areas and achieve high areal loadings in all-solid-state batteries (ASSBs). However, the challenging interfacial instability and particle damage problems remain unsolved. Herein, we establish a 3D electrochemical-mechanical coupled model to investigate the underlying failure mechanism by considering the governing electrochemical and physics processes. Micro-scale heterogeneous primary particles with random crystallographic orientation and size inside the LiNi 1/3 Co 1/3 Mn 1/3 O 2 (NCM111) secondary particle of the model result in the anisotropic Li diffusion and volume variation within the secondary particle, leading to significant nonuniformity of the Li concentration, and GPa-level stress distributions at primary particle boundaries, and finally causing the particle internal cracks. The particle volume shrinkage under the constraint of stiff Li 7 La 3 Zr 2 O 12 (LLZO) SE triggers the interface debonding (gap>50 nm) with increased interfacial impedance to degrade cell capacity. Higher C-rates result in larger residual stress (~100 MPa)/strain/debonding gap at dis-charging end, more likely to deteriorate the cell performance. Increasing the interfacial strength between the particle and SE can suppress the interface debonding but induces high stress (up to 10 GPa). In conclusion, results reveal the underlying mechanism of the electrochemical-mechanical coupling failure mechanism for composite cathode and provide promising guidance on the further improvement of a more robust composite cathode for ASSBs.

25 ENERGY STORAGE↗
DOE OSTI2013

Numerical solution of the Stratonovich- and Ito–Euler equations: Application to the stochastic piston problem

We consider a piston with a velocity perturbed by Brownian motion moving into a straight tube filled with a perfect gas at rest. The shock generated ahead of the piston can be located by solving the one-dimensional Euler equations driven by white noise using the Stratonovich or Ito formulations. We approximate the Brownian motion with its spectral truncation and subsequently apply stochastic collocation using either sparse grid or the quasi-Monte Carlo (QMC) method. In particular, we first transform the Euler equations with an unsteady stochastic boundary into stochastic Euler equations over a fixed domain with a time-dependent stochastic source term. We then solve the transformed equations by splitting them up into two parts, i.e., a ‘deterministic part’ and a ‘stochastic part’. Numerical results verify the Stratonovich–Euler and Ito–Euler models against stochastic perturbation results, and demonstrate the efficiency of sparse grid and QMC for small and large random piston motions, respectively. The variance of shock location of the piston grows cubically in the case of white noise in contrast to colored noise reported in [1], where the variance of shock location grows quadratically with time for short times and linearly for longer times.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Noise propagation in hybrid models of nonlinear systems: The Ginzburg–Landau equation

Every physical phenomenon can be described by multiple models with varying degrees of fidelity. The computational cost of higher fidelity models (e.g., molecular dynamics simulations) is invariably higher than that of their lower fidelity counterparts (e.g., a continuum model based on differential equations). While the former might not be suitable for large-scale simulations, the latter are not universally valid. Hybrid algorithms provide a compromise between the computational efficiency of a coarse-scale model and the representational accuracy of a fine-scale description. This is achieved by conducting a fine-scale computation in subdomains where it is absolutely required (e.g., due to a local breakdown of a continuum model) and coupling it with a coarse-scale computation in the rest of a computational domain. We analyze the effects of random fluctuations generated by the fine-scale component of a nonlinear hybrid on the hybrid's overall accuracy and stability. Two variants of the time-dependent Ginzburg–Landau equation (GLE) and their discrete representations provided by a nearest-neighbor Ising model serve as a computational testbed. Our analysis shows that coupling these descriptions in a one-dimensional simulation leads to erroneous results. Adding a random source term to the GLE provides accurate prediction of the mean behavior of the quantity of interest (magnetization). It also allows the two GLE variants to correctly capture the strength of the microscale fluctuations. Our work demonstrates the importance of fine-scale noise in hybrid simulations, and suggests the need for replacing an otherwise deterministic coarse-scale component of the hybrid with its stochastic counterpart.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

On the equivalence of dynamically orthogonal and bi-orthogonal methods: Theory and numerical simulations

The Karhunen–Lòeve (KL) decomposition provides a low-dimensional representation for random fields as it is optimal in the mean square sense. Although for many stochastic systems of practical interest, described by stochastic partial differential equations (SPDEs), solutions possess this low-dimensional character, they also have a strongly time-dependent form and to this end a fixed-in-time basis may not describe the solution in an efficient way. Motivated by this limitation of standard KL expansion, Sapsis and Lermusiaux (2009) [26] developed the dynamically orthogonal (DO) field equations which allow for the simultaneous evolution of both the spatial basis where uncertainty ‘lives’ but also the stochastic characteristics of uncertainty. Recently, Cheng et al. (2013) [28] introduced an alternative approach, the bi-orthogonal (BO) method, which performs the exact same tasks, i.e. it evolves the spatial basis and the stochastic characteristics of uncertainty. In the current work we examine the relation of the two approaches and we prove theoretically and illustrate numerically their equivalence, in the sense that one method is an exact reformulation of the other. We show this by deriving a linear and invertible transformation matrix described by a matrix differential equation that connects the BO and the DO solutions. We also examine a pathology of the BO equations that occurs when two eigenvalues of the solution cross, resulting in an instantaneous, infinite-speed, internal rotation of the computed spatial basis. We demonstrate that despite the instantaneous duration of the singularity this has important implications on the numerical performance of the BO approach. On the other hand, it is observed that the BO is more stable in nonlinear problems involving a relatively large number of modes. Several examples, linear and nonlinear, are presented to illustrate the DO and BO methods as well as their equivalence.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Stochastic generation of explicit pore structures by thresholding Gaussian random fields

We provide a description and computational investigation of an efficient method to stochastically generate realistic pore structures. Smolarkiewicz and Winter introduced this specific method in pores resolving simulation of Darcy flows (Smolarkiewicz and Winter, 2010 [1]) without giving a complete formal description or analysis of the method, or indicating how to control the parameterization of the ensemble. We address both issues in this paper. The method consists of two steps. First, a realization of a correlated Gaussian field, or topography, is produced by convolving a prescribed kernel with an initial field of independent, identically distributed random variables. The intrinsic length scales of the kernel determine the correlation structure of the topography. Next, a sample pore space is generated by applying a level threshold to the Gaussian field realization: points are assigned to the void phase or the solid phase depending on whether the topography over them is above or below the threshold. Hence, the topology and geometry of the pore space depend on the form of the kernel and the level threshold. Manipulating these two user prescribed quantities allows good control of pore space observables, in particular the Minkowski functionals. Extensions of the method to generate media with multiple pore structures and preferential flow directions are also discussed. To demonstrate its usefulness, the method is used to generate a pore space with physical and hydrological properties similar to a sample of Berea sandstone. -- Graphical abstract: -- Highlights: •An efficient method to stochastically generate realistic pore structures is provided. •Samples are generated by applying a level threshold to a Gaussian field realization. •Two user prescribed quantities determine the topology and geometry of the pore space. •Multiple pore structures and preferential flow directions can be produced. •A pore space based on Berea sandstone is generated.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Variational Bayesian strategies for high-dimensional, stochastic design problems

This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual difficulties encountered in UQ tasks (e.g. the high computational cost of each forward simulation, the large number of random variables) but also by the need to solve a nonlinear optimization problem involving large numbers of design variables and potentially constraints. We propose a framework that is suitable for a class of such problems and is based on the idea of recasting them as probabilistic inference tasks. To that end, we propose a Variational Bayesian (VB) formulation and an iterative VB–Expectation-Maximization scheme that is capable of identifying a local maximum as well as a low-dimensional set of directions in the design space, along which, the objective exhibits the largest sensitivity. We demonstrate the validity of the proposed approach in the context of two numerical examples involving thousands of random and design variables. In all cases considered the cost of the computations in terms of calls to the forward model was of the order of 100 or less. The accuracy of the approximations provided is assessed by information-theoretic metrics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

A biorthogonal decomposition for the identification and simulation of non-stationary and non-Gaussian random fields

In this paper, a new method for the identification and simulation of non-Gaussian and non-stationary stochastic fields given a database is proposed. It is based on two successive biorthogonal decompositions aiming at representing spatio–temporal stochastic fields. The proposed double expansion allows to build the model even in the case of large-size problems by separating the time, space and random parts of the field. A Gaussian kernel estimator is used to simulate the high dimensional set of random variables appearing in the decomposition. The capability of the method to reproduce the non-stationary and non-Gaussian features of random phenomena is illustrated by applications to earthquakes (seismic ground motion) and sea states (wave heights).

58 GEOSCIENCES↗
DOE OSTI2016

Data-driven probability concentration and sampling on manifold

A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a dataset of observations of this vector. The probability distribution of this random vector, while a priori not known, is presumed to be concentrated on an unknown subset of the Euclidean space. A random matrix is introduced whose columns are independent copies of the random vector and for which the number of columns is the number of data points in the dataset. The approach is based on the use of (i) the multidimensional kernel-density estimation method for estimating the probability distribution of the random matrix, (ii) a MCMC method for generating realizations for the random matrix, (iii) the diffusion-maps approach for discovering and characterizing the geometry and the structure of the dataset, and (iv) a reduced-order representation of the random matrix, which is constructed using the diffusion-maps vectors associated with the first eigenvalues of the transition matrix relative to the given dataset. The convergence aspects of the proposed methodology are analyzed and a numerical validation is explored through three applications of increasing complexity. The proposed method is found to be robust to noise levels and data complexity as well as to the intrinsic dimension of data and the size of experimental datasets. Both the methodology and the underlying mathematical framework presented in this paper contribute new capabilities and perspectives at the interface of uncertainty quantification, statistical data analysis, stochastic modeling and associated statistical inverse problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

The Random Ray Method for neutral particle transport

A new approach to solving partial differential equations (PDEs) based on the method of characteristics (MOC) is presented. The Random Ray Method (TRRM) uses a stochastic rather than deterministic discretization of characteristic tracks to integrate the phase space of a problem. TRRM is potentially applicable in a number of transport simulation fields where long characteristic methods are used, such as neutron transport and gamma ray transport in reactor physics as well as radiative transfer in astrophysics. In this study, TRRM is developed and then tested on a series of exemplar reactor physics benchmark problems. The results show extreme improvements in memory efficiency compared to deterministic MOC methods, while also reducing algorithmic complexity, allowing for a sparser computational grid to be used while maintaining accuracy.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Friction stir welding of multi-walled carbon nanotubes reinforced Al matrix composites

Highlights: • Al/MWCNT composites were successfully welded using friction stir welding. • After FSW, the composites possessed an excellent balance of mechanical properties. • High tensile strength and elongation over BM owing to MWCNTs after FSW. • Microstructures were investigated according to MWCNT contents and FSW conditions. - Abstract: In this study, we prepared composites between Al and multi-walled carbon nanotubes (MWCNTs) using the friction stir welding (FSW) method and investigated their microstructural evolution and mechanical properties by controlling the amount of MWCNT (1 and 3 vol%) and the plunging load (400 and 600 kg) used. After the FSW process, MWCNT showed slight coarsening of grain with random shear textures and accumulated dislocations; the differences obtained by varying the plunging load and MWCNT amount were insignificant. The friction-stir welded composite obtained using 3 vol% MWCNT and a plunging load of 600 kg possessed two-times better balance between strength and ductility than the base metal, due to the presence of both MWCNTs and the partially decomposed Al{sub 4}C{sub 3} in the composite.

36 MATERIALS SCIENCE↗
DOE OSTI2024

Environmental stress mediates groundwater microbial community assembly

Community assembly describes how different ecological processes shape microbial community composition and structure. How environmental factors impact community assembly remains elusive. Here we sampled microbial communities and >200 biogeochemical variables in groundwater at the Oak Ridge Field Research Center, a former nuclear waste disposal site, and developed a theoretical framework to conceptualize the relationships between community assembly processes and environmental stresses. We found that stochastic assembly processes were critical (>60% on average) in shaping community structure, but their relative importance decreased as stress increased. Dispersal limitation and ‘drift’ related to random birth and death had negative correlations with stresses, whereas the selection processes leading to dissimilar communities increased with stresses, primarily related to pH, cobalt and molybdenum. Assembly mechanisms also varied greatly among different phylogenetic groups. As a result, our findings highlight the importance of microbial dispersal limitation and environmental heterogeneity in ecosystem restoration and management.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2019

Confinement effects on the solar thermal heating process of TiN nanoparticle solutions

We propose a theoretical approach to describe quantitatively the heating process in aqueous solutions of dispersed TiN nanoparticles under solar illumination. The temperature gradients of the solution with different concentrations of the TiN nanoparticles are calculated when confinement effects of the container on the solar absorption are taken into account. We find that the average penetration of solar radiation into the solution is significantly reduced upon increasing the nanoparticle concentration. At high concentrations, our numerical results show that photons are localized near the surface of the solution. Moreover, the heat energy balance equation at the vapor–liquid interface is used to describe the solar steam generation. The theoretical time dependence of temperature rise and vaporization weight losses is consistent with experiments. Our calculations give strong evidence that the substantially localized heating near the vapor–liquid interface is the main reason for the more efficient steam generation process by floating plasmonic membranes when compared to randomly dispersed nanoparticles. The validated theoretical model suggests that our approach can be applied towards new predictions and other experimental data descriptions.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2013

On numerical turbulence generation for test-particle simulations

A modified method is presented to generate artificial magnetic turbulence that is used for test-particle simulations. Such turbulent fields are obtained from the superposition of a set of wave modes with random polarizations and random directions of propagation. First, it is shown that the new method simultaneously fulfils requirements of isotropy, equal mean amplitude and variance for all field components, and vanishing divergence. Second, the number of wave modes required for a stochastic particle behavior is investigated by using a Lyapunov approach. For the special case of slab turbulence, it is shown that already for 16 wave modes the particle behavior agrees with that shown for considerably larger numbers of wave modes.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗