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At least 955 records · Page 53

A convergence analysis of stochastic collocation method for Navier-Stokes equations with random input data

Stochastic collocation method has proved to be an efficient method and been widely applied to solve various partial differential equations with random input data, including Navier- Stokes equations. However, up to now, rigorous convergence analyses are limited to linear elliptic and parabolic equations; its performance for Navier-Stokes equations was demonstrated mostly by numerical experiments. In this paper, we provide an error analysis of stochastic collocation method for a semi-implicit Backward Euler discretization for NSE and prove the exponential decay of the interpolation error in the probability space. Our analysis indicates that due to the nonlinearity, as final time T increases and NSE solvers pile up, the accuracy may be reduced significantly. Subsequently, the theoretical results are illustrated by the numerical test of time dependent fluid flow around a bluff body.

97 MATHEMATICS AND COMPUTING↗

Approximating Joint Chance Constraints in Two-Stage Stochastic Programs

We present various approximations to joint chance constraints arising in two-stage stochastic programming models. Our approximations are derived from three classical inequalities: Markov's inequality, Chebysev's inequality, and Chernoff's bound. We provide preliminary computational results illustrating the quality of our approximation using a two-stage joint-chance-constrained stochastic program from the literature. We also briefly introduce other alternatives for constructing approximations for joint-chance-constrained two-stage programs.

97 MATHEMATICS AND COMPUTING↗

Modeling Noise: Paths toward AI-Enabled Stochastic Earth System Models and Parameterizations

Some of the key challenges in Earth system prediction arise from an uncertain representation of unpredictable natural variability, across time and space scales. This variability, hereafter referred to as noise, represents the quantity against which the strength of a signal of interest is measured to assess predictability. Underestimating or overestimating this noise in Earth system models can lead to issues ranging between overconfidence in an erroneous prediction and a lack thereof in an otherwise accurate one. Noise is part of the physical processes in the Earth system and can amplify or damp a signal of interest in a complex manner that is not systematically characterized. Specifically, while there has been significant progress in our understanding of multiscale interactions among known modes of variability (potentially predictable signals), how these are impacted by the noise is not clear. Recent effort toward stochastic parametrization schemes that provide a representation of noise due to uncertain sub-grid processes in climate models (Berner et al., 2017 and references therein) has shown promise not only in reducing biases and improving probabilistic prediction but also in improving the representation of natural variability in the model toward what is observed. However, today’s standard schemes for stochastic parametrization are still simplistic as they do not take the state of the atmosphere into account (other than by the use of multiplicative noise for model tendencies). Furthermore they require hand-tuning and trial-and-error testing for the magnitude of the added noise, which is difficult in a chaotic system that is as complex as the Earth system.

58 GEOSCIENCES↗

Closures and Simulation for Thermal Radiation Transport in Stochastic Media with Nonlinear Temperature Dependence

Because of the practical challenge of rendering very complex realistic spatial structures for numerical work, it is common practice to resort to characterizing such media as stochastic mixtures of materials, ideally parametrized with low order statistics such as the mean, variance, and correlation functions of the now random material properties. This enables realizations of the medium to be repeatedly generated and radiation transport computations to, in principle, be performed for a large ensemble of these realizations to obtain a statistically well-characterized radiation field. Statistical post-processing yields desired quantities such as conditional and unconditional mean radiation flux and probability distributions of transmitted radiation. However, such computations prove expensive for all but the simplest stochastic geometries and are most suited for benchmarking approximate models. The most common approximations lead to homogenized media so that transport computations are required only on a single medium realization but by construct provide only limited statistical information on the radiation field. Almost all approximate approaches to this problem attempt to develop equations for low order moments of the radiation intensity (mean, second moment, correlation function) but inevitably encounter a closure problem: the equation for any statistical moment will contain terms depending on unknown higher-order moments. Thus, the challenge shifts to one of developing closure relations that relate the unknown moments to the lower order moments. Under very special conditions, an exact closure can be derived but in general closures are heuristically stated constitutive relations. Also, closure approaches depend on whether the mixing statistics are spatially and/or temporally continuous as in fluctuating turbulent fields, or discontinuous as in randomly mixed solid chunks of material. Thus, unconditional averaging is generally applied in the former case but conditional averaging is more appropriate when the mixing is discontinuous. In this work, the emphasis is on binary statistical mixtures of immiscible fluids as as such the quantities of interest are averages (flux, temperature) conditioned on the material type.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Theoretical Study of the Single Electron Optical Stochastic Cooling Experiment at the IOTA Facility (Final Technical Report)

The objectives of this proposal were to explore fundamental aspects of radiation from individual and small groups of electrons in the optical stochastic cooling experiment conducted at Fermi National Laboratory's IOTA facility. Professor Swapan Chattopadhyay collaborated directly with the IOTA team on their initial experimental endeavors. Concurrently, a team from Berkeley, including Prof. Wurtele, Dr. Charman, and Dr. Greggory Penn from LBNL, and Prof. Chattapadhyay, pursued a theoretical exploration to identify potential subsequent experiments for IOTA. A wide range of possible experiments were considered, but they do not allow for tests for new quantum mechanical phenomena at the precision level of the current IOTA apparatus. However, the experimentally observed optical stochastic cooling of a single electron in IOTA validated the relevance of the classical electromagnetic field nature of the continuous electron-radiation interaction (as opposed to discrete instantaneous photon emissions and associated 'classical particle trajectory jumps') responsible for cooling and pointed towards innovative methods of experimental techniques to measure 'turn-by-turn' field correlations. Such measurements have the promise of bridging the transition from classical fields building up to discrete quantum transitions and enhance proper theoretical understanding.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

New Advances in Optical Stochastic Cooling

Recently, Optical Stochastic Cooling (OSC) became the first demonstrated method for ultra-high-bandwidth stochastic cooling. The initial experiments at Fermilab’s IOTA ring explored the essential physics of the method and demonstrated cooling, heating and manipulation of beams and single particles. Having been validated in practice, with continued development, OSC carries the potential for dramatic advances in the state-of-the-art performance and flexibility for beam cooling and control. The ongoing program at Fermilab is now focused on the development of an OSC system that includes high-gain optical amplification, which promises a two-order-of-magnitude increase in the strength of the OSC force. In this talk, we briefly review the results of the initial experimental campaign, describe the status of the conceptual and hardware designs for the amplified OSC system, report initial experimental results of our high-gain amplifier development, and explore near-term operational plans and use cases.

43 PARTICLE ACCELERATORS↗

Realizing Steady-State Microbunching with Optical Stochastic Crystallization

Optical Stochastic Cooling (OSC) is a state-of-the-art beam cooling technology first demonstrated in 2021 at the IOTA storage ring at Fermilab's FAST facility. A second phase of the research program is planned to run in early 2025 and will incorporate an optical amplifier to enable significantly increased cooling rates and greater operational flexibility. In addition to beam cooling, an OSC system can be configured to enable advanced control over the phase space of the beam. An example operational mode could enable crystallization, where the particles in a bunch are locked into a self-reinforcing, regular microstructure at the OSC fundamental wavelength; we refer to this as Optical Stochastic Crystallization (OSX). OSX represents a new path toward Steady-State Microbunching (SSMB), which may enable light sources combining the high brightness of a free-electron laser with the high repetition rate of a storage ring. Such a source has applications from the terahertz to the extreme ultraviolet (EUV), including high-power EUV generation for semiconductor lithography. This contribution will discuss the status of the OSC experimental program and its potential to achieve the first demonstration of SSMB during the upcoming experimental run.

Wallbank, M.↗

The Optical Stochastic Cooling Program at Fermilab

Recently, Optical Stochastic Cooling (OSC) became the first demonstrated method for ultra-high-bandwidth stochastic cooling. The initial experiments at Fermilab’s IOTA ring explored the essential physics of the method and demonstrated cooling, heating and manipulation of beams and single particles. Having been validated in practice, with continued development, OSC carries the potential for dramatic advances in the state-of-the-art performance and flexibility for beam cooling and control. The ongoing program at Fermilab is now focused on the development of an OSC system that includes high-gain optical amplification, which promises a two-order-of-magnitude increase in the strength of the OSC force. Here we review the progress and plans for the amplified OSC program. This includes detailed lattice designs and tracking simulations for the various experimental configurations, designs and status for the various hardware systems, and near-term operational plans and use cases.

Jarvis, J. [Fermilab]↗

Realizing Steady-State Microbunching with Optical Stochastic Crystallization

Optical Stochastic Cooling (OSC) is a state-of-the-art beam cooling technology first demonstrated in 2021 at the IOTA storage ring at Fermilab's FAST facility. A second phase of the research program is planned to run in 2026 and will incorporate an optical amplifier to enable significantly increased cooling rates and greater operational flexibility. In addition to beam cooling, an OSC system can be configured to enable advanced control over the phase space of the beam. An example operational mode could enable crystallization, where the particles in a bunch are locked into a self-reinforcing, regular microstructure at the OSC fundamental wavelength; we refer to this as Optical Stochastic Crystallization (OSX). OSX represents a new path toward Steady-State Microbunching (SSMB), which may enable light sources combining the high brightness of a free-electron laser with the high repetition rate of a storage ring. Such a source has applications from the terahertz to the extreme ultraviolet (EUV), including high-power EUV generation for semiconductor lithography. This contribution will discuss the integration of OSX development as part of the OSC program at IOTA. The design of an accelerator lattice to enable the mechanism and associated high fidelity simulations will be shown, and a path to realizing an experimental demonstration will be discussed.

Wallbank, Michael James [Fermilab]↗

Steady-State Microbunching using Optical Stochastic Cooling

Optical Stochastic Cooling (OSC) is a state-of-the-art beam cooling technology first demonstrated in 2021 at the IOTA storage ring at Fermilab's FAST facility. A second phase of the research program is planned to run in 2026 and will incorporate an optical amplifier to enable significantly increased cooling rates and greater operational flexibility. In addition to beam cooling, an OSC system can be configured to enable advanced control over the phase space of the beam. An example operational mode could enable crystallization, where the particles in a bunch are locked into a self-reinforcing, regular microstructure at the OSC fundamental wavelength; we refer to this as Optical Stochastic Crystallization (OSX). OSX represents a new path toward Steady-State Microbunching (SSMB), which may enable light sources combining the high brightness of a free-electron laser with the high repetition rate of a storage ring. Such a source has applications from the terahertz to the extreme ultraviolet (EUV), including high-power EUV generation for semiconductor lithography. This contribution will discuss the integration of OSX development as part of the OSC program at IOTA. The design of an accelerator lattice to enable the mechanism and associated high fidelity simulations demonstrating the beam dynamics will be shown, and a path to realizing an experimental demonstration will be discussed.

Wallbank, Michael James [Fermilab]↗

Studying Resist Stochastics with the Multivariate Poisson Propagation Model

Progress in the ultimate performance of extreme ultraviolet resist has arguably decelerated in recent years suggesting an approach to stochastic limits both in photon counts and material parameters. Here we report on the performance of a variety of leading extreme ultraviolet resist both with and without chemical amplification. The measured performance is compared to stochastic modeling results using the Multivariate Poisson Propagation Model. The results show that the best materials are indeed nearing modeled performance limits.

36 MATERIALS SCIENCE↗

Stochastic Design Optimization of Microstructural Features Using Linear Programming for Robust Design

Microstructure design can have a substantial effect on the performance of critical components in numerous aerospace applications. However, the stochastic nature of metallic microstructures leads to deviations in material properties from the design point and alters the performance of these critical components. In this paper, a novel stochastic linear programming (LP) methodology is developed for microstructure design accounting for uncertainties in desired properties. The metallic microstructure is represented using a finite element discretized form of the orientation distribution function (ODF). The inverse LP problem solves the mean values and covariance matrix of the ODFs to maximize the mean values of a property, given the statistical constraints on other properties. The highlight is an analytical uncertainty quantification model via a Gaussian distribution to model propagation of microstructural uncertainties to the properties. Examples illustrate maximization of the yield strength and magnetostriction of a galfenol alloy when constrained by uncertainties in a set of stiffness constants.

42 ENGINEERING↗

Fed-DeepONet: Stochastic Gradient-Based Federated Training of Deep Operator Networks

The Deep Operator Network (DeepONet) framework is a different class of neural network architecture that one trains to learn nonlinear operators, i.e., mappings between infinite-dimensional spaces. Traditionally, DeepONets are trained using a centralized strategy that requires transferring the training data to a centralized location. Such a strategy, however, limits our ability to secure data privacy or use high-performance distributed/parallel computing platforms. To alleviate such limitations, in this paper, we study the federated training of DeepONets for the first time. That is, we develop a framework, which we refer to as Fed-DeepONet, that allows multiple clients to train DeepONets collaboratively under the coordination of a centralized server. To achieve Fed-DeepONets, we propose an efficient stochastic gradient-based algorithm that enables the distributed optimization of the DeepONet parameters by averaging first-order estimates of the DeepONet loss gradient. Then, to accelerate the training convergence of Fed-DeepONets, we propose a moment-enhanced (i.e., adaptive) stochastic gradient-based strategy. Finally, we verify the performance of Fed-DeepONet by learning, for different configurations of the number of clients and fractions of available clients, (i) the solution operator of a gravity pendulum and (ii) the dynamic response of a parametric library of pendulums.

Moya, Christian↗

Stochastic Optimization for Integration of Renewable Energy Technologies in District Energy Systems for Cost-Effective Use

Stochastic optimization of a district energy system (DES) is investigated with renewable energy systems integration and uncertainty analysis to meet all three major types of energy consumption: electricity, heating, and cooling. A district of buildings on the campus of the University of Utah is used as a case study for the analysis. The proposed DES incorporates solar photovoltaics (PV) and wind turbines for power generation along with using the existing electrical grid. A combined heat and power (CHP) system provides the DES with power generation and thermal energy for heating. Natural gas boilers supply the remaining heating demand and electricity is used to run all of the cooling equipment. A Monte Carlo study is used to analyze the stochastic power generation from the renewable energy resources in the DES. The optimization of the DES is performed with the Particle Swarm Optimization (PSO) algorithm based on a day-ahead model. The objective of the optimization is to minimize the operating cost of the DES. The results of the study suggest that the proposed DES can achieve operating cost reductions (approximately 10% reduction with respect to the current system). The uncertainty of energy loads and power generation from renewable energy resources heavily affects the operating cost. The statistical approach shows the potential to identify probable operating costs at different time periods, which can be useful for facility managers to evaluate the operating costs of their DES.

14 SOLAR ENERGY↗

A framework to analyze the stochastic harmonics and resonance of wind energy grid interconnection

This study addresses a modeling and analysis methodology for investigating the stochastic harmonics and resonance concerns of wind power plants (WPPs). Wideband harmonics from modern wind turbines are observed to be stochastic, associated with real power production, and they may adversely interact with the grid impedance and cause unexpected harmonic resonance if not comprehensively addressed in the planning and commissioning of the WPPs. These issues should become more critical as wind penetration levels increase. We thus propose a planning study framework comprising the following functional steps: First, the best-fitted probability density functions (PDFs) of the harmonic components of interest in the frequency domain are determined. In operations planning, maximum likelihood estimations followed by a chi-square test are used once field measurements or manufacturers' data are available. Second, harmonic currents from the WPP are represented by randomly-generating harmonic components based on their PDFs (frequency spectrum) and then synthesized for time-domain simulations via inverse Fourier transform. Finally, we conduct a comprehensive assessment by including the impacts of feeder configurations, harmonic filters, and the variability of parameters. We demonstrate the efficacy of the proposed study approach for a 100-MW offshore WPP consisting of 20 units of 5-MW full-converter turbines, a realistic benchmark system adapted from a WPP under development in Korea, and discuss lessons learned through this research.

17 WIND ENERGY↗

Stochastic Averaging of Radiative Transfer Coefficients for Relativistic Electrons

Abstract Synchrotron emissivities, absorptivities, and Faraday rotation and conversion coefficients are needed in modeling a variety of astrophysical sources, including Event Horizon Telescope (EHT) sources. We develop a method for estimating transfer coefficients that exploits their linear dependence on the electron distribution function, decomposing the distribution function into a sum of parts each of whose emissivity can be calculated easily. We refer to this procedure as stochastic averaging and apply it in two contexts. First, we use it to estimate the emissivity of an isotropicκdistribution function with a high-energy cutoff. The resulting coefficients can be evaluated efficiently enough to be used directly in ray-tracing calculations, and we provide an example calculation. Second, we use stochastic averaging to assess the effect of subgrid turbulence on the volume-averaged emissivity and along the way provide a prescription for a turbulent emissivity. We find that for parameters appropriate to EHT sources turbulence reduces the emissivity slightly. In the infrared, turbulence can dramatically increase the emissivity.

Astronomy & Astrophysics↗

An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model

We consider a moving shutter and non-deterministic generalization of the diffraction in time model introduced by Moshinsky several decades ago to study a class of quantum transients. We first develop a moving-mesh finite element method (FEM) to simulate the determisitic version of the model. We then apply the FEM and multilevel Monte Carlo (MLMC) algorithm to the stochastic moving-domain model for simulation of approximate statistical moments of the density profile of the stochastic transients.

97 MATHEMATICS AND COMPUTING↗