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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 973 records · Page 54
All sourcesNASA NTRSDOE OSTI
DOE OSTI2011

Insider Models with Finite Utility in Markets with Jumps

In this article we consider, under a Levy process model for the stock price, the utility optimization problem for an insider agent whose additional information is the final price of the stock blurred with an additional independent noise which vanishes as the final time approaches. Our main interest is establishing conditions under which the utility of the insider is finite. Mathematically, the problem entails the study of a 'progressive' enlargement of filtration with respect to random measures. We study the jump structure of the process which leads to the conclusion that in most cases the utility of the insider is finite and his optimal portfolio is bounded. This can be explained financially by the high risks involved in models with jumps.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Finite-Dimensional Representations for Controlled Diffusions with Delay

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which the solution of the SDDE and a linear path functional of it admit a finite-dimensional Markovian representation. As a second contribution, we show how approximate finite-dimensional Markovian representations may be constructed when these conditions are not satisfied, and provide an estimate of the error corresponding to these approximations. These results are applied to optimal control and optimal stopping problems for stochastic systems with delay.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

Analysis of the SBP-SAT Stabilization for Finite Element Methods Part I: Linear Problems

In the hyperbolic community, discontinuous Galerkin (DG) approaches are mainly applied when finite element methods are considered. As the name suggested, the DG framework allows a discontinuity at the element interfaces, which seems for many researchers a favorable property in case of hyperbolic balance laws. On the contrary, continuous Galerkin methods appear to be unsuitable for hyperbolic problems and there exists still the perception that continuous Galerkin methods are notoriously unstable. To remedy this issue, stabilization terms are usually added and various formulations can be found in the literature. However, this perception is not true and the stabilization terms are unnecessary, in general. In this paper, we deal with this problem, but present a different approach. We use the boundary conditions to stabilize the scheme following a procedure that are frequently used in the finite difference community. Here, the main idea is to impose the boundary conditions weakly and specific boundary operators are constructed such that they guarantee stability. This approach has already been used in the discontinuous Galerkin framework, but here we apply it with a continuous Galerkin scheme. No internal dissipation is needed even if unstructured grids are used. Further, we point out that we do not need exact integration, it suffices if the quadrature rule and the norm in the differential operator are the same, such that the summation-by-parts property is fulfilled meaning that a discrete Gauss Theorem is valid. This contradicts the perception in the hyperbolic community that stability issues for pure Galerkin scheme exist. In numerical simulations, we verify our theoretical analysis.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Low-Temperature Behavior of the Multicomponent Widom–Rowlison Model on Finite Square Lattices

We consider the multicomponent Widom–Rowlison with Metropolis dynamics, which describes the evolution of a particle system where M different types of particles interact subject to certain hard-core constraints. Focusing on the scenario where the spatial structure is modeled by finite square lattices, we study the asymptotic behavior of this interacting particle system in the low-temperature regime, analyzing the tunneling times between its M maximum-occupancy configurations, and the mixing time of the corresponding Markov chain. In particular, we develop a novel combinatorial method that, exploiting geometrical properties of the Widom–Rowlinson configurations on finite square lattices, leads to the identification of the timescale at which transitions between maximum-occupancy configurations occur and shows how this depends on the chosen boundary conditions and the square lattice dimensions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Logarithmic Finite-Size Correction in Non-neutral Two-Component Plasma on Sphere

We consider a general two-component plasma of classical pointlike charges +e (e is say the elementary charge) and −Ze (valency Z=1,2,…), living on the surface of a sphere of radius R. The system is in thermal equilibrium at the inverse temperature β, in the stability region against collapse of oppositely charged particle pairs βe{sup 2}<2/Z. We study the effect of the system excess charge Qe on the finite-size expansion of the (dimensionless) grand potential βΩ. By combining the stereographic projection of the sphere onto an infinite plane, the linear response theory and the planar results for the second moments of the species density correlation functions we show that for any βe{sup 2}<2/Z the large-R expansion of the grand potential is of the form βΩ∼A{sub V}R{sup 2}+[χ/6−β(Qe){sup 2}/2]ln R, where A{sub V} is the non-universal coefficient of the volume (bulk) part and the Euler number of the sphere χ=2. The same formula, containing also a non-universal surface term proportional to R, was obtained previously for the disc domain (χ=1), in the case of the symmetric (Z=1) two-component plasma at the collapse point βe{sup 2}=2 and the jellium model (Z→0) of identical e-charges in a fixed neutralizing background charge density at any coupling βe{sup 2} being an even integer. Our result thus indicates that the prefactor to the logarithmic finite-size expansion does not depend on the composition of the Coulomb fluid and its non-universal part −β(Qe){sup 2}/2 is independent of the geometry of the confining domain.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2018

Groups in Which the Normal Closures of Cyclic Subgroups Have Bounded Finite Hirsch–Zaitsev Rank

In this paper, we study generalized soluble groups with restriction on normal closures of cyclic subgroups. A group G is said to have finite Hirsch–Zaitsev rank if G has an ascending series whose factors are either infinite cyclic or periodic and if the number of infinite cyclic factors is finite. It is not hard to see that the number of infinite cyclic factors in each of such series is an invariant of a group G. This invariant is called the Hirsch–Zaitsev rank of G and will be denoted by r{sub hz}(G). We study the groups in which the normal closure of every cyclic subgroup has the Hirsch–Zaitsev rank at most b (b is some positive integer). For some natural restrictions we find a function k{sub 1}(b) such that r{sub hz}([G/Tor(G),G/Tor(G)]) ≤ k{sub 1}(b).

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Efficiency at Maximum Power of Dissipative Thermoelectric Generators: A Finite-time Thermodynamic Analysis

In this paper we analyze the thermodynamic efficiency expected for a fully dissipative thermoelectric generator (TEG) operating under stationary conditions at a finite rate. Although a finite-time thermodynamic analysis of TEGs has been aimed at since long time, no complete theory is available yet. The state of the art of theory is reviewed, and a simple expression for the maximum achievable efficiency of TEGs operating under fully irreversible conditions is obtained. This also sets a reference efficiency for forthcoming studies of nonstationary operation of TEGs.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

A non-conforming finite volume element method for the two-dimensional Navier–Stokes/Darcy system

We consider the discretization of the stationary Navier–Stokes/Darcy system in a two-dimensional domain by the non-conforming finite volume element method. We use the standard formulation of the Navier–Stokes/Darcy system in the primitive variables and take as approximation space the non-conforming P{sub 1} elements for velocity and piezometric head and piecewise constant elements for the hydrostatic pressure. We prove that the unique solution of the non-conforming finite volume element method converges to the true solution with optimal order for velocity and piezometric head in discrete H{sup 1} norm and for pressure in discrete L{sup 2} norm, respectively. Finally, some numerical experiments are presented to validate our theoretical results.

42 ENGINEERING↗
DOE OSTI2018

Numerical solutions of FitzHugh–Nagumo equation by exact finite-difference and NSFD schemes

In this paper, numerical solution of the FitzHugh–Nagumo (FN) equation is presented based on the nonstandard finite-difference (NSFD) scheme. At first, two exact finite-difference schemes for FN equation are obtained. Moreover, two NSFD schemes are presented for this equation. The positivity, boundedness, and local truncation error of the schemes are discussed. The numerical results obtained by the NSFD schemes are compared with the exact solution and some available methods, to verify the accuracy and efficiency of the NSFD schemes.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Compact finite difference schemes for the time fractional diffusion equation with nonlocal boundary conditions

Fourth-order compact finite difference schemes for solving the time fractional diffusion equation with nonlocal boundary conditions are considered in this paper. The second-order derivative in one space variable is approximated by a fourth-order compact finite difference. Two different time derivatives, the Caputo derivative and Riemann–Liouville derivative are considered in the equations that we discuss. The Caputo time derivative is discretized by the L1-approximation and a second-order approximation is used for the Riemann–Liouville derivative. Stability analysis using the discrete energy method for Scheme I is given, and error estimation of this scheme is derived by conducting the local truncation error analysis, using the stability result. Numerical results are provided to show that both two fully discrete schemes have fourth-order accuracy in space, and 2−γ order of accuracy in time for Scheme I with γ being the order of the fractional derivative, while Scheme II has second-order accuracy in time when the theoretical solutions are smooth with zero initial values.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Robust and non-fragile finite time H{sub ∞} synchronization control for complex networks with uncertain inner coupling

This paper addresses robust finite time H{sub ∞} synchronization problem for non-fragile complex networks with uncertain inner coupling. In order to achieve synchronization, a non-fragile controller subjected to randomly occurring perturbations will be considered. By constructing a suitable Lyapunov–Krasovskii functional and utilizing reciprocally convex approach, the criteria for the networks are established in terms of linear matrix inequalities (LMIs). Theoretical analysis and numerical simulations about robust finite time H{sub ∞} synchronization for uncertain inner coupling complex networks are presented.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

An AFM Dynamic Contact Model with Finite Thickness Correction to Study Micro-Rheology of Biological Cells

One of the major sources of error in Atomic Force Microscopy based Force Spectroscopic studies is bottom substrate effect, which comes due to assumption of infinite sample thickness. In the present work, anew experimentally validated mathematical correction for finite thickness of thesample is incorporated into a dynamic indentation model. This model is an extension of Sneddon’s static indentation contact model developed for conical tip indenters by incorporating the tip geometric effects, correction to hydrodynamic drag, viscoelastic nature of the sample and its finite thickness. The new model is applied to extract the viscoelastic properties of primary mesenchymal stem cells (MSC’s) extracted from human bone marrow and HCT-116 aggressive epithelial colorectal cancer cells. The micro-rheological studies indicated the presence of profound influence of infinite thickness assumption depending upon indentation depth and sample thickness at the point of indentation. The present model nullified this error and provided a better estimate of the rheological properties. The tests were conducted over a wide frequency bandwidth (0.5 to 126 Hz) and frequency dependent material properties were analyzed using power law structural damping model. It was found that MSC’s are stiffer and less viscous in nature compared to cancer cells.

77 NANOSCIENCE AND NANOTECHNOLOGY↗
DOE OSTI2025

A note on the reliability of goal-oriented error estimates for Galerkin finite element methods with nonlinear functionals

Here, we consider estimating the discretization error in a nonlinear functional J (u) in the setting of an abstract variational problem: find u ϵ $\mathscr{V}$ such that B (u, φ) = L (φ) ∀φ ϵ $\mathscr{V}$, as approximated by a Galerkin finite element method. Here, $\mathscr{V}$ is a Hilbert space, B (. , .) is a bilinear form, and L (∙) is a linear functional. We consider well-known error estimates η of the form J (u) - J (u h ) ≈ η = L (z) - B (u h , z), where u h denotes a finite element approximation to u, and z denotes the solution to an auxiliary adjoint variational problem. We show that there exist nonlinear functionals for which error estimates of this form are not reliable, even in the presence of an exact adjoint solution z. An estimate η is said to be reliable if there exists a constant C ϵ $\mathbb{R}$ >0 independent of u h such that |J (u) - J (u h )| ≤ C|η|. We present several example pairs of bilinear forms and nonlinear functionals where reliability of η is not achieved.

A posteriori↗
DOE OSTI2012

Finite BRST transformation and constrained systems

We establish the connection between the generating functional for the first class theories and the generating functional for the second class theories using the finite field dependent BRST (FFBRST) transformation. We show this connection with the help of explicit calculations in two different models. The generating functional of the Proca model is obtained from the generating functional of the Stueckelberg theory for massive spin 1 vector field using FFBRST transformation. In the other example we relate the generating functionals for gauge invariant and gauge variant theories for a self-dual chiral boson. - Highlights: Black-Right-Pointing-Pointer Batalin-Fradkin-Tyutin (BFT) formulation converts second class theory to first class. Black-Right-Pointing-Pointer We develop a different formulation known as FFBRST/FF-anti-BRST formulations. Black-Right-Pointing-Pointer Such transformation is developed by making usual parameter finite and field dependent. Black-Right-Pointing-Pointer We relate first class theory to second class using FFBRST/FF-anti-BRST formulation.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2013

The quantum correlation dynamics of two qubits in finite-temperature environments with dynamical decoupling pulses

We investigate the dynamics of quantum correlation between two noninteracting qubits each inserted in its own finite-temperature environment with 1/f spectral density. It is found that the phenomenon of sudden transition between classical and quantum decoherence exists in the system when two qubits are initially prepared in X-type quantum states, and the transition time depends on the initial-state of two qubits, the qubit–environment coupling constant and the temperature of the environment. Furthermore, we explore the influence of dynamical decoupling pulses on the transition time and show that it can be prolonged by applying the dynamical decoupling pulses. -- Highlights: •The sudden transition phenomenon from finite-temperature environments is studied. •The transition time depends on the environment temperature and the system parameters. •The transition time can be prolonged by applying the dynamical decoupling pulses.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

An exact, finite, gauge-invariant, non-perturbative approach to QCD renormalization

A particular choice of renormalization, within the simplifications provided by the non-perturbative property of Effective Locality, leads to a completely finite, non-perturbative approach to renormalized QCD, in which all correlation functions can, in principle, be defined and calculated. In this Model of renormalization, only the Bundle chain-Graphs of the cluster expansion are non-zero. All Bundle graphs connecting to closed quark loops of whatever complexity, and attached to a single quark line, provided no ‘self-energy’ to that quark line, and hence no effective renormalization. However, the exchange of momentum between one quark line and another, involves only the cluster-expansion’s chain graphs, and yields a set of contributions which can be summed and provide a finite color-charge renormalization that can be incorporated into all other QCD processes. An application to High Energy elastic pp scattering is now underway.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Quantum dynamics at finite temperature: Time-dependent quantum Monte Carlo study

In this work we investigate the ground state and the dissipative quantum dynamics of interacting charged particles in an external potential at finite temperature. The recently devised time-dependent quantum Monte Carlo (TDQMC) method allows a self-consistent treatment of the system of particles together with bath oscillators first for imaginary-time propagation of Schrödinger type of equations where both the system and the bath converge to their finite temperature ground state, and next for real time calculation where the dissipative dynamics is demonstrated. In that context the application of TDQMC appears as promising alternative to the path-integral related techniques where the real time propagation can be a challenge.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Dynamical transitions in a modulated Landau–Zener model with finite driving fields

Highlights: •The rigorous dynamics of a modulated Landau–Zener model is investigated. •Nonadiabatic evolution of the model could realize complete population transfer. •Imperfect effects caused by both the amplitude and phase damping are estimated. -- Abstract: We investigate a special time-dependent quantum model which assumes the Landau–Zener driving form but with an overall modulation of the intensity of the pulsing field. We demonstrate that the dynamics of the system, including the two-level case as well as its multi-level extension, is exactly solvable analytically. Differing from the original Landau–Zener model, the nonadiabatic effect of the evolution in the present driving process does not destroy the desired population transfer. As the sweep protocol employs only the finite driving fields which tend to zero asymptotically, the cutoff error due to the truncation of the driving pulse to the finite time interval turns out to be negligibly small. Furthermore, we investigate the noise effect on the driving protocol due to the dissipation of the surrounding environment. The losses of the fidelity in the protocol caused by both the phase damping process and the random spin flip noise are estimated by solving numerically the corresponding master equations within the Markovian regime.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗