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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 1,045 records · Page 58
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DOE OSTI2014

Landau-Zener transitions mediated by an environment: Population transfer and energy dissipation

We study Landau-Zener transitions between two states with the addition of a shared discretized continuum. The continuum allows for population decay from the initial state as well as indirect transitions between the two states. The probability of nonadiabatic transition in this multichannel model preserves the standard Landau-Zener functional form except for a shift in the usual exponential factor, reflecting population transfer into the continuum. We provide an intuitive explanation for this behavior assuming individual, independent transitions between pairs of states. In contrast, the ground state survival probability at long time shows a novel, non-monotonic, functional form with an oscillatory behavior in the sweep rate at low sweep rate values. We contrast the behavior of this open-multistate model to other generalized Landau-Zener models incorporating an environment: the stochastic Landau-Zener model and the dissipative case, where energy dissipation and thermal excitations affect the adiabatic region. Finally, we present evidence that the continuum of states may act to shield the two-state Landau-Zener transition probability from the effect of noise.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Surface self-diffusion of silicon during high temperature annealing

The atomic-scale mechanisms driving thermally activated self-diffusion on silicon surfaces are investigated by atomic force microscopy. The evolution of surface topography is quantified over a large spatial bandwidth by means of the Power Spectral Density functions. We propose a parametric model, based on the Mullins-Herring (M-H) diffusion equation, to describe the evolution of the surface topography of silicon during thermal annealing. Usually, a stochastic term is introduced into the M-H model in order to describe intrinsic random fluctuations of the system. In this work, we add two stochastic terms describing the surface thermal fluctuations and the oxidation-evaporation phenomenon. Using this extended model, surface evolution during thermal annealing in reducing atmosphere can be predicted for temperatures above the roughening transition. A very good agreement between experimental and theoretical data describing roughness evolution and self-diffusion phenomenon is obtained. The physical origin and time-evolution of these stochastic terms are discussed. Finally, using this model, we explore the limitations of the smoothening of the silicon surfaces by rapid thermal annealing.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2014

Analysis of optical near-field energy transfer by stochastic model unifying architectural dependencies

We theoretically and experimentally demonstrate energy transfer mediated by optical near-field interactions in a multi-layer InAs quantum dot (QD) structure composed of a single layer of larger dots and N layers of smaller ones. We construct a stochastic model in which optical near-field interactions that follow a Yukawa potential, QD size fluctuations, and temperature-dependent energy level broadening are unified, enabling us to examine device-architecture-dependent energy transfer efficiencies. The model results are consistent with the experiments. This study provides an insight into optical energy transfer involving inherent disorders in materials and paves the way to systematic design principles of nanophotonic devices that will allow optimized performance and the realization of designated functions.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2014

Model reduction for slow–fast stochastic systems with metastable behaviour

The quasi-steady-state approximation (or stochastic averaging principle) is a useful tool in the study of multiscale stochastic systems, giving a practical method by which to reduce the number of degrees of freedom in a model. The method is extended here to slow–fast systems in which the fast variables exhibit metastable behaviour. The key parameter that determines the form of the reduced model is the ratio of the timescale for the switching of the fast variables between metastable states to the timescale for the evolution of the slow variables. The method is illustrated with two examples: one from biochemistry (a fast-species-mediated chemical switch coupled to a slower varying species), and one from ecology (a predator–prey system). Numerical simulations of each model reduction are compared with those of the full system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Simulation of dilute polymeric fluids in a three-dimensional contraction using a multiscale FENE model

The multiscale FENE model is applied to a 3D square-square contraction flow problem. For this purpose, the stochastic Brownian configuration field method (BCF) has been coupled with our fully parallelized three-dimensional Navier-Stokes solver NaSt3DGPF. The robustness of the BCF method enables the numerical simulation of high Deborah number flows for which most macroscopic methods suffer from stability issues. The results of our simulations are compared with that of experimental measurements from literature and show a very good agreement. In particular, flow phenomena such as a strong vortex enhancement, streamline divergence and a flow inversion for highly elastic flows are reproduced. Due to their computational complexity, our simulations require massively parallel computations. Using a domain decomposition approach with MPI, the implementation achieves excellent scale-up results for up to 128 processors.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Low-temperature random matrix theory at the soft edge

“Low temperature” random matrix theory is the study of random eigenvalues as energy is removed. In standard notation, β is identified with inverse temperature, and low temperatures are achieved through the limit β → ∞. In this paper, we derive statistics for low-temperature random matrices at the “soft edge,” which describes the extreme eigenvalues for many random matrix distributions. Specifically, new asymptotics are found for the expected value and standard deviation of the general-β Tracy-Widom distribution. The new techniques utilize beta ensembles, stochastic differential operators, and Riccati diffusions. The asymptotics fit known high-temperature statistics curiously well and contribute to the larger program of general-β random matrix theory.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Oscillations in probability distributions for stochastic gene expression

The phenomenon of oscillations in probability distribution functions of number of components is found for a model of stochastic gene expression. It takes place in cases of low levels of molecules or strong intracellular noise. The oscillations distinguish between more probable even and less probable odd number of particles. The even-odd symmetry restores as the number of molecules increases with the probability distribution function tending to Poisson distribution. We discuss the possibility of observation of the phenomenon in gene, protein, and mRNA expression experiments.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2014

Collisionless high energy particle losses in optimized stellarators calculated in real-space coordinates

An approach for the direct computation of collisionless losses of high energy charged particles is developed for stellarator magnetic fields given in real space coordinates. With this approach, the corresponding computations can be performed for magnetic fields with three-dimensional inhomogeneities in the presence of stochastic regions as well as magnetic islands. A code, which is based on this approach, is applied to various stellarator configurations. It is found that the life time of fast particles obtained in real-space coordinates can be smaller than that obtained in magnetic coordinates.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2014

Scaling of the critical free length for progressive unfolding of self-bonded graphene

Like filled pasta, rolled or folded graphene can form a large nanocapsule surrounding a hollow interior. Use as a molecular carrier, however, requires understanding of the opening of such vessels. Here, we investigate a monolayer sheet of graphene as a theoretical trial platform for such a nanocapsule. The graphene is bonded to itself via aligned disulfide (S-S) bonds. Through theoretical analysis and atomistic modeling, we probe the critical nonbonded length (free length, L{sub crit}) that induces fracture-like progressive unfolding as a function of folding radius (R{sub i}). We show a clear linear scaling relationship between the length and radius, which can be used to determine the necessary bond density to predict mechanical opening/closing. However, stochastic dissipated energy limits any exact elastic formulation, and the required energy far exceeds the dissociation energy of the S-S bond. We account for the necessary dissipated kinetic energy through a simple scaling factor (Ω), which agrees well with computational results.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Proper orthogonal decomposition-based spectral higher-order stochastic estimation

A unique routine, capable of identifying both linear and higher-order coherence in multiple-input/output systems, is presented. The technique combines two well-established methods: Proper Orthogonal Decomposition (POD) and Higher-Order Spectra Analysis. The latter of these is based on known methods for characterizing nonlinear systems by way of Volterra series. In that, both linear and higher-order kernels are formed to quantify the spectral (nonlinear) transfer of energy between the system's input and output. This reduces essentially to spectral Linear Stochastic Estimation when only first-order terms are considered, and is therefore presented in the context of stochastic estimation as spectral Higher-Order Stochastic Estimation (HOSE). The trade-off to seeking higher-order transfer kernels is that the increased complexity restricts the analysis to single-input/output systems. Low-dimensional (POD-based) analysis techniques are inserted to alleviate this void as POD coefficients represent the dynamics of the spatial structures (modes) of a multi-degree-of-freedom system. The mathematical framework behind this POD-based HOSE method is first described. The method is then tested in the context of jet aeroacoustics by modeling acoustically efficient large-scale instabilities as combinations of wave packets. The growth, saturation, and decay of these spatially convecting wave packets are shown to couple both linearly and nonlinearly in the near-field to produce waveforms that propagate acoustically to the far-field for different frequency combinations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

A stochastic extension of the explicit algebraic subgrid-scale models

The explicit algebraic subgrid-scale (SGS) stress model (EASM) of Marstorp et al. [“Explicit algebraic subgrid stress models with application to rotating channel flow,” J. Fluid Mech. 639, 403–432 (2009)] and explicit algebraic SGS scalar flux model (EASFM) of Rasam et al. [“An explicit algebraic model for the subgrid-scale passive scalar flux,” J. Fluid Mech. 721, 541–577 (2013)] are extended with stochastic terms based on the Langevin equation formalism for the subgrid-scales by Marstorp et al. [“A stochastic subgrid model with application to turbulent flow and scalar mixing,” Phys. Fluids 19, 035107 (2007)]. The EASM and EASFM are nonlinear mixed and tensor eddy-diffusivity models, which improve large eddy simulation (LES) predictions of the mean flow, Reynolds stresses, and scalar fluxes of wall-bounded flows compared to isotropic eddy-viscosity and eddy-diffusivity SGS models, especially at coarse resolutions. The purpose of the stochastic extension of the explicit algebraic SGS models is to further improve the characteristics of the kinetic energy and scalar variance SGS dissipation, which are key quantities that govern the small-scale mixing and dispersion dynamics. LES of turbulent channel flow with passive scalar transport shows that the stochastic terms enhance SGS dissipation statistics such as length scale, variance, and probability density functions and introduce a significant amount of backscatter of energy from the subgrid to the resolved scales without causing numerical stability problems. The improvements in the SGS dissipation predictions in turn enhances the predicted resolved statistics such as the mean scalar, scalar fluxes, Reynolds stresses, and correlation lengths. Moreover, the nonalignment between the SGS stress and resolved strain-rate tensors predicted by the EASM with stochastic extension is in much closer agreement with direct numerical simulation data.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Investigations of stochastic resonance in two-terminal device with vanadium dioxide film

The results of stochastic resonance investigation in a nonlinear system, consisting of a microstructure with a polycrystalline vanadium dioxide (VO{sub 2}) film grown on sapphire and resistor in series are reported. Nonlinearity of the system was provided due to insulator-metal phase transition in VO{sub 2}. In the stochastic resonance regime at 100 Hz signal frequency, the transition coefficient of signal-to-noise ratio reached 87 in contrast to 250 for microstructures with VO{sub 2} films grown on silica in our previous investigations. The measured characteristics of microstructures with VO{sub 2} films grown on silica and sapphire substrates were found to be qualitatively similar. For both substrates, a stochastic resonance was observed at threshold switching voltage from insulating to metallic state of VO{sub 2}. For sapphire substrate the output signal-to-noise ratio rose at higher signal frequencies. The stochastic resonance phenomenon in VO{sub 2} films is explained in terms of the monostable damped oscillator model.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2014

Dynamics, stability, and statistics on lattices and networks

These lectures aim at surveying some dynamical models that have been widely explored in the recent scientific literature as case studies of complex dynamical evolution, emerging from the spatio-temporal organization of several coupled dynamical variables. The first message is that a suitable mathematical description of such models needs tools and concepts borrowed from the general theory of dynamical systems and from out-of-equilibrium statistical mechanics. The second message is that the overall scenario is definitely reacher than the standard problems in these fields. For instance, systems exhibiting complex unpredictable evolution do not necessarily exhibit deterministic chaotic behavior (i.e., Lyapunov chaos) as it happens for dynamical models made of a few degrees of freedom. In fact, a very large number of spatially organized dynamical variables may yield unpredictable evolution even in the absence of Lyapunov instability. Such a mechanism may emerge from the combination of spatial extension and nonlinearity. Moreover, spatial extension allows one to introduce naturally disorder, or heterogeneity of the interactions as important ingredients for complex evolution. It is worth to point out that the models discussed in these lectures share such features, despite they have been inspired by quite different physical and biological problems. Along these lectures we describe also some of the technical tools employed for the study of such models, e.g., Lyapunov stability analysis, unpredictability indicators for “stable chaos,” hydrodynamic description of transport in low spatial dimension, spectral decomposition of stochastic dynamics on directed networks, etc.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Prediction of interest rate using CKLS model with stochastic parameters

The Chan, Karolyi, Longstaff and Sanders (CKLS) model is a popular one-factor model for describing the spot interest rates. In this paper, the four parameters in the CKLS model are regarded as stochastic. The parameter vector φ{sup (j)} of four parameters at the (J+n)-th time point is estimated by the j-th window which is defined as the set consisting of the observed interest rates at the j′-th time point where j≤j′≤j+n. To model the variation of φ{sup (j)}, we assume that φ{sup (j)} depends on φ{sup (j−m)}, φ{sup (j−m+1)},…, φ{sup (j−1)} and the interest rate r{sub j+n} at the (j+n)-th time point via a four-dimensional conditional distribution which is derived from a [4(m+1)+1]-dimensional power-normal distribution. Treating the (j+n)-th time point as the present time point, we find a prediction interval for the future value r{sub j+n+1} of the interest rate at the next time point when the value r{sub j+n} of the interest rate is given. From the above four-dimensional conditional distribution, we also find a prediction interval for the future interest rate r{sub j+n+d} at the next d-th (d≥2) time point. The prediction intervals based on the CKLS model with stochastic parameters are found to have better ability of covering the observed future interest rates when compared with those based on the model with fixed parameters.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Static vs stochastic optimization: A case study of FTSE Bursa Malaysia sectorial indices

Traditional portfolio optimization methods in the likes of Markowitz' mean-variance model and semi-variance model utilize static expected return and volatility risk from historical data to generate an optimal portfolio. The optimal portfolio may not truly be optimal in reality due to the fact that maximum and minimum values from the data may largely influence the expected return and volatility risk values. This paper considers distributions of assets' return and volatility risk to determine a more realistic optimized portfolio. For illustration purposes, the sectorial indices data in FTSE Bursa Malaysia is employed. The results show that stochastic optimization provides more stable information ratio.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Stranski-Krastanow islanding initiated on the stochastic rough surfaces of the epitaxially strained thin films

Quantum dots (QD) have discrete energy spectrum, which can be adjusted over a wide range by tuning composition, density, size, lattice strain, and morphology. These features make quantum dots attractive for the design and fabrication of novel electronic, magnetic and photonic devices and other functional materials used in cutting-edge applications. The formation of QD on epitaxially strained thin film surfaces, known as Stranski-Krastanow (SK) islands, has attracted great attention due to their unique electronic properties. Here, we present a systematic dynamical simulation study for the spontaneous evolution of the SK islands on the stochastically rough surfaces (nucleationless growth). During the development of SK islands through the mass accumulation at randomly selected regions of the film via surface drift-diffusion (induced by the capillary and mismatch stresses) with and/or without growth, one also observes the formation of an extremely thin wetting layer having a thickness of a few Angstroms. Above a certain threshold level of the mismatch strain and/or the size of the patch, the formation of multiple islands separated by shallow wetting layers is also observed as metastable states such as doublets even multiplets. These islands are converted into a distinct SK islands after long annealing times by coalescence through the long range surface diffusion. Extensive computer simulation studies demonstrated that after an initial transient regime, there is a strong quadratic relationship between the height of the SK singlet and the intensity of the lattice mismatch strain (in a wide range of stresses up to 8.5 GPa for germanium thin crystalline films), with the exception at those critical points where the morphological (shape change with necking) transition takes place.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2014

Optimization of magnetic switches for single particle and cell transport

The ability to manipulate an ensemble of single particles and cells is a key aim of lab-on-a-chip research; however, the control mechanisms must be optimized for minimal power consumption to enable future large-scale implementation. Recently, we demonstrated a matter transport platform, which uses overlaid patterns of magnetic films and metallic current lines to control magnetic particles and magnetic-nanoparticle-labeled cells; however, we have made no prior attempts to optimize the device geometry and power consumption. Here, we provide an optimization analysis of particle-switching devices based on stochastic variation in the particle's size and magnetic content. These results are immediately applicable to the design of robust, multiplexed platforms capable of transporting, sorting, and storing single cells in large arrays with low power and high efficiency.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗