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At least 1,063 records · Page 59

How Far Is Quasar UV/Optical Variability from a Damped Random Walk at Low Frequency?

Studies have shown that UV/optical light curves of quasars can be described using the prevalent damped random walk (DRW) model, also known as the Ornstein–Uhlenbeck process. A white noise power spectral density (PSD) is expected at low frequency in this model; however, a direct observational constraint to the low-frequency PSD slope is difficult due to the limited lengths of the light curves available. Meanwhile, quasars show scatter in their DRW parameters that is too large to be attributed to uncertainties in the measurements and dependence on the variation of known physical factors. In this work we present simulations showing that, if the low-frequency PSD deviates from the DRW, the red noise leakage can naturally produce large scatter in the variation parameters measured from simulated light curves. The steeper the low-frequency PSD slope, the larger scatter we expect. Based on observations of SDSS Stripe 82 quasars, we find that the low-frequency PSD slope should be no steeper than −1.3. The actual slope could be flatter, which consequently requires that the quasar variabilities should be influenced by other unknown factors. We speculate that the magnetic field and/or metallicity could be such additional factors.

79 ASTRONOMY AND ASTROPHYSICS↗

Stochastic Differential Games for Fully Coupled FBSDEs with Jumps

This paper is concerned with stochastic differential games (SDGs) defined through fully coupled forward-backward stochastic differential equations (FBSDEs) which are governed by Brownian motion and Poisson random measure. The upper and the lower value functions are defined by the doubly controlled fully coupled FBSDEs with jumps. Using a new transformation introduced in Buchdahn (Stocha Process Appl 121:2715–2750, 2011), we prove that the upper and the lower value functions are deterministic. Then, after establishing the dynamic programming principle for the upper and the lower value functions of this SDGs, we prove that the upper and the lower value functions are the viscosity solutions to the associated upper and the lower second order integral-partial differential equations of Isaacs’ type combined with an algebraic equation, respectively. Furthermore, for a special case (when σ and h do not depend on (y,z,k)), under the Isaacs’ condition, we get the existence of the value of the game.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Dynamic load-sharing using predicted process resource requirements

Heuristics which use predicted process resource requirements to make scheduling decisions are proposed. Four heuristics are presented. The first two, MINQ and SMPL, employ centralized scheduling and the remaining two, DMINQ and FDMINQ, use distributed scheduling. These heuristics are first compared against random scheduling and then against two conventional heuristics, CENTEX and DISTED, which schedule processes solely based on system state information. Results based on trace-driven simulations show that the proposed centralized heuristics offer significantly improved mean response time and they require fewer status update messages. In experiments using the same status update rates, SMPL response times were, on the average, 22 percent lower than those for CENTEX; MINQ response times were, on the average, 18 percent lower. The simulations also showed that MINQ and SMPL can perform as well as, or better than, CENTEX while using up to 70 percent fewer status update messages. The use of fewer status update messages imposes less overhead on the system. The use of prediction for distributed scheduling produced similar results. When prediction was used to filter small processes and execute them locally a 50 percent improvement in response times was obtained.

Goswami, Kumar K.↗

Application of Ensemble Detection and Analysis to Modeling Uncertainty in Non Stationary Process

Characterization of non stationary and nonlinear processes is a challenge in many engineering and scientific disciplines. Climate change modeling and projection, retrieving information from Doppler measurements of hydrometeors, and modeling calibration architectures and algorithms in microwave radiometers are example applications that can benefit from improvements in the modeling and analysis of non stationary processes. Analyses of measured signals have traditionally been limited to a single measurement series. Ensemble Detection is a technique whereby mixing calibrated noise produces an ensemble measurement set. The collection of ensemble data sets enables new methods for analyzing random signals and offers powerful new approaches to studying and analyzing non stationary processes. Derived information contained in the dynamic stochastic moments of a process will enable many novel applications.

Racette, Paul↗

Zero-Power Analog Optical Processing

The motivation behind this research is the growing challenge of handling the massive amounts of data generated by modern imaging systems. Conventional digital image processing techniques are struggling to keep pace with the demands of high-resolution and high-speed imaging systems for remote sensing due to their high-power consumption and data storage requirements. We present a novel approach based on analog photonics to address this challenge. The proposed system utilizes a silicon-photonics-based image encoder positioned after image formation and initial optical-to-electrical conversion. The photonic encoder compresses image data using a passive disordered photonic structure to perform kernel-type random projections of the raw data. The compressed data is then processed by a back-end neural network, which reconstructs the original image with high fidelity (structural similarity exceeding 90%). Our proposed approach has the potential to compress images with ~ 1000X lower power consumption compared to digital approaches with data rates exceeding 1 terapixel/second.

97 MATHEMATICS AND COMPUTING↗

Statistical model of the stimulated forward Brillouin scattering driven by a randomized laser beam in plasma

The modeling of a spatially incoherent laser beam remains a central problem of the parametric instabilities in the context of inertial confinement fusion. This letter gives a simplified and comprehensive overview of the recent analytical developments regarding the modeling of these laser beams and a comparison with a dedicated experiment. Our model accounts for the first time for the statistical standard deviation of the gain and accurately captures the entanglement between wave mixing processes and the speckle correlations thus resolving the longstanding contradictions between the random phase approximation and the model of independent speckles. It is successfully compared to a recent laser beam spray experiment and the associated paraxial simulations, demonstrating that backscattering predictions require accounting for the beam spray. Furthermore, our framework thus provides a way to evaluate and guide the analysis of parametric instabilities in high laser energy experiments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Reliability-based optimization under random vibration environment

A methodology of formulating the optimum design problem for structural systems with random parameters and subjected to random vibration as a mathematical programming problem is presented. The proposed method is applied to the optimum design of a cantilever beam with a tip mass and a truss structure supporting a water tank. The excitations are assumed to be Gaussian processes and the geometric and material properties are taken to be normally distributed random variables. The probabilistic constraints are specified for individual failure modes since it is easier to specify the reliability level for each failure mode keeping in view the consequences of failure in that particular mode. The time parameter appearing in the random vibration based constraints is eliminated by replacing the probabilities of failure by suitable upper bounds. The numerical results demonstrate the feasibility and effectiveness of applying the reliability-based design concepts to structures with random parameters and operating in random vibration environment.

Rao, S. S.↗

A GPU Accelerated Mixed‐Precision Finite Difference Informed Random Walker (FDiRW) Solver for Strongly Inhomogeneous Diffusion Problems

In nature, many complex multi‐physics coupling problems exhibit significant diffusivity inhomogeneity, where one process occurs several orders of magnitude faster than others temporally. Simulating rapid diffusion alongside slower processes demands intensive computational resources due to the necessity for small time steps. To address these computational challenges, we have developed an efficient numerical solver named Finite Difference informed Random Walker (FDiRW). In this study, we propose a GPU‐accelerated, mixed‐precision configuration for the FDiRW solver to maximize efficiency through GPU multi‐threaded parallel computation and lower precision computation. Numerical evaluation results reveal that the proposed GPU‐accelerated mixed‐precision FDiRW solver can achieve a 117× speedup over the CPU baseline, while an additional 1.75× speedup is achieved by employing lower precision GPU computation. Notably, for large model sizes, the GPU‐accelerated mixed‐precision FDiRW solver demonstrates strong scaling with the number of nodes used in simulation. When simulating radionuclide absorption processes by porous wasteform particles with a medium‐sized model of 192 × 192 × 192, this approach reduces the total computational time to 10 min, enabling the simulation of larger systems with strongly inhomogeneous diffusivity.

97 MATHEMATICS AND COMPUTING↗

Machine learning maximized Anderson localization of phonons in aperiodic superlattices

Nanostructuring materials to achieve ultra-low lattice thermal conductivity has proven to be extremely attractive for numerous applications such as thermoelectric energy conversion. Anderson localization of phonons due to aperiodicity can reduce thermal conductivity in superlattices, but the lower limit of thermal conductivity remains elusive due to the prohibitively large design space. In this work, we demonstrate that an intuition-based manual search for aperiodic superlattice structures (random multilayers or RMLs) with the lowest thermal conductivity yields only a local minimum, while a genetic algorithm (GA) based approach can efficiently identify the globally minimum thermal conductivity by only exploring a small fraction of the design space. Our results show that this minimum value occurs at an average RML period that is, surprisingly, smaller than the period corresponding to the minimum SL thermal conductivity. Interestingly, above this critical period, scattering of incoherent phonons at interfaces is less, whereas below this period, the room for randomization becomes less, thus putting more coherent phonons out of Anderson localization and causing increased thermal conductivity. Moreover, the lower limit of the thermal conductivity occurs at a moderate rather than maximum randomness of the layer thickness. Our machine learning approach demonstrates a general process of exploring an otherwise prohibitively large design space to gain non-intuitive physical insights.

42 ENGINEERING↗

Isochronic Evolution and the Radioactive Decay of r-process Nuclei

Abstract We report on the creation and application of a novel decay network that uses the latest data from experiment and evaluation. We use the network to simulate the late-time phase of the rapid neutron capture ( r ) process. In this epoch, the bulk of nuclear reactions, such as radiative capture, have ceased, and nuclear decays are the dominant transmutation channels. We find that the decay from short-lived to long-lived species naturally leads to an isochronic evolution in which nuclei with similar half-lives are populated at the same time. We consider random perturbations along each isobaric chain to initial solar-like r -process compositions to demonstrate the isochronic nature of the late-time phase of the r -process. Our analysis shows that detailed knowledge of the final isotopic composition allows for the prediction of late-time evolution with a high degree of confidence despite uncertainties that exist in astrophysical conditions and the nuclear physics properties of the most neutron-rich nuclei. We provide the time-dependent nuclear composition in the Appendix as supplemental material.

79 ASTRONOMY AND ASTROPHYSICS↗

Process Variability Effects on Tensile Response in Injection Molded, Fluorinated Thermoplastics

The mechanical properties of fluorinated thermoplastics (i.e., tensile strength and elongation) can vary with changes in injection molding processing parameters. Four fluoropolymers are examined: poly(vinylidene fluoride) (PVDF) and random poly(vinylidene fluoride-co-chlorotrifluoroethylene) (PVDF-CTFE) with three CTFE concentrations. Dog bones were manufactured with various cylinder dwell times and mold cooling times to assess the manufacturing sensitivity to the tensile response. Dwell and cooling times increasingly impact mechanical performance as CTFE concentration increases. Specimens exhibit higher tensile strength as a function of injection order. The first injected specimen exhibits the lowest tensile strength and highest elongation in all copolymers. This trend becomes more pronounced among fluoropolymers with higher CTFE concentration and lower weight-averaged molecular weight. Parallel plate rheology was used to obtain the zero-shear viscosity as a function of material type, process, and injection order. We found that in the copolymers, the first injected sample exhibited a lower zero-shear viscosity than the next, which indicates a lower molecular weight in the first injected specimen. This phenomenon was not presented for the PVDF homopolymer. Copolymer mechanical uncertainties are hypothesized to result from the shorter molecular weight chains extruding out of the specimens' sides as a flash due to higher mobility with CTFE segments.

36 MATERIALS SCIENCE↗

Determination of the Coefficients of Heat Transfer and Friction in Supercritical-Pressure Nuclear Reactors with Account of the Intensity and Scale of Flow Turbulence on the Basis of the Theory of Stochastic Equations and Equivalence of Measures

New dependences of the coefficients of heat transfer and friction have been presented which are used for calculations in the reactor core at a supercritical water pressure by taking account of the parameters of perturbation in the coolant flow: of the intensity and scale of flow turbulence. These solutions have been obtained based on stochastic systems of equations for the turbulence and the equivalence of measures between deterministic (laminar) and random (turbulent) flows.

42 ENGINEERING↗

The Tightness of the Kesten–Stigum Reconstruction Bound of Symmetric Model with Multiple Mutations

It is well known that reconstruction problems, as the interdisciplinary subject, have been studied in numerous contexts including statistical physics, information theory and computational biology, to name a few. We consider a 2q-state symmetric model, with two categories of q states in each category, and 3 transition probabilities: the probability to remain in the same state, the probability to change states but remain in the same category, and the probability to change categories. We construct a nonlinear second-order dynamical system based on this model and show that the Kesten–Stigum reconstruction bound is not tight when q≥4.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

On a Homogenization Problem

We study the average Green’s function of stochastic, uniformly elliptic operators of divergence form on Zdℤ{sup d}. When the randomness is independent and has small variance, we prove regularity of the Fourier transform of the self-energy. The proof relies on the Schur complement formula and the analysis of singular integral operators combined with a Steinhaus system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic Averaging Principle for Spatial Birth-and-Death Evolutions in the Continuum

We study a spatial birth-and-death process on the phase space of locally finite configurations Γ{sup +}×Γ{sup −} over ℝ{sup d}. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L{sup +}(γ{sup −})+(1/ε)L{sup −}, ε>0. Here L{sup −} describes the environment process on Γ{sup −} and L{sup +}(γ{sup −}) describes the system process on Γ{sup +}, where γ{sup −} indicates that the corresponding birth-and-death rates depend on another locally finite configuration γ{sup −}∈Γ{sup −}. We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states μ{sub t}{sup ε} on Γ{sup +}×Γ{sup −}. Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let μ{sub inv} be the invariant measure for the environment process on Γ{sup −}. In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of μ{sub t}{sup ε} onto Γ{sup +} converges weakly to an evolution of states on Γ{sup +} associated with the averaged Markov birth-and-death operator L̄=∫{sub Γ{sup −}}L{sup +}(γ{sup −})dμ{sub inv}(γ{sup −}).

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

When managers forage for pests: Implementing the functional response in pest management

In this work, we explore how the functional response framework can be implemented in pest management. Here, managers take the role of predators foraging on pests and facing monetary costs for survey and control in a spatial domain where the pest distribution and control strategy do not have to be random. To investigate this framework quantitatively, we simulated various management processes on different pest spatial distributions using a spatially-explicit individual-based model and Monte-Carlo simulations, and also confirmed some of the results analytically. By graphing the number of pests controlled versus pest density, we obtained management functional response curves. Whether the management functional response was shaped like a type I, type II or type III functional response depended on the management costs and the search area. Yet, the management spatial strategy and the pest spatial distribution had little effect on the functional response. We applied our model to the management of mountain pine beetle epidemic in Cypress Hills, Saskatchewan, Canada, with simulations matching the real number of attacked trees controlled by managers. We showed how to make an analogy between functional responses in predator–prey interactions and in human–pest interactions and thereby, apply insights from the functional response framework to pest management.

54 ENVIRONMENTAL SCIENCES↗

Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation

The Polynomial Dimensional Decomposition (PDD) is employed in this work for the global sensitivity analysis and uncertainty quantification (UQ) of stochastic systems subject to a moderate to large number of input random variables. Due to the intimate connection between the PDD and the Analysis of Variance (ANOVA) approaches, PDD is able to provide a simpler and more direct evaluation of the Sobol' sensitivity indices, when compared to the Polynomial Chaos expansion (PC). Unfortunately, the number of PDD terms grows exponentially with respect to the size of the input random vector, which makes the computational cost of standard methods unaffordable for real engineering applications. In order to address the problem of the curse of dimensionality, this work proposes essentially variance-based adaptive strategies aiming to build a cheap meta-model (i.e. surrogate model) by employing the sparse PDD approach with its coefficients computed by regression. Three levels of adaptivity are carried out in this paper: 1) the truncated dimensionality for ANOVA component functions, 2) the active dimension technique especially for second- and higher-order parameter interactions, and 3) the stepwise regression approach designed to retain only the most influential polynomials in the PDD expansion. During this adaptive procedure featuring stepwise regressions, the surrogate model representation keeps containing few terms, so that the cost to resolve repeatedly the linear systems of the least-squares regression problem is negligible. The size of the finally obtained sparse PDD representation is much smaller than the one of the full expansion, since only significant terms are eventually retained. Consequently, a much smaller number of calls to the deterministic model is required to compute the final PDD coefficients.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations. - Highlights: • The distance minimizing control forces minimize a bound on the sampling variance. • Establishing Girsanov controls via solution of a two-point boundary value problem. • Girsanov controls via Volterra's series representation for the transfer functions.

97 MATHEMATICS AND COMPUTING↗