Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “random walk”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 109 records · Page 6
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Latent Stochastic Differential Equations for Modeling Quasar Variability and Inferring Black Hole Properties

Quasars are bright and unobscured active galactic nuclei (AGN) thought to be powered by the accretion of matter around supermassive black holes at the centers of galaxies. The temporal variability of a quasar’s brightness contains valuable information about its physical properties. The UV/optical variability is thought to be a stochastic process, often represented as a damped random walk described by a stochastic differential equation (SDE). Upcoming wide-field telescopes such as the Rubin Observatory Legacy Survey of Space and Time (LSST) are expected to observe tens of millions of AGN in multiple filters over a ten year period, so there is a need for efficient and automated modeling techniques that can handle the large volume of data. Latent SDEs are machine learning models well suited for modeling quasar variability, as they can explicitly capture the underlying stochastic dynamics. In this work, we adapt latent SDEs to jointly reconstruct multivariate quasar light curves and infer their physical properties such as the black hole mass, inclination angle, and temperature slope. Our model is trained on realistic simulations of LSST ten year quasar light curves, and we demonstrate its ability to reconstruct quasar light curves even in the presence of long seasonal gaps and irregular sampling across different bands, outperforming a multioutput Gaussian process regression baseline. Our method has the potential to provide a deeper understanding of the physical properties of quasars and is applicable to a wide range of other multivariate time series with missing data and irregular sampling.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2026

Optimizing Optical Searches for Supermassive Black Hole Binaries in Active Galactic Nuclei Light Curves: Fourier versus Bayesian Periodicity Detection

Simulations predict that supermassive black hole binaries (SMBHBs) will exhibit periodic brightness variations that may exceed the stochastic variability intrinsic to active galactic nuclei (AGN). In this paper, we simulate SMBHBs with damped random walk (DRW) AGN variability and an added sinusoidal signal from the orbital motion, and test three methods—a generalized Lomb–Scargle periodogram (GLSP), a nested Bayesian sampler (NBS), and a weighted wavelet z-transform (or WWZ)—to determine which is best at recovering the periodicity. Our simulated light curves follow the properties of the Catalina Real-Time Transient Survey (or CRTS), Legacy Survey of Space and Time (LSST), and Zwicky Transient Facility (ZTF) to best inform current and future SMBHB searches. We map a broad range of parameter space and identify which DRW-only light curves best mimic periodicity and pass each method’s model selection. The NBS performs best at detecting periodicity and filtering out DRW-only light curves. Combined candidate selection with both the NBS and GLSP significantly reduces false-positive rates (FPRs) with marginal impact on true-positive rates (TPRs). With this joint model selection pipeline, we find the lowest FPRs in ZTF-like simulations and the highest detection rates in LSST-like simulations. Using a modified computation of the false-alarm probability with GLSP, we efficiently triage LSST AGN light curves (∼10 7 light curves in ∼10–30 hr) and achieve TPRs and FPRs of ∼40% and ∼0.5%, respectively.

Banaszak, Sebastian M. [Vanderbilt Univ., Nashvill↗
DOE OSTI2022

An Electron-scattering Time Delay in Black Hole Accretion Disks

Abstract Universal to black hole X-ray binaries, the high-frequency soft lag gets longer during the hard-to-intermediate state transition, evolving from ≲1 to ∼10 ms. The soft lag production mechanism is thermal disk reprocessing of nonthermal coronal irradiation. X-ray reverberation models account for the light-travel time delay external to the disk, but assume instantaneous reprocessing of the irradiation inside the electron-scattering-dominated disk atmosphere. We model this neglected scattering time delay as a random walk within an α -disk atmosphere, with approximate opacities. To explain soft lag trends, we consider a limiting case of the scattering time delay that we dub the thermalization time delay, t th ; this is the time for irradiation to scatter its way down to the effective photosphere, where it gets thermalized, and then scatter its way back out. We demonstrate that t th plausibly evolves from being inconsequential for low mass accretion rates m ̇ characteristic of the hard state, to rivaling or exceeding the light-travel time delay for m ̇ characteristic of the intermediate state. However, our crude model confines t th to a narrow annulus near peak accretion power dissipation, so cannot yet explain in detail the anomalously long-duration soft lags associated with larger disk radii. We call for time-dependent models with accurate opacities to assess the potential relevance of a scattering delay.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2025

Self-similar Cosmic-Ray Transport in High-resolution Magnetohydrodynamic Turbulence

We study the propagation of cosmic rays (CRs) through a simulation of magnetohydrodynamic (MHD) turbulence at an unprecedented resolution of 10,240 3 . We drive turbulence that is subsonic and super-Alfvénic, characterized by δB rms /B 0 = 2. The high resolution enables an extended inertial range such that the Alfvén scale l A , where δB(l A ) ≈ B 0 , is well resolved. This allows us to properly capture how the cascade transitions from large amplitudes on large scales to small amplitudes on small scales. We find that sharp bends in the magnetic field are key mediators of particle transport even on small scales via resonant curvature scattering. We further find that particle scattering in the turbulence shows strong hints of self-similarity: (1) the diffusion has a weak energy dependence over almost two decades in particle energy, and (2) the particles’ random walk exhibits a broad power-law distribution of collision times such that the diffusion is dominated by the rarest, long-distance excursions. Our results suggest that large-amplitude MHD turbulence can provide efficient scattering over a wide range of CR energies and may help explain many CR observations above a ∼TeV: the flattening of the B/C spectrum, the hardening of CR primary spectra, and the weak dependence of arrival anisotropy on CR energy.

Kempski, Philipp [Princeton Univ., NJ (United Stat↗
DOE OSTI2024

How microscopic epistasis and clonal interference shape the fitness trajectory in a spin glass model of microbial long-term evolution

The adaptive dynamics of evolving microbial populations takes place on a complex fitness landscape generated by epistatic interactions. The population generically consists of multiple competing strains, a phenomenon known as clonal interference. Microscopic epistasis and clonal interference are central aspects of evolution in microbes, but their combined effects on the functional form of the population’s mean fitness are poorly understood. Here, we develop a computational method that resolves the full microscopic complexity of a simulated evolving population subject to a standard serial dilution protocol. Through extensive numerical experimentation, we find that stronger microscopic epistasis gives rise to fitness trajectories with slower growth independent of the number of competing strains, which we quantify with power-law fits and understand mechanistically via a random walk model that neglects dynamical correlations between genes. We show that increasing the level of clonal interference leads to fitness trajectories with faster growth (in functional form) without microscopic epistasis, but leaves the rate of growth invariant when epistasis is sufficiently strong, indicating that the role of clonal interference depends intimately on the underlying fitness landscape. The simulation package for this work may be found at https://github.com/nmboffi/spin_glass_evodyn .

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2024

How microscopic epistasis and clonal interference shape the fitness trajectory in a spin glass model of microbial long-term evolution

The adaptive dynamics of evolving microbial populations takes place on a complex fitness landscape generated by epistatic interactions. The population generically consists of multiple competing strains, a phenomenon known as clonal interference. Microscopic epistasis and clonal interference are central aspects of evolution in microbes, but their combined effects on the functional form of the population’s mean fitness are poorly understood. Here, we develop a computational method that resolves the full microscopic complexity of a simulated evolving population subject to a standard serial dilution protocol. Through extensive numerical experimentation, we find that stronger microscopic epistasis gives rise to fitness trajectories with slower growth independent of the number of competing strains, which we quantify with power-law fits and understand mechanistically via a random walk model that neglects dynamical correlations between genes. We show that increasing the level of clonal interference leads to fitness trajectories with faster growth (in functional form) without microscopic epistasis, but leaves the rate of growth invariant when epistasis is sufficiently strong, indicating that the role of clonal interference depends intimately on the underlying fitness landscape. The simulation package for this work may be found at https://github.com/nmboffi/spin_glass_evodyn .

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2023

Methods, systems, and apparatuses for calculating global fluence for neutron and photon monte carlo transport using expected value estimators

Global fluence estimators may be calculated on accelerators and processors for neutron and photon Monte Carlo transport. Monte Carlo random walk simulation may be performed on the processors and the calculation of a Volumetric-Ray-Casting (VRC) estimator may be offloaded to the accelerators. The VRC estimator may modify an expected-value estimator to extend a pseudo-particle ray along the direction of the emitted particle from source and collision event through not only the event volume, but also through all volumes that describe the problem geometry. Additionally, many pseudo-particle rays may be sampled per event, rather than just a single pseudo-particle ray per event, in order to provide more complete angular coverage.

Sweezy, Jeremy Ed↗
DOE OSTI2024

Characterizing the impact of finite matrix block size on conservative particle transport through three-dimensional fracture networks

Mass transfer of solutes between fractures and the surrounding rock matrix exerts a noticeable signature on the tail of travel time distributions. When the width of the matrix is assumed to be infinite and advective transport through the fracture is sufficiently fast, the tails of the travel time distributions exhibit a classically expected slope of ψ(t) ∝ t -3/2 . However, studies have yet to characterize how solute transfer between fractures via diffusion through finite matrix blocks influences the tail’s slope in three-dimensional fractured media. Here, in this study, we assess the impact of finite matrix block size on breakthrough curve shape at different spatio-temporal scales by con ducting particle tracking simulations in three-dimensional discrete fracture networks. We consider a variety of hydrodynamic and geostructural proper ties to determine their relative impact on the resulting travel time distributions. We observe that the impact of matrix diffusion through a finite block on travel time distributions is similar to that of an infinite matrix block when the fracture spacing is sufficiently large, matrix diffusion is relatively weak, or transport is considered at an early control plane distance. We observe that the converse of these conditions, results in deviations from the classical ψ(t) ∝ t -3/2 scaling. These results provide a first step toward developing a metric to assess when finite block size effects are expected to significantly influence transport.

58 GEOSCIENCES↗
DOE OSTI2022

A Differentiable Hydrology Approach for Modeling With Time-Varying Parameters

In the analysis of observational data with mathematical models, it is often desirable to let one or more model parameters vary with time to account for changing environmental conditions or to offer more flexibility. A standard approach for dynamic models is to allow for the number of parameters to grow as a function of time, leading to a high-dimensional inference problem for long data records. We propose using Hamiltonian Monte Carlo, a gradient-based Markov chain Monte Carlo (MCMC) method, to perform Bayesian inference for time-varying parameters (TVP) in hydrology models. As derivatives of model error functions with regard to parameters are not available in closed form, we implemented the GR4J rainfall-runoff models in Theano/PyMC3, and Jax/NumPyro, allowing for the application of automatic differentiation techniques. A simulation experiment assessing the viability of these methods for recovering underlying temporal variation in parameters indicates that a discrete Gaussian random walk-based prior appears to be best suited across a range of scenarios while the continuous-time Gaussian process compares relatively poorly. In an analysis of 20 years of daily real-world streamflow records from the Model Parameter Estimation Experiment (MOPEX) hydrology data set with increasing data sparsity and at multiple temporal resolutions, we find that TVP inference with gradient-based MCMC is a flexible and reliable approach for analyzing hydrology models with dynamic parameter sets.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2023

Radiation burnthrough measurements to infer opacity at conditions close to the solar radiative zone–convective zone boundary

Recent measurements at the Sandia National Laboratory of the x-ray transmission of iron plasma have inferred opacities much higher than predicted by theory, which casts doubt on modeling of iron x-ray radiative opacity at conditions close to the solar convective zone-radiative zone boundary. An increased radiative opacity of the solar mixture, in particular iron, is a possible explanation for the disagreement in the position of the solar convection zone-radiative zone boundary as measured by helioseismology and predicted by modeling using the most recent photosphere analysis of the elemental composition. In this report we present data from radiation burnthrough experiments, which do not support a large increase in the opacity of iron at conditions close to the base of the solar convection zone and provide a constraint on the possible values of both the mean opacity and the opacity in the x-ray range of the Sandia experiments. The data agree with opacity values from current state-of-the-art opacity modeling using the CASSANDRA opacity code.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2024

Enhancing high-fidelity neural network potentials through low-fidelity sampling

The efficacy of neural network potentials (NNPs) critically depends on the quality of the configurational datasets used for training. Prior research using empirical potentials has shown that well-selected liquid–solid transitional configurations of a metallic system can be translated to other metallic systems. This study demonstrates that such validated configurations can be relabeled using density functional theory (DFT) calculations, thereby enhancing the development of high-fidelity NNPs. Training strategies and sampling approaches are efficiently assessed using empirical potentials and subsequently relabeled via DFT in a highly parallelized fashion for high-fidelity NNP training. Our results reveal that relying solely on energy and force for NNP training is inadequate to prevent overfitting, highlighting the necessity of incorporating stress terms into the loss functions. To optimize training involving force and stress terms, we propose employing transfer learning to fine-tune the weights, ensuring that the potential surface is smooth for these quantities composed of energy derivatives. This approach markedly improves the accuracy of elastic constants derived from simulations in both empirical potential-based NNPs and relabeled DFT-based NNPs. Overall, this study offers significant insights into leveraging empirical potentials to expedite the development of reliable and robust NNPs at the DFT level.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Binding kinetics of harmonically confined random walkers

Diffusion-mediated binding of molecules under the influence of discrete spatially confining potentials is a commonly encountered scenario in systems subjected to explicit fields or implicit fields arising from tethering restraints. Here, in this work, we derive analytical expressions for the mean binding time of two random walkers geometrically confined by means of two harmonic potentials in one- and two-dimensional systems, which show excellent agreement with Brownian dynamics simulations. As a demonstration of its utility, we use this theory to maximize the communication speed in existing DNA walkers, obtaining quantitative agreement with previously reported experimental findings. The analytical expressions derived in this paper are broadly applicable to diverse systems, providing ways to characterize communication processes and optimize the rate of signal propagation for sensing and computing applications at the nanoscale.

36 MATERIALS SCIENCE↗
DOE OSTI2024

Simulations of classical three-body thermalization in one dimension

One-dimensional systems, such as nanowires or electrons moving along strong magnetic field lines, have peculiar thermalization physics. The binary collision of pointlike particles, typically the dominant process for reaching thermal equilibrium in higher-dimensional systems, cannot thermalize a 1D system. We study how dilute classical 1D gases thermalize through three-body collisions. We consider a system of identical classical point particles with pairwise repulsive inverse power-law potential V ij ∝ 1/|x i –x j | n or the pairwise Lennard-Jones potential. Using Monte Carlo methods, we compute a collision kernel and use it in the Boltzmann equation to evolve a perturbed thermal state with temperature T toward equilibrium. We explain the shape of the kernel and its dependence on the system parameters. Additionally, we implement molecular dynamics simulations of a many-body gas and show agreement with the Boltzmann evolution in the low-density limit. For the inverse power-law potential, the rate of thermalization is proportional to ρ 2 ⁢T$\frac{1}{2}$ – $\frac{1}{n}$, where ρ is the number density. Furthermore, the corresponding proportionality constant decreases with increasing n.

1-dimensional systems↗
DOE OSTI2025

Computing Nonequilibrium Responses with Score-Shifted Stochastic Differential Equations

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic dynamics. For nonequilibrium systems, perturbations cannot be interpreted simply by monitoring fluctuations in a conjugate observable and general response results rely on path ensemble averaging. Furthermore, these techniques do not apply to perturbations that affect the diffusion tensor in a stochastic system. Here, we introduce an “effective” physical process that represents the diffusion perturbed dynamics and enables accurate calculations of responses to a change in the diffusion. Interestingly, the effective dynamics contain an additional drift involving the instantaneous “score” of the system, and we leverage score matching algorithms to carry out nonequilibrium response calculations on systems for which the exact stationary distribution is unknown.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2026

Generalized master equation for particle transport in binary random media with renewal statistics

Particle transport in binary stochastic mixtures is classically modeled assuming Markovian or exponential mixing statistics but in many applications material memory invalidates the Markov assumption. For non-Markovian mixing characterized by alternating renewal processes, a transport-theoretic framework is presented that provides an exact description of transport in nonscattering random binary media with general non-exponential statistics. Our approach is to Markovianize the problem by augmenting the {material type, particle flux} state space with the age or distance from the last interface. A Chapman-Kolmogorov equation is formulated for the joint probability density of the material type, particle flux, and age, and subsequently reduced to a generalized Master equation (GME) in differential form. This constitutes the primary result of this work. A state-updating Monte Carlo algorithm consistent with the GME is developed and benchmarked against analytical solutions for multiple chord-length laws. For purely absorbing renewal statistical media, the GME reproduces analytical benchmarks for the equilibrium age distribution, interior mean/variance of material-conditioned fluxes, and boundary transmittance. Simulations further demonstrate that a Markov (exponential) approximation of non-exponential statistics can introduce large errors in transmittance and interior flux profiles. Lastly, the reintroduction of memory due to scattering is briefly addressed through heuristic considerations.

Fluctuations & noise↗
DOE OSTI2022

Photochemical micromotor of eccentric core in isotropic hollow shell exhibiting multimodal motion behavior

Adaptive motion behavior in response to different environmental stimuli is ubiquitous in biology and enables creatures to achieve a diversity of complex tasks, but not typically observed in synthetic systems. In this report we propose a design of chemically-powered micromotors actively performing multimodal motion behaviors with the external stimulus changing. They have isotropic outer surfaces but inherent inner mass asymmetry, such as eccentric core-in-hollow shell TiO 2 (E-TiO 2 ) microspheres. Their motion behavior can be spontaneously transformed among random Brownian propulsion (stochastic walk), negative phototaxis (moving against incident light), and negative photogravitaxis (moving against gravity) when the light intensity, illumination direction, or fuel concentration change. At a low light intensity and/or low H 2 O 2 fuel concentration, the E-TiO 2 micromotors perform directional movement away from light based on the dominated diffusiophoresis by the photocatalytic reaction over the isotropic shell. With the increase of light intensity or fuel concentration, there are more and more photons or fuels to reach the eccentric core and the contribution of the photocatalytic reaction over it to the diffusiophoresis gradually becomes dominant. In this case, the E-TiO 2 micromotors perform stochastic walks near the substrate due to their Brownian random rotational reorientations. The micromotors are single component, have low density, and can be synthesized in a large scale and at a low cost. This work will facilitate the development of multifunctional micro/nanomotors with varying behaviors and functions depending on environmental cues, e.g., enabling efficient search and delivery operations.

36 MATERIALS SCIENCE↗
DOE OSTI2022

Effectiveness of supervised exercise, home-based exercise, or walk advice strategies on walking performance and muscle endurance in patients with intermittent claudication (SUNFIT trial): a randomized clinical trial

Abstract Aims Supervised exercise is a guideline-recommended treatment in intermittent claudication (IC). Hospital-based supervised exercise programmes (SEPs) are underutilized, while home-based structured exercise programmes (HSEPs) have attracted interest. The results from HSEP in IC are inconsistent and may confer no benefit over walk advice (WA) and be less effective than SEP. The aim of the study was to compare the effectiveness of best medical treatment, including Nordic pole WA alone, or WA + SEP or WA + HSEP for patients with IC. Methods and results This three-armed, multicentre randomized clinical trial enrolled patients with IC; all patients received best medical treatment including walking poles and the advice of regular Nordic pole walking (WA). For HSEP and SEP, additional exercise programmes were provided. The primarily investigated hypothesis was a non-inferiority analysis of SEP vs. HSEP regarding the 6-min walk test (6MWT) maximum distance, with a pre-defined non-inferiority margin of 50 m. Supporting outcomes included muscle endurance tests and the walking impairment questionnaire. Outcomes were assessed at baseline, 3, 6, and 12 months by a blinded evaluator. Altogether 166 patients (mean age 72 years; 59% males) were randomized. In HSEP and SEP, 24 and 26% patients, respectively, were fully exercise adherent. All three groups improved pain-free walking distance over time, but there were no significant intergroup differences. The intergroup 6MWT difference between SEP and HSEP from 0 to 12 months was –11.6 m, 95% confidence interval: –36.4 to 13.0 m (i.e. within the pre-specified non-inferiority margin). Conclusion The HSEP was non-inferior to SEP in patients with IC. There were no significant differences observed between the three groups at 1 year. Registration ClinicialTrials.gov: NCT02341716.

Sandberg, Anna (ORCID:0000000258432784)↗
DOE OSTI2023

Factors influencing mode choice of adults with travel-limiting disability

Introduction: Despite the plethora of research devoted to analyzing the impact of disability on travel behavior, not enough studies have investigated the varying impact of social and environmental factors on the mode choice of people with disabilities that restrict their ability to use transportation modes efficiently. This research gap can be addressed by investigating the factors influencing the mode choice behavior of people with travel-limiting disabilities, which can inform the development of accessible and sustainable transportation systems. Additionally, such studies can provide insights into the social and economic barriers faced by this population group, which can help policymakers to promote social inclusion and equity. Method: This study utilized a Random Parameters Logit model to identify the individual, trip, and environmental factors that influence mode selection among people with travel-limiting disabilities. Here, using the 2017 National Household Travel Survey data for New York State, which included information on respondents with travel-limiting disabilities, the analysis focused on a sample of 8,016 people. In addition, climate data from the National Oceanic and Atmospheric Administration were integrated as additional explanatory variables in the modeling process. Results: The results revealed that people with disabilities may be inclined to travel longer distances walking in the absence of suitable accommodation facilities for other transportation modes. Furthermore, people were less inclined to walk during summer and winter, indicating a need to consider weather conditions as a significant determinant of mode choice. Moreover, low-income people with disabilities were more likely to rely on public transport or walking. Conclusion: Based on this study’s findings, transportation agencies could design infrastructure and plan for future expansions that is more inclusive and accessible, thus catering to the mobility needs of people with travel-limiting disabilities.

99 GENERAL AND MISCELLANEOUS↗