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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 1,225 records · Page 68
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DOE OSTI2015

Electron acceleration in three-dimensional magnetic reconnection with a guide field

Kinetic simulations of 3D collisionless magnetic reconnection with a guide field show a dramatic enhancement of energetic electron production when compared with 2D systems. In the 2D systems, electrons are trapped in magnetic islands that limit their energy gain, whereas in the 3D systems the filamentation of the current layer leads to a stochastic magnetic field that enables the electrons to access volume-filling acceleration regions. The dominant accelerator of the most energetic electrons is a Fermi-like mechanism associated with reflection of charged particles from contracting field lines.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2015

Evaluation of stochastic algorithms for financial mathematics problems from point of view of energy-efficiency

The recent developments in the area of high-performance computing are driven not only by the desire for ever higher performance but also by the rising costs of electricity. The use of various types of accelerators like GPUs, Intel Xeon Phi has become mainstream and many algorithms and applications have been ported to make use of them where available. In Financial Mathematics the question of optimal use of computational resources should also take into account the limitations on space, because in many use cases the servers are deployed close to the exchanges. In this work we evaluate various algorithms for option pricing that we have implemented for different target architectures in terms of their energy and space efficiency. Since it has been established that low-discrepancy sequences may be better than pseudorandom numbers for these types of algorithms, we also test the Sobol and Halton sequences. We present the raw results, the computed metrics and conclusions from our tests.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2015

The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

A computational study of turbulent kinetic energy transport in barotropic turbulence on the f-plane

Energy transport by eddies is diagnosed from a series of simulations of stochastically forced, inhomogeneous two-dimensional turbulence—barotropic dynamics on the f-plane. The divergence of the energy flux is compared to diffusive models, both fractional and harmonic, and the inferred diffusivity κ is compared to a mixing-length model κ ∝ Vℓ where V and ℓ are eddy velocity and length scales, respectively. The flux-divergence is found to be well approximated by Laplacian diffusion with a mixing-length approximation. This study provides some support for diffusive modeling of mesoscale eddy energy transport in ocean model parameterizations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Random attractors for the stochastic coupled fractional Ginzburg-Landau equation with additive noise

This paper is concerned with the stochastic coupled fractional Ginzburg-Landau equation with additive noise. We first transform the stochastic coupled fractional Ginzburg-Landau equation into random equations whose solutions generate a random dynamical system. Then we prove the existence of random attractor for random dynamical system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Steady state in a gas of inelastic rough spheres heated by a uniform stochastic force

We study here the steady state attained in a granular gas of inelastic rough spheres that is subject to a spatially uniform random volume force. The stochastic force has the form of the so-called white noise and acts by adding impulse to the particle translational velocities. We work out an analytical solution of the corresponding velocity distribution function from a Sonine polynomial expansion that displays energy non-equipartition between the translational and rotational modes, translational and rotational kurtoses, and translational-rotational velocity correlations. By comparison with a numerical solution of the Boltzmann kinetic equation (by means of the direct simulation Monte Carlo method), we show that our analytical solution provides a good description that is quantitatively very accurate in certain ranges of inelasticity and roughness. We also find three important features that make the forced granular gas steady state very different from the homogeneous cooling state (attained by an unforced granular gas). First, the marginal velocity distributions are always close to a Maxwellian. Second, there is a continuous transition to the purely smooth limit (where the effects of particle rotations are ignored). And third, the angular translational-rotational velocity correlations show a preference for a quasiperpendicular mutual orientation (which is called “lifted-tennis-ball” behavior)

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Comparison of different moment-closure approximations for stochastic chemical kinetics

In recent years, moment-closure approximations (MAs) of the chemical master equation have become a popular method for the study of stochastic effects in chemical reaction systems. Several different MA methods have been proposed and applied in the literature, but it remains unclear how they perform with respect to each other. In this paper, we study the normal, Poisson, log-normal, and central-moment-neglect MAs by applying them to understand the stochastic properties of chemical systems whose deterministic rate equations show the properties of bistability, ultrasensitivity, and oscillatory behaviour. Our results suggest that the normal MA is favourable over the other studied MAs. In particular, we found that (i) the size of the region of parameter space where a closure gives physically meaningful results, e.g., positive mean and variance, is considerably larger for the normal closure than for the other three closures, (ii) the accuracy of the predictions of the four closures (relative to simulations using the stochastic simulation algorithm) is comparable in those regions of parameter space where all closures give physically meaningful results, and (iii) the Poisson and log-normal MAs are not uniquely defined for systems involving conservation laws in molecule numbers. We also describe the new software package MOCA which enables the automated numerical analysis of various MA methods in a graphical user interface and which was used to perform the comparative analysis presented in this paper. MOCA allows the user to develop novel closure methods and can treat polynomial, non-polynomial, as well as time-dependent propensity functions, thus being applicable to virtually any chemical reaction system.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2015

Dissipation in noisy chemical networks: The role of deficiency

We study the effect of intrinsic noise on the thermodynamic balance of complex chemical networks subtending cellular metabolism and gene regulation. A topological network property called deficiency, known to determine the possibility of complex behavior such as multistability and oscillations, is shown to also characterize the entropic balance. In particular, when deficiency is zero the average stochastic dissipation rate equals that of the corresponding deterministic model, where correlations are disregarded. In fact, dissipation can be reduced by the effect of noise, as occurs in a toy model of metabolism that we employ to illustrate our findings. This phenomenon highlights that there is a close interplay between deficiency and the activation of new dissipative pathways at low molecule numbers.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Driven microswimmers on a 2D substrate: A stochastic towed sled model

We investigate, both numerically and analytically, the diffusion properties of a stochastic sled sliding on a substrate, subject to a constant towing force. The problem is motivated by the growing interest in controlling transport of artificial microswimmers in 2D geometries at low Reynolds numbers. We simulated both symmetric and asymmetric towed sleds. Remarkable properties of their mobilities and diffusion constants include sidewise drifts and excess diffusion peaks. We interpret our numerical findings by making use of stochastic approximation techniques.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2015

Fast cooling for a system of stochastic oscillators

We study feedback control of coupled nonlinear stochastic oscillators in a force field. We first consider the problem of asymptotically driving the system to a desired steady state corresponding to reduced thermal noise. Among the feedback controls achieving the desired asymptotic transfer, we find that the most efficient one from an energy point of view is characterized by time-reversibility. We also extend the theory of Schrödinger bridges to this model, thereby steering the system in finite time and with minimum effort to a target steady-state distribution. The system can then be maintained in this state through the optimal steady-state feedback control. The solution, in the finite-horizon case, involves a space-time harmonic function φ, and −logφ plays the role of an artificial, time-varying potential in which the desired evolution occurs. This framework appears extremely general and flexible and can be viewed as a considerable generalization of existing active control strategies such as macromolecular cooling. In the case of a quadratic potential, the results assume a form particularly attractive from the algorithmic viewpoint as the optimal control can be computed via deterministic matricial differential equations. An example involving inertial particles illustrates both transient and steady state optimal feedback control.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Dichotomous noise models of gene switches

Molecular noise in gene regulatory networks has two intrinsic components, one part being due to fluctuations caused by the birth and death of protein or mRNA molecules which are often present in small numbers and the other part arising from gene state switching, a single molecule event. Stochastic dynamics of gene regulatory circuits appears to be largely responsible for bifurcations into a set of multi-attractor states that encode different cell phenotypes. The interplay of dichotomous single molecule gene noise with the nonlinear architecture of genetic networks generates rich and complex phenomena. In this paper, we elaborate on an approximate framework that leads to simple hybrid multi-scale schemes well suited for the quantitative exploration of the steady state properties of large-scale cellular genetic circuits. Through a path sum based analysis of trajectory statistics, we elucidate the connection of these hybrid schemes to the underlying master equation and provide a rigorous justification for using dichotomous noise based models to study genetic networks. Numerical simulations of circuit models reveal that the contribution of the genetic noise of single molecule origin to the total noise is significant for a wide range of kinetic regimes.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2015

Calculation of correlated initial state in the hierarchical equations of motion method using an imaginary time path integral approach

Based on recent findings in the hierarchical equations of motion (HEOM) for correlated initial state [Y. Tanimura, J. Chem. Phys. 141, 044114 (2014)], we propose a new stochastic method to obtain the initial conditions for the real time HEOM propagation, which can be used further to calculate the equilibrium correlation functions and symmetrized correlation functions. The new method is derived through stochastic unraveling of the imaginary time influence functional, where a set of stochastic imaginary time HEOM are obtained. The validity of the new method is demonstrated using numerical examples including the spin-Boson model, and the Holstein model with undamped harmonic oscillator modes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Diffusion coefficients of Fokker-Planck equation for rotating dust grains in a fusion plasma

In the fusion devices, ions, H atoms, and H{sub 2} molecules collide with dust grains and exert stochastic torques which lead to small variations in angular momentum of the grain. By considering adsorption of the colliding particles, thermal desorption of H atoms and normal H{sub 2} molecules, and desorption of the recombined H{sub 2} molecules from the surface of an oblate spheroidal grain, we obtain diffusion coefficients of the Fokker-Planck equation for the distribution function of fluctuating angular momentum. Torque coefficients corresponding to the recombination mechanism show that the nonspherical dust grains may rotate with a suprathermal angular velocity.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2015

Electron residual energy due to stochastic heating in field-ionized plasma

The electron residual energy originated from the stochastic heating in under-dense field-ionized plasma is investigated here. Initially, the optical response of plasma is modeled by using two counter-propagating electromagnetic waves. In this case, the solution of motion equation of a single electron indicates that by including the ionization, the electron with higher residual energy compared with that without ionization could be obtained. In agreement with chaotic nature of the motion, it is found that the electron residual energy will be significantly changed by applying a minor change in the initial conditions. Extensive kinetic 1D-3V particle-in-cell simulations have been performed in order to resolve full plasma reactions. In this way, two different regimes of plasma behavior are observed by varying the pulse length. The results indicate that the amplitude of scattered fields in a proper long pulse length is high enough to act as a second counter-propagating wave and trigger the stochastic electron motion. On the contrary, the analyses of intensity spectrum reveal the fact that the dominant scattering mechanism tends to Thomson rather than Raman scattering by increasing the pulse length. A covariant formalism is used to describe the plasma heating so that it enables us to measure electron temperature inside and outside of the pulse region.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2015

Propagation characteristics of atmospheric-pressure He+O{sub 2} plasmas inside a simulated endoscope channel

Cold atmospheric-pressure plasmas have potential to be used for endoscope sterilization. In this study, a long quartz tube was used as the simulated endoscope channel, and an array of electrodes was warped one by one along the tube. Plasmas were generated in the inner channel of the tube, and their propagation characteristics in He+O{sub 2} feedstock gases were studied as a function of the oxygen concentration. It is found that each of the plasmas originates at the edge of an instantaneous cathode, and then it propagates bidirectionally. Interestingly, a plasma head with bright spots is formed in the hollow instantaneous cathode and moves towards its center part, and a plasma tail expands through the electrode gap and then forms a swallow tail in the instantaneous anode. The plasmas are in good axisymmetry when [O{sub 2}] ≤ 0.3%, but not for [O{sub 2}] ≥ 1%, and even behave in a stochastic manner when [O{sub 2}] = 3%. The antibacterial agents are charged species and reactive oxygen species, so their wall fluxes represent the “plasma dosage” for the sterilization. Such fluxes mainly act on the inner wall in the hollow electrode rather than that in the electrode gap, and they get to the maximum efficiency when the oxygen concentration is around 0.3%. It is estimated that one can reduce the electrode gap and enlarge the electrode width to achieve more homogenous and efficient antibacterial effect, which have benefits for sterilization applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Valuation of Indonesian catastrophic earthquake bonds with generalized extreme value (GEV) distribution and Cox-Ingersoll-Ross (CIR) interest rate model

Indonesia is a country with high risk of earthquake, because of its position in the border of earth’s tectonic plate. An earthquake could raise very high amount of damage, loss, and other economic impacts. So, Indonesia needs a mechanism for transferring the risk of earthquake from the government or the (reinsurance) company, as it could collect enough money for implementing the rehabilitation and reconstruction program. One of the mechanisms is by issuing catastrophe bond, ‘act-of-God bond’, or simply CAT bond. A catastrophe bond issued by a special-purpose-vehicle (SPV) company, and then sold to the investor. The revenue from this transaction is joined with the money (premium) from the sponsor company and then invested in other product. If a catastrophe happened before the time-of-maturity, cash flow from the SPV to the investor will discounted or stopped, and the cash flow is paid to the sponsor company to compensate their loss because of this catastrophe event. When we consider the earthquake only, the amount of discounted cash flow could determine based on the earthquake’s magnitude. A case study with Indonesian earthquake magnitude data show that the probability of maximum magnitude can model by generalized extreme value (GEV) distribution. In pricing this catastrophe bond, we assumed stochastic interest rate that following the Cox-Ingersoll-Ross (CIR) interest rate model. We develop formulas for pricing three types of catastrophe bond, namely zero coupon bonds, ‘coupon only at risk’ bond, and ‘principal and coupon at risk’ bond. Relationship between price of the catastrophe bond and CIR model’s parameter, GEV’s parameter, percentage of coupon, and discounted cash flow rule then explained via Monte Carlo simulation.

58 GEOSCIENCES↗
DOE OSTI2015

RF wave propagation and scattering in turbulent tokamak plasmas

Drift wave turbulence driven by the steep electron and ion temperature gradients in H-mode divertor tokamaks produce scattering of the RF waves used for heating and current drive. The X-ray emission spectra produced by the fast electrons require the turbulence broaden RF wave spectrum. Both the 5 GHz Lower Hybrid waves and the 170 GHz electron cyclotron [EC] RF waves experience scattering and diffraction by the electron density fluctuations. With strong LHCD there are bifurcations in the coupled turbulent transport dynamics giving improved steady-state confinement states. The stochastic scattering of the RF rays makes the prediction of the distribution of the rays and the associated particle heating a statistical problem. Thus, we introduce a Fokker-Planck equation for the probably density of the RF rays. The general frame work of the coupled system of coupled high frequency current driving rays with the low-frequency turbulent transport determines the profiles of the plasma density and temperatures.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Existence, uniqueness, and stability of stochastic neutral functional differential equations of Sobolev-type

In this paper, we are mainly concerned with a class of stochastic neutral functional differential equations of Sobolev-type with Poisson jumps. Under two different sets of conditions, we establish the existence of the mild solution by applying the Leray-Schauder alternative theory and the Sadakovskii’s fixed point theorem, respectively. Furthermore, we use the Bihari’s inequality to prove the Osgood type uniqueness. Also, the mean square exponential stability is investigated by applying the Gronwall inequality. Finally, two examples are given to illustrate the theory results.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗