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DOE OSTI2022

Counting generations in birth and death processes with competing Erlang and exponential waiting times

Lymphocyte populations, stimulated in vitro or in vivo, grow as cells divide. Stochastic models are appropriate because some cells undergo multiple rounds of division, some die, and others of the same type in the same conditions do not divide at all. If individual cells behave independently, then each cell can be imagined as sampling from a probability density of times to division and death. The exponential density is the most mathematically and computationally convenient choice. It has the advantage of satisfying the memoryless property, consistent with a Markov process, but it overestimates the probability of short division times. With the aim of preserving the advantages of a Markovian framework while improving the representation of experimentally-observed division times, we consider a multi-stage model of cellular division and death. We use Erlang-distributed (or, more generally, phase-type distributed) times to division, and exponentially distributed times to death. We classify cells into generations, using the rule that the daughters of cells in generation n are in generation n + 1. In some circumstances, our representation is equivalent to established models of lymphocyte dynamics. We find the growth rate of the cell population by calculating the proportions of cells by stage and generation. The exponent describing the late-time cell population growth, and the criterion for extinction of the population, differs from what would be expected if N steps with rate λ were equivalent to a single step of rate λ/N. We link with a published experimental dataset, where cell counts were reported after T cells were transferred to lymphopenic mice, using Approximate Bayesian Computation. In the comparison, the death rate is assumed to be proportional to the generation and the Erlang time to division for generation 0 is allowed to differ from that of subsequent generations. The multi-stage representation is preferred to a simple exponential in posterior distributions, and the mean time to first division is estimated to be longer than the mean time to subsequent divisions.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2024

Increasing extreme hourly precipitation risk for New York City after Hurricane Ida

The remnants of Hurricane Ida caused major damage and death in the United States on September 1st, 2021, and 11 people drowned in flooded basement apartments within New York City (NYC). It was catastrophic because the maximum hourly precipitation intensity, recorded as 3.47 inches (88.1 mm) per hour at Central Park, was unprecedentedly high for the NYC region. The stormwater infrastructure in NYC is built for 1.75 inches (44.5 mm) per hour, and so understanding the dynamic risk associated with Ida can inform city planning efforts for climate change’s impact on short duration extreme precipitation events. We contextualize this storm’s record-breaking hourly intensity within the historical record as well as project its risk in the near- to medium-term future using nonstationary stochastic models. These models are conditioned on average temperature (T avg ) and cooling degree day (CDD) projections from three climate models as a covariate, each with a SSP 126 and SSP 370 scenario. The likelihood of such a storm was slowly increasing even before Ida happened, but the projected aggregate reoccurrence risk of an event of Ida’s magnitude over time from the non-stationary models ranges from 4 to 52 times higher than the risk given by the stationary model. Using CDD as a covariate resulted in risks that were more than twice the magnitude than when using T avg . Presenting both covariates provides a broader envelope of uncertainty, which highlights the importance and nuances in the choice of a regionally appropriate covariate for non-stationary risk analysis.

Mossel, Carolien↗

DOE OSTI2021

Patchy nuclear chain reactions

Stochastic fluctuations of the neutron population within a nuclear reactor are typically prevented by operating the core at a sufficient power, since a deterministic (i.e., exactly predictable) behavior of the neutron population is required by automatic safety systems to detect unwanted power excursions. In order to characterize the reactor operating conditions at which the fluctuations vanish, an experiment was designed and took place in 2017 at the Rensselaer Polytechnic Institute Reactor Critical Facility. This experiment however revealed persisting fluctuations and striking patchy spatial patterns in neutron spatial distributions. Here we report these experimental findings, interpret them by a stochastic modeling based on branching random walks, and extend them using a “numerical twin” of the reactor core. Consequences on nuclear safety will be discussed.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2023

Quantum computing for finance

Quantum computers are expected to surpass the computational capabilities of classical computers and have a transformative impact on numerous industry sectors. Here, we present a comprehensive summary of the state of the art of quantum computing for financial applications, with particular emphasis on stochastic modelling, optimization and machine learning. This Review is aimed at physicists, so it outlines the classical techniques used by the financial industry and discusses the potential advantages and limitations of quantum techniques. Finally, we look at the challenges that physicists could help tackle. Quantum computers are expected to surpass classical computers and transform industries. This Review focuses on quantum computing for financial applications and provides a summary for physicists on potential advantages and limitations of quantum techniques, as well as challenges that physicists could help tackle.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

The role of the droplet interface in controlling the multiphase oxidation of thiosulfate by ozone

Predicting reaction kinetics in aqueous microdroplets, including aerosols and cloud droplets, is challenging due to the probability that the underlying reaction mechanism can occur both at the surface and in the interior of the droplet. Additionally, few studies directly measure the surface activities of doubly charged anions, despite their prevalence in the atmosphere. Here, deep-UV second harmonic generation spectroscopy is used to probe surface affinities of the doubly charged anions thiosulfate, sulfate, and sulfite, key species in the thiosulfate ozonation reaction mechanism. Thiosulfate has an appreciable surface affinity with a measured Gibbs free energy of adsorption of -7.3 ± 2.5 kJ mol -1 in neutral solution, while sulfate and sulfite exhibit negligible surface propensity. The Gibbs free energy is combined with data from liquid flat jet ambient pressure X-ray photoelectron spectroscopy to constrain the concentration of thiosulfate at the surface in our model. Stochastic kinetic simulations leveraging these novel measurements show that the primary reaction between thiosulfate and ozone occurs at the interface and in the bulk, with the contribution of the interface decreasing from ~65% at pH 5 to ~45% at pH 13. Additionally, sulfate, the major product of thiosulfate ozonation and an important species in atmospheric processes, can be produced by two different pathways at pH 5, one with a contribution from the interface of >70% and the other occurring predominantly in the bulk (>98%). The observations in this work have implications for mining wastewater remediation, atmospheric chemistry, and understanding other complex reaction mechanisms in multiphase environments. Future interfacial or microdroplet/aerosol chemistry studies should carefully consider the role of both surface and bulk chemistry.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2020

Shear-induced lift force on spheres in a viscous linear shear flow at finite volume fractions

Several studies have shown a significant increase in drag on a distribution of solid spherical particles within a fluid with increasing particle volume fraction. As a result, many empirical drag laws accounting for the dependence on the Reynolds number and volume fraction can be found in the literature. This study investigates the possibility of a similar effect of the particle volume fraction on the mean hydrodynamic lift force on randomly distributed spherical particles in a linear shear flow. Particle-resolved direct numerical simulations are performed to evaluate the mean lift force, and the results are compared with the case of an isolated particle in a linear shear flow for the same Reynolds number and shear rate. The mean lift force acting on the particles appears to remain nearly the same as that on an isolated particle. However, due to the influence of neighboring particles, there is a substantial force variation in transverse directions on each individual particle, whose magnitude is comparable to the mean drag force. The distribution of drag force in a linear shear flow is shown to be nearly the same as in a uniform flow at the same volume fraction and Reynolds number. A simple stochastic model based on a Gaussian distribution is presented for the lift force variation, and its performance is compared to the prediction of the deterministic pairwise interaction extended point-particle model.

42 ENGINEERING↗

DOE OSTI2026

CADIS and FW-CADIS Variance Reduction in Gamma Transport for Predicting Prompt Forensics Signatures

The goal of prompt nuclear forensics is to determine the characteristics of a nuclear detonation based on the signatures available almost immediately after the explosion. An important characteristic is the reaction time history (RTH), a measure of the device’s rate of neutron multiplication. The RTH can be estimated by observation of the gamma radiation emitted from the detonation, which can be detected directly or observed indirectly as Teller light. Gamma transport simulations used to predict these radiation fields are often modeled stochastically using the Monte Carlo N-Particle (MCNP) code, which can be a computationally demanding task due to the number of particle histories needed to achieve statistical convergence. In an attempt to improve the efficiency of these calculations, we evaluate two variance reduction techniques: Consistent Adjoint-Driven Importance Sampling (CADIS) and Forward-Weighted Consistent Adjoint-Driven Importance Sampling (FW-CADIS). These methods use a deterministically calculated adjoint flux to create weight windows and source biasing that guide MCNP sampling. We study the utility of CADIS and FW-CADIS for their use in MCNP gamma transport for nuclear forensics prediction simulations. Furthermore, the results demonstrate that both CADIS and FW-CADIS improve the accuracy for forensics-focused simulations, with CADIS being most beneficial in direct detection and FW-CADIS being ideal for computing a global Teller light source.

CADIS↗

DOE OSTI2026

Multimachine analysis of intermittent fluctuations in the scrape-off layer of magnetically confined fusion plasmas

Far scrape-off layer fluctuations, also known as blobs/filaments, are compared for the first time across six tokamaks: Alcator C-Mod, DIII-D, TCV, KSTAR, MAST, and MAST-U, under the context of stochastic modeling in Ohmic and low confinement mode scenarios. In this model, which well describes these fluctuations, measurements from Langmuir probes are modeled as a superposition of uncorrelated, two-sided exponential temporal pulses. The key parameters of this model are the mean waiting times between consecutive pulses, the pulse duration times and the mean of the pulse amplitudes. The study examines the influence of line-averaged density, plasma current, magnetic field and aspect ratio. The mean amplitudes and pulse waiting times increase with the line-averaged density across devices, while the pulse duration times remain constant. Whereas the variation in waiting times is gradual across the density scan, the mean amplitudes increase abruptly as the density profile broadens and flattens for Alcator C-Mod. The blob waiting times decrease with increasing plasma current and the toroidal magnetic field, while they increase with aspect ratio for conventional tokamaks. The duration times follow the same trends as the waiting times in these parameters but vary more slowly, resulting in the trends in the waiting times dominating the intermittency level of the fluctuations.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2024

Characterization of SOL profiles and turbulence in ICRF-heated plasmas in EAST

Scrape-off layer (SOL) profiles and turbulence in ion cyclotron range of frequency (ICRF)-heated plasmas are investigated by the reciprocating probe diagnostic system (FRPs) and gas puff imaging (GPI) diagnostic in EAST. A radio-frequency (RF) sheath potential reaching up to 100 V is identified proximate to the ICRF antennas. Notably, the amplitude of this RF sheath potential escalates in response to rising ICRF power and inversely with plasma density. When a RF sheath is present in the far SOL, a pronounced density ‘shoulder’ forms in front of the ICRF antennas, while the ‘shoulder’ fade away as the antenna and associated RF sheath shift outwards. A strong E r shear is revealed by measurements from both FRPs and GPI. Analysis of the poloidal wave number-frequency spectrum reveals suppression of high-frequency turbulence in the far SOL due to the RF sheath. This effect is manifested in the reduced autocorrelation time τ c and reduced average blob size δ blob of the SOL plasma. Intriguingly, the poloidal propagation direction of the low-frequency turbulence reverses from the electron to the ion diamagnetic drift direction at the RF sheath location. A surge of tungsten impurity is potentially attributed to the heightened interaction between the SOL plasmas and the wall material. Shifting the ICRF antennas outward, to alleviate heat spots, results in the relocation of the RF sheath to the shaded region of the main limiter. This shift amplifies the radial velocity of blobs in the far SOL and concurrently diminishes the SOL density when compared to conditions without ICRF injection. The properties of ion saturation current fluctuations are consistent with the stochastic model predictions.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2023

OzDES Reverberation Mapping Programme: Mg ii lags and R − L relation

ABSTRACT The correlation between the broad line region radius and continuum luminosity (R–L relation) of active galactic nuclei (AGNs) is critical for single-epoch mass estimates of supermassive black holes (SMBHs). At z ∼ 1–2, where AGN activity peaks, the R–L relation is constrained by the reverberation mapping (RM) lags of the Mg ii line. We present 25 Mg ii lags from the Australian Dark Energy Survey RM project based on 6 yr of monitoring. We define quantitative criteria to select good lag measurements and verify their reliability with simulations based on both the damped random walk stochastic model and the rescaled, resampled versions of the observed light curves of local, well-measured AGN. Our sample significantly increases the number of Mg ii lags and extends the R–L relation to higher redshifts and luminosities. The relative iron line strength $\mathcal {R}_{\rm Fe}$ has little impact on the R–L relation. The best-fitting Mg iiR–L relation has a slope α = 0.39 ± 0.08 with an intrinsic scatter $\sigma _{\rm rl} = 0.15^{+0.03}_{-0.02}$ . The slope is consistent with previous measurements and shallower than the H β R–L relation. The intrinsic scatter of the new R–L relation is substantially smaller than previous studies and comparable to the intrinsic scatter of the H β R–L relation. Our new R–L relation will enable more precise single-epoch mass estimates and SMBH demographic studies at cosmic noon.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2021

Cross-scale dynamics and the evolutionary emergence of infectious diseases

When emerging pathogens encounter new host species for which they are poorly adapted, they must evolve to escape extinction. Pathogens experience selection on traits at multiple scales, including replication rates within host individuals and transmissibility between hosts. We analyze a stochastic model linking pathogen growth and competition within individuals to transmission between individuals. Our analysis reveals a new factor, the cross-scale reproductive number of a mutant virion, that quantifies how quickly mutant strains increase in frequency when they initially appear in the infected host population. This cross-scale reproductive number combines with viral mutation rates, single-strain reproductive numbers, and transmission bottleneck width to determine the likelihood of evolutionary emergence, and whether evolution occurs swiftly or gradually within chains of transmission. We find that wider transmission bottlenecks facilitate emergence of pathogens with short-term infections, but hinder emergence of pathogens exhibiting cross-scale selective conflict and long-term infections. Furthermore, our results provide a framework to advance the integration of laboratory, clinical, and field data in the context of evolutionary theory, laying the foundation for a new generation of evidence-based risk assessment of emergence threats.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2022

Framework for idealized climate simulations with spatiotemporal stochastic clouds and planetary-scale circulations

In climate predictions, clouds are the leading source of uncertainty. This is partly because, to simulate the fluid dynamics of climate over the entire globe, a large grid spacing must be used, so clouds are a subgrid-scale parametrization rather than a resolved feature. Here, a framework is investigated with finer grid spacing of O(1) or O(10)km so that some clouds are not subgrid-scale; instead, clouds evolve on the numerical grid. This cloud evolution is achieved using stochastic modeling. Hence, the framework is idealized in the sense that the full fluid dynamics of cloud circulations is still not resolved, and simplified vertical structures are used. Nevertheless, the fluid dynamics model includes evolving clouds that interactively adjust in size, shape, lifetime, and regional coverage. In addition, different cloud types are included with different roles in the climate system, including deep convective clouds and also boundary-layer clouds such as shallow cumulus and stratocumulus clouds. Other basic aspects of the idealized climate system are planetary-scale circulations (e.g., Walker circulation) and radiation. With these ingredients (evolving clouds, planetary-scale circulations, and radiation), the framework has the potential for idealized investigations of climate change with interactive cloud–radiative feedback of individual clouds. Here, the formulation of the model equations is presented, and numerical simulations are shown to illustrate the model dynamics and climate change.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

DOE OSTI2020

Operator Lévy Flight: Light Cones in Chaotic Long-Range Interacting Systems

We argue that chaotic power-law interacting systems have emergent limits on information propagation, analogous to relativistic light cones, which depend on the spatial dimension d and the exponent α governing the decay of interactions. Using the dephasing nature of quantum chaos, we map the problem to a stochastic model with a known phase diagram. A linear light cone results for α ≥ $\textit{d}$ + 1/2. We also provide a Lévy flight (long-range random walk) interpretation of the results and show consistent numerical data for 1D long-range spin models with 200 sites.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2023

Emergency Asset Positioning for Resilient Transmission Grid Operation

In this paper we study a problem of hurricane emergency preparedness via placement of emergency storage assets prior to its strike. We present a two-stage stochastic model for choosing locations and quantities of emergency storage to help support the power grid through a hurricane event. The expectation of losses in our two-stage model is estimated using the sample average approximation. We construct damage scenarios for sample average approximation using WIND Toolkit meteorological data and fragility curves of various electric grid components. We demonstrate the efficacy of our two-stage planning model by simulating operations during Hurricane Dolly on the 2000-bus transmission test system. Our model, coupled with our scenario selection strategy, is effective at mitigating loss of load when compared to a model without emergency storage assets placed prior to an extreme event.

emergency preparedness↗

DOE OSTI2020

Patchy snapshots of nuclear chain reactions

Stochastic fluctuations of the neutron population within a nuclear reactor are typically prevented by operating the core at a sufficiently high power. This regime, where the evolution of the neutron density is essentially deterministic, is key for automatic protection and safety systems to safely detect unwanted power excursions during an accident, and to rapidly initiate a reactor trip procedure in case it is needed. Recent works, supported by numerical simulations, have however reported that, for large reactors, the branching nature of the fission reactions might induce strongly non-Poissonian patterns in the neutron spatial distribution, and that stochastic fluctuations might still persist at reactor powers close to operating conditions (startup phase). An international program conducted by LANL, IRSN and CEA was therefore setup to experimentally detect and characterize such fluctuations and correlations. An experiment took place in 2017 at the Reactor Critical Facility (RCF) of the Rensselaer Polytechnic Institute (USA). In this paper we will report the main findings of this experimental program, supported by stochastic models and by the development of a dedicated high-fidelity Monte Carlo simulation code. We will in particular describe and explain the strong patchiness in neutron power distributions measured at the RCF, as well as a peculiar ‘blinking’ behavior of the core, and discuss the consequences of these findings on nuclear safety.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

DOE OSTI2021

Development of a framework for sequential Bayesian design of experiments: Application to a pilot-scale solvent-based CO 2 capture process

In this paper, a methodology is developed for sequential design of experiments (SDoE) for process systems and applied to a solvent-based CO 2 capture system. In this approach, the prior knowledge of the system is used to prioritize process data collection at specific operating conditions. These data are then incorporated into a Bayesian inference methodology for updating a stochastic model by refining estimations of its underlying parameters, and the updated model is then used to generate the next set of test runs. Thus, the new knowledge obtained from the data is used to guide subsequent iterations of the experimental runs, ensuring that the overall data collection is maximally informative given that most experimental campaigns, especially at pilot or higher-scale plants, are costly, time-consuming, and resource-limited. The test run objective for this work was to minimize the maximum model prediction uncertainty for key output variables, but the methodology is generic and can be readily applied to other test run objectives. This methodology is applied to an aqueous monoethanolamine (MEA) pilot plant campaign at the National Carbon Capture Center (NCCC) in Wilsonville, Alabama, USA. The SDoE framework was utilized for two iterations, while collecting 18 sets of data representing different process conditions, and this resulted in an overall average reduction in uncertainty of approximately 50% in the prediction of CO 2 capture percentage. Moreover, 11 additional data sets were obtained with variation of absorber packing height for further model validation. This work shows the capability of the SDoE framework to maximize learning given limited resources, allowing for the reduction of model uncertainty, which is of great importance for many applications including reduction of technical risk associated with scale-up and economic analysis.

20 FOSSIL-FUELED POWER PLANTS↗

DOE OSTI2021

Data From: Simulating bioclogging effects on dynamic riverbed permeability and infiltration, Water Resources Research

We collected a time series of Russian River infiltration rates to parameterize stochastic model development of infiltration conditions as a function of bioclogging. The time series of infiltration were collected from the Russian River Riverbank Filtration site located in Sonoma County California. Infiltration datasets are shown in units of m/day and were obtained using a seepage meter in 2012. To address the combined effects of bioclogging and disconnection on infiltration, we developed numerical representations of bioclogging processes based on these datasets using a within a one-dimensional, variably saturated flow model representing losing-connected and losing-disconnected rivers. All models and bioclogging formulations were used to create synthetic test cases for bioclogging.This research was supported by the Jane Lewis Fellowship from the University of California, Berkeley, the Sonoma County Water Agency (SCWA), the Roy G. Post Foundation Scholarship, the U.S. Department of Energy, Office of Science Graduate Student Research (SCGSR) Program, U.S. Department of Energy, Office of Science, Office of Biological and Environmental Research under award DE-AC02-05CH11231, and the UFZ-Helmholtz Centre for Environmental Research, Leipzig, Germany.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2023

Optimal Siting of EV Fleet Charging Station Considering EV Mobility and Microgrid Formation for Enhanced Grid Resilience

Coordinating infrastructure planning for transportation and the power grid is essential for enhanced reliability and resilience during operation and disaster management. This paper presents a two-stage stochastic model to optimize the location of electric vehicle fleet charging stations (FEVCSs) to enhance the resilience of a distribution network. The first stage of this model deals with the decision to place an FEVCS at the most favorable and optimized location, whereas the second stage aims to minimize the weighted sum of the value of lost load in multiple potential scenarios with different faults. Indeed, the second stage is a joint grid restoration scheme with network reconfiguration and microgrid formation using available distributed generators and fleet electric vehicles. The proposed model is tested on a modified IEEE-33 node distribution network and a four-node transportation network. Case studies demonstrate the effectiveness of the proposed model.

25 ENERGY STORAGE↗