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At least 1,711 records · Page 95

Scientific discovery in a model-centric framework: Reproducibility, innovation, and epistemic diversity

Consistent confirmations obtained independently of each other lend credibility to a scientific result. We refer to results satisfying this consistency as reproducible and assume that reproducibility is a desirable property of scientific discovery. Yet seemingly science also progresses despite irreproducible results, indicating that the relationship between reproducibility and other desirable properties of scientific discovery is not well understood. These properties include early discovery of truth, persistence on truth once it is discovered, and time spent on truth in a long-term scientific inquiry. We build a mathematical model of scientific discovery that presents a viable framework to study its desirable properties including reproducibility. In this framework, we assume that scientists adopt a model-centric approach to discover the true model generating data in a stochastic process of scientific discovery. We analyze the properties of this process using Markov chain theory, Monte Carlo methods, and agent-based modeling. We show that the scientific process may not converge to truth even if scientific results are reproducible and that irreproducible results do not necessarily imply untrue results. The proportion of different research strategies represented in the scientific population, scientists’ choice of methodology, the complexity of truth, and the strength of signal contribute to this counter-intuitive finding. Important insights include that innovative research speeds up the discovery of scientific truth by facilitating the exploration of model space and epistemic diversity optimizes across desirable properties of scientific discovery.

97 MATHEMATICS AND COMPUTING↗

Residual Monte Carlo high-order solver for Moment-Based Accelerated Thermal Radiative Transfer equations

In this article we explore the possibility of replacing Standard Monte Carlo (SMC) transport sweeps within a Moment-Based Accelerated Thermal Radiative Transfer (TRT) algorithm with a Residual Monte Carlo (RMC) formulation. Previous Moment-Based Accelerated TRT implementations have encountered trouble when stochastic noise from SMC transport sweeps accumulates over several iterations and pollutes the low-order system. With RMC we hope to significantly lower the build-up of statistical error at a much lower cost. First, we display encouraging results for a zero-dimensional test problem. Then, we demonstrate that we can achieve a lower degree of error in two one-dimensional test problems by employing an RMC transport sweep with multiple orders of magnitude fewer particles per sweep. We find that by reformulating the high-order problem, we can compute more accurate solutions at a fraction of the cost.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

On numerical turbulence generation for test-particle simulations

A modified method is presented to generate artificial magnetic turbulence that is used for test-particle simulations. Such turbulent fields are obtained from the superposition of a set of wave modes with random polarizations and random directions of propagation. First, it is shown that the new method simultaneously fulfils requirements of isotropy, equal mean amplitude and variance for all field components, and vanishing divergence. Second, the number of wave modes required for a stochastic particle behavior is investigated by using a Lyapunov approach. For the special case of slab turbulence, it is shown that already for 16 wave modes the particle behavior agrees with that shown for considerably larger numbers of wave modes.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A dynamic localization model with stochastic backscatter

The modeling of subgrid scales in large-eddy simulation (LES) has been rationalized by the introduction of the dynamic localization procedure. This method allows one to compute rather than prescribe the unknown coefficients in the subgrid-scale model. Formally, the LES equations are supposed to be obtained by applying to the Navier-Stokes equations a 'grid filter' operation. Though the subgrid stress itself is unknown, an identity between subgrid stresses generated by different filters has been derived. Although preliminary tests of the Dynamic Localization Model (DLM) with k-equation have been satisfactory, the use of a negative eddy viscosity to describe backscatter is probably a crude representation of the physics of reverse transfer of energy. Indeed, the model is fully deterministic. Knowing the filtered velocity field and the subgrid-scale energy, the subgrid stress is automatically determined. We know that the LES equations cannot be fully deterministic since the small scales are not resolved. This stems from an important distinction between equilibrium hydrodynamics and turbulence. In equilibrium hydrodynamics, the molecular motions are also not resolved. However, there is a clear separation of scale between these unresolved motions and the relevant hydrodynamic scales. The result of molecular motions can then be separated into an average effect (the molecular viscosity) and some fluctuations. Due to the large number of molecules present in a box with size of the order of the hydrodynamic scale, the ratio between fluctuations and the average effect should be very small (as a result of the 'law of large numbers'). For that reason, the hydrodynamic balance equations are usually purely deterministic. In turbulence, however, there is no clear separation of scale between small and large eddies. In that case, the fluctuations around a deterministic eddy viscosity term could be significant. An eddy noise would then appear through a stochastic term in the subgrid-scale model and could be the source of backscatter.

Carati, Daniele↗

Orion-arm magnetic monopoles and gamma rays

It is shown that galactic-disk monopoles could yield air showers which are stochastically aligned with the local Orion-arm magnetic field and which are above the energies of similarly aligned galactic heavy nuclei. In the absence of a cosmic-ray anisotropy, this method sets limits on the flux of galactic monopoles and their production cross sections. Limits based on the cosmic-ray anisotropy at 10 to the 19th power eV are presented. The possibility of stochastic alignment of inverse Compton photons from monopoles and 2.7 K black-body photons is considered. The resulting monopole-flux limits, based on the same data as those calculated by Osborne (1970), differ significantly from Osborne's limits, where the mechanisms of spiral-arm alignment and galactic containment are ignored.

Tompkins, D. R., Jr.↗

A stochastic model of solid state thin film deposition: Application to chalcopyrite growth

Developing high fidelity quantitative models of solid state reaction systems can be challenging, especially in deposition systems where, in addition to the multiple competing processes occurring simultaneously, the solid interacts with its atmosphere. In this work, we develop a model for the growth of a thin solid film where species from the atmosphere adsorb, diffuse, and react with the film. The model is mesoscale and describes an entire film with thickness on the order of microns. Because it is stochastic, the model allows us to examine inhomogeneities and agglomerations that would be impossible to characterize with deterministic methods. We demonstrate the modeling approach with the example of chalcopyrite Cu(InGa)(SeS){sub 2} thin film growth via precursor reaction, which is a common industrial method for fabricating thin film photovoltaic modules. The model is used to understand how and why through-film variation in the composition of Cu(InGa)(SeS){sub 2} thin films arises and persists. We believe that the model will be valuable as an effective quantitative description of many other materials systems used in semiconductors, energy storage, and other fast-growing industries.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Constrained approximation of effective generators for multiscale stochastic reaction networks and application to conditioned path sampling

Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement to the constrained approach, which is a method for computing effective dynamics of slowly changing quantities in these systems, but which does not rely on the quasi-steady-state assumption (QSSA). The QSSA can cause errors in the estimation of effective dynamics for systems where the difference in timescales between the “fast” and “slow” variables is not so pronounced. This new application of the constrained approach allows us to compute the effective generator of the slow variables, without the need for expensive stochastic simulations. This is achieved by finding the null space of the generator of the constrained system. For complex systems where this is not possible, or where the constrained subsystem is itself multiscale, the constrained approach can then be applied iteratively. This results in breaking the problem down into finding the solutions to many small eigenvalue problems, which can be efficiently solved using standard methods. Since this methodology does not rely on the quasi steady-state assumption, the effective dynamics that are approximated are highly accurate, and in the case of systems with only monomolecular reactions, are exact. We will demonstrate this with some numerics, and also use the effective generators to sample paths of the slow variables which are conditioned on their endpoints, a task which would be computationally intractable for the generator of the full system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations

Abstract In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is an unnormalized probability density function of the filter solution. Then, we apply a splitting-up technique to decompose the Zakai equation into three stochastic differential equations, based on which we construct a splitting-up approximate solution and prove its half-order convergence. Furthermore, we apply a finite difference method to construct a time semi-discrete approximate solution to the splitting-up system and prove its half-order convergence to the exact solution of the Zakai equation. Finally, we present some numerical experiments to demonstrate the theoretical analysis.

Mathematics↗

Long-term strategic planning of inter-city fast charging infrastructure for battery electric vehicles

Here, this study introduces a multistage mixed integer modeling framework for long-term strategic planning of the battery electric vehicle (BEV) inter-city fast charging infrastructure. In response to the growing BEV inter-city travel demand, the framework integrates both an optimization model for decisions on where and when to build charging stations and a stochastic queuing model to determine how many chargers are needed for each station. A genetic algorithm based heuristic method is developed to efficiently solve the problem. The model is applied to investigate the long-term infrastructure requirement in the state of California where significant growth in BEV demand is expected in coming decades. Our findings indicate that the charging infrastructure is expanded in both network coverage (number of stations) and service capacity (number of chargers per station) as the BEV demand grows. We also found that the infrastructure requirement is dependent on many factors, such as the BEV electrified range, the required level of service at charging stations, and the range anxiety cost. For most simulated scenarios, the results show that it is beneficial to invest in the inter-city fast charging infrastructure, even though the range anxiety cost is at its low end.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Variational integrators for electric circuits

In this contribution, we develop a variational integrator for the simulation of (stochastic and multiscale) electric circuits. When considering the dynamics of an electric circuit, one is faced with three special situations: 1. The system involves external (control) forcing through external (controlled) voltage sources and resistors. 2. The system is constrained via the Kirchhoff current (KCL) and voltage laws (KVL). 3. The Lagrangian is degenerate. Based on a geometric setting, an appropriate variational formulation is presented to model the circuit from which the equations of motion are derived. A time-discrete variational formulation provides an iteration scheme for the simulation of the electric circuit. Dependent on the discretization, the intrinsic degeneracy of the system can be canceled for the discrete variational scheme. In this way, a variational integrator is constructed that gains several advantages compared to standard integration tools for circuits; in particular, a comparison to BDF methods (which are usually the method of choice for the simulation of electric circuits) shows that even for simple LCR circuits, a better energy behavior and frequency spectrum preservation can be observed using the developed variational integrator.

97 MATHEMATICS AND COMPUTING↗

Real-time Ridesharing for Transportation Hubs with Demand and Supply Uncertainty

Transportation hubs in major cities generate a significant amount of trips by taxis and for-hail vehicles (FHV), with many of the trips sharing similar destinations. This suggests promising opportunities to leverage the collective travel needs with dedicated ridesharing solutions to reduce the externalities of excessive traffic at transportation hubs. In this study, we develop a novel dynamic ridesharing approach to serve trips from the transportation hub by considering (1) demand (new passengers) and supply (newly available vehicles) in the near future and (2) the uncertainty of future predictions. Our approach consists of two stages. In the first stage, we develop a data structure called hub mobility tree to generate potential combinations of shareable trips as candidate schedules efficiently. Then the generated schedules are used in the second stage to formulate the stochastic hub-based ridesharing problem (SHRP), which is a stochastic integer programming problem with the objective to maximize the total expected ridesharing profit over time. Due to the prohibitive number of shareable trips, we then approximately solve SHRP by the sample average approximate method (SAA), and a dual Lagrangian technique is implemented to further improve the scalability of the solution approach. We demonstrate the performances of the proposed method by simulating the ridesharing service at JFK airport using NYC taxi and FHV data. The results indicate that the proposed method outperforms the myopic ridesharing (maximize profit for a single time step) and the rolling horizon method with point estimation of future demand and supply.

dynamic ridesharing↗

Data-driven Minimum Entropy Control for Stochastic Nonlinear Systems using the Cumulant-Generating Function

Here, we present a novel minimum entropy control algorithm for a class of stochastic nonlinear systems subjected to non-Gaussian noises. The entropy control can be considered as an optimization problem for the system randomness attenuation, but the mean value has to be considered separately. To overcome this disadvantage, a new representation of the system stochastic properties was given using the cumulant-generating function based on the moment-generating function, in which the mean value and the entropy was reflected by the shape of the cumulant-generating function. Based on the samples of the system output and control input, a time-variant linear model was identified, and the minimum entropy optimization was transformed to system stabilization. Then, an optimal control strategy was developed to achieve the randomness attenuation, and the boundedness of the controlled system output was analyzed. The effectiveness of the presented control algorithm was demonstrated by a numerical example. In this paper, a data-driven minimum entropy design is presented without pre-knowledge of the system model; entropy optimization is achieved by the system stabilization approach in which the stochastic distribution control and minimum entropy are unified using the same identified structure; and a potential framework is obtained since all the existing system stabilization methods can be adopted to achieve the minimum entropy objective.

42 ENGINEERING↗

Wake-Resolving Acoustic Tomography: Advances through Numerical Covariance Methods

Acoustic tomography offers path-integrated measurements of atmospheric velocity and temperature fluctuations with high spatial resolution. Classical implementations of time-dependent stochastic inversion rely on homogeneous, isotropic covariance models that are poorly suited to the anisotropic structure of wind turbine wakes. By directly estimating heterogeneous covariances from large-eddy simulations (LESs) into the time-dependent stochastic inversion operator, we relax implicit assumptions in the analytical models used historically. Retrievals using these LES-informed models improve agreement with true fields in variance, turbulent kinetic energy, and spectral content compared to analytical and precursor-based covariance models. The results indicate that LES-informed covariance models can enhance the accuracy of acoustic tomography retrievals in complex, anisotropic flows such as wind turbine wakes in some cases and highlight instances where analytical models still offer competitive performance, despite their simplifying assumptions.

17 WIND ENERGY↗

Attitude/attitude-rate estimation from GPS differential phase measurements using integrated-rate parameters

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

Oshman, Yaakov↗

Vector Observation-Aided/Attitude-Rate Estimation Using Global Positioning System Signals

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

Oshman, Yaakov↗

A high-fidelity method to analyze perturbation evolution in turbulent flows

Small perturbation propagation in fluid flows is usually examined by linearizing the governing equations about a steady basic state. It is often useful, however, to study perturbation evolution in the unsteady evolving turbulent environment. Such analyses can elucidate the role of perturbations in the generation of coherent structures or the production of noise from jet turbulence. The appropriate equations are still the linearized Navier–Stokes equations, except that the linearization must be performed about the instantaneous evolving turbulent state, which forms the coefficients of the linearized equations. This is a far more difficult problem since in addition to the turbulent state, its rate of change and the perturbation field are all required at each instant. In this paper, we develop and use a novel technique for this problem by using a pair (denoted “baseline” and “twin”) of simultaneous synchronized Large-Eddy Simulations (LES). At each time-step, small disturbances whose propagation characteristics are to be studied, are introduced into the twin through a forcing term. At subsequent time steps, the difference between the two simulations is shown to be equivalent to solving the forced Navier–Stokes equations, linearized about the instantaneous turbulent state. The technique does not put constraints on the forcing, which could be arbitrary, e.g., white noise or other stochastic variants. We consider, however, “native” forcing having properties of disturbances that exist naturally in the turbulent environment. The method then isolates the effect of turbulence in a particular region on the rest of the field, which is useful in the study of noise source localization. The synchronized technique is relatively simple to implement into existing codes. In addition to minimizing the storage and retrieval of large time-varying datasets, it avoids the need to explicitly linearize the governing equations, which can be a very complicated task for viscous terms or turbulence closures. The method is illustrated by application to a well-validated Mach 1.3 jet. Specifically, the effects of turbulence on the jet lipline and core collapse regions on the near-acoustic field are isolated. The properties of the method, including linearity and effect of initial transients, are discussed. The results provide insight into how turbulence from different parts of the jet contribute to the observed dominance of low and high frequency content at shallow and sideline angles, respectively.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

FEAMAC/CARES Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix Composites

Reported here is a coupling of two NASA developed codes: CARES (Ceramics Analysis and Reliability Evaluation of Structures) with the MAC/GMC (Micromechanics Analysis Code/ Generalized Method of Cells) composite material analysis code. The resulting code is called FEAMAC/CARES and is constructed as an Abaqus finite element analysis UMAT (user defined material). Here we describe the FEAMAC/CARES code and an example problem (taken from the open literature) of a laminated CMC in off-axis loading is shown. FEAMAC/CARES performs stochastic-strength-based damage simulation response of a CMC under multiaxial loading using elastic stiffness reduction of the failed elements.

composite structures↗