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At least 1,747 records · Page 97

Brownian dynamics without Green's functions

We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined geometry, the FIB method uses a fluctuating finite-volume Stokes solver to generate the action of the response functions “on the fly.” Importantly, we demonstrate that both the deterministic terms necessary to capture the hydrodynamic interactions among the suspended particles, as well as the stochastic terms necessary to generate the hydrodynamically correlated Brownian motion, can be generated by solving the steady Stokes equations numerically only once per time step. This is accomplished by including a stochastic contribution to the stress tensor in the fluid equations consistent with fluctuating hydrodynamics. We develop novel temporal integrators that account for the multiplicative nature of the noise in the equations of Brownian dynamics and the strong dependence of the mobility on the configuration for confined systems. Notably, we propose a random finite difference approach to approximating the stochastic drift proportional to the divergence of the configuration-dependent mobility matrix. Through comparisons with analytical and existing computational results, we numerically demonstrate the ability of the FIB method to accurately capture both the static (equilibrium) and dynamic properties of interacting particles in flow.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Thermal diffusion segregation of an impurity in a driven granular fluid

We study segregation of an impurity in a driven granular fluid under two types of steady states. In the first state, the granular gas is driven by a stochastic volume force field with a Fourier-type profile while in the second state, the granular gas is sheared in such a way that inelastic cooling is balanced by viscous heating. We compare theoretical results derived from a solution of the (inelastic) Boltzmann equation at Navier-Stokes (NS) order with those obtained from the Direct Monte Carlo simulation (DSMC) method and molecular dynamics (MD) simulations. Good agreement is found between theory and simulation, which provides strong evidence of the reliability of NS granular hydrodynamics for these steady states (including the dynamics of the impurity), even at high inelasticity. In addition, preliminary results for thermal diffusion in granular fluids at moderate densities are also presented. As for dilute gases, excellent agreement is also found in this more general case.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Hierarchical optimization for neutron scattering problems

We present a scalable optimization method for neutron scattering problems that determines confidence regions of simulation parameters in lattice dynamics models used to fit neutron scattering data for crystalline solids. The method uses physics-based hierarchical dimension reduction in both the computational simulation domain and the parameter space. We demonstrate for silicon that after a few iterations the method converges to parameters values (interatomic force-constants) computed with density functional theory simulations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Calculating uncertainty on K-effective with MONK10 - 14583

Criticality safety assessments require a demonstration that a particular configuration of fissile material has an adequate sub-critical margin (k-effective sufficiently below unity) to ensure that the risk of criticality under normal operation and accident conditions is acceptable. The required sub-critical margin depends upon the uncertainty in the estimated value of k-effective. The uncertainty in the calculated value of k-effective arises from a number of sources, including: manufacturing tolerances on input data to the code (affecting geometry, compositions and densities), uncertainty in the nuclear data used by the code, stochastic uncertainty resulting from Monte Carlo simulation and modelling approximations/errors, including the inevitable bugs in the software. The ANSWERS Software Service, in collaboration with industrial partners, is developing a number of techniques to better understand and quantify uncertainty on predicted values of k-effective, using MONK. The SPRUCE utility code has been developed to allow uncertainty to be estimated using sampling methods. This can include the sampling of input parameters (including dimensions, compositions and densities) from statistical distributions. It can also include sampling different nuclear data libraries. A set of nuclear data libraries has been generated for this purpose by sampling from statistical distributions that represent the uncertainties in the published nuclear data evaluated files; a set of libraries has been produced for Latin Hypercube Sampling. By varying the input data and nuclear data, separate and combined uncertainties due to manufacturing tolerances and nuclear data can be derived. By performing least squares fitting on the results it is also possible to estimate the contribution of each of the uncertain inputs and a sensitivity method in MONK can break down the nuclear data uncertainty. (authors)

42 ENGINEERING↗

Scalable multilevel Monte Carlo methods exploiting parallel redistribution on coarse levels

Here, we study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the number of MPI processes used on the finest level. The overall procedure generates coarse elements (general unstructured unions of fine grid elements) within the framework of element-based algebraic multigrid methods (or AMGe) studied previously. The AMGe-generated coarse spaces have the ability to exhibit approximation properties of the same order as the fine-level spaces since by construction they contain the piecewise polynomials of the same order as on the fine level. These approximation properties are key for the successful use of AMGe in multilevel solvers for nonlinear partial differential equations as well as for multilevel Monte Carlo (MLMC) simulations. The ability to coarsen without being constrained by the number of MPI processes, as described in the present paper, allows to improve the scalability of these solvers as well as the overall MLMC method. The paper illustrates this latter fact with detailed scalability study of MLMC simulations applied to model Darcy equations with a stochastic log-normal permeability field.

AMGe↗

Optimizing Service Restoration in Distribution Systems With Uncertain Repair Time and Demand

This paper proposes a novel method to co-optimize the distribution system operation and repair crew routing for outage restoration after extreme weather events. A two-stage stochastic mixed integer linear program is developed. The first stage is to dispatch the repair crews to the damaged components. The second stage is distribution system restoration using distributed generators, and reconfiguration. We consider demand uncertainty in terms of a truncated normal forecast error distribution, and model the uncertainty of the repair time using a lognormal distribution. A new decomposition approach, combined with the progressive hedging algorithm, is developed for solving large-scale outage management problems in an effective and timely manner. Furthermore, the proposed method is validated on modified IEEE 34- and 8500-bus distribution test systems.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components, part 2

The technical effort and computer code enhancements performed during the sixth year of the Probabilistic Structural Analysis Methods program are summarized. Various capabilities are described to probabilistically combine structural response and structural resistance to compute component reliability. A library of structural resistance models is implemented in the Numerical Evaluations of Stochastic Structures Under Stress (NESSUS) code that included fatigue, fracture, creep, multi-factor interaction, and other important effects. In addition, a user interface was developed for user-defined resistance models. An accurate and efficient reliability method was developed and was successfully implemented in the NESSUS code to compute component reliability based on user-selected response and resistance models. A risk module was developed to compute component risk with respect to cost, performance, or user-defined criteria. The new component risk assessment capabilities were validated and demonstrated using several examples. Various supporting methodologies were also developed in support of component risk assessment.

Source record↗

A multi-disciplinary approach to structural design for stochastic loads

The development of aircraft gust design techniques is reviewed with emphasis on those techniques applicable to large scale multidisciplinary closed-loop optimization methods. An overall view is presented of the optimization methodology utilized. An analysis is presented wherein the bivariate normal distribution function for a particular loading condition is considered. By use of maximization techniques, functions are derived for stress components along equal probability contours which allow for directionality and auto-correlation effects to be considered. These functions are then applied to the problem being considered and the effects on the structural sizing and weight penalties evaluated against more conventional methods.

Gross, D. W.↗

Two modes of surface roughening during plasma etching of silicon: Role of ionized etch products

Atomic- or nanometer-scale surface roughening has been investigated during Si etching in inductively coupled Cl{sub 2} plasmas, as a function of rf bias power or ion incident energy E{sub i}, by varying feed gas flow rate, wafer stage temperature, and etching time. The experiments revealed two modes of surface roughening which occur depending on E{sub i}: one is the roughening mode at low E{sub i} < 200–300 eV, where the root-mean-square (rms) roughness of etched surfaces increases with increasing E{sub i}, exhibiting an almost linear increase with time during etching (t < 20 min). The other is the smoothing mode at higher E{sub i}, where the rms surface roughness decreases substantially with E{sub i} down to a low level < 0.4 nm, exhibiting a quasi-steady state after some increase at the initial stage (t < 1 min). Correspondingly, two different behaviors depending on E{sub i} were also observed in the etch rate versus √(E{sub i}) curve, and in the evolution of the power spectral density distribution of surfaces. Such changes from the roughening to smoothing modes with increasing E{sub i} were found to correspond to changes in the predominant ion flux from feed gas ions Cl{sub x}{sup +} to ionized etch products SiCl{sub x}{sup +} caused by the increased etch rates at increased E{sub i}, in view of the results of several plasma diagnostics. Possible mechanisms for the formation and evolution of surface roughness during plasma etching are discussed with the help of Monte Carlo simulations of the surface feature evolution and classical molecular dynamics simulations of etch fundamentals, including stochastic roughening and effects of ion reflection and etch inhibitors.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic Simulation of Mudcrack Damage Formation in an Environmental Barrier Coating

The FEAMAC/CARES program, which integrates finite element analysis (FEA) with the MAC/GMC (Micromechanics Analysis Code with Generalized Method of Cells) and the CARES/Life (Ceramics Analysis and Reliability Evaluation of Structures / Life Prediction) programs, was used to simulate the formation of mudcracks during the cooling of a multilayered environmental barrier coating (EBC) deposited on a silicon carbide substrate. FEAMAC/CARES combines the MAC/GMC multiscale micromechanics analysis capability (primarily developed for composite materials) with the CARES/Life probabilistic multiaxial failure criteria (developed for brittle ceramic materials) and Abaqus (Dassault Systèmes) FEA. In this report, elastic modulus reduction of randomly damaged finite elements was used to represent discrete cracking events. The use of many small-sized low-aspect-ratio elements enabled the formation of crack boundaries, leading to development of mudcrack-patterned damage. Finite element models of a disk-shaped three-dimensional specimen and a twodimensional model of a through-the-thickness cross section subjected to progressive cooling from 1,300 °C to an ambient temperature of 23 °C were made. Mudcrack damage in the coating resulted from the buildup of residual tensile stresses between the individual material constituents because of thermal expansion mismatches between coating layers and the substrate. A two-parameter Weibull distribution characterized the coating layer stochastic strength response and allowed the effect of the Weibull modulus on the formation of damage and crack segmentation lengths to be studied. The spontaneous initiation of cracking and crack coalescence resulted in progressively smaller mudcrack cells as cooling progressed, consistent with a fractal-behaved fracture pattern. Other failure modes such as delamination, and possibly spallation, could also be reproduced. The physical basis assumed and the heuristic approach employed, which involves a simple stochastic cellular automaton methodology to approximate the crack growth process, are described. The results ultimately show that a selforganizing mudcrack formation can derive from a Weibull distribution that is used to describe the stochastic strength response of the bulk brittle ceramic material layers of an EBC.

Nemeth, Noel N.↗

Large-Scale Optimization for Bayesian Inference in Complex Systems

The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimization) Project focused on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimization and inversion methods. The project was a collaborative effort among MIT, the University of Texas at Austin, Georgia Institute of Technology, and Sandia National Laboratories. The research was directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. The MIT₋Sandia component of the SAGUARO Project addressed the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas₋Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to-observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as "reduce then sample" and "sample then reduce." In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to achieve their speedups.

97 MATHEMATICS AND COMPUTING↗

A flexible uncertainty quantification method for linearly coupled multi-physics systems

Highlights: •We propose a “modularly hybrid” UQ methodology suitable for independent development of module-based multi-physics simulation. •Our algorithmic framework allows for each module to have its own UQ method (either intrusive or non-intrusive). •Information from each module is combined systematically to propagate “global uncertainty”. •Our proposed approach can allow for easy swapping of new methods for any modules without the need to address incompatibilities. •We demonstrate the proposed framework on a practical application involving a multi-species reactive transport model. -- Abstract: This paper presents a novel approach to building an integrated uncertainty quantification (UQ) methodology suitable for modern-day component-based approach for multi-physics simulation development. Our “hybrid” UQ methodology supports independent development of the most suitable UQ method, intrusive or non-intrusive, for each physics module by providing an algorithmic framework to couple these “stochastic” modules for propagating “global” uncertainties. We address algorithmic and computational issues associated with the construction of this hybrid framework. We demonstrate the utility of such a framework on a practical application involving a linearly coupled multi-species reactive transport model.

97 MATHEMATICS AND COMPUTING↗

Lignin valorization process control under feedstock uncertainty through a dynamic stochastic programming approach

The randomness introduced by reactants is an issue when processing renewable bioresources. In this paper, we apply tools from dynamic stochastic programming theory to the biochemical process. Instead of introducing extra preprocessing units, we consider the inherent randomness of the process and optimize in expectation the performance of the system. In a general setting, this is a multistage stochastic optimization problem and we investigate its approximate solution via two approaches, namely stochastic dual dynamic programming (SDDP) and the finite state, finite action Markov decision process (MDP) framework. These two methods are implemented to a case study of lignin valorization that is crucial to a cost-effective biorefinery process using biomass as the feedstock.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

THE MASS DISTRIBUTION OF STELLAR-MASS BLACK HOLES

We perform a Bayesian analysis of the mass distribution of stellar-mass black holes using the observed masses of 15 low-mass X-ray binary systems undergoing Roche lobe overflow and 5 high-mass, wind-fed X-ray binary systems. Using Markov Chain Monte Carlo calculations, we model the mass distribution both parametrically-as a power law, exponential, Gaussian, combination of two Gaussians, or log-normal distribution-and non-parametrically-as histograms with varying numbers of bins. We provide confidence bounds on the shape of the mass distribution in the context of each model and compare the models with each other by calculating their relative Bayesian evidence as supported by the measurements, taking into account the number of degrees of freedom of each model. The mass distribution of the low-mass systems is best fit by a power law, while the distribution of the combined sample is best fit by the exponential model. This difference indicates that the low-mass subsample is not consistent with being drawn from the distribution of the combined population. We examine the existence of a 'gap' between the most massive neutron stars and the least massive black holes by considering the value, M{sub 1%}, of the 1% quantile from each black hole mass distribution as the lower bound of black hole masses. Our analysis generates posterior distributions for M{sub 1%}; the best model (the power law) fitted to the low-mass systems has a distribution of lower bounds with M{sub 1%}>4.3 M{sub sun} with 90% confidence, while the best model (the exponential) fitted to all 20 systems has M{sub 1%}>4.5 M{sub sun} with 90% confidence. We conclude that our sample of black hole masses provides strong evidence of a gap between the maximum neutron star mass and the lower bound on black hole masses. Our results on the low-mass sample are in qualitative agreement with those of Ozel et al., although our broad model selection analysis more reliably reveals the best-fit quantitative description of the underlying mass distribution. The results on the combined sample of low- and high-mass systems are in qualitative agreement with Fryer and Kalogera, although the presence of a mass gap remains theoretically unexplained.

79 ASTRONOMY AND ASTROPHYSICS↗

Master equation emulation and coherence preservation with classical control of a superconducting qubit

Open quantum systems are a topic of intense theoretical research. The use of master equations to model a system's evolution subject to an interaction with an external environment is one of the most successful theoretical paradigms. General experimental tools to study different open system realizations have been limited, and so it is highly desirable to develop experimental tools which emulate diverse master equation dynamics and give a way to test open systems theories. In this paper we demonstrate a systematic method for engineering specific system-environment interactions and emulating master equations of a particular form using classical stochastic noise in a superconducting transmon qubit. We also demonstrate that non-Markovian noise can be used as a resource to extend the coherence of a quantum system and counteract the adversarial effects of Markovian environments.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Heat current fluctuations and anomalous transport in low-dimensional carbon lattices

Molecular dynamics simulations and methods of importance sampling are used to study the heat transport of low-dimensional carbon lattices. For both carbon nanotubes and graphene sheets, heat transport is found to be anomalous, violating Fourier’s law of conduction with a system size dependent thermal conductivity and concomitant nonlinear temperature profiles. For carbon nanotubes, the thermal conductivity is found to increase as the square root of the length of the nanotube, while for graphene sheets the thermal conductivity is found to increase as the logarithm of the length of the sheet over the system sizes considered. Furthermore, the particular length dependence and nonlinear temperature profiles place carbon lattices into a universality class with nonlinear lattice models, and suggest that heat transport through carbon nanostructures is better described by a Levy walk rather than simple diffusion.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multi-Time Scale Coordinated Control and Scheduling of Inverter-Based TCLs With Variable Wind Generation

To address microgrid tie flow errors caused by wind generation variability, here we propose and develop a multi-time scale coordinated control and scheduling strategy for inverter-based thermostatically controlled loads (TCLs). First, in hour-time scale, inverter-based TCLs with adjusting temperature set-point are modeled as virtual generators to compensate tie flow deviations in the day-ahead plan. Next, in minute-time scale, virtual batteries representing operating behaviors of inverter-based TCLs with frequency control are scheduled determined by the control of virtual generators in hour-time scale. The virtual batteries are scheduled to smooth out tie flow errors corresponding to day-ahead plan and hour-time scale schedules. The multi-time scale control methods are coordinated to employ the response potential of inverter-based TCLs and response curve-based methods are proposed to control inverter-based TCLs considering the customer privacy. The multi-time scale stochastic schedules which are based on response curves of inverter-based TCLs are coordinated to accommodate wind generation variability. Simulation results demonstrate that the microgrid tie flow errors are effectively mitigated by the proposed multi-time scale coordinated control and scheduling of inverter-based TCLs.

24 POWER TRANSMISSION AND DISTRIBUTION↗