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We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks.
Modern particle accelerator optimization requires sophisticated computational methods to address the inherently stochastic nature of beam dynamics. This research develops a framework applying AD to SDEs that specifically addresses beam dynamics challenges in particle accelerators, focusing on accurately modeling and optimizing beam behavior in regimes dominated by stochastic processes. By incorporating key physical phenomena such as synchrotron radiation, wakefield effects, and quantum excitation, the framework aims to provide auto differentiation on the figure of merit of the phase space evolution and beam dynamics. The methodology will enable effective optimization method in a dynamic system with stochastic process.
Let P{sub n} and Q{sub n} be two probability measures representing two different probabilistic models of some system (e.g., an n-particle equilibrium system, a set of random graphs with n vertices, or a stochastic process evolving over a time n) and let M{sub n} be a random variable representing a “macrostate” or “global observable” of that system. We provide sufficient conditions, based on the Radon–Nikodym derivative of P{sub n} and Q{sub n}, for the set of typical values of M{sub n} obtained relative to P{sub n} to be the same as the set of typical values obtained relative to Q{sub n} in the limit n→∞. This extends to general probability measures and stochastic processes the well-known thermodynamic-limit equivalence of the microcanonical and canonical ensembles, related mathematically to the asymptotic equivalence of conditional and exponentially-tilted measures. In this more general sense, two probability measures that are asymptotically equivalent predict the same typical or macroscopic properties of the system they are meant to model.
In this work, we use subhalo abundance matching (SHAM) to model the stellar mass function (SMF) and clustering of the Baryon Oscillation Spectroscopic Survey (BOSS) 'CMASS' sample at z ~ 0.5. We introduce a novel method which accounts for the stellar mass incompleteness of CMASS as a function of redshift, and produce CMASS mock catalogues which include selection effects, reproduce the overall SMF, the projected two-point correlation function w p , the CMASS dn/dz, and are made publicly available. We study the effects of assembly bias above collapse mass in the context of 'age matching' and show that these effects are markedly different compared to the ones explored by Hearin et al. at lower stellar masses. We construct two models, one in which galaxy colour is stochastic ('AbM' model) as well as a model which contains assembly bias effects ('AgM' model). By confronting the redshift dependent clustering of CMASS with the predictions from our model, we argue that that galaxy colours are not a stochastic process in high-mass haloes. Lastly, our results suggest that the colours of galaxies in high-mass haloes are determined by other halo properties besides halo peak velocity and that assembly bias effects play an important role in determining the clustering properties of this sample.
Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. There exist very few results for steady-state fluctuation theorem of sample entropy production rate in terms of large deviation principle for diffusion processes due to the technical difficulties. Here we give a proof for the steady-state fluctuation theorem of a diffusion process in magnetic fields, with explicit expressions of the free energy function and rate function. The proof is based on the Karhunen-Loève expansion of complex-valued Ornstein-Uhlenbeck process.
Although current phenomenological burn models are useful for describing the average or bulk reactive flow behaviour of heterogeneous explosives, one fundamental weakness inherent to these models is the loss of detailed microstructural information at the scale of the calculation. In order to include the effects of the microstructure, and in particular the underlying material heterogeneities that influence the build-up to detonation, a new paradigm is put forth for modelling sub-grid, reaction-induced fluctuations (i.e. “hot spots”) at the continuum level. This modelling approach assumes that the reaction rate is stochastic, rather than deterministic, and it uses Langevin-type equations with a mathematical framework built upon Itô calculus and Lambourn's CIM model for shocked heterogeneous explosives. This approach follows directly from our previous letter, Ref. [1], and is inspired by the probability density function (pdf) methods used in turbulent reactive flows. Here, the stochastic burn model is derived, implemented, and exercised far beyond what has been shown in previous work. New hydrocode simulation results demonstrate the role of stochastic fluctuations during shock initiation; these fluctuations are approximated by collections of discrete particles, that evolve with drift (i.e. deterministic) and diffusion (i.e. stochastic) coefficients. Furthermore, the particle values are propagated and averaged to calculate the heat release, yield strength, and material impedance in each computational cell. Hydrocode simulation results further show how the fluctuating hot spot energy may or may not be transmitted to the wave front, and result in a detonation wave-like structure. The fundamental stochastic nature of this model permits simulations to have varying outcomes with the same initial conditions; this allows for go/no-go estimation (e.g., marginal or failed detonations), which might possibly be calibrated using the statistical distributions from real materials. Mesoscale calculations of shocked heterogeneous explosives also show that these fluctuations are physically justified (i.e., Ref. [2]), and it is hypothesized that the pdf functions provide a link between the meso(grain) and continuum scales for practical engineering calculations. Hence, our approach is a paradigm shift for building efficient, reduced order continuum burn models, that represent the sub-grid stochastic behaviour of shocked heterogeneous solid explosives.
We review our recent quantum stochastic model for spectroscopic lineshapes in the presence of a coevolving and nonstationary background population of excitations. Starting from a field theory description for interacting bosonic excitons, we derive a reduced model whereby optical excitons are coupled to an incoherent background via scattering as mediated by their screened Coulomb coupling. The Heisenberg equations of motion for the optical excitons are then driven by an auxiliary stochastic population variable, which we take to be the solution of an Ornstein–Uhlenbeck process. Here, we present an overview of the theoretical techniques we have developed as applied to predicting coherent nonlinear spectroscopic signals. We show how direct (Coulomb) and exchange coupling to the bath give rise to distinct spectral signatures and discuss mathematical limits on inverting spectral signatures to extract the background density of states.
The mechanical properties of additively manufactured metals tend to show high variability, due largely to the stochastic nature of defect formation during the printing process. This study seeks to understand how automated high throughput testing can be utilized to understand the variable nature of additively manufactured metals at different print conditions, and to allow for statistically meaningful analysis. This is demonstrated by analyzing how different processing parameters, including laser power, scan velocity, and scan pattern, influence the tensile behavior of additively manufactured stainless steel 316L utilizing a newly developed automated test methodology. Microstructural characterization through computed tomography and electron backscatter diffraction is used to understand some of the observed trends in mechanical behavior. Specifically, grain size and morphology are shown to depend on processing parameters and influence the observed mechanical behavior. In the current study, laser-powder bed fusion, also known as selective laser melting or direct metal laser sintering, is shown to produce 316L over a wide processing range without substantial detrimental effect on the tensile properties. Ultimate tensile strengths above 600 MPa, which are greater than that for typical wrought annealed 316L with similar grain sizes, and elongations to failure greater than 40% were observed. As a result, it is demonstrated that this process has little sensitivity to minor intentional or unintentional variations in laser velocity and power.
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A novel extension of the Probabilistic Learning on Manifolds (PLoM) is presented. It makes it possible to synthesize solutions to a wide range of nonlinear stochastic boundary value problems described by partial differential equations (PDEs) for which a stochastic computational model (SCM) is available and which depend on a vector-valued random control parameter. The cost of a single numerical evaluation of this SCM is assumed to be such that only a limited number of points can be computed for constructing the training dataset (small data). Each point of the training dataset is made up of realizations from a vector-valued stochastic process (the stochastic solution) and the associated random control parameter on which it depends. The presented PLoM constrained by PDE allows for generating a large number of learned realizations of the stochastic process and its corresponding random control parameter. These learned realizations are generated so as to minimize the vector-valued random residual of the PDE in the mean-square sense. Appropriate novel methods are developed to solve this challenging problem. Three applications are presented. The first one is a simple uncertain nonlinear dynamical system with a nonstationary stochastic excitation. The second one concerns the 2D nonlinear unsteady Navier–Stokes equations for incompressible flows in which the Reynolds number is the random control parameter. Here, the last one deals with the nonlinear dynamics of a 3D elastic structure with uncertainties. The results obtained make it possible to validate the PLoM constrained by stochastic PDE but also provide further validation of the PLoM without constraint.