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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 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2019

Survival probabilities in the Sisyphus random walk model with absorbing traps

We analyze the dynamics of the Sisyphus random walk model, a discrete Markov chain in which the walkers may randomly return to their initial position x{sub 0}. In particular, we present a remarkably compact derivation of the time-dependent survival probability function S(t;x{sub 0}) which characterizes the random walkers in the presence of an absorbing trap at the origin. The survival probabilities are expressed in a compact mathematical form in terms of the x{sub 0}-generalized Fibonacci-like numbers G{sub t}{sup (x{sub 0})}. Interestingly, it is proved that, as opposed to the standard random walk model in which the survival probabilities depend linearly on the initial distance x{sub 0} of the walkers from the trap and decay asymptotically as an inverse power of the time, in the Sisyphus random walk model the asymptotic survival probabilities decay exponentially in time and are characterized by a non-trivial (non-linear) dependence on the initial gap x{sub 0} from the absorbing trap. We use the analytically derived results in order to analyze the underlying dynamics of the ‘survival-game’, a highly risky investment strategy in which non-absorbed agents receive a reward P(t) which gradually increases in time.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

SU-F-BRD-09: A Random Walk Model Algorithm for Proton Dose Calculation

Purpose: To develop a random walk model algorithm for calculating proton dose with balanced computation burden and accuracy. Methods: Random walk (RW) model is sometimes referred to as a density Monte Carlo (MC) simulation. In MC proton dose calculation, the use of Gaussian angular distribution of protons due to multiple Coulomb scatter (MCS) is convenient, but in RW the use of Gaussian angular distribution requires an extremely large computation and memory. Thus, our RW model adopts spatial distribution from the angular one to accelerate the computation and to decrease the memory usage. From the physics and comparison with the MC simulations, we have determined and analytically expressed those critical variables affecting the dose accuracy in our RW model. Results: Besides those variables such as MCS, stopping power, energy spectrum after energy absorption etc., which have been extensively discussed in literature, the following variables were found to be critical in our RW model: (1) inverse squared law that can significantly reduce the computation burden and memory, (2) non-Gaussian spatial distribution after MCS, and (3) the mean direction of scatters at each voxel. In comparison to MC results, taken as reference, for a water phantom irradiated by mono-energetic proton beams from 75 MeV to 221.28 MeV, the gamma test pass rate was 100% for the 2%/2mm/10% criterion. For a highly heterogeneous phantom consisting of water embedded by a 10 cm cortical bone and a 10 cm lung in the Bragg peak region of the proton beam, the gamma test pass rate was greater than 98% for the 3%/3mm/10% criterion. Conclusion: We have determined key variables in our RW model for proton dose calculation. Compared with commercial pencil beam algorithms, our RW model much improves the dose accuracy in heterogeneous regions, and is about 10 times faster than MC simulations.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2014

A Random Walk Model for Biomass Particle Mixing in Bubbling Fluidized Beds

We propose a physically motivated random walk model to describe the spatial and temporal mixing of a single biomass particle in a bubbling fluidized bed. The model parameters are estimated from measurements of a magnetically tagged simulated biomass particle in a laboratory fluidized bed. We demonstrate that Monte Carlo simulations using the model match key statistical features of the observed behavior reasonably well. These results suggest that a model of this type can simulate the effects of biomass particle mixing in biomass conversion reactors. We suggest possible improvements to the random walk model and propose how it might be used in conjunction with computational fluid dynamics simulations.

09 BIOMASS FUELS↗
NASA NTRS1971

Physical interrelation between Fokker-Planck and random walk models with application to Coulomb interactions.

A model of the random walk is formulated to allow a simple computing procedure to replace the difficult problem of solution of the Fokker-Planck equation. The step sizes and probabilities of taking steps in the various directions are expressed in terms of Fokker-Planck coefficients. Application is made to many particle systems with Coulomb interactions. The relaxation of a highly peaked velocity distribution of particles to equilibrium conditions is illustrated.

Englert, G. W.↗
NASA NTRS1980

Neutral cometary atmospheres. I - An average random walk model for photodissociation in comets

A method for constructing physically realistic photochemical models, taking into account the isotropic ejection of dissociated molecular fragments as well as radiation pressure acceleration, has been developed using Monte Carlo techniques. The effect of the isotropic ejection, as opposed to the radial motion arbitrarily assumed in Haser's model, is adequately described by a simple average random walk model. It is shown that measured radial (Haser) scale lengths are in fact only lower limits to a range of possible true scale lengths for a given brightness profile, which explains the current discrepancies between observed scale lengths and those predicted by photochemistry.

Combi, M. R.↗
NASA NTRS2000

A polymer, random walk model for the size-distribution of large DNA fragments after high linear energy transfer radiation

DNA double-strand breaks (DSBs) produced by densely ionizing radiation are not located randomly in the genome: recent data indicate DSB clustering along chromosomes. Stochastic DSB clustering at large scales, from > 100 Mbp down to < 0.01 Mbp, is modeled using computer simulations and analytic equations. A random-walk, coarse-grained polymer model for chromatin is combined with a simple track structure model in Monte Carlo software called DNAbreak and is applied to data on alpha-particle irradiation of V-79 cells. The chromatin model neglects molecular details but systematically incorporates an increase in average spatial separation between two DNA loci as the number of base-pairs between the loci increases. Fragment-size distributions obtained using DNAbreak match data on large fragments about as well as distributions previously obtained with a less mechanistic approach. Dose-response relations, linear at small doses of high linear energy transfer (LET) radiation, are obtained. They are found to be non-linear when the dose becomes so large that there is a significant probability of overlapping or close juxtaposition, along one chromosome, for different DSB clusters from different tracks. The non-linearity is more evident for large fragments than for small. The DNAbreak results furnish an example of the RLC (randomly located clusters) analytic formalism, which generalizes the broken-stick fragment-size distribution of the random-breakage model that is often applied to low-LET data.

DNA/radiation effects↗
DOE OSTI2012

The melting phenomenon in random-walk model of DNA

The melting phenomenon in a double-stranded homopolypeptide is considered. The relative distance between the corresponding monomers of two polymer chains is modeled by the two-dimensional random walk on the square lattice. Returns of the random walk to the origin describe the formation of hydrogen bonds between complementary units. To take into account the two competing interactions of monomers inside the chains, we obtain a completely denatured state at finite temperature T{sub c}.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2013

Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model

An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

Magnetic field line random walk in models and simulations of reduced magnetohydrodynamic turbulence

The random walk of magnetic field lines is examined numerically and analytically in the context of reduced magnetohydrodynamic (RMHD) turbulence, which provides a useful description of plasmas dominated by a strong mean field, such as in the solar corona. A recently developed non-perturbative theory of magnetic field line diffusion is compared with the diffusion coefficients obtained by accurate numerical tracing of magnetic field lines for both synthetic models and direct numerical simulations of RMHD. Statistical analysis of an ensemble of trajectories confirms the applicability of the theory, which very closely matches the numerical field line diffusion coefficient as a function of distance z along the mean magnetic field for a wide range of the Kubo number R. This theory employs Corrsin's independence hypothesis, sometimes thought to be valid only at low R. However, the results demonstrate that it works well up to R = 10, both for a synthetic RMHD model and an RMHD simulation. The numerical results from the RMHD simulation are compared with and without phase randomization, demonstrating a clear effect of coherent structures on the field line random walk for a very low Kubo number.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2016

The transport of suspended sediment in the wake of a marine hydrokinetic turbine: Simulations via a validated Discrete Random Walk (DRW) model

The interaction of sediment with Marine Hydrokinetic (MHK) Turbines is studied via turbulent flow simulation coupled with a model for particle dynamics. The Discrete Random Walk (DRW) model is commonly used for simulations of particle dispersion in environmental flows. A method to improve the accuracy of the DRW model in conjunction with RANS simulations of the flow around MHK turbines is presented. A key issues for the use of the DRW model in marine applications is identified, finding the right characteristic eddy lifetime scale, and a simple methodology based on G.I. Taylor's classical dispersion theory is develop to calibrate this physical model parameter. The model is validated against experiments in the literature and the physics of suspended sediment transport in the wake of an MHK turbine is studied with this improved method. The qualitative changes observed in the particle trajectories agree well with theoretical and empirical observations and the quantitive trends allow for comparison of multiple particle cases under different flow conditions, confirming that this implementation of CFD can become a powerful tool to select the most challenging cases, among the thousands of potential studies on the environmental effects of MHK energy, for further study with experiments and pilot projects.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2013

Boundary conditions for the subdiffusion equation

The boundary conditions for the subdiffusion equations are formulated using the continuous-time random walk model, as well as several versions of the random walk model on an irregular lattice. It is shown that the boundary conditions for the same equation in different models have different forms, and this difference considerably affects the solutions of this equation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1994

The rotation of photospheric magnetic fields: A random walk transport model

In an earlier study of solar differential rotation, we showed that the transport of magnetic flux across latitudes acts to establish quasi-stationary patterns, therby accounting for the observed rigid rotation of the large-scale photospheric field. In that paper, the effect of supergranular convection was represented by a continuum diffusion, limiting the applicability of the calculations to large spatial scales. Here we extend the model to scales comparable to that of the supergranulation itself by replacing the diffusive transport with a discrete random walk process. Rotation curves are derived by cross-correlating the simulated photospheric field maps for a variety of time lags and spatial resolutions. When the lag between maps is relatively short less than or approximately = 15 days), the midlatitude correlation functions show two distinct components: a broad feature associated with the large-scale unipolar patterns and a narrow feature originating from small magnetic structures encompossing from one to several supergranular cells. By fitting the broad component we obtain the rigid rotation profile of the patterns, whereas by fitting the narrow component, we recover the differential rate of the photospheric plasma itself. For time lags of 1 month or greater, only the broad feature associated with the long-lived patterns remains clearly identifiable in the simulations.

Wang, Y. -M.↗
DOE OSTI2019

Spontaneous Magnetic Superdomain Wall Fluctuations in an Artificial Antiferromagnet.

Collective dynamics often play an important role in determining the stability of ground states for both naturally occurring materials and metamaterials. We studied the temperature dependent dynamics of antiferromagnetically ordered superdomains in a square artificial spin lattice using soft x-ray photon correlation spectroscopy. We observed an exponential slowing down of superdomain wall motion below the antiferromagnetic onset temperature, similar to the behavior of typical bulk antiferromagnets. Using a continuous time random walk model we show that these superdomain walls undergo low-temperature ballistic and high-temperature diffusive motions.

Chen, X. M.↗