A space radiation transport method development

NASA Technical Reports Server (NTRS)

Wilson, J. W.; Tripathi, R. K.; Qualls, G. D.; Cucinotta, F. A.; Prael, R. E.; Norbury, J. W.; Heinbockel, J. H.; Tweed, J.

2004-01-01

Improved spacecraft shield design requires early entry of radiation constraints into the design process to maximize performance and minimize costs. As a result, we have been investigating high-speed computational procedures to allow shield analysis from the preliminary design concepts to the final design. In particular, we will discuss the progress towards a full three-dimensional and computationally efficient deterministic code for which the current HZETRN evaluates the lowest-order asymptotic term. HZETRN is the first deterministic solution to the Boltzmann equation allowing field mapping within the International Space Station (ISS) in tens of minutes using standard finite element method (FEM) geometry common to engineering design practice enabling development of integrated multidisciplinary design optimization methods. A single ray trace in ISS FEM geometry requires 14 ms and severely limits application of Monte Carlo methods to such engineering models. A potential means of improving the Monte Carlo efficiency in coupling to spacecraft geometry is given in terms of re-configurable computing and could be utilized in the final design as verification of the deterministic method optimized design. Published by Elsevier Ltd on behalf of COSPAR.

SU-G-TeP1-15: Toward a Novel GPU Accelerated Deterministic Solution to the Linear Boltzmann Transport Equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, R; Fallone, B; Cross Cancer Institute, Edmonton, AB

Purpose: To develop a Graphic Processor Unit (GPU) accelerated deterministic solution to the Linear Boltzmann Transport Equation (LBTE) for accurate dose calculations in radiotherapy (RT). A deterministic solution yields the potential for major speed improvements due to the sparse matrix-vector and vector-vector multiplications and would thus be of benefit to RT. Methods: In order to leverage the massively parallel architecture of GPUs, the first order LBTE was reformulated as a second order self-adjoint equation using the Least Squares Finite Element Method (LSFEM). This produces a symmetric positive-definite matrix which is efficiently solved using a parallelized conjugate gradient (CG) solver. Themore » LSFEM formalism is applied in space, discrete ordinates is applied in angle, and the Multigroup method is applied in energy. The final linear system of equations produced is tightly coupled in space and angle. Our code written in CUDA-C was benchmarked on an Nvidia GeForce TITAN-X GPU against an Intel i7-6700K CPU. A spatial mesh of 30,950 tetrahedral elements was used with an S4 angular approximation. Results: To avoid repeating a full computationally intensive finite element matrix assembly at each Multigroup energy, a novel mapping algorithm was developed which minimized the operations required at each energy. Additionally, a parallelized memory mapping for the kronecker product between the sparse spatial and angular matrices, including Dirichlet boundary conditions, was created. Atomicity is preserved by graph-coloring overlapping nodes into separate kernel launches. The one-time mapping calculations for matrix assembly, kronecker product, and boundary condition application took 452±1ms on GPU. Matrix assembly for 16 energy groups took 556±3s on CPU, and 358±2ms on GPU using the mappings developed. The CG solver took 93±1s on CPU, and 468±2ms on GPU. Conclusion: Three computationally intensive subroutines in deterministically solving the LBTE have been formulated on GPU, resulting in two orders of magnitude speedup. Funding support from Natural Sciences and Engineering Research Council and Alberta Innovates Health Solutions. Dr. Fallone is a co-founder and CEO of MagnetTx Oncology Solutions (under discussions to license Alberta bi-planar linac MR for commercialization).« less

Global Search Capabilities of Indirect Methods for Impulsive Transfers

NASA Astrophysics Data System (ADS)

Shen, Hong-Xin; Casalino, Lorenzo; Luo, Ya-Zhong

2015-09-01

An optimization method which combines an indirect method with homotopic approach is proposed and applied to impulsive trajectories. Minimum-fuel, multiple-impulse solutions, with either fixed or open time are obtained. The homotopic approach at hand is relatively straightforward to implement and does not require an initial guess of adjoints, unlike previous adjoints estimation methods. A multiple-revolution Lambert solver is used to find multiple starting solutions for the homotopic procedure; this approach can guarantee to obtain multiple local solutions without relying on the user's intuition, thus efficiently exploring the solution space to find the global optimum. The indirect/homotopic approach proves to be quite effective and efficient in finding optimal solutions, and outperforms the joint use of evolutionary algorithms and deterministic methods in the test cases.

Consistent Adjoint Driven Importance Sampling using Space, Energy and Angle

DOE Office of Scientific and Technical Information (OSTI.GOV)

Peplow, Douglas E.; Mosher, Scott W; Evans, Thomas M

2012-08-01

For challenging radiation transport problems, hybrid methods combine the accuracy of Monte Carlo methods with the global information present in deterministic methods. One of the most successful hybrid methods is CADIS Consistent Adjoint Driven Importance Sampling. This method uses a deterministic adjoint solution to construct a biased source distribution and consistent weight windows to optimize a specific tally in a Monte Carlo calculation. The method has been implemented into transport codes using just the spatial and energy information from the deterministic adjoint and has been used in many applications to compute tallies with much higher figures-of-merit than analog calculations. CADISmore » also outperforms user-supplied importance values, which usually take long periods of user time to develop. This work extends CADIS to develop weight windows that are a function of the position, energy, and direction of the Monte Carlo particle. Two types of consistent source biasing are presented: one method that biases the source in space and energy while preserving the original directional distribution and one method that biases the source in space, energy, and direction. Seven simple example problems are presented which compare the use of the standard space/energy CADIS with the new space/energy/angle treatments.« less

Automatic design of synthetic gene circuits through mixed integer non-linear programming.

PubMed

Huynh, Linh; Kececioglu, John; Köppe, Matthias; Tagkopoulos, Ilias

2012-01-01

Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits.

Hydraulic tomography of discrete networks of conduits and fractures in a karstic aquifer by using a deterministic inversion algorithm

NASA Astrophysics Data System (ADS)

Fischer, P.; Jardani, A.; Lecoq, N.

2018-02-01

In this paper, we present a novel inverse modeling method called Discrete Network Deterministic Inversion (DNDI) for mapping the geometry and property of the discrete network of conduits and fractures in the karstified aquifers. The DNDI algorithm is based on a coupled discrete-continuum concept to simulate numerically water flows in a model and a deterministic optimization algorithm to invert a set of observed piezometric data recorded during multiple pumping tests. In this method, the model is partioned in subspaces piloted by a set of parameters (matrix transmissivity, and geometry and equivalent transmissivity of the conduits) that are considered as unknown. In this way, the deterministic optimization process can iteratively correct the geometry of the network and the values of the properties, until it converges to a global network geometry in a solution model able to reproduce the set of data. An uncertainty analysis of this result can be performed from the maps of posterior uncertainties on the network geometry or on the property values. This method has been successfully tested for three different theoretical and simplified study cases with hydraulic responses data generated from hypothetical karstic models with an increasing complexity of the network geometry, and of the matrix heterogeneity.

Competitive Facility Location with Random Demands

NASA Astrophysics Data System (ADS)

Uno, Takeshi; Katagiri, Hideki; Kato, Kosuke

2009-10-01

This paper proposes a new location problem of competitive facilities, e.g. shops and stores, with uncertain demands in the plane. By representing the demands for facilities as random variables, the location problem is formulated to a stochastic programming problem, and for finding its solution, three deterministic programming problems: expectation maximizing problem, probability maximizing problem, and satisfying level maximizing problem are considered. After showing that one of their optimal solutions can be found by solving 0-1 programming problems, their solution method is proposed by improving the tabu search algorithm with strategic vibration. Efficiency of the solution method is shown by applying to numerical examples of the facility location problems.

Comparison of deterministic and stochastic methods for time-dependent Wigner simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shao, Sihong, E-mail: sihong@math.pku.edu.cn; Sellier, Jean Michel, E-mail: jeanmichel.sellier@parallel.bas.bg

2015-11-01

Recently a Monte Carlo method based on signed particles for time-dependent simulations of the Wigner equation has been proposed. While it has been thoroughly validated against physical benchmarks, no technical study about its numerical accuracy has been performed. To this end, this paper presents the first step towards the construction of firm mathematical foundations for the signed particle Wigner Monte Carlo method. An initial investigation is performed by means of comparisons with a cell average spectral element method, which is a highly accurate deterministic method and utilized to provide reference solutions. Several different numerical tests involving the time-dependent evolution ofmore » a quantum wave-packet are performed and discussed in deep details. In particular, this allows us to depict a set of crucial criteria for the signed particle Wigner Monte Carlo method to achieve a satisfactory accuracy.« less

Automatic Design of Synthetic Gene Circuits through Mixed Integer Non-linear Programming

PubMed Central

Huynh, Linh; Kececioglu, John; Köppe, Matthias; Tagkopoulos, Ilias

2012-01-01

Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits. PMID:22536398

Design Tool Using a New Optimization Method Based on a Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshida, Hiroaki; Yamaguchi, Katsuhito; Ishikawa, Yoshio

Conventional optimization methods are based on a deterministic approach since their purpose is to find out an exact solution. However, such methods have initial condition dependence and the risk of falling into local solution. In this paper, we propose a new optimization method based on the concept of path integrals used in quantum mechanics. The method obtains a solution as an expected value (stochastic average) using a stochastic process. The advantages of this method are that it is not affected by initial conditions and does not require techniques based on experiences. We applied the new optimization method to a hang glider design. In this problem, both the hang glider design and its flight trajectory were optimized. The numerical calculation results prove that performance of the method is sufficient for practical use.

Atmospheric guidance law for planar skip trajectories

NASA Technical Reports Server (NTRS)

Mease, K. D.; Mccreary, F. A.

1985-01-01

The applicability of an approximate, closed-form, analytical solution to the equations of motion, as a basis for a deterministic guidance law for controlling the in-plane motion during a skip trajectory, is investigated. The derivation of the solution by the method of matched asymptotic expansions is discussed. Specific issues that arise in the application of the solution to skip trajectories are addressed. Based on the solution, an explicit formula for the approximate energy loss due to an atmospheric pass is derived. A guidance strategy is proposed that illustrates the use of the approximate solution. A numerical example shows encouraging performance.

Optimal nonlinear filtering using the finite-volume method

NASA Astrophysics Data System (ADS)

Fox, Colin; Morrison, Malcolm E. K.; Norton, Richard A.; Molteno, Timothy C. A.

2018-01-01

Optimal sequential inference, or filtering, for the state of a deterministic dynamical system requires simulation of the Frobenius-Perron operator, that can be formulated as the solution of a continuity equation. For low-dimensional, smooth systems, the finite-volume numerical method provides a solution that conserves probability and gives estimates that converge to the optimal continuous-time values, while a Courant-Friedrichs-Lewy-type condition assures that intermediate discretized solutions remain positive density functions. This method is demonstrated in an example of nonlinear filtering for the state of a simple pendulum, with comparison to results using the unscented Kalman filter, and for a case where rank-deficient observations lead to multimodal probability distributions.

The Tool for Designing Engineering Systems Using a New Optimization Method Based on a Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshida, Hiroaki; Yamaguchi, Katsuhito; Ishikawa, Yoshio

The conventional optimization methods were based on a deterministic approach, since their purpose is to find out an exact solution. However, these methods have initial condition dependence and risk of falling into local solution. In this paper, we propose a new optimization method based on a concept of path integral method used in quantum mechanics. The method obtains a solutions as an expected value (stochastic average) using a stochastic process. The advantages of this method are not to be affected by initial conditions and not to need techniques based on experiences. We applied the new optimization method to a design of the hang glider. In this problem, not only the hang glider design but also its flight trajectory were optimized. The numerical calculation results showed that the method has a sufficient performance.

Subspace algorithms for identifying separable-in-denominator 2D systems with deterministic-stochastic inputs

NASA Astrophysics Data System (ADS)

Ramos, José A.; Mercère, Guillaume

2016-12-01

In this paper, we present an algorithm for identifying two-dimensional (2D) causal, recursive and separable-in-denominator (CRSD) state-space models in the Roesser form with deterministic-stochastic inputs. The algorithm implements the N4SID, PO-MOESP and CCA methods, which are well known in the literature on 1D system identification, but here we do so for the 2D CRSD Roesser model. The algorithm solves the 2D system identification problem by maintaining the constraint structure imposed by the problem (i.e. Toeplitz and Hankel) and computes the horizontal and vertical system orders, system parameter matrices and covariance matrices of a 2D CRSD Roesser model. From a computational point of view, the algorithm has been presented in a unified framework, where the user can select which of the three methods to use. Furthermore, the identification task is divided into three main parts: (1) computing the deterministic horizontal model parameters, (2) computing the deterministic vertical model parameters and (3) computing the stochastic components. Specific attention has been paid to the computation of a stabilised Kalman gain matrix and a positive real solution when required. The efficiency and robustness of the unified algorithm have been demonstrated via a thorough simulation example.

Population density equations for stochastic processes with memory kernels

NASA Astrophysics Data System (ADS)

Lai, Yi Ming; de Kamps, Marc

2017-06-01

We present a method for solving population density equations (PDEs)-a mean-field technique describing homogeneous populations of uncoupled neurons—where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different disciplines that traditionally have had limited interaction: computational neuroscience and the theory of random networks. The method uses a geometric binning scheme, based on the method of characteristics, to capture the deterministic neurodynamics of the population, separating the deterministic and stochastic process cleanly. We can independently vary the choice of the deterministic model and the model for the stochastic process, leading to a highly modular numerical solution strategy. We demonstrate this by replacing the master equation implicit in many formulations of the PDE formalism by a generalization called the generalized Montroll-Weiss equation—a recent result from random network theory—describing a random walker subject to transitions realized by a non-Markovian process. We demonstrate the method for leaky- and quadratic-integrate and fire neurons subject to spike trains with Poisson and gamma-distributed interspike intervals. We are able to model jump responses for both models accurately to both excitatory and inhibitory input under the assumption that all inputs are generated by one renewal process.

Using MCBEND for neutron or gamma-ray deterministic calculations

NASA Astrophysics Data System (ADS)

Geoff, Dobson; Adam, Bird; Brendan, Tollit; Paul, Smith

2017-09-01

MCBEND 11 is the latest version of the general radiation transport Monte Carlo code from AMEC Foster Wheeler's ANSWERS® Software Service. MCBEND is well established in the UK shielding community for radiation shielding and dosimetry assessments. MCBEND supports a number of acceleration techniques, for example the use of an importance map in conjunction with Splitting/Russian Roulette. MCBEND has a well established automated tool to generate this importance map, commonly referred to as the MAGIC module using a diffusion adjoint solution. This method is fully integrated with the MCBEND geometry and material specification, and can easily be run as part of a normal MCBEND calculation. An often overlooked feature of MCBEND is the ability to use this method for forward scoping calculations, which can be run as a very quick deterministic method. Additionally, the development of the Visual Workshop environment for results display provides new capabilities for the use of the forward calculation as a productivity tool. In this paper, we illustrate the use of the combination of the old and new in order to provide an enhanced analysis capability. We also explore the use of more advanced deterministic methods for scoping calculations used in conjunction with MCBEND, with a view to providing a suite of methods to accompany the main Monte Carlo solver.

Optimisation in radiotherapy. III: Stochastic optimisation algorithms and conclusions.

PubMed

Ebert, M

1997-12-01

This is the final article in a three part examination of optimisation in radiotherapy. Previous articles have established the bases and form of the radiotherapy optimisation problem, and examined certain types of optimisation algorithm, namely, those which perform some form of ordered search of the solution space (mathematical programming), and those which attempt to find the closest feasible solution to the inverse planning problem (deterministic inversion). The current paper examines algorithms which search the space of possible irradiation strategies by stochastic methods. The resulting iterative search methods move about the solution space by sampling random variates, which gradually become more constricted as the algorithm converges upon the optimal solution. This paper also discusses the implementation of optimisation in radiotherapy practice.

Effect of nonlinearity in hybrid kinetic Monte Carlo-continuum models.

PubMed

Balter, Ariel; Lin, Guang; Tartakovsky, Alexandre M

2012-01-01

Recently there has been interest in developing efficient ways to model heterogeneous surface reactions with hybrid computational models that couple a kinetic Monte Carlo (KMC) model for a surface to a finite-difference model for bulk diffusion in a continuous domain. We consider two representative problems that validate a hybrid method and show that this method captures the combined effects of nonlinearity and stochasticity. We first validate a simple deposition-dissolution model with a linear rate showing that the KMC-continuum hybrid agrees with both a fully deterministic model and its analytical solution. We then study a deposition-dissolution model including competitive adsorption, which leads to a nonlinear rate, and show that in this case the KMC-continuum hybrid and fully deterministic simulations do not agree. However, we are able to identify the difference as a natural result of the stochasticity coming from the KMC surface process. Because KMC captures inherent fluctuations, we consider it to be more realistic than a purely deterministic model. Therefore, we consider the KMC-continuum hybrid to be more representative of a real system.

Effect of Nonlinearity in Hybrid Kinetic Monte Carlo-Continuum Models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Balter, Ariel I.; Lin, Guang; Tartakovsky, Alexandre M.

2012-04-23

Recently there has been interest in developing efficient ways to model heterogeneous surface reactions with hybrid computational models that couple a KMC model for a surface to a finite difference model for bulk diffusion in a continuous domain. We consider two representative problems that validate a hybrid method and also show that this method captures the combined effects of nonlinearity and stochasticity. We first validate a simple deposition/dissolution model with a linear rate showing that the KMC-continuum hybrid agrees with both a fully deterministic model and its analytical solution. We then study a deposition/dissolution model including competitive adsorption, which leadsmore » to a nonlinear rate, and show that, in this case, the KMC-continuum hybrid and fully deterministic simulations do not agree. However, we are able to identify the difference as a natural result of the stochasticity coming from the KMC surface process. Because KMC captures inherent fluctuations, we consider it to be more realistic than a purely deterministic model. Therefore, we consider the KMC-continuum hybrid to be more representative of a real system.« less

Numerical simulations of piecewise deterministic Markov processes with an application to the stochastic Hodgkin-Huxley model.

PubMed

Ding, Shaojie; Qian, Min; Qian, Hong; Zhang, Xuejuan

2016-12-28

The stochastic Hodgkin-Huxley model is one of the best-known examples of piecewise deterministic Markov processes (PDMPs), in which the electrical potential across a cell membrane, V(t), is coupled with a mesoscopic Markov jump process representing the stochastic opening and closing of ion channels embedded in the membrane. The rates of the channel kinetics, in turn, are voltage-dependent. Due to this interdependence, an accurate and efficient sampling of the time evolution of the hybrid stochastic systems has been challenging. The current exact simulation methods require solving a voltage-dependent hitting time problem for multiple path-dependent intensity functions with random thresholds. This paper proposes a simulation algorithm that approximates an alternative representation of the exact solution by fitting the log-survival function of the inter-jump dwell time, H(t), with a piecewise linear one. The latter uses interpolation points that are chosen according to the time evolution of the H(t), as the numerical solution to the coupled ordinary differential equations of V(t) and H(t). This computational method can be applied to all PDMPs. Pathwise convergence of the approximated sample trajectories to the exact solution is proven, and error estimates are provided. Comparison with a previous algorithm that is based on piecewise constant approximation is also presented.

A summary of wind power prediction methods

NASA Astrophysics Data System (ADS)

Wang, Yuqi

2018-06-01

The deterministic prediction of wind power, the probability prediction and the prediction of wind power ramp events are introduced in this paper. Deterministic prediction includes the prediction of statistical learning based on histor ical data and the prediction of physical models based on NWP data. Due to the great impact of wind power ramp events on the power system, this paper also introduces the prediction of wind power ramp events. At last, the evaluation indicators of all kinds of prediction are given. The prediction of wind power can be a good solution to the adverse effects of wind power on the power system due to the abrupt, intermittent and undulation of wind power.

Langevin approach to a chemical wave front: Selection of the propagation velocity in the presence of internal noise

NASA Astrophysics Data System (ADS)

Lemarchand, A.; Lesne, A.; Mareschal, M.

1995-05-01

The reaction-diffusion equation associated with the Fisher chemical model A+B-->2A admits wave-front solutions by replacing an unstable stationary state with a stable one. The deterministic analysis concludes that their propagation velocity is not prescribed by the dynamics. For a large class of initial conditions the velocity which is spontaneously selected is equal to the minimum allowed velocity vmin, as predicted by the marginal stability criterion. In order to test the relevance of this deterministic description we investigate the macroscopic consequences, on the velocity and the width of the front, of the intrinsic stochasticity due to the underlying microscopic dynamics. We solve numerically the Langevin equations, deduced analytically from the master equation within a system size expansion procedure. We show that the mean profile associated with the stochastic solution propagates faster than the deterministic solution at a velocity up to 25% greater than vmin.

The concerted calculation of the BN-600 reactor for the deterministic and stochastic codes

NASA Astrophysics Data System (ADS)

Bogdanova, E. V.; Kuznetsov, A. N.

2017-01-01

The solution of the problem of increasing the safety of nuclear power plants implies the existence of complete and reliable information about the processes occurring in the core of a working reactor. Nowadays the Monte-Carlo method is the most general-purpose method used to calculate the neutron-physical characteristic of the reactor. But it is characterized by large time of calculation. Therefore, it may be useful to carry out coupled calculations with stochastic and deterministic codes. This article presents the results of research for possibility of combining stochastic and deterministic algorithms in calculation the reactor BN-600. This is only one part of the work, which was carried out in the framework of the graduation project at the NRC “Kurchatov Institute” in cooperation with S. S. Gorodkov and M. A. Kalugin. It is considering the 2-D layer of the BN-600 reactor core from the international benchmark test, published in the report IAEA-TECDOC-1623. Calculations of the reactor were performed with MCU code and then with a standard operative diffusion algorithm with constants taken from the Monte - Carlo computation. Macro cross-section, diffusion coefficients, the effective multiplication factor and the distribution of neutron flux and power were obtained in 15 energy groups. The reasonable agreement between stochastic and deterministic calculations of the BN-600 is observed.

Dynamic Probabilistic Instability of Composite Structures

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2009-01-01

A computationally effective method is described to evaluate the non-deterministic dynamic instability (probabilistic dynamic buckling) of thin composite shells. The method is a judicious combination of available computer codes for finite element, composite mechanics and probabilistic structural analysis. The solution method is incrementally updated Lagrangian. It is illustrated by applying it to thin composite cylindrical shell subjected to dynamic loads. Both deterministic and probabilistic buckling loads are evaluated to demonstrate the effectiveness of the method. A universal plot is obtained for the specific shell that can be used to approximate buckling loads for different load rates and different probability levels. Results from this plot show that the faster the rate, the higher the buckling load and the shorter the time. The lower the probability, the lower is the buckling load for a specific time. Probabilistic sensitivity results show that the ply thickness, the fiber volume ratio and the fiber longitudinal modulus, dynamic load and loading rate are the dominant uncertainties in that order.

Computer-implemented method and apparatus for autonomous position determination using magnetic field data

NASA Technical Reports Server (NTRS)

Ketchum, Eleanor A. (Inventor)

2000-01-01

A computer-implemented method and apparatus for determining position of a vehicle within 100 km autonomously from magnetic field measurements and attitude data without a priori knowledge of position. An inverted dipole solution of two possible position solutions for each measurement of magnetic field data are deterministically calculated by a program controlled processor solving the inverted first order spherical harmonic representation of the geomagnetic field for two unit position vectors 180 degrees apart and a vehicle distance from the center of the earth. Correction schemes such as a successive substitutions and a Newton-Raphson method are applied to each dipole. The two position solutions for each measurement are saved separately. Velocity vectors for the position solutions are calculated so that a total energy difference for each of the two resultant position paths is computed. The position path with the smaller absolute total energy difference is chosen as the true position path of the vehicle.

Deterministic particle transport in a ratchet flow.

PubMed

Beltrame, Philippe; Makhoul, Mounia; Joelson, Maminirina

2016-01-01

This study is motivated by the issue of the pumping of particle through a periodic modulated channel. We focus on a simplified deterministic model of small inertia particles within the Stokes flow framework that we call "ratchet flow." A path-following method is employed in the parameter space in order to retrace the scenario which from bounded periodic solutions leads to particle transport. Depending on whether the magnitude of the particle drag is moderate or large, two main transport mechanisms are identified in which the role of the parity symmetry of the flow differs. For large drag, transport is induced by flow asymmetry, while for moderate drag, since the full transport solution bifurcation structure already exists for symmetric settings, flow asymmetry only makes the transport effective. We analyzed the scenarios of current reversals for each mechanism as well as the role of synchronization. In particular we show that, for large drag, the particle drift is similar to phase slip in a synchronization problem.

A Piecewise Deterministic Markov Toy Model for Traffic/Maintenance and Associated Hamilton–Jacobi Integrodifferential Systems on Networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Goreac, Dan, E-mail: Dan.Goreac@u-pem.fr; Kobylanski, Magdalena, E-mail: Magdalena.Kobylanski@u-pem.fr; Martinez, Miguel, E-mail: Miguel.Martinez@u-pem.fr

2016-10-15

We study optimal control problems in infinite horizon whxen the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (corresponding to a toy traffic model). We adapt the results in Soner (SIAM J Control Optim 24(6):1110–1122, 1986) to prove the regularity of the value function and the dynamic programming principle. Extending the networks and Krylov’s “shaking the coefficients” method, we prove that the value function can be seen as the solution to a linearized optimization problem set on a convenient set of probability measures. The approach relies entirely on viscosity arguments. As a by-product,more » the dual formulation guarantees that the value function is the pointwise supremum over regular subsolutions of the associated Hamilton–Jacobi integrodifferential system. This ensures that the value function satisfies Perron’s preconization for the (unique) candidate to viscosity solution.« less

Deterministic and stochastic bifurcations in the Hindmarsh-Rose neuronal model

NASA Astrophysics Data System (ADS)

Dtchetgnia Djeundam, S. R.; Yamapi, R.; Kofane, T. C.; Aziz-Alaoui, M. A.

2013-09-01

We analyze the bifurcations occurring in the 3D Hindmarsh-Rose neuronal model with and without random signal. When under a sufficient stimulus, the neuron activity takes place; we observe various types of bifurcations that lead to chaotic transitions. Beside the equilibrium solutions and their stability, we also investigate the deterministic bifurcation. It appears that the neuronal activity consists of chaotic transitions between two periodic phases called bursting and spiking solutions. The stochastic bifurcation, defined as a sudden change in character of a stochastic attractor when the bifurcation parameter of the system passes through a critical value, or under certain condition as the collision of a stochastic attractor with a stochastic saddle, occurs when a random Gaussian signal is added. Our study reveals two kinds of stochastic bifurcation: the phenomenological bifurcation (P-bifurcations) and the dynamical bifurcation (D-bifurcations). The asymptotical method is used to analyze phenomenological bifurcation. We find that the neuronal activity of spiking and bursting chaos remains for finite values of the noise intensity.

Exact and approximate stochastic simulation of intracellular calcium dynamics.

PubMed

Wieder, Nicolas; Fink, Rainer H A; Wegner, Frederic von

2011-01-01

In simulations of chemical systems, the main task is to find an exact or approximate solution of the chemical master equation (CME) that satisfies certain constraints with respect to computation time and accuracy. While Brownian motion simulations of single molecules are often too time consuming to represent the mesoscopic level, the classical Gillespie algorithm is a stochastically exact algorithm that provides satisfying results in the representation of calcium microdomains. Gillespie's algorithm can be approximated via the tau-leap method and the chemical Langevin equation (CLE). Both methods lead to a substantial acceleration in computation time and a relatively small decrease in accuracy. Elimination of the noise terms leads to the classical, deterministic reaction rate equations (RRE). For complex multiscale systems, hybrid simulations are increasingly proposed to combine the advantages of stochastic and deterministic algorithms. An often used exemplary cell type in this context are striated muscle cells (e.g., cardiac and skeletal muscle cells). The properties of these cells are well described and they express many common calcium-dependent signaling pathways. The purpose of the present paper is to provide an overview of the aforementioned simulation approaches and their mutual relationships in the spectrum ranging from stochastic to deterministic algorithms.

Integrated Arrival and Departure Schedule Optimization Under Uncertainty

NASA Technical Reports Server (NTRS)

Xue, Min; Zelinski, Shannon

2014-01-01

In terminal airspace, integrating arrivals and departures with shared waypoints provides the potential of improving operational efficiency by allowing direct routes when possible. Incorporating stochastic evaluation as a post-analysis process of deterministic optimization, and imposing a safety buffer in deterministic optimization, are two ways to learn and alleviate the impact of uncertainty and to avoid unexpected outcomes. This work presents a third and direct way to take uncertainty into consideration during the optimization. The impact of uncertainty was incorporated into cost evaluations when searching for the optimal solutions. The controller intervention count was computed using a heuristic model and served as another stochastic cost besides total delay. Costs under uncertainty were evaluated using Monte Carlo simulations. The Pareto fronts that contain a set of solutions were identified and the trade-off between delays and controller intervention count was shown. Solutions that shared similar delays but had different intervention counts were investigated. The results showed that optimization under uncertainty could identify compromise solutions on Pareto fonts, which is better than deterministic optimization with extra safety buffers. It helps decision-makers reduce controller intervention while achieving low delays.

Hpm of Estrogen Model on the Dynamics of Breast Cancer

NASA Astrophysics Data System (ADS)

Govindarajan, A.; Balamuralitharan, S.; Sundaresan, T.

2018-04-01

We enhance a deterministic mathematical model involving universal dynamics on breast cancer with immune response. This is population model so includes Normal cells class, Tumor cells, Immune cells and Estrogen. The eects regarding Estrogen are below incorporated in the model. The effects show to that amount the arrival of greater Estrogen increases the danger over growing breast cancer. Furthermore, approximate solution regarding nonlinear differential equations is arrived by Homotopy Perturbation Method (HPM). Hes HPM is good and correct technique after solve nonlinear differential equation directly. Approximate solution learnt with the support of that method is suitable same as like the actual results in accordance with this models.

Dynamic Routing of Aircraft in the Presence of Adverse Weather Using a POMDP Framework

NASA Technical Reports Server (NTRS)

Balaban, Edward; Roychoudhury, Indranil; Spirkovska, Lilly; Sankararaman, Shankar; Kulkarni, Chetan; Arnon, Tomer

2017-01-01

Each year weather-related airline delays result in hundreds of millions of dollars in additional fuel burn, maintenance, and lost revenue, not to mention passenger inconvenience. The current approaches for aircraft route planning in the presence of adverse weather still mainly rely on deterministic methods. In contrast, this work aims to deal with the problem using a Partially Observable Markov Decision Processes (POMDPs) framework, which allows for reasoning over uncertainty (including uncertainty in weather evolution over time) and results in solutions that are more robust to disruptions. The POMDP-based decision support system is demonstrated on several scenarios involving convective weather cells and is benchmarked against a deterministic planning system with functionality similar to those currently in use or under development.

Molecules with an induced dipole moment in a stochastic electric field.

PubMed

Band, Y B; Ben-Shimol, Y

2013-10-01

The mean-field dynamics of a molecule with an induced dipole moment (e.g., a homonuclear diatomic molecule) in a deterministic and a stochastic (fluctuating) electric field is solved to obtain the decoherence properties of the system. The average (over fluctuations) electric dipole moment and average angular momentum as a function of time for a Gaussian white noise electric field are determined via perturbative and nonperturbative solutions in the fluctuating field. In the perturbative solution, the components of the average electric dipole moment and the average angular momentum along the deterministic electric field direction do not decay to zero, despite fluctuations in all three components of the electric field. This is in contrast to the decay of the average over fluctuations of a magnetic moment in a Gaussian white noise magnetic field. In the nonperturbative solution, the component of the average electric dipole moment and the average angular momentum in the deterministic electric field direction also decay to zero.

Nonlinear Boltzmann equation for the homogeneous isotropic case: Minimal deterministic Matlab program

NASA Astrophysics Data System (ADS)

Asinari, Pietro

2010-10-01

The homogeneous isotropic Boltzmann equation (HIBE) is a fundamental dynamic model for many applications in thermodynamics, econophysics and sociodynamics. Despite recent hardware improvements, the solution of the Boltzmann equation remains extremely challenging from the computational point of view, in particular by deterministic methods (free of stochastic noise). This work aims to improve a deterministic direct method recently proposed [V.V. Aristov, Kluwer Academic Publishers, 2001] for solving the HIBE with a generic collisional kernel and, in particular, for taking care of the late dynamics of the relaxation towards the equilibrium. Essentially (a) the original problem is reformulated in terms of particle kinetic energy (exact particle number and energy conservation during microscopic collisions) and (b) the computation of the relaxation rates is improved by the DVM-like correction, where DVM stands for Discrete Velocity Model (ensuring that the macroscopic conservation laws are exactly satisfied). Both these corrections make possible to derive very accurate reference solutions for this test case. Moreover this work aims to distribute an open-source program (called HOMISBOLTZ), which can be redistributed and/or modified for dealing with different applications, under the terms of the GNU General Public License. The program has been purposely designed in order to be minimal, not only with regards to the reduced number of lines (less than 1000), but also with regards to the coding style (as simple as possible). Program summaryProgram title: HOMISBOLTZ Catalogue identifier: AEGN_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEGN_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License No. of lines in distributed program, including test data, etc.: 23 340 No. of bytes in distributed program, including test data, etc.: 7 635 236 Distribution format: tar.gz Programming language: Tested with Matlab version ⩽6.5. However, in principle, any recent version of Matlab or Octave should work Computer: All supporting Matlab or Octave Operating system: All supporting Matlab or Octave RAM: 300 MBytes Classification: 23 Nature of problem: The problem consists in integrating the homogeneous Boltzmann equation for a generic collisional kernel in case of isotropic symmetry, by a deterministic direct method. Difficulties arise from the multi-dimensionality of the collisional operator and from satisfying the conservation of particle number and energy (momentum is trivial for this test case) as accurately as possible, in order to preserve the late dynamics. Solution method: The solution is based on the method proposed by Aristov (2001) [1], but with two substantial improvements: (a) the original problem is reformulated in terms of particle kinetic energy (this allows one to ensure exact particle number and energy conservation during microscopic collisions) and (b) a DVM-like correction (where DVM stands for Discrete Velocity Model) is adopted for improving the relaxation rates (this allows one to satisfy exactly the conservation laws at macroscopic level, which is particularly important for describing the late dynamics in the relaxation towards the equilibrium). Both these corrections make possible to derive very accurate reference solutions for this test case. Restrictions: The nonlinear Boltzmann equation is extremely challenging from the computational point of view, in particular for deterministic methods, despite the increased computational power of recent hardware. In this work, only the homogeneous isotropic case is considered, for making possible the development of a minimal program (by a simple scripting language) and allowing the user to check the advantages of the proposed improvements beyond Aristov's (2001) method [1]. The initial conditions are supposed parameterized according to a fixed analytical expression, but this can be easily modified. Running time: From minutes to hours (depending on the adopted discretization of the kinetic energy space). For example, on a 64 bit workstation with Intel CoreTM i7-820Q Quad Core CPU at 1.73 GHz and 8 MBytes of RAM, the provided test run (with the corresponding binary data file storing the pre-computed relaxation rates) requires 154 seconds. References:V.V. Aristov, Direct Methods for Solving the Boltzmann Equation and Study of Nonequilibrium Flows, Kluwer Academic Publishers, 2001.

Phase space reconstruction and estimation of the largest Lyapunov exponent for gait kinematic data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Josiński, Henryk; Świtoński, Adam; Silesian University of Technology, Akademicka 16, 44-100 Gliwice

The authors describe an example of application of nonlinear time series analysis directed at identifying the presence of deterministic chaos in human motion data by means of the largest Lyapunov exponent. The method was previously verified on the basis of a time series constructed from the numerical solutions of both the Lorenz and the Rössler nonlinear dynamical systems.

Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karagiannis, Georgios, E-mail: georgios.karagiannis@pnnl.gov; Lin, Guang, E-mail: guang.lin@pnnl.gov

2014-02-15

Generalized polynomial chaos (gPC) expansions allow us to represent the solution of a stochastic system using a series of polynomial chaos basis functions. The number of gPC terms increases dramatically as the dimension of the random input variables increases. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs when the corresponding deterministic solver is computationally expensive, evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solutions, in both spatial and random domains, bymore » coupling Bayesian model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spatial points, via (1) the Bayesian model average (BMA) or (2) the median probability model, and their construction as spatial functions on the spatial domain via spline interpolation. The former accounts for the model uncertainty and provides Bayes-optimal predictions; while the latter provides a sparse representation of the stochastic solutions by evaluating the expansion on a subset of dominating gPC bases. Moreover, the proposed methods quantify the importance of the gPC bases in the probabilistic sense through inclusion probabilities. We design a Markov chain Monte Carlo (MCMC) sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed methods are suitable for, but not restricted to, problems whose stochastic solutions are sparse in the stochastic space with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the accuracy and performance of the proposed methods and make comparisons with other approaches on solving elliptic SPDEs with 1-, 14- and 40-random dimensions.« less

Proteus-MOC: A 3D deterministic solver incorporating 2D method of characteristics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Marin-Lafleche, A.; Smith, M. A.; Lee, C.

2013-07-01

A new transport solution methodology was developed by combining the two-dimensional method of characteristics with the discontinuous Galerkin method for the treatment of the axial variable. The method, which can be applied to arbitrary extruded geometries, was implemented in PROTEUS-MOC and includes parallelization in group, angle, plane, and space using a top level GMRES linear algebra solver. Verification tests were performed to show accuracy and stability of the method with the increased number of angular directions and mesh elements. Good scalability with parallelism in angle and axial planes is displayed. (authors)

Control system estimation and design for aerospace vehicles with time delay

NASA Technical Reports Server (NTRS)

Allgaier, G. R.; Williams, T. L.

1972-01-01

The problems of estimation and control of discrete, linear, time-varying systems are considered. Previous solutions to these problems involved either approximate techniques, open-loop control solutions, or results which required excessive computation. The estimation problem is solved by two different methods, both of which yield the identical algorithm for determining the optimal filter. The partitioned results achieve a substantial reduction in computation time and storage requirements over the expanded solution, however. The results reduce to the Kalman filter when no delays are present in the system. The control problem is also solved by two different methods, both of which yield identical algorithms for determining the optimal control gains. The stochastic control is shown to be identical to the deterministic control, thus extending the separation principle to time delay systems. The results obtained reduce to the familiar optimal control solution when no time delays are present in the system.

Iterative algorithms for computing the feedback Nash equilibrium point for positive systems

NASA Astrophysics Data System (ADS)

Ivanov, I.; Imsland, Lars; Bogdanova, B.

2017-03-01

The paper studies N-player linear quadratic differential games on an infinite time horizon with deterministic feedback information structure. It introduces two iterative methods (the Newton method as well as its accelerated modification) in order to compute the stabilising solution of a set of generalised algebraic Riccati equations. The latter is related to the Nash equilibrium point of the considered game model. Moreover, we derive the sufficient conditions for convergence of the proposed methods. Finally, we discuss two numerical examples so as to illustrate the performance of both of the algorithms.

Multi-objective Optimization Strategies Using Adjoint Method and Game Theory in Aerodynamics

NASA Astrophysics Data System (ADS)

Tang, Zhili

2006-08-01

There are currently three different game strategies originated in economics: (1) Cooperative games (Pareto front), (2) Competitive games (Nash game) and (3) Hierarchical games (Stackelberg game). Each game achieves different equilibria with different performance, and their players play different roles in the games. Here, we introduced game concept into aerodynamic design, and combined it with adjoint method to solve multi-criteria aerodynamic optimization problems. The performance distinction of the equilibria of these three game strategies was investigated by numerical experiments. We computed Pareto front, Nash and Stackelberg equilibria of the same optimization problem with two conflicting and hierarchical targets under different parameterizations by using the deterministic optimization method. The numerical results show clearly that all the equilibria solutions are inferior to the Pareto front. Non-dominated Pareto front solutions are obtained, however the CPU cost to capture a set of solutions makes the Pareto front an expensive tool to the designer.

Reliability-based trajectory optimization using nonintrusive polynomial chaos for Mars entry mission

NASA Astrophysics Data System (ADS)

Huang, Yuechen; Li, Haiyang

2018-06-01

This paper presents the reliability-based sequential optimization (RBSO) method to settle the trajectory optimization problem with parametric uncertainties in entry dynamics for Mars entry mission. First, the deterministic entry trajectory optimization model is reviewed, and then the reliability-based optimization model is formulated. In addition, the modified sequential optimization method, in which the nonintrusive polynomial chaos expansion (PCE) method and the most probable point (MPP) searching method are employed, is proposed to solve the reliability-based optimization problem efficiently. The nonintrusive PCE method contributes to the transformation between the stochastic optimization (SO) and the deterministic optimization (DO) and to the approximation of trajectory solution efficiently. The MPP method, which is used for assessing the reliability of constraints satisfaction only up to the necessary level, is employed to further improve the computational efficiency. The cycle including SO, reliability assessment and constraints update is repeated in the RBSO until the reliability requirements of constraints satisfaction are satisfied. Finally, the RBSO is compared with the traditional DO and the traditional sequential optimization based on Monte Carlo (MC) simulation in a specific Mars entry mission to demonstrate the effectiveness and the efficiency of the proposed method.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dustin Popp; Zander Mausolff; Sedat Goluoglu

We are proposing to use the code, TDKENO, to model TREAT. TDKENO solves the time dependent, three dimensional Boltzmann transport equation with explicit representation of delayed neutrons. Instead of directly integrating this equation, the neutron flux is factored into two components – a rapidly varying amplitude equation and a slowly varying shape equation and each is solved separately on different time scales. The shape equation is solved using the 3D Monte Carlo transport code KENO, from Oak Ridge National Laboratory’s SCALE code package. Using the Monte Carlo method to solve the shape equation is still computationally intensive, but the operationmore » is only performed when needed. The amplitude equation is solved deterministically and frequently, so the solution gives an accurate time-dependent solution without having to repeatedly We have modified TDKENO to incorporate KENO-VI so that we may accurately represent the geometries within TREAT. This paper explains the motivation behind using generalized geometry, and provides the results of our modifications. TDKENO uses the Improved Quasi-Static method to accomplish this. In this method, the neutron flux is factored into two components. One component is a purely time-dependent and rapidly varying amplitude function, which is solved deterministically and very frequently (small time steps). The other is a slowly varying flux shape function that weakly depends on time and is only solved when needed (significantly larger time steps).« less

Simulation of 2D rarefied gas flows based on the numerical solution of the Boltzmann equation

NASA Astrophysics Data System (ADS)

Poleshkin, Sergey O.; Malkov, Ewgenij A.; Kudryavtsev, Alexey N.; Shershnev, Anton A.; Bondar, Yevgeniy A.; Kohanchik, A. A.

2017-10-01

There are various methods for calculating rarefied gas flows, in particular, statistical methods and deterministic methods based on the finite-difference solutions of the Boltzmann nonlinear kinetic equation and on the solutions of model kinetic equations. There is no universal method; each has its disadvantages in terms of efficiency or accuracy. The choice of the method depends on the problem to be solved and on parameters of calculated flows. Qualitative theoretical arguments help to determine the range of parameters of effectively solved problems for each method; however, it is advisable to perform comparative tests of calculations of the classical problems performed by different methods and with different parameters to have quantitative confirmation of this reasoning. The paper provides the results of the calculations performed by the authors with the help of the Direct Simulation Monte Carlo method and finite-difference methods of solving the Boltzmann equation and model kinetic equations. Based on this comparison, conclusions are made on selecting a particular method for flow simulations in various ranges of flow parameters.

A solution to the biodiversity paradox by logical deterministic cellular automata.

PubMed

Kalmykov, Lev V; Kalmykov, Vyacheslav L

2015-06-01

The paradox of biological diversity is the key problem of theoretical ecology. The paradox consists in the contradiction between the competitive exclusion principle and the observed biodiversity. The principle is important as the basis for ecological theory. On a relatively simple model we show a mechanism of indefinite coexistence of complete competitors which violates the known formulations of the competitive exclusion principle. This mechanism is based on timely recovery of limiting resources and their spatio-temporal allocation between competitors. Because of limitations of the black-box modeling there was a problem to formulate the exclusion principle correctly. Our white-box multiscale model of two-species competition is based on logical deterministic individual-based cellular automata. This approach provides an automatic deductive inference on the basis of a system of axioms, and gives a direct insight into mechanisms of the studied system. It is one of the most promising methods of artificial intelligence. We reformulate and generalize the competitive exclusion principle and explain why this formulation provides a solution of the biodiversity paradox. In addition, we propose a principle of competitive coexistence.

On the influence of additive and multiplicative noise on holes in dissipative systems.

PubMed

Descalzi, Orazio; Cartes, Carlos; Brand, Helmut R

2017-05-01

We investigate the influence of noise on deterministically stable holes in the cubic-quintic complex Ginzburg-Landau equation. Inspired by experimental possibilities, we specifically study two types of noise: additive noise delta-correlated in space and spatially homogeneous multiplicative noise on the formation of π-holes and 2π-holes. Our results include the following main features. For large enough additive noise, we always find a transition to the noisy version of the spatially homogeneous finite amplitude solution, while for sufficiently large multiplicative noise, a collapse occurs to the zero amplitude solution. The latter type of behavior, while unexpected deterministically, can be traced back to a characteristic feature of multiplicative noise; the zero solution acts as the analogue of an absorbing boundary: once trapped at zero, the system cannot escape. For 2π-holes, which exist deterministically over a fairly small range of values of subcriticality, one can induce a transition to a π-hole (for additive noise) or to a noise-sustained pulse (for multiplicative noise). This observation opens the possibility of noise-induced switching back and forth from and to 2π-holes.

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong

The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.

Efficient Asymptotic Preserving Deterministic methods for the Boltzmann Equation

DTIC Science & Technology

2011-04-01

history tracing back to Hilbert , Chapmann and Enskog (Cercignani, 1988) at the beginning of the last century. The mathematical difficulties related to the...accurate determin- istic computations of the stationary solutions, which may be treated by schemes aimed to capture the stationary state ( Greenberg and...Stokes model, can be considered using the Chapmann-Enskog and the Hilbert expansions. We refer to Levermore (1996) for a mathematical setting of the

Adequacy assessment of composite generation and transmission systems incorporating wind energy conversion systems

NASA Astrophysics Data System (ADS)

Gao, Yi

The development and utilization of wind energy for satisfying electrical demand has received considerable attention in recent years due to its tremendous environmental, social and economic benefits, together with public support and government incentives. Electric power generation from wind energy behaves quite differently from that of conventional sources. The fundamentally different operating characteristics of wind energy facilities therefore affect power system reliability in a different manner than those of conventional systems. The reliability impact of such a highly variable energy source is an important aspect that must be assessed when the wind power penetration is significant. The focus of the research described in this thesis is on the utilization of state sampling Monte Carlo simulation in wind integrated bulk electric system reliability analysis and the application of these concepts in system planning and decision making. Load forecast uncertainty is an important factor in long range planning and system development. This thesis describes two approximate approaches developed to reduce the number of steps in a load duration curve which includes load forecast uncertainty, and to provide reasonably accurate generating and bulk system reliability index predictions. The developed approaches are illustrated by application to two composite test systems. A method of generating correlated random numbers with uniform distributions and a specified correlation coefficient in the state sampling method is proposed and used to conduct adequacy assessment in generating systems and in bulk electric systems containing correlated wind farms in this thesis. The studies described show that it is possible to use the state sampling Monte Carlo simulation technique to quantitatively assess the reliability implications associated with adding wind power to a composite generation and transmission system including the effects of multiple correlated wind sites. This is an important development as it permits correlated wind farms to be incorporated in large practical system studies without requiring excessive increases in computer solution time. The procedures described in this thesis for creating monthly and seasonal wind farm models should prove useful in situations where time period models are required to incorporate scheduled maintenance of generation and transmission facilities. There is growing interest in combining deterministic considerations with probabilistic assessment in order to evaluate the quantitative system risk and conduct bulk power system planning. A relatively new approach that incorporates deterministic and probabilistic considerations in a single risk assessment framework has been designated as the joint deterministic-probabilistic approach. The research work described in this thesis illustrates that the joint deterministic-probabilistic approach can be effectively used to integrate wind power in bulk electric system planning. The studies described in this thesis show that the application of the joint deterministic-probabilistic method provides more stringent results for a system with wind power than the traditional deterministic N-1 method because the joint deterministic-probabilistic technique is driven by the deterministic N-1 criterion with an added probabilistic perspective which recognizes the power output characteristics of a wind turbine generator.

Surface contouring by controlled application of processing fluid using Marangoni effect

DOEpatents

Rushford, Michael C.; Britten, Jerald A.

2003-04-29

An apparatus and method for modifying the surface of an object by contacting said surface with a liquid processing solution using the liquid applicator geometry and Marangoni effect (surface tension gradient-driven flow) to define and confine the dimensions of the wetted zone on said object surface. In particular, the method and apparatus involve contouring or figuring the surface of an object using an etchant solution as the wetting fluid and using realtime metrology (e.g. interferometry) to control the placement and dwell time of this wetted zone locally on the surface of said object, thereby removing material from the surface of the object in a controlled manner. One demonstrated manifestation is in the deterministic optical figuring of thin glasses by wet chemical etching using a buffered hydrofluoric acid solution and Marangoni effect.

Apparatus For Etching Or Depositing A Desired Profile Onto A Surface

DOEpatents

Rushford, Michael C.; Britten, Jerald A.

2004-05-25

An apparatus and method for modifying the surface of an object by contacting said surface with a liquid processing solution using the liquid applicator geometry and Marangoni effect (surface tension gradient-driven flow) to define and confine the dimensions of the wetted zone on said object surface. In particular, the method and apparatus involve contouring or figuring the surface of an object using an etchant solution as the wetting fluid and using real-time metrology (e.g. interferometry) to control the placement and dwell time of this wetted zone locally on the surface of said object, thereby removing material from the surface of the object in a controlled manner. One demonstrated manifestation is in the deterministic optical figuring of thin glasses by wet chemical etching using a buffered hydrofluoric acid solution and Marangoni effect.

Structural Deterministic Safety Factors Selection Criteria and Verification

NASA Technical Reports Server (NTRS)

Verderaime, V.

1992-01-01

Though current deterministic safety factors are arbitrarily and unaccountably specified, its ratio is rooted in resistive and applied stress probability distributions. This study approached the deterministic method from a probabilistic concept leading to a more systematic and coherent philosophy and criterion for designing more uniform and reliable high-performance structures. The deterministic method was noted to consist of three safety factors: a standard deviation multiplier of the applied stress distribution; a K-factor for the A- or B-basis material ultimate stress; and the conventional safety factor to ensure that the applied stress does not operate in the inelastic zone of metallic materials. The conventional safety factor is specifically defined as the ratio of ultimate-to-yield stresses. A deterministic safety index of the combined safety factors was derived from which the corresponding reliability proved the deterministic method is not reliability sensitive. The bases for selecting safety factors are presented and verification requirements are discussed. The suggested deterministic approach is applicable to all NASA, DOD, and commercial high-performance structures under static stresses.

Deterministic and stochastic algorithms for resolving the flow fields in ducts and networks using energy minimization

NASA Astrophysics Data System (ADS)

Sochi, Taha

2016-09-01

Several deterministic and stochastic multi-variable global optimization algorithms (Conjugate Gradient, Nelder-Mead, Quasi-Newton and global) are investigated in conjunction with energy minimization principle to resolve the pressure and volumetric flow rate fields in single ducts and networks of interconnected ducts. The algorithms are tested with seven types of fluid: Newtonian, power law, Bingham, Herschel-Bulkley, Ellis, Ree-Eyring and Casson. The results obtained from all those algorithms for all these types of fluid agree very well with the analytically derived solutions as obtained from the traditional methods which are based on the conservation principles and fluid constitutive relations. The results confirm and generalize the findings of our previous investigations that the energy minimization principle is at the heart of the flow dynamics systems. The investigation also enriches the methods of computational fluid dynamics for solving the flow fields in tubes and networks for various types of Newtonian and non-Newtonian fluids.

A Deep Penetration Problem Calculation Using AETIUS:An Easy Modeling Discrete Ordinates Transport Code UsIng Unstructured Tetrahedral Mesh, Shared Memory Parallel

NASA Astrophysics Data System (ADS)

KIM, Jong Woon; LEE, Young-Ouk

2017-09-01

As computing power gets better and better, computer codes that use a deterministic method seem to be less useful than those using the Monte Carlo method. In addition, users do not like to think about space, angles, and energy discretization for deterministic codes. However, a deterministic method is still powerful in that we can obtain a solution of the flux throughout the problem, particularly as when particles can barely penetrate, such as in a deep penetration problem with small detection volumes. Recently, a new state-of-the-art discrete-ordinates code, ATTILA, was developed and has been widely used in several applications. ATTILA provides the capabilities to solve geometrically complex 3-D transport problems by using an unstructured tetrahedral mesh. Since 2009, we have been developing our own code by benchmarking ATTILA. AETIUS is a discrete ordinates code that uses an unstructured tetrahedral mesh such as ATTILA. For pre- and post- processing, Gmsh is used to generate an unstructured tetrahedral mesh by importing a CAD file (*.step) and visualizing the calculation results of AETIUS. Using a CAD tool, the geometry can be modeled very easily. In this paper, we describe a brief overview of AETIUS and provide numerical results from both AETIUS and a Monte Carlo code, MCNP5, in a deep penetration problem with small detection volumes. The results demonstrate the effectiveness and efficiency of AETIUS for such calculations.

New Tools to Prepare ACE Cross-section Files for MCNP Analytic Test Problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Brown, Forrest B.

Monte Carlo calculations using one-group cross sections, multigroup cross sections, or simple continuous energy cross sections are often used to: (1) verify production codes against known analytical solutions, (2) verify new methods and algorithms that do not involve detailed collision physics, (3) compare Monte Carlo calculation methods with deterministic methods, and (4) teach fundamentals to students. In this work we describe 2 new tools for preparing the ACE cross-section files to be used by MCNP ® for these analytic test problems, simple_ace.pl and simple_ace_mg.pl.

A binomial stochastic kinetic approach to the Michaelis-Menten mechanism

NASA Astrophysics Data System (ADS)

Lente, Gábor

2013-05-01

This Letter presents a new method that gives an analytical approximation of the exact solution of the stochastic Michaelis-Menten mechanism without computationally demanding matrix operations. The method is based on solving the deterministic rate equations and then using the results as guiding variables of calculating probability values using binomial distributions. This principle can be generalized to a number of different kinetic schemes and is expected to be very useful in the evaluation of measurements focusing on the catalytic activity of one or a few individual enzyme molecules.

Transmutation approximations for the application of hybrid Monte Carlo/deterministic neutron transport to shutdown dose rate analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Biondo, Elliott D.; Wilson, Paul P. H.

In fusion energy systems (FES) neutrons born from burning plasma activate system components. The photon dose rate after shutdown from resulting radionuclides must be quantified. This shutdown dose rate (SDR) is calculated by coupling neutron transport, activation analysis, and photon transport. The size, complexity, and attenuating configuration of FES motivate the use of hybrid Monte Carlo (MC)/deterministic neutron transport. The Multi-Step Consistent Adjoint Driven Importance Sampling (MS-CADIS) method can be used to optimize MC neutron transport for coupled multiphysics problems, including SDR analysis, using deterministic estimates of adjoint flux distributions. When used for SDR analysis, MS-CADIS requires the formulation ofmore » an adjoint neutron source that approximates the transmutation process. In this work, transmutation approximations are used to derive a solution for this adjoint neutron source. It is shown that these approximations are reasonably met for typical FES neutron spectra and materials over a range of irradiation scenarios. When these approximations are met, the Groupwise Transmutation (GT)-CADIS method, proposed here, can be used effectively. GT-CADIS is an implementation of the MS-CADIS method for SDR analysis that uses a series of single-energy-group irradiations to calculate the adjoint neutron source. For a simple SDR problem, GT-CADIS provides speedups of 200 100 relative to global variance reduction with the Forward-Weighted (FW)-CADIS method and 9 ± 5 • 104 relative to analog. As a result, this work shows that GT-CADIS is broadly applicable to FES problems and will significantly reduce the computational resources necessary for SDR analysis.« less

Transmutation approximations for the application of hybrid Monte Carlo/deterministic neutron transport to shutdown dose rate analysis

DOE PAGES

Biondo, Elliott D.; Wilson, Paul P. H.

2017-05-08

In fusion energy systems (FES) neutrons born from burning plasma activate system components. The photon dose rate after shutdown from resulting radionuclides must be quantified. This shutdown dose rate (SDR) is calculated by coupling neutron transport, activation analysis, and photon transport. The size, complexity, and attenuating configuration of FES motivate the use of hybrid Monte Carlo (MC)/deterministic neutron transport. The Multi-Step Consistent Adjoint Driven Importance Sampling (MS-CADIS) method can be used to optimize MC neutron transport for coupled multiphysics problems, including SDR analysis, using deterministic estimates of adjoint flux distributions. When used for SDR analysis, MS-CADIS requires the formulation ofmore » an adjoint neutron source that approximates the transmutation process. In this work, transmutation approximations are used to derive a solution for this adjoint neutron source. It is shown that these approximations are reasonably met for typical FES neutron spectra and materials over a range of irradiation scenarios. When these approximations are met, the Groupwise Transmutation (GT)-CADIS method, proposed here, can be used effectively. GT-CADIS is an implementation of the MS-CADIS method for SDR analysis that uses a series of single-energy-group irradiations to calculate the adjoint neutron source. For a simple SDR problem, GT-CADIS provides speedups of 200 100 relative to global variance reduction with the Forward-Weighted (FW)-CADIS method and 9 ± 5 • 104 relative to analog. As a result, this work shows that GT-CADIS is broadly applicable to FES problems and will significantly reduce the computational resources necessary for SDR analysis.« less

Using sequential self-calibration method to identify conductivity distribution: Conditioning on tracer test data

USGS Publications Warehouse

Hu, B.X.; He, C.

2008-01-01

An iterative inverse method, the sequential self-calibration method, is developed for mapping spatial distribution of a hydraulic conductivity field by conditioning on nonreactive tracer breakthrough curves. A streamline-based, semi-analytical simulator is adopted to simulate solute transport in a heterogeneous aquifer. The simulation is used as the forward modeling step. In this study, the hydraulic conductivity is assumed to be a deterministic or random variable. Within the framework of the streamline-based simulator, the efficient semi-analytical method is used to calculate sensitivity coefficients of the solute concentration with respect to the hydraulic conductivity variation. The calculated sensitivities account for spatial correlations between the solute concentration and parameters. The performance of the inverse method is assessed by two synthetic tracer tests conducted in an aquifer with a distinct spatial pattern of heterogeneity. The study results indicate that the developed iterative inverse method is able to identify and reproduce the large-scale heterogeneity pattern of the aquifer given appropriate observation wells in these synthetic cases. ?? International Association for Mathematical Geology 2008.

A stochastic chemostat model with an inhibitor and noise independent of population sizes

NASA Astrophysics Data System (ADS)

Sun, Shulin; Zhang, Xiaolu

2018-02-01

In this paper, a stochastic chemostat model with an inhibitor is considered, here the inhibitor is input from an external source and two organisms in chemostat compete for a nutrient. Firstly, we show that the system has a unique global positive solution. Secondly, by constructing some suitable Lyapunov functions, we investigate that the average in time of the second moment of the solutions of the stochastic model is bounded for a relatively small noise. That is, the asymptotic behaviors of the stochastic system around the equilibrium points of the deterministic system are studied. However, the sufficient large noise can make the microorganisms become extinct with probability one, although the solutions to the original deterministic model may be persistent. Finally, the obtained analytical results are illustrated by computer simulations.

Probabilistic Finite Element Analysis & Design Optimization for Structural Designs

NASA Astrophysics Data System (ADS)

Deivanayagam, Arumugam

This study focuses on implementing probabilistic nature of material properties (Kevlar® 49) to the existing deterministic finite element analysis (FEA) of fabric based engine containment system through Monte Carlo simulations (MCS) and implementation of probabilistic analysis in engineering designs through Reliability Based Design Optimization (RBDO). First, the emphasis is on experimental data analysis focusing on probabilistic distribution models which characterize the randomness associated with the experimental data. The material properties of Kevlar® 49 are modeled using experimental data analysis and implemented along with an existing spiral modeling scheme (SMS) and user defined constitutive model (UMAT) for fabric based engine containment simulations in LS-DYNA. MCS of the model are performed to observe the failure pattern and exit velocities of the models. Then the solutions are compared with NASA experimental tests and deterministic results. MCS with probabilistic material data give a good prospective on results rather than a single deterministic simulation results. The next part of research is to implement the probabilistic material properties in engineering designs. The main aim of structural design is to obtain optimal solutions. In any case, in a deterministic optimization problem even though the structures are cost effective, it becomes highly unreliable if the uncertainty that may be associated with the system (material properties, loading etc.) is not represented or considered in the solution process. Reliable and optimal solution can be obtained by performing reliability optimization along with the deterministic optimization, which is RBDO. In RBDO problem formulation, in addition to structural performance constraints, reliability constraints are also considered. This part of research starts with introduction to reliability analysis such as first order reliability analysis, second order reliability analysis followed by simulation technique that are performed to obtain probability of failure and reliability of structures. Next, decoupled RBDO procedure is proposed with a new reliability analysis formulation with sensitivity analysis, which is performed to remove the highly reliable constraints in the RBDO, thereby reducing the computational time and function evaluations. Followed by implementation of the reliability analysis concepts and RBDO in finite element 2D truss problems and a planar beam problem are presented and discussed.

First principles pulse pile-up balance equation and fast deterministic solution

NASA Astrophysics Data System (ADS)

Sabbatucci, Lorenzo; Fernández, Jorge E.

2017-08-01

Pulse pile-up (PPU) is an always present effect which introduces a distortion into the spectrum measured with radiation detectors and that worsen with the increasing emission rate of the radiation source. It is fully ascribable to the pulse handling circuitry of the detector and it is not comprised in the detector response function which is well explained by a physical model. The PPU changes both the number and the height of the recorded pulses, which are related, respectively, with the number of detected particles and their energy. In the present work, it is derived a first principles balance equation for second order PPU to obtain a post-processing correction to apply to X-ray measurements. The balance equation is solved for the particular case of rectangular pulse shape using a deterministic iterative procedure for which it will be shown the convergence. The proposed method, deterministic rectangular PPU (DRPPU), requires minimum amount of information and, as example, it is applied to a solid state Si detector with active or off-line PPU suppression circuitry. A comparison shows that the results obtained with this fast and simple approach are comparable to those from the more sophisticated procedure using precise detector pulse shapes.

Forward and Inverse Modeling of Self-potential. A Tomography of Groundwater Flow and Comparison Between Deterministic and Stochastic Inversion Methods

NASA Astrophysics Data System (ADS)

Quintero-Chavarria, E.; Ochoa Gutierrez, L. H.

2016-12-01

Applications of the Self-potential Method in the fields of Hydrogeology and Environmental Sciences have had significant developments during the last two decades with a strong use on groundwater flows identification. Although only few authors deal with the forward problem's solution -especially in geophysics literature- different inversion procedures are currently being developed but in most cases they are compared with unconventional groundwater velocity fields and restricted to structured meshes. This research solves the forward problem based on the finite element method using the St. Venant's Principle to transform a point dipole, which is the field generated by a single vector, into a distribution of electrical monopoles. Then, two simple aquifer models were generated with specific boundary conditions and head potentials, velocity fields and electric potentials in the medium were computed. With the model's surface electric potential, the inverse problem is solved to retrieve the source of electric potential (vector field associated to groundwater flow) using deterministic and stochastic approaches. The first approach was carried out by implementing a Tikhonov regularization with a stabilized operator adapted to the finite element mesh while for the second a hierarchical Bayesian model based on Markov chain Monte Carlo (McMC) and Markov Random Fields (MRF) was constructed. For all implemented methods, the result between the direct and inverse models was contrasted in two ways: 1) shape and distribution of the vector field, and 2) magnitude's histogram. Finally, it was concluded that inversion procedures are improved when the velocity field's behavior is considered, thus, the deterministic method is more suitable for unconfined aquifers than confined ones. McMC has restricted applications and requires a lot of information (particularly in potentials fields) while MRF has a remarkable response especially when dealing with confined aquifers.

A hybrid (Monte Carlo/deterministic) approach for multi-dimensional radiation transport

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bal, Guillaume, E-mail: gb2030@columbia.edu; Davis, Anthony B., E-mail: Anthony.B.Davis@jpl.nasa.gov; Kavli Institute for Theoretical Physics, Kohn Hall, University of California, Santa Barbara, CA 93106-4030

2011-08-20

Highlights: {yields} We introduce a variance reduction scheme for Monte Carlo (MC) transport. {yields} The primary application is atmospheric remote sensing. {yields} The technique first solves the adjoint problem using a deterministic solver. {yields} Next, the adjoint solution is used as an importance function for the MC solver. {yields} The adjoint problem is solved quickly since it ignores the volume. - Abstract: A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or amore » airplane). It uses a deterministic approximation of an adjoint transport solution to reduce variance, computed quickly by ignoring atmospheric interactions. This allows significant variance and computational cost reductions when the atmospheric scattering and absorption coefficient are small. When combined with an atmospheric photon-redirection scheme, significant variance reduction (equivalently acceleration) is achieved in the presence of atmospheric interactions.« less

Large Deviations and Transitions Between Equilibria for Stochastic Landau-Lifshitz-Gilbert Equation

NASA Astrophysics Data System (ADS)

Brzeźniak, Zdzisław; Goldys, Ben; Jegaraj, Terence

2017-11-01

We study a stochastic Landau-Lifshitz equation on a bounded interval and with finite dimensional noise. We first show that there exists a pathwise unique solution to this equation and that this solution enjoys the maximal regularity property. Next, we prove the large deviations principle for the small noise asymptotic of solutions using the weak convergence method. An essential ingredient of the proof is the compactness, or weak to strong continuity, of the solution map for a deterministic Landau-Lifschitz equation when considered as a transformation of external fields. We then apply this large deviations principle to show that small noise can cause magnetisation reversal. We also show the importance of the shape anisotropy parameter for reducing the disturbance of the solution caused by small noise. The problem is motivated by applications from ferromagnetic nanowires to the fabrication of magnetic memories.

Efficient Characterization of Parametric Uncertainty of Complex (Bio)chemical Networks.

PubMed

Schillings, Claudia; Sunnåker, Mikael; Stelling, Jörg; Schwab, Christoph

2015-08-01

Parametric uncertainty is a particularly challenging and relevant aspect of systems analysis in domains such as systems biology where, both for inference and for assessing prediction uncertainties, it is essential to characterize the system behavior globally in the parameter space. However, current methods based on local approximations or on Monte-Carlo sampling cope only insufficiently with high-dimensional parameter spaces associated with complex network models. Here, we propose an alternative deterministic methodology that relies on sparse polynomial approximations. We propose a deterministic computational interpolation scheme which identifies most significant expansion coefficients adaptively. We present its performance in kinetic model equations from computational systems biology with several hundred parameters and state variables, leading to numerical approximations of the parametric solution on the entire parameter space. The scheme is based on adaptive Smolyak interpolation of the parametric solution at judiciously and adaptively chosen points in parameter space. As Monte-Carlo sampling, it is "non-intrusive" and well-suited for massively parallel implementation, but affords higher convergence rates. This opens up new avenues for large-scale dynamic network analysis by enabling scaling for many applications, including parameter estimation, uncertainty quantification, and systems design.

Efficient Characterization of Parametric Uncertainty of Complex (Bio)chemical Networks

PubMed Central

Schillings, Claudia; Sunnåker, Mikael; Stelling, Jörg; Schwab, Christoph

2015-01-01

Parametric uncertainty is a particularly challenging and relevant aspect of systems analysis in domains such as systems biology where, both for inference and for assessing prediction uncertainties, it is essential to characterize the system behavior globally in the parameter space. However, current methods based on local approximations or on Monte-Carlo sampling cope only insufficiently with high-dimensional parameter spaces associated with complex network models. Here, we propose an alternative deterministic methodology that relies on sparse polynomial approximations. We propose a deterministic computational interpolation scheme which identifies most significant expansion coefficients adaptively. We present its performance in kinetic model equations from computational systems biology with several hundred parameters and state variables, leading to numerical approximations of the parametric solution on the entire parameter space. The scheme is based on adaptive Smolyak interpolation of the parametric solution at judiciously and adaptively chosen points in parameter space. As Monte-Carlo sampling, it is “non-intrusive” and well-suited for massively parallel implementation, but affords higher convergence rates. This opens up new avenues for large-scale dynamic network analysis by enabling scaling for many applications, including parameter estimation, uncertainty quantification, and systems design. PMID:26317784

Solution of the finite Milne problem in stochastic media with RVT Technique

NASA Astrophysics Data System (ADS)

Slama, Howida; El-Bedwhey, Nabila A.; El-Depsy, Alia; Selim, Mustafa M.

2017-12-01

This paper presents the solution to the Milne problem in the steady state with isotropic scattering phase function. The properties of the medium are considered as stochastic ones with Gaussian or exponential distributions and hence the problem treated as a stochastic integro-differential equation. To get an explicit form for the radiant energy density, the linear extrapolation distance, reflectivity and transmissivity in the deterministic case the problem is solved using the Pomraning-Eddington method. The obtained solution is found to be dependent on the optical space variable and thickness of the medium which are considered as random variables. The random variable transformation (RVT) technique is used to find the first probability density function (1-PDF) of the solution process. Then the stochastic linear extrapolation distance, reflectivity and transmissivity are calculated. For illustration, numerical results with conclusions are provided.

Hybrid Monte Carlo/deterministic methods for radiation shielding problems

NASA Astrophysics Data System (ADS)

Becker, Troy L.

For the past few decades, the most common type of deep-penetration (shielding) problem simulated using Monte Carlo methods has been the source-detector problem, in which a response is calculated at a single location in space. Traditionally, the nonanalog Monte Carlo methods used to solve these problems have required significant user input to generate and sufficiently optimize the biasing parameters necessary to obtain a statistically reliable solution. It has been demonstrated that this laborious task can be replaced by automated processes that rely on a deterministic adjoint solution to set the biasing parameters---the so-called hybrid methods. The increase in computational power over recent years has also led to interest in obtaining the solution in a region of space much larger than a point detector. In this thesis, we propose two methods for solving problems ranging from source-detector problems to more global calculations---weight windows and the Transform approach. These techniques employ sonic of the same biasing elements that have been used previously; however, the fundamental difference is that here the biasing techniques are used as elements of a comprehensive tool set to distribute Monte Carlo particles in a user-specified way. The weight window achieves the user-specified Monte Carlo particle distribution by imposing a particular weight window on the system, without altering the particle physics. The Transform approach introduces a transform into the neutron transport equation, which results in a complete modification of the particle physics to produce the user-specified Monte Carlo distribution. These methods are tested in a three-dimensional multigroup Monte Carlo code. For a basic shielding problem and a more realistic one, these methods adequately solved source-detector problems and more global calculations. Furthermore, they confirmed that theoretical Monte Carlo particle distributions correspond to the simulated ones, implying that these methods can be used to achieve user-specified Monte Carlo distributions. Overall, the Transform approach performed more efficiently than the weight window methods, but it performed much more efficiently for source-detector problems than for global problems.

Error analysis in inverse scatterometry. I. Modeling.

PubMed

Al-Assaad, Rayan M; Byrne, Dale M

2007-02-01

Scatterometry is an optical technique that has been studied and tested in recent years in semiconductor fabrication metrology for critical dimensions. Previous work presented an iterative linearized method to retrieve surface-relief profile parameters from reflectance measurements upon diffraction. With the iterative linear solution model in this work, rigorous models are developed to represent the random and deterministic or offset errors in scatterometric measurements. The propagation of different types of error from the measurement data to the profile parameter estimates is then presented. The improvement in solution accuracies is then demonstrated with theoretical and experimental data by adjusting for the offset errors. In a companion paper (in process) an improved optimization method is presented to account for unknown offset errors in the measurements based on the offset error model.

Direct computation of stochastic flow in reservoirs with uncertain parameters

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dainton, M.P.; Nichols, N.K.; Goldwater, M.H.

1997-01-15

A direct method is presented for determining the uncertainty in reservoir pressure, flow, and net present value (NPV) using the time-dependent, one phase, two- or three-dimensional equations of flow through a porous medium. The uncertainty in the solution is modelled as a probability distribution function and is computed from given statistical data for input parameters such as permeability. The method generates an expansion for the mean of the pressure about a deterministic solution to the system equations using a perturbation to the mean of the input parameters. Hierarchical equations that define approximations to the mean solution at each point andmore » to the field convariance of the pressure are developed and solved numerically. The procedure is then used to find the statistics of the flow and the risked value of the field, defined by the NPV, for a given development scenario. This method involves only one (albeit complicated) solution of the equations and contrasts with the more usual Monte-Carlo approach where many such solutions are required. The procedure is applied easily to other physical systems modelled by linear or nonlinear partial differential equations with uncertain data. 14 refs., 14 figs., 3 tabs.« less

A Comparison of Monte Carlo and Deterministic Solvers for keff and Sensitivity Calculations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Haeck, Wim; Parsons, Donald Kent; White, Morgan Curtis

Verification and validation of our solutions for calculating the neutron reactivity for nuclear materials is a key issue to address for many applications, including criticality safety, research reactors, power reactors, and nuclear security. Neutronics codes solve variations of the Boltzmann transport equation. The two main variants are Monte Carlo versus deterministic solutions, e.g. the MCNP [1] versus PARTISN [2] codes, respectively. There have been many studies over the decades that examined the accuracy of such solvers and the general conclusion is that when the problems are well-posed, either solver can produce accurate results. However, the devil is always in themore » details. The current study examines the issue of self-shielding and the stress it puts on deterministic solvers. Most Monte Carlo neutronics codes use continuous-energy descriptions of the neutron interaction data that are not subject to this effect. The issue of self-shielding occurs because of the discretisation of data used by the deterministic solutions. Multigroup data used in these solvers are the average cross section and scattering parameters over an energy range. Resonances in cross sections can occur that change the likelihood of interaction by one to three orders of magnitude over a small energy range. Self-shielding is the numerical effect that the average cross section in groups with strong resonances can be strongly affected as neutrons within that material are preferentially absorbed or scattered out of the resonance energies. This affects both the average cross section and the scattering matrix.« less

Nanotransfer and nanoreplication using deterministically grown sacrificial nanotemplates

DOEpatents

Melechko, Anatoli V [Oak Ridge, TN; McKnight, Timothy E. , Guillorn, Michael A.; Ilic, Bojan [Ithaca, NY; Merkulov, Vladimir I [Knoxville, TN; Doktycz, Mitchel J [Knoxville, TN; Lowndes, Douglas H [Knoxville, TN; Simpson, Michael L [Knoxville, TN

2011-05-17

Methods, manufactures, machines and compositions are described for nanotransfer and nanoreplication using deterministically grown sacrificial nanotemplates. A method includes depositing a catalyst particle on a surface of a substrate to define a deterministically located position; growing an aligned elongated nanostructure on the substrate, an end of the aligned elongated nanostructure coupled to the substrate at the deterministically located position; coating the aligned elongated nanostructure with a conduit material; removing a portion of the conduit material to expose the catalyst particle; removing the catalyst particle; and removing the elongated nanostructure to define a nanoconduit.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Y M; Bush, K; Han, B

Purpose: Accurate and fast dose calculation is a prerequisite of precision radiation therapy in modern photon and particle therapy. While Monte Carlo (MC) dose calculation provides high dosimetric accuracy, the drastically increased computational time hinders its routine use. Deterministic dose calculation methods are fast, but problematic in the presence of tissue density inhomogeneity. We leverage the useful features of deterministic methods and MC to develop a hybrid dose calculation platform with autonomous utilization of MC and deterministic calculation depending on the local geometry, for optimal accuracy and speed. Methods: Our platform utilizes a Geant4 based “localized Monte Carlo” (LMC) methodmore » that isolates MC dose calculations only to volumes that have potential for dosimetric inaccuracy. In our approach, additional structures are created encompassing heterogeneous volumes. Deterministic methods calculate dose and energy fluence up to the volume surfaces, where the energy fluence distribution is sampled into discrete histories and transported using MC. Histories exiting the volume are converted back into energy fluence, and transported deterministically. By matching boundary conditions at both interfaces, deterministic dose calculation account for dose perturbations “downstream” of localized heterogeneities. Hybrid dose calculation was performed for water and anthropomorphic phantoms. Results: We achieved <1% agreement between deterministic and MC calculations in the water benchmark for photon and proton beams, and dose differences of 2%–15% could be observed in heterogeneous phantoms. The saving in computational time (a factor ∼4–7 compared to a full Monte Carlo dose calculation) was found to be approximately proportional to the volume of the heterogeneous region. Conclusion: Our hybrid dose calculation approach takes advantage of the computational efficiency of deterministic method and accuracy of MC, providing a practical tool for high performance dose calculation in modern RT. The approach is generalizable to all modalities where heterogeneities play a large role, notably particle therapy.« less

Nested sparse grid collocation method with delay and transformation for subsurface flow and transport problems

NASA Astrophysics Data System (ADS)

Liao, Qinzhuo; Zhang, Dongxiao; Tchelepi, Hamdi

2017-06-01

In numerical modeling of subsurface flow and transport problems, formation properties may not be deterministically characterized, which leads to uncertainty in simulation results. In this study, we propose a sparse grid collocation method, which adopts nested quadrature rules with delay and transformation to quantify the uncertainty of model solutions. We show that the nested Kronrod-Patterson-Hermite quadrature is more efficient than the unnested Gauss-Hermite quadrature. We compare the convergence rates of various quadrature rules including the domain truncation and domain mapping approaches. To further improve accuracy and efficiency, we present a delayed process in selecting quadrature nodes and a transformed process for approximating unsmooth or discontinuous solutions. The proposed method is tested by an analytical function and in one-dimensional single-phase and two-phase flow problems with different spatial variances and correlation lengths. An additional example is given to demonstrate its applicability to three-dimensional black-oil models. It is found from these examples that the proposed method provides a promising approach for obtaining satisfactory estimation of the solution statistics and is much more efficient than the Monte-Carlo simulations.

Stochastic Petri Net extension of a yeast cell cycle model.

PubMed

Mura, Ivan; Csikász-Nagy, Attila

2008-10-21

This paper presents the definition, solution and validation of a stochastic model of the budding yeast cell cycle, based on Stochastic Petri Nets (SPN). A specific family of SPNs is selected for building a stochastic version of a well-established deterministic model. We describe the procedure followed in defining the SPN model from the deterministic ODE model, a procedure that can be largely automated. The validation of the SPN model is conducted with respect to both the results provided by the deterministic one and the experimental results available from literature. The SPN model catches the behavior of the wild type budding yeast cells and a variety of mutants. We show that the stochastic model matches some characteristics of budding yeast cells that cannot be found with the deterministic model. The SPN model fine-tunes the simulation results, enriching the breadth and the quality of its outcome.

Effect of sample volume on metastable zone width and induction time

NASA Astrophysics Data System (ADS)

Kubota, Noriaki

2012-04-01

The metastable zone width (MSZW) and the induction time, measured for a large sample (say>0.1 L) are reproducible and deterministic, while, for a small sample (say<1 mL), these values are irreproducible and stochastic. Such behaviors of MSZW and induction time were theoretically discussed both with stochastic and deterministic models. Equations for the distribution of stochastic MSZW and induction time were derived. The average values of stochastic MSZW and induction time both decreased with an increase in sample volume, while, the deterministic MSZW and induction time remained unchanged. Such different behaviors with variation in sample volume were explained in terms of detection sensitivity of crystallization events. The average values of MSZW and induction time in the stochastic model were compared with the deterministic MSZW and induction time, respectively. Literature data reported for paracetamol aqueous solution were explained theoretically with the presented models.

A resilient domain decomposition polynomial chaos solver for uncertain elliptic PDEs

NASA Astrophysics Data System (ADS)

Mycek, Paul; Contreras, Andres; Le Maître, Olivier; Sargsyan, Khachik; Rizzi, Francesco; Morris, Karla; Safta, Cosmin; Debusschere, Bert; Knio, Omar

2017-07-01

A resilient method is developed for the solution of uncertain elliptic PDEs on extreme scale platforms. The method is based on a hybrid domain decomposition, polynomial chaos (PC) framework that is designed to address soft faults. Specifically, parallel and independent solves of multiple deterministic local problems are used to define PC representations of local Dirichlet boundary-to-boundary maps that are used to reconstruct the global solution. A LAD-lasso type regression is developed for this purpose. The performance of the resulting algorithm is tested on an elliptic equation with an uncertain diffusivity field. Different test cases are considered in order to analyze the impacts of correlation structure of the uncertain diffusivity field, the stochastic resolution, as well as the probability of soft faults. In particular, the computations demonstrate that, provided sufficiently many samples are generated, the method effectively overcomes the occurrence of soft faults.

Robust Programming Problems Based on the Mean-Variance Model Including Uncertainty Factors

NASA Astrophysics Data System (ADS)

Hasuike, Takashi; Ishii, Hiroaki

2009-01-01

This paper considers robust programming problems based on the mean-variance model including uncertainty sets and fuzzy factors. Since these problems are not well-defined problems due to fuzzy factors, it is hard to solve them directly. Therefore, introducing chance constraints, fuzzy goals and possibility measures, the proposed models are transformed into the deterministic equivalent problems. Furthermore, in order to solve these equivalent problems efficiently, the solution method is constructed introducing the mean-absolute deviation and doing the equivalent transformations.

Deterministic Methods in Stochastic Optimal Control.

DTIC Science & Technology

1992-10-01

as (0.1) by adding a correction terito Ot ,h drift . L.tt us con|sidehr the Stoclia.tic optimtal control problem (0.1),(0.2). The dynaumtic progra...with ant icipative drift ) which will be done in Secioni I .sing Ihli decomposition of solutions of SI)E’s (see Kunila [14. p. 268] and Ocone and...programllitig. In the case when nonanticipating controls appear in the drift the Wong-Zakai con•’.rgence result slates that under smoothness and boundedness

Failed rib region prediction in a human body model during crash events with precrash braking.

PubMed

Guleyupoglu, B; Koya, B; Barnard, R; Gayzik, F S

2018-02-28

The objective of this study is 2-fold. We used a validated human body finite element model to study the predicted chest injury (focusing on rib fracture as a function of element strain) based on varying levels of simulated precrash braking. Furthermore, we compare deterministic and probabilistic methods of rib injury prediction in the computational model. The Global Human Body Models Consortium (GHBMC) M50-O model was gravity settled in the driver position of a generic interior equipped with an advanced 3-point belt and airbag. Twelve cases were investigated with permutations for failure, precrash braking system, and crash severity. The severities used were median (17 kph), severe (34 kph), and New Car Assessment Program (NCAP; 56.4 kph). Cases with failure enabled removed rib cortical bone elements once 1.8% effective plastic strain was exceeded. Alternatively, a probabilistic framework found in the literature was used to predict rib failure. Both the probabilistic and deterministic methods take into consideration location (anterior, lateral, and posterior). The deterministic method is based on a rubric that defines failed rib regions dependent on a threshold for contiguous failed elements. The probabilistic method depends on age-based strain and failure functions. Kinematics between both methods were similar (peak max deviation: ΔX head = 17 mm; ΔZ head = 4 mm; ΔX thorax = 5 mm; ΔZ thorax = 1 mm). Seat belt forces at the time of probabilistic failed region initiation were lower than those at deterministic failed region initiation. The probabilistic method for rib fracture predicted more failed regions in the rib (an analog for fracture) than the deterministic method in all but 1 case where they were equal. The failed region patterns between models are similar; however, there are differences that arise due to stress reduced from element elimination that cause probabilistic failed regions to continue to rise after no deterministic failed region would be predicted. Both the probabilistic and deterministic methods indicate similar trends with regards to the effect of precrash braking; however, there are tradeoffs. The deterministic failed region method is more spatially sensitive to failure and is more sensitive to belt loads. The probabilistic failed region method allows for increased capability in postprocessing with respect to age. The probabilistic failed region method predicted more failed regions than the deterministic failed region method due to force distribution differences.

Optimization Under Uncertainty for Wake Steering Strategies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Quick, Julian; Annoni, Jennifer; King, Ryan N.

Here, wind turbines in a wind power plant experience significant power losses because of aerodynamic interactions between turbines. One control strategy to reduce these losses is known as 'wake steering,' in which upstream turbines are yawed to direct wakes away from downstream turbines. Previous wake steering research has assumed perfect information, however, there can be significant uncertainty in many aspects of the problem, including wind inflow and various turbine measurements. Uncertainty has significant implications for performance of wake steering strategies. Consequently, the authors formulate and solve an optimization under uncertainty (OUU) problem for finding optimal wake steering strategies in themore » presence of yaw angle uncertainty. The OUU wake steering strategy is demonstrated on a two-turbine test case and on the utility-scale, offshore Princess Amalia Wind Farm. When we accounted for yaw angle uncertainty in the Princess Amalia Wind Farm case, inflow-direction-specific OUU solutions produced between 0% and 1.4% more power than the deterministically optimized steering strategies, resulting in an overall annual average improvement of 0.2%. More importantly, the deterministic optimization is expected to perform worse and with more downside risk than the OUU result when realistic uncertainty is taken into account. Additionally, the OUU solution produces fewer extreme yaw situations than the deterministic solution.« less

Optimization Under Uncertainty for Wake Steering Strategies: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Quick, Julian; Annoni, Jennifer; King, Ryan N

Wind turbines in a wind power plant experience significant power losses because of aerodynamic interactions between turbines. One control strategy to reduce these losses is known as 'wake steering,' in which upstream turbines are yawed to direct wakes away from downstream turbines. Previous wake steering research has assumed perfect information, however, there can be significant uncertainty in many aspects of the problem, including wind inflow and various turbine measurements. Uncertainty has significant implications for performance of wake steering strategies. Consequently, the authors formulate and solve an optimization under uncertainty (OUU) problem for finding optimal wake steering strategies in the presencemore » of yaw angle uncertainty. The OUU wake steering strategy is demonstrated on a two-turbine test case and on the utility-scale, offshore Princess Amalia Wind Farm. When we accounted for yaw angle uncertainty in the Princess Amalia Wind Farm case, inflow-direction-specific OUU solutions produced between 0% and 1.4% more power than the deterministically optimized steering strategies, resulting in an overall annual average improvement of 0.2%. More importantly, the deterministic optimization is expected to perform worse and with more downside risk than the OUU result when realistic uncertainty is taken into account. Additionally, the OUU solution produces fewer extreme yaw situations than the deterministic solution.« less

Optimization Under Uncertainty for Wake Steering Strategies

NASA Astrophysics Data System (ADS)

Quick, Julian; Annoni, Jennifer; King, Ryan; Dykes, Katherine; Fleming, Paul; Ning, Andrew

2017-05-01

Wind turbines in a wind power plant experience significant power losses because of aerodynamic interactions between turbines. One control strategy to reduce these losses is known as “wake steering,” in which upstream turbines are yawed to direct wakes away from downstream turbines. Previous wake steering research has assumed perfect information, however, there can be significant uncertainty in many aspects of the problem, including wind inflow and various turbine measurements. Uncertainty has significant implications for performance of wake steering strategies. Consequently, the authors formulate and solve an optimization under uncertainty (OUU) problem for finding optimal wake steering strategies in the presence of yaw angle uncertainty. The OUU wake steering strategy is demonstrated on a two-turbine test case and on the utility-scale, offshore Princess Amalia Wind Farm. When we accounted for yaw angle uncertainty in the Princess Amalia Wind Farm case, inflow-direction-specific OUU solutions produced between 0% and 1.4% more power than the deterministically optimized steering strategies, resulting in an overall annual average improvement of 0.2%. More importantly, the deterministic optimization is expected to perform worse and with more downside risk than the OUU result when realistic uncertainty is taken into account. Additionally, the OUU solution produces fewer extreme yaw situations than the deterministic solution.

Optimization Under Uncertainty for Wake Steering Strategies

DOE PAGES

Quick, Julian; Annoni, Jennifer; King, Ryan N.; ...

2017-06-13

Here, wind turbines in a wind power plant experience significant power losses because of aerodynamic interactions between turbines. One control strategy to reduce these losses is known as 'wake steering,' in which upstream turbines are yawed to direct wakes away from downstream turbines. Previous wake steering research has assumed perfect information, however, there can be significant uncertainty in many aspects of the problem, including wind inflow and various turbine measurements. Uncertainty has significant implications for performance of wake steering strategies. Consequently, the authors formulate and solve an optimization under uncertainty (OUU) problem for finding optimal wake steering strategies in themore » presence of yaw angle uncertainty. The OUU wake steering strategy is demonstrated on a two-turbine test case and on the utility-scale, offshore Princess Amalia Wind Farm. When we accounted for yaw angle uncertainty in the Princess Amalia Wind Farm case, inflow-direction-specific OUU solutions produced between 0% and 1.4% more power than the deterministically optimized steering strategies, resulting in an overall annual average improvement of 0.2%. More importantly, the deterministic optimization is expected to perform worse and with more downside risk than the OUU result when realistic uncertainty is taken into account. Additionally, the OUU solution produces fewer extreme yaw situations than the deterministic solution.« less

Deterministic chaotic dynamics of Raba River flow (Polish Carpathian Mountains)

NASA Astrophysics Data System (ADS)

Kędra, Mariola

2014-02-01

Is the underlying dynamics of river flow random or deterministic? If it is deterministic, is it deterministic chaotic? This issue is still controversial. The application of several independent methods, techniques and tools for studying daily river flow data gives consistent, reliable and clear-cut results to the question. The outcomes point out that the investigated discharge dynamics is not random but deterministic. Moreover, the results completely confirm the nonlinear deterministic chaotic nature of the studied process. The research was conducted on daily discharge from two selected gauging stations of the mountain river in southern Poland, the Raba River.

Symmetry breaking and uniqueness for the incompressible Navier-Stokes equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dascaliuc, Radu; Thomann, Enrique; Waymire, Edward C., E-mail: waymire@math.oregonstate.edu

2015-07-15

The present article establishes connections between the structure of the deterministic Navier-Stokes equations and the structure of (similarity) equations that govern self-similar solutions as expected values of certain naturally associated stochastic cascades. A principle result is that explosion criteria for the stochastic cascades involved in the probabilistic representations of solutions to the respective equations coincide. While the uniqueness problem itself remains unresolved, these connections provide interesting problems and possible methods for investigating symmetry breaking and the uniqueness problem for Navier-Stokes equations. In particular, new branching Markov chains, including a dilogarithmic branching random walk on the multiplicative group (0, ∞), naturallymore » arise as a result of this investigation.« less

Symmetry breaking and uniqueness for the incompressible Navier-Stokes equations.

PubMed

Dascaliuc, Radu; Michalowski, Nicholas; Thomann, Enrique; Waymire, Edward C

2015-07-01

The present article establishes connections between the structure of the deterministic Navier-Stokes equations and the structure of (similarity) equations that govern self-similar solutions as expected values of certain naturally associated stochastic cascades. A principle result is that explosion criteria for the stochastic cascades involved in the probabilistic representations of solutions to the respective equations coincide. While the uniqueness problem itself remains unresolved, these connections provide interesting problems and possible methods for investigating symmetry breaking and the uniqueness problem for Navier-Stokes equations. In particular, new branching Markov chains, including a dilogarithmic branching random walk on the multiplicative group (0, ∞), naturally arise as a result of this investigation.

Benchmark solution for the Spencer-Lewis equation of electron transport theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ganapol, B.D.

As integrated circuits become smaller, the shielding of these sensitive components against penetrating electrons becomes extremely critical. Monte Carlo methods have traditionally been the method of choice in shielding evaluations primarily because they can incorporate a wide variety of relevant physical processes. Recently, however, as a result of a more accurate numerical representation of the highly forward peaked scattering process, S/sub n/ methods for one-dimensional problems have been shown to be at least as cost-effective in comparison with Monte Carlo methods. With the development of these deterministic methods for electron transport, a need has arisen to assess the accuracy ofmore » proposed numerical algorithms and to ensure their proper coding. It is the purpose of this presentation to develop a benchmark to the Spencer-Lewis equation describing the transport of energetic electrons in solids. The solution will take advantage of the correspondence between the Spencer-Lewis equation and the transport equation describing one-group time-dependent neutron transport.« less

Stability and accuracy of 3D neutron transport simulations using the 2D/1D method in MPACT

DOE Office of Scientific and Technical Information (OSTI.GOV)

Collins, Benjamin, E-mail: collinsbs@ornl.gov; Stimpson, Shane, E-mail: stimpsonsg@ornl.gov; Kelley, Blake W., E-mail: kelleybl@umich.edu

2016-12-01

A consistent “2D/1D” neutron transport method is derived from the 3D Boltzmann transport equation, to calculate fuel-pin-resolved neutron fluxes for realistic full-core Pressurized Water Reactor (PWR) problems. The 2D/1D method employs the Method of Characteristics to discretize the radial variables and a lower order transport solution to discretize the axial variable. This paper describes the theory of the 2D/1D method and its implementation in the MPACT code, which has become the whole-core deterministic neutron transport solver for the Consortium for Advanced Simulations of Light Water Reactors (CASL) core simulator VERA-CS. Several applications have been performed on both leadership-class and industry-classmore » computing clusters. Results are presented for whole-core solutions of the Watts Bar Nuclear Power Station Unit 1 and compared to both continuous-energy Monte Carlo results and plant data.« less

Stability and accuracy of 3D neutron transport simulations using the 2D/1D method in MPACT

DOE PAGES

Collins, Benjamin; Stimpson, Shane; Kelley, Blake W.; ...

2016-08-25

We derived a consistent “2D/1D” neutron transport method from the 3D Boltzmann transport equation, to calculate fuel-pin-resolved neutron fluxes for realistic full-core Pressurized Water Reactor (PWR) problems. The 2D/1D method employs the Method of Characteristics to discretize the radial variables and a lower order transport solution to discretize the axial variable. Our paper describes the theory of the 2D/1D method and its implementation in the MPACT code, which has become the whole-core deterministic neutron transport solver for the Consortium for Advanced Simulations of Light Water Reactors (CASL) core simulator VERA-CS. We also performed several applications on both leadership-class and industry-classmore » computing clusters. Results are presented for whole-core solutions of the Watts Bar Nuclear Power Station Unit 1 and compared to both continuous-energy Monte Carlo results and plant data.« less

Competitive Facility Location with Fuzzy Random Demands

NASA Astrophysics Data System (ADS)

Uno, Takeshi; Katagiri, Hideki; Kato, Kosuke

2010-10-01

This paper proposes a new location problem of competitive facilities, e.g. shops, with uncertainty and vagueness including demands for the facilities in a plane. By representing the demands for facilities as fuzzy random variables, the location problem can be formulated as a fuzzy random programming problem. For solving the fuzzy random programming problem, first the α-level sets for fuzzy numbers are used for transforming it to a stochastic programming problem, and secondly, by using their expectations and variances, it can be reformulated to a deterministic programming problem. After showing that one of their optimal solutions can be found by solving 0-1 programming problems, their solution method is proposed by improving the tabu search algorithm with strategic oscillation. The efficiency of the proposed method is shown by applying it to numerical examples of the facility location problems.

Microscopic molecular dynamics characterization of the second-order non-Navier-Fourier constitutive laws in the Poiseuille gas flow

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rana, A.; Ravichandran, R.; Park, J. H.

The second-order non-Navier-Fourier constitutive laws, expressed in a compact algebraic mathematical form, were validated for the force-driven Poiseuille gas flow by the deterministic atomic-level microscopic molecular dynamics (MD). Emphasis is placed on how completely different methods (a second-order continuum macroscopic theory based on the kinetic Boltzmann equation, the probabilistic mesoscopic direct simulation Monte Carlo, and, in particular, the deterministic microscopic MD) describe the non-classical physics, and whether the second-order non-Navier-Fourier constitutive laws derived from the continuum theory can be validated using MD solutions for the viscous stress and heat flux calculated directly from the molecular data using the statistical method.more » Peculiar behaviors (non-uniform tangent pressure profile and exotic instantaneous heat conduction from cold to hot [R. S. Myong, “A full analytical solution for the force-driven compressible Poiseuille gas flow based on a nonlinear coupled constitutive relation,” Phys. Fluids 23(1), 012002 (2011)]) were re-examined using atomic-level MD results. It was shown that all three results were in strong qualitative agreement with each other, implying that the second-order non-Navier-Fourier laws are indeed physically legitimate in the transition regime. Furthermore, it was shown that the non-Navier-Fourier constitutive laws are essential for describing non-zero normal stress and tangential heat flux, while the classical and non-classical laws remain similar for shear stress and normal heat flux.« less

Effects of magnetometer calibration and maneuvers on accuracies of magnetometer-only attitude-and-rate determination

NASA Technical Reports Server (NTRS)

Challa, M.; Natanson, G.

1998-01-01

Two different algorithms - a deterministic magnetic-field-only algorithm and a Kalman filter for gyroless spacecraft - are used to estimate the attitude and rates of the Rossi X-Ray Timing Explorer (RXTE) using only measurements from a three-axis magnetometer. The performance of these algorithms is examined using in-flight data from various scenarios. In particular, significant enhancements in accuracies are observed when' the telemetered magnetometer data are accurately calibrated using a recently developed calibration algorithm. Interesting features observed in these studies of the inertial-pointing RXTE include a remarkable sensitivity of the filter to the numerical values of the noise parameters and relatively long convergence time spans. By analogy, the accuracy of the deterministic scheme is noticeably lower as a result of reduced rates of change of the body-fixed geomagnetic field. Preliminary results show the filter-per-axis attitude accuracies ranging between 0.1 and 0.5 deg and rate accuracies between 0.001 deg/sec and 0.005 deg./sec, whereas the deterministic method needs a more sophisticated techniques for smoothing time derivatives of the measured geomagnetic field to clearly distinguish both attitude and rate solutions from the numerical noise. Also included is a new theoretical development in the deterministic algorithm: the transformation of a transcendental equation in the original theory into an 8th-order polynomial equation. It is shown that this 8th-order polynomial reduces to quadratic equations in the two limiting cases-infinitely high wheel momentum, and constant rates-discussed in previous publications.

Multi-point objective-oriented sequential sampling strategy for constrained robust design

NASA Astrophysics Data System (ADS)

Zhu, Ping; Zhang, Siliang; Chen, Wei

2015-03-01

Metamodelling techniques are widely used to approximate system responses of expensive simulation models. In association with the use of metamodels, objective-oriented sequential sampling methods have been demonstrated to be effective in balancing the need for searching an optimal solution versus reducing the metamodelling uncertainty. However, existing infilling criteria are developed for deterministic problems and restricted to one sampling point in one iteration. To exploit the use of multiple samples and identify the true robust solution in fewer iterations, a multi-point objective-oriented sequential sampling strategy is proposed for constrained robust design problems. In this article, earlier development of objective-oriented sequential sampling strategy for unconstrained robust design is first extended to constrained problems. Next, a double-loop multi-point sequential sampling strategy is developed. The proposed methods are validated using two mathematical examples followed by a highly nonlinear automotive crashworthiness design example. The results show that the proposed method can mitigate the effect of both metamodelling uncertainty and design uncertainty, and identify the robust design solution more efficiently than the single-point sequential sampling approach.

Appearance of deterministic mixing behavior from ensembles of fluctuating hydrodynamics simulations of the Richtmyer-Meshkov instability

NASA Astrophysics Data System (ADS)

Narayanan, Kiran; Samtaney, Ravi

2018-04-01

We obtain numerical solutions of the two-fluid fluctuating compressible Navier-Stokes (FCNS) equations, which consistently account for thermal fluctuations from meso- to macroscales, in order to study the effect of such fluctuations on the mixing behavior in the Richtmyer-Meshkov instability (RMI). The numerical method used was successfully verified in two stages: for the deterministic fluxes by comparison against air-SF6 RMI experiment, and for the stochastic terms by comparison against the direct simulation Monte Carlo results for He-Ar RMI. We present results from fluctuating hydrodynamic RMI simulations for three He-Ar systems having length scales with decreasing order of magnitude that span from macroscopic to mesoscopic, with different levels of thermal fluctuations characterized by a nondimensional Boltzmann number (Bo). For a multidimensional FCNS system on a regular Cartesian grid, when using a discretization of a space-time stochastic flux Z (x ,t ) of the form Z (x ,t ) →1 /√{h ▵ t }N (i h ,n Δ t ) for spatial interval h , time interval Δ t , h , and Gaussian noise N should be greater than h0, with h0 corresponding to a cell volume that contains a sufficient number of molecules of the fluid such that the fluctuations are physically meaningful and produce the right equilibrium spectrum. For the mesoscale RMI systems simulated, it was desirable to use a cell size smaller than this limit in order to resolve the viscous shock. This was achieved by using a modified regularization of the noise term via Z (h3,h03)>x ,t →1 /√ ▵ t max(i h ,n Δ t ) , with h0=ξ h ∀h

Analysis of Monte Carlo accelerated iterative methods for sparse linear systems: Analysis of Monte Carlo accelerated iterative methods for sparse linear systems

DOE PAGES

Benzi, Michele; Evans, Thomas M.; Hamilton, Steven P.; ...

2017-03-05

Here, we consider hybrid deterministic-stochastic iterative algorithms for the solution of large, sparse linear systems. Starting from a convergent splitting of the coefficient matrix, we analyze various types of Monte Carlo acceleration schemes applied to the original preconditioned Richardson (stationary) iteration. We expect that these methods will have considerable potential for resiliency to faults when implemented on massively parallel machines. We also establish sufficient conditions for the convergence of the hybrid schemes, and we investigate different types of preconditioners including sparse approximate inverses. Numerical experiments on linear systems arising from the discretization of partial differential equations are presented.

Optimal Vaccination in a Stochastic Epidemic Model of Two Non-Interacting Populations

DTIC Science & Technology

2015-02-17

of diminishing returns from vacci- nation will generally take place at smaller vaccine allocations V compared to the deterministic model. Optimal...take place and small r0 values where it does not is illustrat- ed in Fig. 4C. As r0 is decreased, the region between the two instances of switching...approximately distribute vaccine in proportion to population size. For large r0 (r0 ≳ 2.9), two switches take place . In the deterministic optimal solution, a

Modeling stochastic noise in gene regulatory systems

PubMed Central

Meister, Arwen; Du, Chao; Li, Ye Henry; Wong, Wing Hung

2014-01-01

The Master equation is considered the gold standard for modeling the stochastic mechanisms of gene regulation in molecular detail, but it is too complex to solve exactly in most cases, so approximation and simulation methods are essential. However, there is still a lack of consensus about the best way to carry these out. To help clarify the situation, we review Master equation models of gene regulation, theoretical approximations based on an expansion method due to N.G. van Kampen and R. Kubo, and simulation algorithms due to D.T. Gillespie and P. Langevin. Expansion of the Master equation shows that for systems with a single stable steady-state, the stochastic model reduces to a deterministic model in a first-order approximation. Additional theory, also due to van Kampen, describes the asymptotic behavior of multistable systems. To support and illustrate the theory and provide further insight into the complex behavior of multistable systems, we perform a detailed simulation study comparing the various approximation and simulation methods applied to synthetic gene regulatory systems with various qualitative characteristics. The simulation studies show that for large stochastic systems with a single steady-state, deterministic models are quite accurate, since the probability distribution of the solution has a single peak tracking the deterministic trajectory whose variance is inversely proportional to the system size. In multistable stochastic systems, large fluctuations can cause individual trajectories to escape from the domain of attraction of one steady-state and be attracted to another, so the system eventually reaches a multimodal probability distribution in which all stable steady-states are represented proportional to their relative stability. However, since the escape time scales exponentially with system size, this process can take a very long time in large systems. PMID:25632368

Quasi-Static Probabilistic Structural Analyses Process and Criteria

NASA Technical Reports Server (NTRS)

Goldberg, B.; Verderaime, V.

1999-01-01

Current deterministic structural methods are easily applied to substructures and components, and analysts have built great design insights and confidence in them over the years. However, deterministic methods cannot support systems risk analyses, and it was recently reported that deterministic treatment of statistical data is inconsistent with error propagation laws that can result in unevenly conservative structural predictions. Assuming non-nal distributions and using statistical data formats throughout prevailing stress deterministic processes lead to a safety factor in statistical format, which integrated into the safety index, provides a safety factor and first order reliability relationship. The embedded safety factor in the safety index expression allows a historically based risk to be determined and verified over a variety of quasi-static metallic substructures consistent with the traditional safety factor methods and NASA Std. 5001 criteria.

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology.

PubMed

Schaff, James C; Gao, Fei; Li, Ye; Novak, Igor L; Slepchenko, Boris M

2016-12-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium 'sparks' as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell.

First Order Reliability Application and Verification Methods for Semistatic Structures

NASA Technical Reports Server (NTRS)

Verderaime, Vincent

1994-01-01

Escalating risks of aerostructures stimulated by increasing size, complexity, and cost should no longer be ignored by conventional deterministic safety design methods. The deterministic pass-fail concept is incompatible with probability and risk assessments, its stress audits are shown to be arbitrary and incomplete, and it compromises high strength materials performance. A reliability method is proposed which combines first order reliability principles with deterministic design variables and conventional test technique to surmount current deterministic stress design and audit deficiencies. Accumulative and propagation design uncertainty errors are defined and appropriately implemented into the classical safety index expression. The application is reduced to solving for a factor that satisfies the specified reliability and compensates for uncertainty errors, and then using this factor as, and instead of, the conventional safety factor in stress analyses. The resulting method is consistent with current analytical skills and verification practices, the culture of most designers, and with the pace of semistatic structural designs.

Deterministic Stress Modeling of Hot Gas Segregation in a Turbine

NASA Technical Reports Server (NTRS)

Busby, Judy; Sondak, Doug; Staubach, Brent; Davis, Roger

1998-01-01

Simulation of unsteady viscous turbomachinery flowfields is presently impractical as a design tool due to the long run times required. Designers rely predominantly on steady-state simulations, but these simulations do not account for some of the important unsteady flow physics. Unsteady flow effects can be modeled as source terms in the steady flow equations. These source terms, referred to as Lumped Deterministic Stresses (LDS), can be used to drive steady flow solution procedures to reproduce the time-average of an unsteady flow solution. The goal of this work is to investigate the feasibility of using inviscid lumped deterministic stresses to model unsteady combustion hot streak migration effects on the turbine blade tip and outer air seal heat loads using a steady computational approach. The LDS model is obtained from an unsteady inviscid calculation. The LDS model is then used with a steady viscous computation to simulate the time-averaged viscous solution. Both two-dimensional and three-dimensional applications are examined. The inviscid LDS model produces good results for the two-dimensional case and requires less than 10% of the CPU time of the unsteady viscous run. For the three-dimensional case, the LDS model does a good job of reproducing the time-averaged viscous temperature migration and separation as well as heat load on the outer air seal at a CPU cost that is 25% of that of an unsteady viscous computation.

Guidelines 13 and 14—Prediction uncertainty

USGS Publications Warehouse

Hill, Mary C.; Tiedeman, Claire

2005-01-01

An advantage of using optimization for model development and calibration is that optimization provides methods for evaluating and quantifying prediction uncertainty. Both deterministic and statistical methods can be used. Guideline 13 discusses using regression and post-audits, which we classify as deterministic methods. Guideline 14 discusses inferential statistics and Monte Carlo methods, which we classify as statistical methods.

Faster PET reconstruction with a stochastic primal-dual hybrid gradient method

NASA Astrophysics Data System (ADS)

Ehrhardt, Matthias J.; Markiewicz, Pawel; Chambolle, Antonin; Richtárik, Peter; Schott, Jonathan; Schönlieb, Carola-Bibiane

2017-08-01

Image reconstruction in positron emission tomography (PET) is computationally challenging due to Poisson noise, constraints and potentially non-smooth priors-let alone the sheer size of the problem. An algorithm that can cope well with the first three of the aforementioned challenges is the primal-dual hybrid gradient algorithm (PDHG) studied by Chambolle and Pock in 2011. However, PDHG updates all variables in parallel and is therefore computationally demanding on the large problem sizes encountered with modern PET scanners where the number of dual variables easily exceeds 100 million. In this work, we numerically study the usage of SPDHG-a stochastic extension of PDHG-but is still guaranteed to converge to a solution of the deterministic optimization problem with similar rates as PDHG. Numerical results on a clinical data set show that by introducing randomization into PDHG, similar results as the deterministic algorithm can be achieved using only around 10 % of operator evaluations. Thus, making significant progress towards the feasibility of sophisticated mathematical models in a clinical setting.

Extraction of process zones and low-dimensional attractive subspaces in stochastic fracture mechanics

PubMed Central

Kerfriden, P.; Schmidt, K.M.; Rabczuk, T.; Bordas, S.P.A.

2013-01-01

We propose to identify process zones in heterogeneous materials by tailored statistical tools. The process zone is redefined as the part of the structure where the random process cannot be correctly approximated in a low-dimensional deterministic space. Such a low-dimensional space is obtained by a spectral analysis performed on pre-computed solution samples. A greedy algorithm is proposed to identify both process zone and low-dimensional representative subspace for the solution in the complementary region. In addition to the novelty of the tools proposed in this paper for the analysis of localised phenomena, we show that the reduced space generated by the method is a valid basis for the construction of a reduced order model. PMID:27069423

Atmospheric Downscaling using Genetic Programming

NASA Astrophysics Data System (ADS)

Zerenner, Tanja; Venema, Victor; Simmer, Clemens

2013-04-01

Coupling models for the different components of the Soil-Vegetation-Atmosphere-System requires up-and downscaling procedures. Subject of our work is the downscaling scheme used to derive high resolution forcing data for land-surface and subsurface models from coarser atmospheric model output. The current downscaling scheme [Schomburg et. al. 2010, 2012] combines a bi-quadratic spline interpolation, deterministic rules and autoregressive noise. For the development of the scheme, training and validation data sets have been created by carrying out high-resolution runs of the atmospheric model. The deterministic rules in this scheme are partly based on known physical relations and partly determined by an automated search for linear relationships between the high resolution fields of the atmospheric model output and high resolution data on surface characteristics. Up to now deterministic rules are available for downscaling surface pressure and partially, depending on the prevailing weather conditions, for near surface temperature and radiation. Aim of our work is to improve those rules and to find deterministic rules for the remaining variables, which require downscaling, e.g. precipitation or near surface specifc humidity. To accomplish that, we broaden the search by allowing for interdependencies between different atmospheric parameters, non-linear relations, non-local and time-lagged relations. To cope with the vast number of possible solutions, we use genetic programming, a method from machine learning, which is based on the principles of natural evolution. We are currently working with GPLAB, a Genetic Programming toolbox for Matlab. At first we have tested the GP system to retrieve the known physical rule for downscaling surface pressure, i.e. the hydrostatic equation, from our training data. We have found this to be a simple task to the GP system. Furthermore we have improved accuracy and efficiency of the GP solution by implementing constant variation and optimization as genetic operators. Next we have worked on an improvement of the downscaling rule for the two-meter-temperature. We have added an if-function with four input arguments to the function set. Since this has shown to increase bloat we have additionally modified our fitness function by including penalty terms for both the size of the solutions and the number intron nodes, i.e program parts that are never evaluated. Starting from the known downscaling rule for the two-meter temperature, which linearly exploits the orography anomalies allowed or disallowed by a certain temperature gradient, our GP system has been able to find an improvement. The rule produced by the GP clearly shows a better performance concerning the reproduced small-scale variability.

Generalized Fokker-Planck theory for electron and photon transport in biological tissues: application to radiotherapy.

PubMed

Olbrant, Edgar; Frank, Martin

2010-12-01

In this paper, we study a deterministic method for particle transport in biological tissues. The method is specifically developed for dose calculations in cancer therapy and for radiological imaging. Generalized Fokker-Planck (GFP) theory [Leakeas and Larsen, Nucl. Sci. Eng. 137 (2001), pp. 236-250] has been developed to improve the Fokker-Planck (FP) equation in cases where scattering is forward-peaked and where there is a sufficient amount of large-angle scattering. We compare grid-based numerical solutions to FP and GFP in realistic medical applications. First, electron dose calculations in heterogeneous parts of the human body are performed. Therefore, accurate electron scattering cross sections are included and their incorporation into our model is extensively described. Second, we solve GFP approximations of the radiative transport equation to investigate reflectance and transmittance of light in biological tissues. All results are compared with either Monte Carlo or discrete-ordinates transport solutions.

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology

PubMed Central

Gao, Fei; Li, Ye; Novak, Igor L.; Slepchenko, Boris M.

2016-01-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium ‘sparks’ as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell. PMID:27959915

Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series

NASA Astrophysics Data System (ADS)

García, Constantino A.; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G.

2018-07-01

In the past few decades, it has been recognized that 1 / f fluctuations are ubiquitous in nature. The most widely used mathematical models to capture the long-term memory properties of 1 / f fluctuations have been stochastic fractal models. However, physical systems do not usually consist of just stochastic fractal dynamics, but they often also show some degree of deterministic behavior. The present paper proposes a model based on fractal stochastic and deterministic components that can provide a valuable basis for the study of complex systems with long-term correlations. The fractal stochastic component is assumed to be a fractional Brownian motion process and the deterministic component is assumed to be a band-limited signal. We also provide a method that, under the assumptions of this model, is able to characterize the fractal stochastic component and to provide an estimate of the deterministic components present in a given time series. The method is based on a Bayesian wavelet shrinkage procedure that exploits the self-similar properties of the fractal processes in the wavelet domain. This method has been validated over simulated signals and over real signals with economical and biological origin. Real examples illustrate how our model may be useful for exploring the deterministic-stochastic duality of complex systems, and uncovering interesting patterns present in time series.

GPU accelerated simulations of 3D deterministic particle transport using discrete ordinates method

NASA Astrophysics Data System (ADS)

Gong, Chunye; Liu, Jie; Chi, Lihua; Huang, Haowei; Fang, Jingyue; Gong, Zhenghu

2011-07-01

Graphics Processing Unit (GPU), originally developed for real-time, high-definition 3D graphics in computer games, now provides great faculty in solving scientific applications. The basis of particle transport simulation is the time-dependent, multi-group, inhomogeneous Boltzmann transport equation. The numerical solution to the Boltzmann equation involves the discrete ordinates ( Sn) method and the procedure of source iteration. In this paper, we present a GPU accelerated simulation of one energy group time-independent deterministic discrete ordinates particle transport in 3D Cartesian geometry (Sweep3D). The performance of the GPU simulations are reported with the simulations of vacuum boundary condition. The discussion of the relative advantages and disadvantages of the GPU implementation, the simulation on multi GPUs, the programming effort and code portability are also reported. The results show that the overall performance speedup of one NVIDIA Tesla M2050 GPU ranges from 2.56 compared with one Intel Xeon X5670 chip to 8.14 compared with one Intel Core Q6600 chip for no flux fixup. The simulation with flux fixup on one M2050 is 1.23 times faster than on one X5670.

Blending Determinism with Evolutionary Computing: Applications to the Calculation of the Molecular Electronic Structure of Polythiophene.

PubMed

Sarkar, Kanchan; Sharma, Rahul; Bhattacharyya, S P

2010-03-09

A density matrix based soft-computing solution to the quantum mechanical problem of computing the molecular electronic structure of fairly long polythiophene (PT) chains is proposed. The soft-computing solution is based on a "random mutation hill climbing" scheme which is modified by blending it with a deterministic method based on a trial single-particle density matrix [P((0))(R)] for the guessed structural parameters (R), which is allowed to evolve under a unitary transformation generated by the Hamiltonian H(R). The Hamiltonian itself changes as the geometrical parameters (R) defining the polythiophene chain undergo mutation. The scale (λ) of the transformation is optimized by making the energy [E(λ)] stationary with respect to λ. The robustness and the performance levels of variants of the algorithm are analyzed and compared with those of other derivative free methods. The method is further tested successfully with optimization of the geometry of bipolaron-doped long PT chains.

Probabilistic dual heuristic programming-based adaptive critic

NASA Astrophysics Data System (ADS)

Herzallah, Randa

2010-02-01

Adaptive critic (AC) methods have common roots as generalisations of dynamic programming for neural reinforcement learning approaches. Since they approximate the dynamic programming solutions, they are potentially suitable for learning in noisy, non-linear and non-stationary environments. In this study, a novel probabilistic dual heuristic programming (DHP)-based AC controller is proposed. Distinct to current approaches, the proposed probabilistic (DHP) AC method takes uncertainties of forward model and inverse controller into consideration. Therefore, it is suitable for deterministic and stochastic control problems characterised by functional uncertainty. Theoretical development of the proposed method is validated by analytically evaluating the correct value of the cost function which satisfies the Bellman equation in a linear quadratic control problem. The target value of the probabilistic critic network is then calculated and shown to be equal to the analytically derived correct value. Full derivation of the Riccati solution for this non-standard stochastic linear quadratic control problem is also provided. Moreover, the performance of the proposed probabilistic controller is demonstrated on linear and non-linear control examples.

Modeling, Materials, and Metrics: The Three-m Approach to FCS Signature Solutions

DTIC Science & Technology

2002-05-07

calculations. These multiple levels will be incorporated into the MuSES software. The four levels are described as follows: "* Radiosity - Deterministic...view-factor-based, all-diffuse solution. Very fast. Independent of user position. "* Directional Reflectivity - Radiosity with directional incident...target and environment facets (view factor with BRDF). Last ray cast bounce = radiosity solution. "* Multi-bounce path trace - Rays traced from observer

Illustrated structural application of universal first-order reliability method

NASA Technical Reports Server (NTRS)

Verderaime, V.

1994-01-01

The general application of the proposed first-order reliability method was achieved through the universal normalization of engineering probability distribution data. The method superimposes prevailing deterministic techniques and practices on the first-order reliability method to surmount deficiencies of the deterministic method and provide benefits of reliability techniques and predictions. A reliability design factor is derived from the reliability criterion to satisfy a specified reliability and is analogous to the deterministic safety factor. Its application is numerically illustrated on several practical structural design and verification cases with interesting results and insights. Two concepts of reliability selection criteria are suggested. Though the method was developed to support affordable structures for access to space, the method should also be applicable for most high-performance air and surface transportation systems.

Applied Mathematics in EM Studies with Special Emphasis on an Uncertainty Quantification and 3-D Integral Equation Modelling

NASA Astrophysics Data System (ADS)

Pankratov, Oleg; Kuvshinov, Alexey

2016-01-01

Despite impressive progress in the development and application of electromagnetic (EM) deterministic inverse schemes to map the 3-D distribution of electrical conductivity within the Earth, there is one question which remains poorly addressed—uncertainty quantification of the recovered conductivity models. Apparently, only an inversion based on a statistical approach provides a systematic framework to quantify such uncertainties. The Metropolis-Hastings (M-H) algorithm is the most popular technique for sampling the posterior probability distribution that describes the solution of the statistical inverse problem. However, all statistical inverse schemes require an enormous amount of forward simulations and thus appear to be extremely demanding computationally, if not prohibitive, if a 3-D set up is invoked. This urges development of fast and scalable 3-D modelling codes which can run large-scale 3-D models of practical interest for fractions of a second on high-performance multi-core platforms. But, even with these codes, the challenge for M-H methods is to construct proposal functions that simultaneously provide a good approximation of the target density function while being inexpensive to be sampled. In this paper we address both of these issues. First we introduce a variant of the M-H method which uses information about the local gradient and Hessian of the penalty function. This, in particular, allows us to exploit adjoint-based machinery that has been instrumental for the fast solution of deterministic inverse problems. We explain why this modification of M-H significantly accelerates sampling of the posterior probability distribution. In addition we show how Hessian handling (inverse, square root) can be made practicable by a low-rank approximation using the Lanczos algorithm. Ultimately we discuss uncertainty analysis based on stochastic inversion results. In addition, we demonstrate how this analysis can be performed within a deterministic approach. In the second part, we summarize modern trends in the development of efficient 3-D EM forward modelling schemes with special emphasis on recent advances in the integral equation approach.

Deterministic control of the emission from light sources in 1D nanoporous photonic crystals (Conference Presentation)

NASA Astrophysics Data System (ADS)

Galisteo-López, Juan F.

2017-02-01

Controlling the emission of a light source demands acting on its local photonic environment via the local density of states (LDOS). Approaches to exert such control on large scale samples, commonly relying on self-assembly methods, usually lack from a precise positioning of the emitter within the material. Alternatively expensive and time consuming techniques can be used to produce samples of small dimensions where a deterministic control on emitter position can be achieved. In this work we present a full solution process approach to fabricate photonic architectures containing nano-emitters which position can be controlled with nanometer precision over squared milimiter regions. By a combination of spin and dip coating we fabricate one-dimensional (1D) nanoporous photonic crystals, which potential in different fields such as photovoltaics or sensing has been previously reported, containing monolayers of luminescent polymeric nanospheres. We demonstrate how, by modifying the position of the emitters within the photonic crystal, their emission properties (photoluminescence intensity and angular distribution) can be deterministically modified. Further, the nano-emitters can be used as a probe to study the LDOS distribution within these systems with a spatial resolution of 25 nm (provided by the probe size) carrying out macroscopic measurements over squared milimiter regions. Routes to enhance light-matter interaction in this kind of systems by combining them with metallic surfaces are finally discussed.

An Analysis of Coherent Digital Receivers in the Presence of Colored Noise Interference.

DTIC Science & Technology

1985-06-01

115 6.4 Pe for Det-erministic Jamnmers, JSR = 0.01, E0.3---------------------------------------------116 6.5 Pe for Deterministic Jamnmers, JSR = 0.1...k k where h p(t) and hhi(t) are the particular and homogeneous solutions, respectively, to a differential equation derived from the Fredholm I...yields 2 2D(s2)c (s) = N(s ) (3.4)c Multiplication by s corresponds to differentiation with respect to t in the time domain. So, Eq. (3.4) becomes D(p 2)K

A robust and efficient stepwise regression method for building sparse polynomial chaos expansions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Abraham, Simon, E-mail: Simon.Abraham@ulb.ac.be; Raisee, Mehrdad; Ghorbaniasl, Ghader

2017-03-01

Polynomial Chaos (PC) expansions are widely used in various engineering fields for quantifying uncertainties arising from uncertain parameters. The computational cost of classical PC solution schemes is unaffordable as the number of deterministic simulations to be calculated grows dramatically with the number of stochastic dimension. This considerably restricts the practical use of PC at the industrial level. A common approach to address such problems is to make use of sparse PC expansions. This paper presents a non-intrusive regression-based method for building sparse PC expansions. The most important PC contributions are detected sequentially through an automatic search procedure. The variable selectionmore » criterion is based on efficient tools relevant to probabilistic method. Two benchmark analytical functions are used to validate the proposed algorithm. The computational efficiency of the method is then illustrated by a more realistic CFD application, consisting of the non-deterministic flow around a transonic airfoil subject to geometrical uncertainties. To assess the performance of the developed methodology, a detailed comparison is made with the well established LAR-based selection technique. The results show that the developed sparse regression technique is able to identify the most significant PC contributions describing the problem. Moreover, the most important stochastic features are captured at a reduced computational cost compared to the LAR method. The results also demonstrate the superior robustness of the method by repeating the analyses using random experimental designs.« less

Recent progress in the assembly of nanodevices and van der Waals heterostructures by deterministic placement of 2D materials.

PubMed

Frisenda, Riccardo; Navarro-Moratalla, Efrén; Gant, Patricia; Pérez De Lara, David; Jarillo-Herrero, Pablo; Gorbachev, Roman V; Castellanos-Gomez, Andres

2018-01-02

Designer heterostructures can now be assembled layer-by-layer with unmatched precision thanks to the recently developed deterministic placement methods to transfer two-dimensional (2D) materials. This possibility constitutes the birth of a very active research field on the so-called van der Waals heterostructures. Moreover, these deterministic placement methods also open the door to fabricate complex devices, which would be otherwise very difficult to achieve by conventional bottom-up nanofabrication approaches, and to fabricate fully-encapsulated devices with exquisite electronic properties. The integration of 2D materials with existing technologies such as photonic and superconducting waveguides and fiber optics is another exciting possibility. Here, we review the state-of-the-art of the deterministic placement methods, describing and comparing the different alternative methods available in the literature, and we illustrate their potential to fabricate van der Waals heterostructures, to integrate 2D materials into complex devices and to fabricate artificial bilayer structures where the layers present a user-defined rotational twisting angle.

First-order reliability application and verification methods for semistatic structures

NASA Astrophysics Data System (ADS)

Verderaime, V.

1994-11-01

Escalating risks of aerostructures stimulated by increasing size, complexity, and cost should no longer be ignored in conventional deterministic safety design methods. The deterministic pass-fail concept is incompatible with probability and risk assessments; stress audits are shown to be arbitrary and incomplete, and the concept compromises the performance of high-strength materials. A reliability method is proposed that combines first-order reliability principles with deterministic design variables and conventional test techniques to surmount current deterministic stress design and audit deficiencies. Accumulative and propagation design uncertainty errors are defined and appropriately implemented into the classical safety-index expression. The application is reduced to solving for a design factor that satisfies the specified reliability and compensates for uncertainty errors, and then using this design factor as, and instead of, the conventional safety factor in stress analyses. The resulting method is consistent with current analytical skills and verification practices, the culture of most designers, and the development of semistatic structural designs.

Study on the evaluation method for fault displacement based on characterized source model

NASA Astrophysics Data System (ADS)

Tonagi, M.; Takahama, T.; Matsumoto, Y.; Inoue, N.; Irikura, K.; Dalguer, L. A.

2016-12-01

In IAEA Specific Safety Guide (SSG) 9 describes that probabilistic methods for evaluating fault displacement should be used if no sufficient basis is provided to decide conclusively that the fault is not capable by using the deterministic methodology. In addition, International Seismic Safety Centre compiles as ANNEX to realize seismic hazard for nuclear facilities described in SSG-9 and shows the utility of the deterministic and probabilistic evaluation methods for fault displacement. In Japan, it is required that important nuclear facilities should be established on ground where fault displacement will not arise when earthquakes occur in the future. Under these situations, based on requirements, we need develop evaluation methods for fault displacement to enhance safety in nuclear facilities. We are studying deterministic and probabilistic methods with tentative analyses using observed records such as surface fault displacement and near-fault strong ground motions of inland crustal earthquake which fault displacements arose. In this study, we introduce the concept of evaluation methods for fault displacement. After that, we show parts of tentative analysis results for deterministic method as follows: (1) For the 1999 Chi-Chi earthquake, referring slip distribution estimated by waveform inversion, we construct a characterized source model (Miyake et al., 2003, BSSA) which can explain observed near-fault broad band strong ground motions. (2) Referring a characterized source model constructed in (1), we study an evaluation method for surface fault displacement using hybrid method, which combines particle method and distinct element method. At last, we suggest one of the deterministic method to evaluate fault displacement based on characterized source model. This research was part of the 2015 research project `Development of evaluating method for fault displacement` by the Secretariat of Nuclear Regulation Authority (S/NRA), Japan.

Development of a nanosatellite de-orbiting system by reliability based design optimization

NASA Astrophysics Data System (ADS)

Nikbay, Melike; Acar, Pınar; Aslan, Alim Rüstem

2015-12-01

This paper presents design approaches to develop a reliable and efficient de-orbiting system for the 3USAT nanosatellite to provide a beneficial orbital decay process at the end of a mission. A de-orbiting system is initially designed by employing the aerodynamic drag augmentation principle where the structural constraints of the overall satellite system and the aerodynamic forces are taken into account. Next, an alternative de-orbiting system is designed with new considerations and further optimized using deterministic and reliability based design techniques. For the multi-objective design, the objectives are chosen to maximize the aerodynamic drag force through the maximization of the Kapton surface area while minimizing the de-orbiting system mass. The constraints are related in a deterministic manner to the required deployment force, the height of the solar panel hole and the deployment angle. The length and the number of layers of the deployable Kapton structure are used as optimization variables. In the second stage of this study, uncertainties related to both manufacturing and operating conditions of the deployable structure in space environment are considered. These uncertainties are then incorporated into the design process by using different probabilistic approaches such as Monte Carlo Simulation, the First-Order Reliability Method and the Second-Order Reliability Method. The reliability based design optimization seeks optimal solutions using the former design objectives and constraints with the inclusion of a reliability index. Finally, the de-orbiting system design alternatives generated by different approaches are investigated and the reliability based optimum design is found to yield the best solution since it significantly improves both system reliability and performance requirements.

Stability analysis of a deterministic dose calculation for MRI-guided radiotherapy.

PubMed

Zelyak, O; Fallone, B G; St-Aubin, J

2017-12-14

Modern effort in radiotherapy to address the challenges of tumor localization and motion has led to the development of MRI guided radiotherapy technologies. Accurate dose calculations must properly account for the effects of the MRI magnetic fields. Previous work has investigated the accuracy of a deterministic linear Boltzmann transport equation (LBTE) solver that includes magnetic field, but not the stability of the iterative solution method. In this work, we perform a stability analysis of this deterministic algorithm including an investigation of the convergence rate dependencies on the magnetic field, material density, energy, and anisotropy expansion. The iterative convergence rate of the continuous and discretized LBTE including magnetic fields is determined by analyzing the spectral radius using Fourier analysis for the stationary source iteration (SI) scheme. The spectral radius is calculated when the magnetic field is included (1) as a part of the iteration source, and (2) inside the streaming-collision operator. The non-stationary Krylov subspace solver GMRES is also investigated as a potential method to accelerate the iterative convergence, and an angular parallel computing methodology is investigated as a method to enhance the efficiency of the calculation. SI is found to be unstable when the magnetic field is part of the iteration source, but unconditionally stable when the magnetic field is included in the streaming-collision operator. The discretized LBTE with magnetic fields using a space-angle upwind stabilized discontinuous finite element method (DFEM) was also found to be unconditionally stable, but the spectral radius rapidly reaches unity for very low-density media and increasing magnetic field strengths indicating arbitrarily slow convergence rates. However, GMRES is shown to significantly accelerate the DFEM convergence rate showing only a weak dependence on the magnetic field. In addition, the use of an angular parallel computing strategy is shown to potentially increase the efficiency of the dose calculation.

Stability analysis of a deterministic dose calculation for MRI-guided radiotherapy

NASA Astrophysics Data System (ADS)

Zelyak, O.; Fallone, B. G.; St-Aubin, J.

2018-01-01

Modern effort in radiotherapy to address the challenges of tumor localization and motion has led to the development of MRI guided radiotherapy technologies. Accurate dose calculations must properly account for the effects of the MRI magnetic fields. Previous work has investigated the accuracy of a deterministic linear Boltzmann transport equation (LBTE) solver that includes magnetic field, but not the stability of the iterative solution method. In this work, we perform a stability analysis of this deterministic algorithm including an investigation of the convergence rate dependencies on the magnetic field, material density, energy, and anisotropy expansion. The iterative convergence rate of the continuous and discretized LBTE including magnetic fields is determined by analyzing the spectral radius using Fourier analysis for the stationary source iteration (SI) scheme. The spectral radius is calculated when the magnetic field is included (1) as a part of the iteration source, and (2) inside the streaming-collision operator. The non-stationary Krylov subspace solver GMRES is also investigated as a potential method to accelerate the iterative convergence, and an angular parallel computing methodology is investigated as a method to enhance the efficiency of the calculation. SI is found to be unstable when the magnetic field is part of the iteration source, but unconditionally stable when the magnetic field is included in the streaming-collision operator. The discretized LBTE with magnetic fields using a space-angle upwind stabilized discontinuous finite element method (DFEM) was also found to be unconditionally stable, but the spectral radius rapidly reaches unity for very low-density media and increasing magnetic field strengths indicating arbitrarily slow convergence rates. However, GMRES is shown to significantly accelerate the DFEM convergence rate showing only a weak dependence on the magnetic field. In addition, the use of an angular parallel computing strategy is shown to potentially increase the efficiency of the dose calculation.

Corrigendum to "Stability analysis of a deterministic dose calculation for MRI-guided radiotherapy".

PubMed

Zelyak, Oleksandr; Fallone, B Gino; St-Aubin, Joel

2018-03-12

Modern effort in radiotherapy to address the challenges of tumor localization and motion has led to the development of MRI guided radiotherapy technologies. Accurate dose calculations must properly account for the effects of the MRI magnetic fields. Previous work has investigated the accuracy of a deterministic linear Boltzmann transport equation (LBTE) solver that includes magnetic field, but not the stability of the iterative solution method. In this work, we perform a stability analysis of this deterministic algorithm including an investigation of the convergence rate dependencies on the magnetic field, material density, energy, and anisotropy expansion. The iterative convergence rate of the continuous and discretized LBTE including magnetic fields is determined by analyzing the spectral radius using Fourier analysis for the stationary source iteration (SI) scheme. The spectral radius is calculated when the magnetic field is included (1) as a part of the iteration source, and (2) inside the streaming-collision operator. The non-stationary Krylov subspace solver GMRES is also investigated as a potential method to accelerate the iterative convergence, and an angular parallel computing methodology is investigated as a method to enhance the efficiency of the calculation. SI is found to be unstable when the magnetic field is part of the iteration source, but unconditionally stable when the magnetic field is included in the streaming-collision operator. The discretized LBTE with magnetic fields using a space-angle upwind stabilized discontinuous finite element method (DFEM) was also found to be unconditionally stable, but the spectral radius rapidly reaches unity for very low density media and increasing magnetic field strengths indicating arbitrarily slow convergence rates. However, GMRES is shown to significantly accelerate the DFEM convergence rate showing only a weak dependence on the magnetic field. In addition, the use of an angular parallel computing strategy is shown to potentially increase the efficiency of the dose calculation. © 2018 Institute of Physics and Engineering in Medicine.

A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xie, Fei; Huang, Yongxi

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

DOE PAGES

Xie, Fei; Huang, Yongxi

2018-02-04

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

The relationship between stochastic and deterministic quasi-steady state approximations.

PubMed

Kim, Jae Kyoung; Josić, Krešimir; Bennett, Matthew R

2015-11-23

The quasi steady-state approximation (QSSA) is frequently used to reduce deterministic models of biochemical networks. The resulting equations provide a simplified description of the network in terms of non-elementary reaction functions (e.g. Hill functions). Such deterministic reductions are frequently a basis for heuristic stochastic models in which non-elementary reaction functions are used to define reaction propensities. Despite their popularity, it remains unclear when such stochastic reductions are valid. It is frequently assumed that the stochastic reduction can be trusted whenever its deterministic counterpart is accurate. However, a number of recent examples show that this is not necessarily the case. Here we explain the origin of these discrepancies, and demonstrate a clear relationship between the accuracy of the deterministic and the stochastic QSSA for examples widely used in biological systems. With an analysis of a two-state promoter model, and numerical simulations for a variety of other models, we find that the stochastic QSSA is accurate whenever its deterministic counterpart provides an accurate approximation over a range of initial conditions which cover the likely fluctuations from the quasi steady-state (QSS). We conjecture that this relationship provides a simple and computationally inexpensive way to test the accuracy of reduced stochastic models using deterministic simulations. The stochastic QSSA is one of the most popular multi-scale stochastic simulation methods. While the use of QSSA, and the resulting non-elementary functions has been justified in the deterministic case, it is not clear when their stochastic counterparts are accurate. In this study, we show how the accuracy of the stochastic QSSA can be tested using their deterministic counterparts providing a concrete method to test when non-elementary rate functions can be used in stochastic simulations.

Comparison of Deterministic and Probabilistic Radial Distribution Systems Load Flow

NASA Astrophysics Data System (ADS)

Gupta, Atma Ram; Kumar, Ashwani

2017-12-01

Distribution system network today is facing the challenge of meeting increased load demands from the industrial, commercial and residential sectors. The pattern of load is highly dependent on consumer behavior and temporal factors such as season of the year, day of the week or time of the day. For deterministic radial distribution load flow studies load is taken as constant. But, load varies continually with a high degree of uncertainty. So, there is a need to model probable realistic load. Monte-Carlo Simulation is used to model the probable realistic load by generating random values of active and reactive power load from the mean and standard deviation of the load and for solving a Deterministic Radial Load Flow with these values. The probabilistic solution is reconstructed from deterministic data obtained for each simulation. The main contribution of the work is: Finding impact of probable realistic ZIP load modeling on balanced radial distribution load flow. Finding impact of probable realistic ZIP load modeling on unbalanced radial distribution load flow. Compare the voltage profile and losses with probable realistic ZIP load modeling for balanced and unbalanced radial distribution load flow.

Comparison of probabilistic and deterministic fiber tracking of cranial nerves.

PubMed

Zolal, Amir; Sobottka, Stephan B; Podlesek, Dino; Linn, Jennifer; Rieger, Bernhard; Juratli, Tareq A; Schackert, Gabriele; Kitzler, Hagen H

2017-09-01

OBJECTIVE The depiction of cranial nerves (CNs) using diffusion tensor imaging (DTI) is of great interest in skull base tumor surgery and DTI used with deterministic tracking methods has been reported previously. However, there are still no good methods usable for the elimination of noise from the resulting depictions. The authors have hypothesized that probabilistic tracking could lead to more accurate results, because it more efficiently extracts information from the underlying data. Moreover, the authors have adapted a previously described technique for noise elimination using gradual threshold increases to probabilistic tracking. To evaluate the utility of this new approach, a comparison is provided with this work between the gradual threshold increase method in probabilistic and deterministic tracking of CNs. METHODS Both tracking methods were used to depict CNs II, III, V, and the VII+VIII bundle. Depiction of 240 CNs was attempted with each of the above methods in 30 healthy subjects, which were obtained from 2 public databases: the Kirby repository (KR) and Human Connectome Project (HCP). Elimination of erroneous fibers was attempted by gradually increasing the respective thresholds (fractional anisotropy [FA] and probabilistic index of connectivity [PICo]). The results were compared with predefined ground truth images based on corresponding anatomical scans. Two label overlap measures (false-positive error and Dice similarity coefficient) were used to evaluate the success of both methods in depicting the CN. Moreover, the differences between these parameters obtained from the KR and HCP (with higher angular resolution) databases were evaluated. Additionally, visualization of 10 CNs in 5 clinical cases was attempted with both methods and evaluated by comparing the depictions with intraoperative findings. RESULTS Maximum Dice similarity coefficients were significantly higher with probabilistic tracking (p < 0.001; Wilcoxon signed-rank test). The false-positive error of the last obtained depiction was also significantly lower in probabilistic than in deterministic tracking (p < 0.001). The HCP data yielded significantly better results in terms of the Dice coefficient in probabilistic tracking (p < 0.001, Mann-Whitney U-test) and in deterministic tracking (p = 0.02). The false-positive errors were smaller in HCP data in deterministic tracking (p < 0.001) and showed a strong trend toward significance in probabilistic tracking (p = 0.06). In the clinical cases, the probabilistic method visualized 7 of 10 attempted CNs accurately, compared with 3 correct depictions with deterministic tracking. CONCLUSIONS High angular resolution DTI scans are preferable for the DTI-based depiction of the cranial nerves. Probabilistic tracking with a gradual PICo threshold increase is more effective for this task than the previously described deterministic tracking with a gradual FA threshold increase and might represent a method that is useful for depicting cranial nerves with DTI since it eliminates the erroneous fibers without manual intervention.

Flow injection analysis simulations and diffusion coefficient determination by stochastic and deterministic optimization methods.

PubMed

Kucza, Witold

2013-07-25

Stochastic and deterministic simulations of dispersion in cylindrical channels on the Poiseuille flow have been presented. The random walk (stochastic) and the uniform dispersion (deterministic) models have been used for computations of flow injection analysis responses. These methods coupled with the genetic algorithm and the Levenberg-Marquardt optimization methods, respectively, have been applied for determination of diffusion coefficients. The diffusion coefficients of fluorescein sodium, potassium hexacyanoferrate and potassium dichromate have been determined by means of the presented methods and FIA responses that are available in literature. The best-fit results agree with each other and with experimental data thus validating both presented approaches. Copyright © 2013 The Author. Published by Elsevier B.V. All rights reserved.

Computing Interactions Of Free-Space Radiation With Matter

NASA Technical Reports Server (NTRS)

Wilson, J. W.; Cucinotta, F. A.; Shinn, J. L.; Townsend, L. W.; Badavi, F. F.; Tripathi, R. K.; Silberberg, R.; Tsao, C. H.; Badwar, G. D.

1995-01-01

High Charge and Energy Transport (HZETRN) computer program computationally efficient, user-friendly package of software adressing problem of transport of, and shielding against, radiation in free space. Designed as "black box" for design engineers not concerned with physics of underlying atomic and nuclear radiation processes in free-space environment, but rather primarily interested in obtaining fast and accurate dosimetric information for design and construction of modules and devices for use in free space. Computational efficiency achieved by unique algorithm based on deterministic approach to solution of Boltzmann equation rather than computationally intensive statistical Monte Carlo method. Written in FORTRAN.

Robust Sensitivity Analysis for Multi-Attribute Deterministic Hierarchical Value Models

DTIC Science & Technology

2002-03-01

such as weighted sum method, weighted 5 product method, and the Analytic Hierarchy Process ( AHP ). This research focuses on only weighted sum...different groups. They can be termed as deterministic, stochastic, or fuzzy multi-objective decision methods if they are classified according to the...weighted product model (WPM), and analytic hierarchy process ( AHP ). His method attempts to identify the most important criteria weight and the most

Daniell method for power spectral density estimation in atomic force microscopy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Labuda, Aleksander

An alternative method for power spectral density (PSD) estimation—the Daniell method—is revisited and compared to the most prevalent method used in the field of atomic force microscopy for quantifying cantilever thermal motion—the Bartlett method. Both methods are shown to underestimate the Q factor of a simple harmonic oscillator (SHO) by a predictable, and therefore correctable, amount in the absence of spurious deterministic noise sources. However, the Bartlett method is much more prone to spectral leakage which can obscure the thermal spectrum in the presence of deterministic noise. By the significant reduction in spectral leakage, the Daniell method leads to amore » more accurate representation of the true PSD and enables clear identification and rejection of deterministic noise peaks. This benefit is especially valuable for the development of automated PSD fitting algorithms for robust and accurate estimation of SHO parameters from a thermal spectrum.« less

Multi-Scale Modeling of the Gamma Radiolysis of Nitrate Solutions.

PubMed

Horne, Gregory P; Donoclift, Thomas A; Sims, Howard E; Orr, Robin M; Pimblott, Simon M

2016-11-17

A multiscale modeling approach has been developed for the extended time scale long-term radiolysis of aqueous systems. The approach uses a combination of stochastic track structure and track chemistry as well as deterministic homogeneous chemistry techniques and involves four key stages: radiation track structure simulation, the subsequent physicochemical processes, nonhomogeneous diffusion-reaction kinetic evolution, and homogeneous bulk chemistry modeling. The first three components model the physical and chemical evolution of an isolated radiation chemical track and provide radiolysis yields, within the extremely low dose isolated track paradigm, as the input parameters for a bulk deterministic chemistry model. This approach to radiation chemical modeling has been tested by comparison with the experimentally observed yield of nitrite from the gamma radiolysis of sodium nitrate solutions. This is a complex radiation chemical system which is strongly dependent on secondary reaction processes. The concentration of nitrite is not just dependent upon the evolution of radiation track chemistry and the scavenging of the hydrated electron and its precursors but also on the subsequent reactions of the products of these scavenging reactions with other water radiolysis products. Without the inclusion of intratrack chemistry, the deterministic component of the multiscale model is unable to correctly predict experimental data, highlighting the importance of intratrack radiation chemistry in the chemical evolution of the irradiated system.

Two Strain Dengue Model with Temporary Cross Immunity and Seasonality

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Ballesteros, Sebastien; Stollenwerk, Nico

2010-09-01

Models on dengue fever epidemiology have previously shown critical fluctuations with power law distributions and also deterministic chaos in some parameter regions due to the multi-strain structure of the disease pathogen. In our first model including well known biological features, we found a rich dynamical structure including limit cycles, symmetry breaking bifurcations, torus bifurcations, coexisting attractors including isola solutions and deterministic chaos (as indicated by positive Lyapunov exponents) in a much larger parameter region, which is also biologically more plausible than the previous results of other researches. Based on these findings we will investigate the model structures further including seasonality.

Two Strain Dengue Model with Temporary Cross Immunity and Seasonality

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aguiar, Maira; Ballesteros, Sebastien; Stollenwerk, Nico

Models on dengue fever epidemiology have previously shown critical fluctuations with power law distributions and also deterministic chaos in some parameter regions due to the multi-strain structure of the disease pathogen. In our first model including well known biological features, we found a rich dynamical structure including limit cycles, symmetry breaking bifurcations, torus bifurcations, coexisting attractors including isola solutions and deterministic chaos (as indicated by positive Lyapunov exponents) in a much larger parameter region, which is also biologically more plausible than the previous results of other researches. Based on these findings we will investigate the model structures further including seasonality.

Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

2014-10-01

A commonly encountered problem in numerous areas of applications is to estimate the unknown coefficients of a dynamical system from direct or indirect observations at discrete times of some of the components of the state vector. A related problem is to estimate unobserved components of the state. An egregious example of such a problem is provided by metabolic models, in which the numerous model parameters and the concentrations of the metabolites in tissue are to be estimated from concentration data in the blood. A popular method for addressing similar questions in stochastic and turbulent dynamics is the ensemble Kalman filter (EnKF), a particle-based filtering method that generalizes classical Kalman filtering. In this work, we adapt the EnKF algorithm for deterministic systems in which the numerical approximation error is interpreted as a stochastic drift with variance based on classical error estimates of numerical integrators. This approach, which is particularly suitable for stiff systems where the stiffness may depend on the parameters, allows us to effectively exploit the parallel nature of particle methods. Moreover, we demonstrate how spatial prior information about the state vector, which helps the stability of the computed solution, can be incorporated into the filter. The viability of the approach is shown by computed examples, including a metabolic system modeling an ischemic episode in skeletal muscle, with a high number of unknown parameters.

ShareSync: A Solution for Deterministic Data Sharing over Ethernet

NASA Technical Reports Server (NTRS)

Dunn, Daniel J., II; Koons, William A.; Kennedy, Richard D.; Davis, Philip A.

2007-01-01

As part of upgrading the Contact Dynamics Simulation Laboratory (CDSL) at the NASA Marshall Space Flight Center (MSFC), a simple, cost effective method was needed to communicate data among the networked simulation machines and I/O controllers used to run the facility. To fill this need and similar applicable situations, a generic protocol was developed, called ShareSync. ShareSync is a lightweight, real-time, publish-subscribe Ethernet protocol for simple and deterministic data sharing across diverse machines and operating systems. ShareSync provides a simple Application Programming Interface (API) for simulation programmers to incorporate into their code. The protocol is compatible with virtually all Ethernet-capable machines, is flexible enough to support a variety of applications, is fast enough to provide soft real-time determinism, and is a low-cost resource for distributed simulation development, deployment, and maintenance. The first design cycle iteration of ShareSync has been completed, and the protocol has undergone several testing procedures including endurance and benchmarking tests and approaches the 2001ts data synchronization design goal for the CDSL.

Nanotransfer and nanoreplication using deterministically grown sacrificial nanotemplates

DOEpatents

Melechko, Anatoli V [Oak Ridge, TN; McKnight, Timothy E [Greenback, TN; Guillorn, Michael A [Ithaca, NY; Ilic, Bojan [Ithaca, NY; Merkulov, Vladimir I [Knoxville, TN; Doktycz, Mitchel J [Knoxville, TN; Lowndes, Douglas H [Knoxville, TN; Simpson, Michael L [Knoxville, TN

2011-08-23

Methods, manufactures, machines and compositions are described for nanotransfer and nanoreplication using deterministically grown sacrificial nanotemplates. An apparatus, includes a substrate and a nanoreplicant structure coupled to a surface of the substrate.

Tests of peak flow scaling in simulated self-similar river networks

USGS Publications Warehouse

Menabde, M.; Veitzer, S.; Gupta, V.; Sivapalan, M.

2001-01-01

The effect of linear flow routing incorporating attenuation and network topology on peak flow scaling exponent is investigated for an instantaneously applied uniform runoff on simulated deterministic and random self-similar channel networks. The flow routing is modelled by a linear mass conservation equation for a discrete set of channel links connected in parallel and series, and having the same topology as the channel network. A quasi-analytical solution for the unit hydrograph is obtained in terms of recursion relations. The analysis of this solution shows that the peak flow has an asymptotically scaling dependence on the drainage area for deterministic Mandelbrot-Vicsek (MV) and Peano networks, as well as for a subclass of random self-similar channel networks. However, the scaling exponent is shown to be different from that predicted by the scaling properties of the maxima of the width functions. ?? 2001 Elsevier Science Ltd. All rights reserved.

Optimal design for robust control of uncertain flexible joint manipulators: a fuzzy dynamical system approach

NASA Astrophysics Data System (ADS)

Han, Jiang; Chen, Ye-Hwa; Zhao, Xiaomin; Dong, Fangfang

2018-04-01

A novel fuzzy dynamical system approach to the control design of flexible joint manipulators with mismatched uncertainty is proposed. Uncertainties of the system are assumed to lie within prescribed fuzzy sets. The desired system performance includes a deterministic phase and a fuzzy phase. First, by creatively implanting a fictitious control, a robust control scheme is constructed to render the system uniformly bounded and uniformly ultimately bounded. Both the manipulator modelling and control scheme are deterministic and not IF-THEN heuristic rules-based. Next, a fuzzy-based performance index is proposed. An optimal design problem for a control design parameter is formulated as a constrained optimisation problem. The global solution to this problem can be obtained from solving two quartic equations. The fuzzy dynamical system approach is systematic and is able to assure the deterministic performance as well as to minimise the fuzzy performance index.

Learning automata-based solutions to the nonlinear fractional knapsack problem with applications to optimal resource allocation.

PubMed

Granmo, Ole-Christoffer; Oommen, B John; Myrer, Svein Arild; Olsen, Morten Goodwin

2007-02-01

This paper considers the nonlinear fractional knapsack problem and demonstrates how its solution can be effectively applied to two resource allocation problems dealing with the World Wide Web. The novel solution involves a "team" of deterministic learning automata (LA). The first real-life problem relates to resource allocation in web monitoring so as to "optimize" information discovery when the polling capacity is constrained. The disadvantages of the currently reported solutions are explained in this paper. The second problem concerns allocating limited sampling resources in a "real-time" manner with the purpose of estimating multiple binomial proportions. This is the scenario encountered when the user has to evaluate multiple web sites by accessing a limited number of web pages, and the proportions of interest are the fraction of each web site that is successfully validated by an HTML validator. Using the general LA paradigm to tackle both of the real-life problems, the proposed scheme improves a current solution in an online manner through a series of informed guesses that move toward the optimal solution. At the heart of the scheme, a team of deterministic LA performs a controlled random walk on a discretized solution space. Comprehensive experimental results demonstrate that the discretization resolution determines the precision of the scheme, and that for a given precision, the current solution (to both problems) is consistently improved until a nearly optimal solution is found--even for switching environments. Thus, the scheme, while being novel to the entire field of LA, also efficiently handles a class of resource allocation problems previously not addressed in the literature.

Inverse kinematic problem for a random gradient medium in geometric optics approximation

NASA Astrophysics Data System (ADS)

Petersen, N. V.

1990-03-01

Scattering at random inhomogeneities in a gradient medium results in systematic deviations of the rays and travel times of refracted body waves from those corresponding to the deterministic velocity component. The character of the difference depends on the parameters of the deterministic and random velocity component. However, at great distances to the source, independently of the velocity parameters (weakly or strongly inhomogeneous medium), the most probable depth of the ray turning point is smaller than that corresponding to the deterministic velocity component, the most probable travel times also being lower. The relative uncertainty in the deterministic velocity component, derived from the mean travel times using methods developed for laterally homogeneous media (for instance, the Herglotz-Wiechert method), is systematic in character, but does not exceed the contrast of velocity inhomogeneities by magnitude. The gradient of the deterministic velocity component has a significant effect on the travel-time fluctuations. The variance at great distances to the source is mainly controlled by shallow inhomogeneities. The travel-time flucutations are studied only for weakly inhomogeneous media.

Method and system for optical figuring by imagewise heating of a solvent

DOEpatents

Rushford, Michael C.

2005-08-30

A method and system of imagewise etching the surface of a substrate, such as thin glass, in a parallel process. The substrate surface is placed in contact with an etchant solution which increases in etch rate with temperature. A local thermal gradient is then generated in each of a plurality of selected local regions of a boundary layer of the etchant solution to imagewise etch the substrate surface in a parallel process. In one embodiment, the local thermal gradient is a local heating gradient produced at selected addresses chosen from an indexed array of addresses. The activation of each of the selected addresses is independently controlled by a computer processor so as to imagewise etch the substrate surface at region-specific etch rates. Moreover, etching progress is preferably concurrently monitored in real time over the entire surface area by an interferometer so as to deterministically control the computer processor to image-wise figure the substrate surface where needed.

Kinematic source inversions of teleseismic data based on the QUESO library for uncertainty quantification and prediction

NASA Astrophysics Data System (ADS)

Zielke, O.; McDougall, D.; Mai, P. M.; Babuska, I.

2014-12-01

One fundamental aspect of seismic hazard mitigation is gaining a better understanding of the rupture process. Because direct observation of the relevant parameters and properties is not possible, other means such as kinematic source inversions are used instead. By constraining the spatial and temporal evolution of fault slip during an earthquake, those inversion approaches may enable valuable insights in the physics of the rupture process. However, due to the underdetermined nature of this inversion problem (i.e., inverting a kinematic source model for an extended fault based on seismic data), the provided solutions are generally non-unique. Here we present a statistical (Bayesian) inversion approach based on an open-source library for uncertainty quantification (UQ) called QUESO that was developed at ICES (UT Austin). The approach has advantages with respect to deterministic inversion approaches as it provides not only a single (non-unique) solution but also provides uncertainty bounds with it. Those uncertainty bounds help to qualitatively and quantitatively judge how well constrained an inversion solution is and how much rupture complexity the data reliably resolve. The presented inversion scheme uses only tele-seismically recorded body waves but future developments may lead us towards joint inversion schemes. After giving an insight in the inversion scheme ifself (based on delayed rejection adaptive metropolis, DRAM) we explore the method's resolution potential. For that, we synthetically generate tele-seismic data, add for example different levels of noise and/or change fault plane parameterization and then apply our inversion scheme in the attempt to extract the (known) kinematic rupture model. We conclude with exemplary inverting real tele-seismic data of a recent large earthquake and compare those results with deterministically derived kinematic source models provided by other research groups.

Deterministic multidimensional nonuniform gap sampling.

PubMed

Worley, Bradley; Powers, Robert

2015-12-01

Born from empirical observations in nonuniformly sampled multidimensional NMR data relating to gaps between sampled points, the Poisson-gap sampling method has enjoyed widespread use in biomolecular NMR. While the majority of nonuniform sampling schemes are fully randomly drawn from probability densities that vary over a Nyquist grid, the Poisson-gap scheme employs constrained random deviates to minimize the gaps between sampled grid points. We describe a deterministic gap sampling method, based on the average behavior of Poisson-gap sampling, which performs comparably to its random counterpart with the additional benefit of completely deterministic behavior. We also introduce a general algorithm for multidimensional nonuniform sampling based on a gap equation, and apply it to yield a deterministic sampling scheme that combines burst-mode sampling features with those of Poisson-gap schemes. Finally, we derive a relationship between stochastic gap equations and the expectation value of their sampling probability densities. Copyright © 2015 Elsevier Inc. All rights reserved.

Deterministic generation of remote entanglement with active quantum feedback

DOE PAGES

Martin, Leigh; Motzoi, Felix; Li, Hanhan; ...

2015-12-10

We develop and study protocols for deterministic remote entanglement generation using quantum feedback, without relying on an entangling Hamiltonian. In order to formulate the most effective experimentally feasible protocol, we introduce the notion of average-sense locally optimal feedback protocols, which do not require real-time quantum state estimation, a difficult component of real-time quantum feedback control. We use this notion of optimality to construct two protocols that can deterministically create maximal entanglement: a semiclassical feedback protocol for low-efficiency measurements and a quantum feedback protocol for high-efficiency measurements. The latter reduces to direct feedback in the continuous-time limit, whose dynamics can bemore » modeled by a Wiseman-Milburn feedback master equation, which yields an analytic solution in the limit of unit measurement efficiency. Our formalism can smoothly interpolate between continuous-time and discrete-time descriptions of feedback dynamics and we exploit this feature to derive a superior hybrid protocol for arbitrary nonunit measurement efficiency that switches between quantum and semiclassical protocols. Lastly, we show using simulations incorporating experimental imperfections that deterministic entanglement of remote superconducting qubits may be achieved with current technology using the continuous-time feedback protocol alone.« less

A probabilistic approach to aircraft design emphasizing stability and control uncertainties

NASA Astrophysics Data System (ADS)

Delaurentis, Daniel Andrew

In order to address identified deficiencies in current approaches to aerospace systems design, a new method has been developed. This new method for design is based on the premise that design is a decision making activity, and that deterministic analysis and synthesis can lead to poor, or misguided decision making. This is due to a lack of disciplinary knowledge of sufficient fidelity about the product, to the presence of uncertainty at multiple levels of the aircraft design hierarchy, and to a failure to focus on overall affordability metrics as measures of goodness. Design solutions are desired which are robust to uncertainty and are based on the maximum knowledge possible. The new method represents advances in the two following general areas. 1. Design models and uncertainty. The research performed completes a transition from a deterministic design representation to a probabilistic one through a modeling of design uncertainty at multiple levels of the aircraft design hierarchy, including: (1) Consistent, traceable uncertainty classification and representation; (2) Concise mathematical statement of the Probabilistic Robust Design problem; (3) Variants of the Cumulative Distribution Functions (CDFs) as decision functions for Robust Design; (4) Probabilistic Sensitivities which identify the most influential sources of variability. 2. Multidisciplinary analysis and design. Imbedded in the probabilistic methodology is a new approach for multidisciplinary design analysis and optimization (MDA/O), employing disciplinary analysis approximations formed through statistical experimentation and regression. These approximation models are a function of design variables common to the system level as well as other disciplines. For aircraft, it is proposed that synthesis/sizing is the proper avenue for integrating multiple disciplines. Research hypotheses are translated into a structured method, which is subsequently tested for validity. Specifically, the implementation involves the study of the relaxed static stability technology for a supersonic commercial transport aircraft. The probabilistic robust design method is exercised resulting in a series of robust design solutions based on different interpretations of "robustness". Insightful results are obtained and the ability of the method to expose trends in the design space are noted as a key advantage.

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems

PubMed Central

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-01-01

Background We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. Results We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Conclusion Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems. PMID:17081289

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems.

PubMed

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-11-02

We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems.

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY.

PubMed

Rackauckas, Christopher; Nie, Qing

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs.

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY

PubMed Central

Rackauckas, Christopher

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs. PMID:29527134

Spectral Density of Laser Beam Scintillation in Wind Turbulence. Part 1; Theory

NASA Technical Reports Server (NTRS)

Balakrishnan, A. V.

1997-01-01

The temporal spectral density of the log-amplitude scintillation of a laser beam wave due to a spatially dependent vector-valued crosswind (deterministic as well as random) is evaluated. The path weighting functions for normalized spectral moments are derived, and offer a potential new technique for estimating the wind velocity profile. The Tatarskii-Klyatskin stochastic propagation equation for the Markov turbulence model is used with the solution approximated by the Rytov method. The Taylor 'frozen-in' hypothesis is assumed for the dependence of the refractive index on the wind velocity, and the Kolmogorov spectral density is used for the refractive index field.

Predictive momentum management for the Space Station

NASA Technical Reports Server (NTRS)

Hatis, P. D.

1986-01-01

Space station control moment gyro momentum management is addressed by posing a deterministic optimization problem with a performance index that includes station external torque loading, gyro control torque demand, and excursions from desired reference attitudes. It is shown that a simple analytic desired attitude solution exists for all axes with pitch prescription decoupled, but roll and yaw coupled. Continuous gyro desaturation is shown to fit neatly into the scheme. Example results for pitch axis control of the NASA power tower Space Station are shown based on predictive attitude prescription. Control effector loading is shown to be reduced by this method when compared to more conventional momentum management techniques.

Quadratic Finite Element Method for 1D Deterministic Transport

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tolar, Jr., D R; Ferguson, J M

2004-01-06

In the discrete ordinates, or SN, numerical solution of the transport equation, both the spatial ({und r}) and angular ({und {Omega}}) dependences on the angular flux {psi}{und r},{und {Omega}}are modeled discretely. While significant effort has been devoted toward improving the spatial discretization of the angular flux, we focus on improving the angular discretization of {psi}{und r},{und {Omega}}. Specifically, we employ a Petrov-Galerkin quadratic finite element approximation for the differencing of the angular variable ({mu}) in developing the one-dimensional (1D) spherical geometry S{sub N} equations. We develop an algorithm that shows faster convergence with angular resolution than conventional S{sub N} algorithms.

Developing a stochastic conflict resolution model for urban runoff quality management: Application of info-gap and bargaining theories

NASA Astrophysics Data System (ADS)

Ghodsi, Seyed Hamed; Kerachian, Reza; Estalaki, Siamak Malakpour; Nikoo, Mohammad Reza; Zahmatkesh, Zahra

2016-02-01

In this paper, two deterministic and stochastic multilateral, multi-issue, non-cooperative bargaining methodologies are proposed for urban runoff quality management. In the proposed methodologies, a calibrated Storm Water Management Model (SWMM) is used to simulate stormwater runoff quantity and quality for different urban stormwater runoff management scenarios, which have been defined considering several Low Impact Development (LID) techniques. In the deterministic methodology, the best management scenario, representing location and area of LID controls, is identified using the bargaining model. In the stochastic methodology, uncertainties of some key parameters of SWMM are analyzed using the info-gap theory. For each water quality management scenario, robustness and opportuneness criteria are determined based on utility functions of different stakeholders. Then, to find the best solution, the bargaining model is performed considering a combination of robustness and opportuneness criteria for each scenario based on utility function of each stakeholder. The results of applying the proposed methodology in the Velenjak urban watershed located in the northeastern part of Tehran, the capital city of Iran, illustrate its practical utility for conflict resolution in urban water quantity and quality management. It is shown that the solution obtained using the deterministic model cannot outperform the result of the stochastic model considering the robustness and opportuneness criteria. Therefore, it can be concluded that the stochastic model, which incorporates the main uncertainties, could provide more reliable results.

Simulations of Fluvial Landscapes

NASA Astrophysics Data System (ADS)

Cattan, D.; Birnir, B.

2013-12-01

The Smith-Bretherton-Birnir (SBB) model for fluvial landsurfaces consists of a pair of partial differential equations, one governing water flow and one governing the sediment flow. Numerical solutions of these equations have been shown to provide realistic models in the evolution of fluvial landscapes. Further analysis of these equations shows that they possess scaling laws (Hack's Law) that are known to exist in nature. However, the simulations are highly dependent on the numerical methods used; with implicit methods exhibiting the correct scaling laws, but the explicit methods fail to do so. These equations, and the resulting models, help to bridge the gap between the deterministic and the stochastic theories of landscape evolution. Slight modifications of the SBB equations make the results of the model more realistic. By modifying the sediment flow equation, the model obtains more pronounced meandering rivers. Typical landsurface with rivers.

Universal first-order reliability concept applied to semistatic structures

NASA Technical Reports Server (NTRS)

Verderaime, V.

1994-01-01

A reliability design concept was developed for semistatic structures which combines the prevailing deterministic method with the first-order reliability method. The proposed method surmounts deterministic deficiencies in providing uniformly reliable structures and improved safety audits. It supports risk analyses and reliability selection criterion. The method provides a reliability design factor derived from the reliability criterion which is analogous to the current safety factor for sizing structures and verifying reliability response. The universal first-order reliability method should also be applicable for air and surface vehicles semistatic structures.

Universal first-order reliability concept applied to semistatic structures

NASA Astrophysics Data System (ADS)

Verderaime, V.

1994-07-01

A reliability design concept was developed for semistatic structures which combines the prevailing deterministic method with the first-order reliability method. The proposed method surmounts deterministic deficiencies in providing uniformly reliable structures and improved safety audits. It supports risk analyses and reliability selection criterion. The method provides a reliability design factor derived from the reliability criterion which is analogous to the current safety factor for sizing structures and verifying reliability response. The universal first-order reliability method should also be applicable for air and surface vehicles semistatic structures.

The viability of ADVANTG deterministic method for synthetic radiography generation

NASA Astrophysics Data System (ADS)

Bingham, Andrew; Lee, Hyoung K.

2018-07-01

Fast simulation techniques to generate synthetic radiographic images of high resolution are helpful when new radiation imaging systems are designed. However, the standard stochastic approach requires lengthy run time with poorer statistics at higher resolution. The investigation of the viability of a deterministic approach to synthetic radiography image generation was explored. The aim was to analyze a computational time decrease over the stochastic method. ADVANTG was compared to MCNP in multiple scenarios including a small radiography system prototype, to simulate high resolution radiography images. By using ADVANTG deterministic code to simulate radiography images the computational time was found to decrease 10 to 13 times compared to the MCNP stochastic approach while retaining image quality.

Stochastic Partial Differential Equation Solver for Hydroacoustic Modeling: Improvements to Paracousti Sound Propagation Solver

NASA Astrophysics Data System (ADS)

Preston, L. A.

2017-12-01

Marine hydrokinetic (MHK) devices offer a clean, renewable alternative energy source for the future. Responsible utilization of MHK devices, however, requires that the effects of acoustic noise produced by these devices on marine life and marine-related human activities be well understood. Paracousti is a 3-D full waveform acoustic modeling suite that can accurately propagate MHK noise signals in the complex bathymetry found in the near-shore to open ocean environment and considers real properties of the seabed, water column, and air-surface interface. However, this is a deterministic simulation that assumes the environment and source are exactly known. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected noise levels within the marine environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. One method is to use Monte Carlo (MC) techniques where simulation results from a large number of deterministic solutions are aggregated to provide statistical properties of the output signal. However, MC methods can be computationally prohibitive since they can require tens of thousands or more simulations to build up an accurate representation of those statistical properties. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a small fraction of the computational cost of MC. We are developing a SPDE solver for the 3-D acoustic wave propagation problem called Paracousti-UQ to help regulators and operators assess the statistical properties of environmental noise produced by MHK devices. In this presentation, we present the SPDE method and compare statistical distributions of simulated acoustic signals in simple models to MC simulations to show the accuracy and efficiency of the SPDE method. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia LLC, a wholly owned subsidiary of Honeywell International Inc. for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA0003525.

The Application of Deterministic Spectral Domain Method to the Analysis of Planar Circuit Discontinuities on Open Substrates

DTIC Science & Technology

1990-08-01

the spectral domain is extended to include the effects of two-dimensional, two-component current flow in planar transmission line discontinuities 6n...PROFESSOR: Tatsuo Itoh A deterministic formulation of the method of moments carried out in the spectral domain is extended to include the effects of...two-dimensional, two- component current flow in planar transmission line discontinuities on open substrates. The method includes the effects of space

Bin packing problem solution through a deterministic weighted finite automaton

NASA Astrophysics Data System (ADS)

Zavala-Díaz, J. C.; Pérez-Ortega, J.; Martínez-Rebollar, A.; Almanza-Ortega, N. N.; Hidalgo-Reyes, M.

2016-06-01

In this article the solution of Bin Packing problem of one dimension through a weighted finite automaton is presented. Construction of the automaton and its application to solve three different instances, one synthetic data and two benchmarks are presented: N1C1W1_A.BPP belonging to data set Set_1; and BPP13.BPP belonging to hard28. The optimal solution of synthetic data is obtained. In the first benchmark the solution obtained is one more container than the ideal number of containers and in the second benchmark the solution is two more containers than the ideal solution (approximately 2.5%). The runtime in all three cases was less than one second.

Exact PDF equations and closure approximations for advective-reactive transport

DOE Office of Scientific and Technical Information (OSTI.GOV)

Venturi, D.; Tartakovsky, Daniel M.; Tartakovsky, Alexandre M.

2013-06-01

Mathematical models of advection–reaction phenomena rely on advective flow velocity and (bio) chemical reaction rates that are notoriously random. By using functional integral methods, we derive exact evolution equations for the probability density function (PDF) of the state variables of the advection–reaction system in the presence of random transport velocity and random reaction rates with rather arbitrary distributions. These PDF equations are solved analytically for transport with deterministic flow velocity and a linear reaction rate represented mathematically by a heterog eneous and strongly-correlated random field. Our analytical solution is then used to investigate the accuracy and robustness of the recentlymore » proposed large-eddy diffusivity (LED) closure approximation [1]. We find that the solution to the LED-based PDF equation, which is exact for uncorrelated reaction rates, is accurate even in the presence of strong correlations and it provides an upper bound of predictive uncertainty.« less

A stochastic flow-capturing model to optimize the location of fast-charging stations with uncertain electric vehicle flows

DOE PAGES

Wu, Fei; Sioshansi, Ramteen

2017-05-04

Here, we develop a model to optimize the location of public fast charging stations for electric vehicles (EVs). A difficulty in planning the placement of charging stations is uncertainty in where EV charging demands appear. For this reason, we use a stochastic flow-capturing location model (SFCLM). A sample-average approximation method and an averaged two-replication procedure are used to solve the problem and estimate the solution quality. We demonstrate the use of the SFCLM using a Central-Ohio based case study. We find that most of the stations built are concentrated around the urban core of the region. As the number ofmore » stations built increases, some appear on the outskirts of the region to provide an extended charging network. We find that the sets of optimal charging station locations as a function of the number of stations built are approximately nested. We demonstrate the benefits of the charging-station network in terms of how many EVs are able to complete their daily trips by charging midday—six public charging stations allow at least 60% of EVs that would otherwise not be able to complete their daily tours without the stations to do so. We finally compare the SFCLM to a deterministic model, in which EV flows are set equal to their expected values. We show that if a limited number of charging stations are to be built, the SFCLM outperforms the deterministic model. As the number of stations to be built increases, the SFCLM and deterministic model select very similar station locations.« less

Parameter estimation in spiking neural networks: a reverse-engineering approach.

PubMed

Rostro-Gonzalez, H; Cessac, B; Vieville, T

2012-04-01

This paper presents a reverse engineering approach for parameter estimation in spiking neural networks (SNNs). We consider the deterministic evolution of a time-discretized network with spiking neurons, where synaptic transmission has delays, modeled as a neural network of the generalized integrate and fire type. Our approach aims at by-passing the fact that the parameter estimation in SNN results in a non-deterministic polynomial-time hard problem when delays are to be considered. Here, this assumption has been reformulated as a linear programming (LP) problem in order to perform the solution in a polynomial time. Besides, the LP problem formulation makes the fact that the reverse engineering of a neural network can be performed from the observation of the spike times explicit. Furthermore, we point out how the LP adjustment mechanism is local to each neuron and has the same structure as a 'Hebbian' rule. Finally, we present a generalization of this approach to the design of input-output (I/O) transformations as a practical method to 'program' a spiking network, i.e. find a set of parameters allowing us to exactly reproduce the network output, given an input. Numerical verifications and illustrations are provided.

Evaluation Seismicity west of block-lut for Deterministic Seismic Hazard Assessment of Shahdad ,Iran

NASA Astrophysics Data System (ADS)

Ney, B.; Askari, M.

2009-04-01

Evaluation Seismicity west of block-lut for Deterministic Seismic Hazard Assessment of Shahdad ,Iran Behnoosh Neyestani , Mina Askari Students of Science and Research University,Iran. Seismic Hazard Assessment has been done for Shahdad city in this study , and four maps (Kerman-Bam-Nakhil Ab-Allah Abad) has been prepared to indicate the Deterministic estimate of Peak Ground Acceleration (PGA) in this area. Deterministic Seismic Hazard Assessment has been preformed for a region in eastern Iran (Shahdad) based on the available geological, seismological and geophysical information and seismic zoning map of region has been constructed. For this assessment first Seimotectonic map of study region in a radius of 100km is prepared using geological maps, distribution of historical and instrumental earthquake data and focal mechanism solutions it is used as the base map for delineation of potential seismic sources. After that minimum distance, for every seismic sources until site (Shahdad) and maximum magnitude for each source have been determined. In Shahdad ,according to results, peak ground acceleration using the Yoshimitsu Fukushima &Teiji Tanaka'1990 attenuation relationship is estimated to be 0.58 g, that is related to the movement of nayband fault with distance 2.4km of the site and maximum magnitude Ms=7.5.

Stochastic dynamics and combinatorial optimization

NASA Astrophysics Data System (ADS)

Ovchinnikov, Igor V.; Wang, Kang L.

2017-11-01

Natural dynamics is often dominated by sudden nonlinear processes such as neuroavalanches, gamma-ray bursts, solar flares, etc., that exhibit scale-free statistics much in the spirit of the logarithmic Ritcher scale for earthquake magnitudes. On phase diagrams, stochastic dynamical systems (DSs) exhibiting this type of dynamics belong to the finite-width phase (N-phase for brevity) that precedes ordinary chaotic behavior and that is known under such names as noise-induced chaos, self-organized criticality, dynamical complexity, etc. Within the recently proposed supersymmetric theory of stochastic dynamics, the N-phase can be roughly interpreted as the noise-induced “overlap” between integrable and chaotic deterministic dynamics. As a result, the N-phase dynamics inherits the properties of the both. Here, we analyze this unique set of properties and conclude that the N-phase DSs must naturally be the most efficient optimizers: on one hand, N-phase DSs have integrable flows with well-defined attractors that can be associated with candidate solutions and, on the other hand, the noise-induced attractor-to-attractor dynamics in the N-phase is effectively chaotic or aperiodic so that a DS must avoid revisiting solutions/attractors thus accelerating the search for the best solution. Based on this understanding, we propose a method for stochastic dynamical optimization using the N-phase DSs. This method can be viewed as a hybrid of the simulated and chaotic annealing methods. Our proposition can result in a new generation of hardware devices for efficient solution of various search and/or combinatorial optimization problems.

Rapid isolation of cancer cells using microfluidic deterministic lateral displacement structure.

PubMed

Liu, Zongbin; Huang, Fei; Du, Jinghui; Shu, Weiliang; Feng, Hongtao; Xu, Xiaoping; Chen, Yan

2013-01-01

This work reports a microfluidic device with deterministic lateral displacement (DLD) arrays allowing rapid and label-free cancer cell separation and enrichment from diluted peripheral whole blood, by exploiting the size-dependent hydrodynamic forces. Experiment data and theoretical simulation are presented to evaluate the isolation efficiency of various types of cancer cells in the microfluidic DLD structure. We also demonstrated the use of both circular and triangular post arrays for cancer cell separation in cell solution and blood samples. The device was able to achieve high cancer cell isolation efficiency and enrichment factor with our optimized design. Therefore, this platform with DLD structure shows great potential on fundamental and clinical studies of circulating tumor cells.

Deterministic Impulsive Vacuum Foundations for Quantum-Mechanical Wavefunctions

NASA Astrophysics Data System (ADS)

Valentine, John S.

2013-09-01

By assuming that a fermion de-constitutes immediately at source, that its constituents, as bosons, propagate uniformly as scalar vacuum terms with phase (radial) symmetry, and that fermions are unique solutions for specific phase conditions, we find a model that self-quantizes matter from continuous waves, unifying bosons and fermion ontologies in a single basis, in a constitution-invariant process. Vacuum energy has a wavefunction context, as a mass-energy term that enables wave collapse and increases its amplitude, with gravitational field as the gradient of the flux density. Gravitational and charge-based force effects emerge as statistics without special treatment. Confinement, entanglement, vacuum statistics, forces, and wavefunction terms emerge from the model's deterministic foundations.

Estimating the epidemic threshold on networks by deterministic connections

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Kezan, E-mail: lkzzr@sohu.com; Zhu, Guanghu; Fu, Xinchu

2014-12-15

For many epidemic networks some connections between nodes are treated as deterministic, while the remainder are random and have different connection probabilities. By applying spectral analysis to several constructed models, we find that one can estimate the epidemic thresholds of these networks by investigating information from only the deterministic connections. Nonetheless, in these models, generic nonuniform stochastic connections and heterogeneous community structure are also considered. The estimation of epidemic thresholds is achieved via inequalities with upper and lower bounds, which are found to be in very good agreement with numerical simulations. Since these deterministic connections are easier to detect thanmore » those stochastic connections, this work provides a feasible and effective method to estimate the epidemic thresholds in real epidemic networks.« less

Knapsack - TOPSIS Technique for Vertical Handover in Heterogeneous Wireless Network

PubMed Central

2015-01-01

In a heterogeneous wireless network, handover techniques are designed to facilitate anywhere/anytime service continuity for mobile users. Consistent best-possible access to a network with widely varying network characteristics requires seamless mobility management techniques. Hence, the vertical handover process imposes important technical challenges. Handover decisions are triggered for continuous connectivity of mobile terminals. However, bad network selection and overload conditions in the chosen network can cause fallout in the form of handover failure. In order to maintain the required Quality of Service during the handover process, decision algorithms should incorporate intelligent techniques. In this paper, a new and efficient vertical handover mechanism is implemented using a dynamic programming method from the operation research discipline. This dynamic programming approach, which is integrated with the Technique to Order Preference by Similarity to Ideal Solution (TOPSIS) method, provides the mobile user with the best handover decisions. Moreover, in this proposed handover algorithm a deterministic approach which divides the network into zones is incorporated into the network server in order to derive an optimal solution. The study revealed that this method is found to achieve better performance and QoS support to users and greatly reduce the handover failures when compared to the traditional TOPSIS method. The decision arrived at the zone gateway using this operational research analytical method (known as the dynamic programming knapsack approach together with Technique to Order Preference by Similarity to Ideal Solution) yields remarkably better results in terms of the network performance measures such as throughput and delay. PMID:26237221

Knapsack--TOPSIS Technique for Vertical Handover in Heterogeneous Wireless Network.

PubMed

Malathy, E M; Muthuswamy, Vijayalakshmi

2015-01-01

In a heterogeneous wireless network, handover techniques are designed to facilitate anywhere/anytime service continuity for mobile users. Consistent best-possible access to a network with widely varying network characteristics requires seamless mobility management techniques. Hence, the vertical handover process imposes important technical challenges. Handover decisions are triggered for continuous connectivity of mobile terminals. However, bad network selection and overload conditions in the chosen network can cause fallout in the form of handover failure. In order to maintain the required Quality of Service during the handover process, decision algorithms should incorporate intelligent techniques. In this paper, a new and efficient vertical handover mechanism is implemented using a dynamic programming method from the operation research discipline. This dynamic programming approach, which is integrated with the Technique to Order Preference by Similarity to Ideal Solution (TOPSIS) method, provides the mobile user with the best handover decisions. Moreover, in this proposed handover algorithm a deterministic approach which divides the network into zones is incorporated into the network server in order to derive an optimal solution. The study revealed that this method is found to achieve better performance and QoS support to users and greatly reduce the handover failures when compared to the traditional TOPSIS method. The decision arrived at the zone gateway using this operational research analytical method (known as the dynamic programming knapsack approach together with Technique to Order Preference by Similarity to Ideal Solution) yields remarkably better results in terms of the network performance measures such as throughput and delay.

Recent Developments in the UltraForm Finishing and UltraSurf Measuring of Axisymmetric IR Domes

DTIC Science & Technology

2010-06-08

Approved for public release; distribution is unlimited. 13. SUPPLEMENTARY NOTES Presented at Mirror Technology Days, Boulder, Colorado, USA......deterministic fabrication solution for a wide range of newly developed windows , domes and mirrors . COMMERCIALIZATION  UltraForm Finishing ( UFF

Dynamically consistent parameterization of mesoscale eddies. Part III: Deterministic approach

NASA Astrophysics Data System (ADS)

Berloff, Pavel

2018-07-01

This work continues development of dynamically consistent parameterizations for representing mesoscale eddy effects in non-eddy-resolving and eddy-permitting ocean circulation models and focuses on the classical double-gyre problem, in which the main dynamic eddy effects maintain eastward jet extension of the western boundary currents and its adjacent recirculation zones via eddy backscatter mechanism. Despite its fundamental importance, this mechanism remains poorly understood, and in this paper we, first, study it and, then, propose and test its novel parameterization. We start by decomposing the reference eddy-resolving flow solution into the large-scale and eddy components defined by spatial filtering, rather than by the Reynolds decomposition. Next, we find that the eastward jet and its recirculations are robustly present not only in the large-scale flow itself, but also in the rectified time-mean eddies, and in the transient rectified eddy component, which consists of highly anisotropic ribbons of the opposite-sign potential vorticity anomalies straddling the instantaneous eastward jet core and being responsible for its continuous amplification. The transient rectified component is separated from the flow by a novel remapping method. We hypothesize that the above three components of the eastward jet are ultimately driven by the small-scale transient eddy forcing via the eddy backscatter mechanism, rather than by the mean eddy forcing and large-scale nonlinearities. We verify this hypothesis by progressively turning down the backscatter and observing the induced flow anomalies. The backscatter analysis leads us to formulating the key eddy parameterization hypothesis: in an eddy-permitting model at least partially resolved eddy backscatter can be significantly amplified to improve the flow solution. Such amplification is a simple and novel eddy parameterization framework implemented here in terms of local, deterministic flow roughening controlled by single parameter. We test the parameterization skills in an hierarchy of non-eddy-resolving and eddy-permitting modifications of the original model and demonstrate, that indeed it can be highly efficient for restoring the eastward jet extension and its adjacent recirculation zones. The new deterministic parameterization framework not only combines remarkable simplicity with good performance but also is dynamically transparent, therefore, it provides a powerful alternative to the common eddy diffusion and emerging stochastic parameterizations.

A Deterministic Annealing Approach to Clustering AIRS Data

NASA Technical Reports Server (NTRS)

Guillaume, Alexandre; Braverman, Amy; Ruzmaikin, Alexander

2012-01-01

We will examine the validity of means and standard deviations as a basis for climate data products. We will explore the conditions under which these two simple statistics are inadequate summaries of the underlying empirical probability distributions by contrasting them with a nonparametric, method called Deterministic Annealing technique

INTEGRATED PROBABILISTIC AND DETERMINISTIC MODELING TECHNIQUES IN ESTIMATING EXPOSURE TO WATER-BORNE CONTAMINANTS: PART 2 PHARMACOKINETIC MODELING

EPA Science Inventory

The Total Exposure Model (TEM) uses deterministic and stochastic methods to estimate the exposure of a person performing daily activities of eating, drinking, showering, and bathing. There were 250 time histories generated, by subject with activities, for the three exposure ro...

An asymptotic-preserving stochastic Galerkin method for the radiative heat transfer equations with random inputs and diffusive scalings

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jin, Shi, E-mail: sjin@wisc.edu; Institute of Natural Sciences, Department of Mathematics, MOE-LSEC and SHL-MAC, Shanghai Jiao Tong University, Shanghai 200240; Lu, Hanqing, E-mail: hanqing@math.wisc.edu

2017-04-01

In this paper, we develop an Asymptotic-Preserving (AP) stochastic Galerkin scheme for the radiative heat transfer equations with random inputs and diffusive scalings. In this problem the random inputs arise due to uncertainties in cross section, initial data or boundary data. We use the generalized polynomial chaos based stochastic Galerkin (gPC-SG) method, which is combined with the micro–macro decomposition based deterministic AP framework in order to handle efficiently the diffusive regime. For linearized problem we prove the regularity of the solution in the random space and consequently the spectral accuracy of the gPC-SG method. We also prove the uniform (inmore » the mean free path) linear stability for the space-time discretizations. Several numerical tests are presented to show the efficiency and accuracy of proposed scheme, especially in the diffusive regime.« less

Stochastic response and bifurcation of periodically driven nonlinear oscillators by the generalized cell mapping method

NASA Astrophysics Data System (ADS)

Han, Qun; Xu, Wei; Sun, Jian-Qiao

2016-09-01

The stochastic response of nonlinear oscillators under periodic and Gaussian white noise excitations is studied with the generalized cell mapping based on short-time Gaussian approximation (GCM/STGA) method. The solutions of the transition probability density functions over a small fraction of the period are constructed by the STGA scheme in order to construct the GCM over one complete period. Both the transient and steady-state probability density functions (PDFs) of a smooth and discontinuous (SD) oscillator are computed to illustrate the application of the method. The accuracy of the results is verified by direct Monte Carlo simulations. The transient responses show the evolution of the PDFs from being Gaussian to non-Gaussian. The effect of a chaotic saddle on the stochastic response is also studied. The stochastic P-bifurcation in terms of the steady-state PDFs occurs with the decrease of the smoothness parameter, which corresponds to the deterministic pitchfork bifurcation.

Improved Hybrid Modeling of Spent Fuel Storage Facilities

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bibber, Karl van

This work developed a new computational method for improving the ability to calculate the neutron flux in deep-penetration radiation shielding problems that contain areas with strong streaming. The “gold standard” method for radiation transport is Monte Carlo (MC) as it samples the physics exactly and requires few approximations. Historically, however, MC was not useful for shielding problems because of the computational challenge of following particles through dense shields. Instead, deterministic methods, which are superior in term of computational effort for these problems types but are not as accurate, were used. Hybrid methods, which use deterministic solutions to improve MC calculationsmore » through a process called variance reduction, can make it tractable from a computational time and resource use perspective to use MC for deep-penetration shielding. Perhaps the most widespread and accessible of these methods are the Consistent Adjoint Driven Importance Sampling (CADIS) and Forward-Weighted CADIS (FW-CADIS) methods. For problems containing strong anisotropies, such as power plants with pipes through walls, spent fuel cask arrays, active interrogation, and locations with small air gaps or plates embedded in water or concrete, hybrid methods are still insufficiently accurate. In this work, a new method for generating variance reduction parameters for strongly anisotropic, deep penetration radiation shielding studies was developed. This method generates an alternate form of the adjoint scalar flux quantity, Φ Ω, which is used by both CADIS and FW-CADIS to generate variance reduction parameters for local and global response functions, respectively. The new method, called CADIS-Ω, was implemented in the Denovo/ADVANTG software. Results indicate that the flux generated by CADIS-Ω incorporates localized angular anisotropies in the flux more effectively than standard methods. CADIS-Ω outperformed CADIS in several test problems. This initial work indicates that CADIS- may be highly useful for shielding problems with strong angular anisotropies. This is a benefit to the public by increasing accuracy for lower computational effort for many problems that have energy, security, and economic importance.« less

Optimization Testbed Cometboards Extended into Stochastic Domain

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Pai, Shantaram S.; Coroneos, Rula M.; Patnaik, Surya N.

2010-01-01

COMparative Evaluation Testbed of Optimization and Analysis Routines for the Design of Structures (CometBoards) is a multidisciplinary design optimization software. It was originally developed for deterministic calculation. It has now been extended into the stochastic domain for structural design problems. For deterministic problems, CometBoards is introduced through its subproblem solution strategy as well as the approximation concept in optimization. In the stochastic domain, a design is formulated as a function of the risk or reliability. Optimum solution including the weight of a structure, is also obtained as a function of reliability. Weight versus reliability traced out an inverted-S-shaped graph. The center of the graph corresponded to 50 percent probability of success, or one failure in two samples. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure that corresponded to unity for reliability. Weight can be reduced to a small value for the most failure-prone design with a compromised reliability approaching zero. The stochastic design optimization (SDO) capability for an industrial problem was obtained by combining three codes: MSC/Nastran code was the deterministic analysis tool, fast probabilistic integrator, or the FPI module of the NESSUS software, was the probabilistic calculator, and CometBoards became the optimizer. The SDO capability requires a finite element structural model, a material model, a load model, and a design model. The stochastic optimization concept is illustrated considering an academic example and a real-life airframe component made of metallic and composite materials.

A deterministic (non-stochastic) low frequency method for geoacoustic inversion.

PubMed

Tolstoy, A

2010-06-01

It is well known that multiple frequency sources are necessary for accurate geoacoustic inversion. This paper presents an inversion method which uses the low frequency (LF) spectrum only to estimate bottom properties even in the presence of expected errors in source location, phone depths, and ocean sound-speed profiles. Matched field processing (MFP) along a vertical array is used. The LF method first conducts an exhaustive search of the (five) parameter search space (sediment thickness, sound-speed at the top of the sediment layer, the sediment layer sound-speed gradient, the half-space sound-speed, and water depth) at 25 Hz and continues by retaining only the high MFP value parameter combinations. Next, frequency is slowly increased while again retaining only the high value combinations. At each stage of the process, only those parameter combinations which give high MFP values at all previous LF predictions are considered (an ever shrinking set). It is important to note that a complete search of each relevant parameter space seems to be necessary not only at multiple (sequential) frequencies but also at multiple ranges in order to eliminate sidelobes, i.e., false solutions. Even so, there are no mathematical guarantees that one final, unique "solution" will be found.

Lattice Truss Structural Response Using Energy Methods

NASA Technical Reports Server (NTRS)

Kenner, Winfred Scottson

1996-01-01

A deterministic methodology is presented for developing closed-form deflection equations for two-dimensional and three-dimensional lattice structures. Four types of lattice structures are studied: beams, plates, shells and soft lattices. Castigliano's second theorem, which entails the total strain energy of a structure, is utilized to generate highly accurate results. Derived deflection equations provide new insight into the bending and shear behavior of the four types of lattices, in contrast to classic solutions of similar structures. Lattice derivations utilizing kinetic energy are also presented, and used to examine the free vibration response of simple lattice structures. Derivations utilizing finite element theory for unique lattice behavior are also presented and validated using the finite element analysis code EAL.

Dwell-time algorithm for polishing large optics.

PubMed

Wang, Chunjin; Yang, Wei; Wang, Zhenzhong; Yang, Xu; Hu, Chenlin; Zhong, Bo; Guo, Yinbiao; Xu, Qiao

2014-07-20

The calculation of the dwell time plays a crucial role in polishing precision large optics. Although some studies have taken place, it remains a challenge to develop a calculation algorithm which is absolutely stable, together with a high convergence ratio and fast solution speed even for extremely large mirrors. For this aim, we introduced a self-adaptive iterative algorithm to calculate the dwell time in this paper. Simulations were conducted in bonnet polishing (BP) to test the performance of this method on a real 430  mm × 430  mm fused silica part with the initial surface error PV=1741.29  nm, RMS=433.204  nm. The final surface residual error in the clear aperture after two simulation steps turned out to be PV=11.7  nm, RMS=0.5  nm. The results confirm that this method is stable and has a high convergence ratio and fast solution speed even with an ordinary computer. It is notable that the solution time is usually just a few seconds even on a 1000  mm × 1000  mm part. Hence, we believe that this method is perfectly suitable for polishing large optics. And not only can it be applied to BP, but it can also be applied to other subaperture deterministic polishing processes.

Selection of Polynomial Chaos Bases via Bayesian Model Uncertainty Methods with Applications to Sparse Approximation of PDEs with Stochastic Inputs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karagiannis, Georgios; Lin, Guang

2014-02-15

Generalized polynomial chaos (gPC) expansions allow the representation of the solution of a stochastic system as a series of polynomial terms. The number of gPC terms increases dramatically with the dimension of the random input variables. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs if the evaluations of the system are expensive, the evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solution, both in spacial and random domains, by coupling Bayesianmore » model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spacial points via (1) Bayesian model average or (2) medial probability model, and their construction as functions on the spacial domain via spline interpolation. The former accounts the model uncertainty and provides Bayes-optimal predictions; while the latter, additionally, provides a sparse representation of the solution by evaluating the expansion on a subset of dominating gPC bases when represented as a gPC expansion. Moreover, the method quantifies the importance of the gPC bases through inclusion probabilities. We design an MCMC sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed method is suitable for, but not restricted to, problems whose stochastic solution is sparse at the stochastic level with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the good performance of the proposed method and make comparisons with others on 1D, 14D and 40D in random space elliptic stochastic partial differential equations.« less

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 2. Application to Owens Valley, California

USGS Publications Warehouse

Guymon, Gary L.; Yen, Chung-Cheng

1990-01-01

The applicability of a deterministic-probabilistic model for predicting water tables in southern Owens Valley, California, is evaluated. The model is based on a two-layer deterministic model that is cascaded with a two-point probability model. To reduce the potentially large number of uncertain variables in the deterministic model, lumping of uncertain variables was evaluated by sensitivity analysis to reduce the total number of uncertain variables to three variables: hydraulic conductivity, storage coefficient or specific yield, and source-sink function. Results demonstrate that lumping of uncertain parameters reduces computational effort while providing sufficient precision for the case studied. Simulated spatial coefficients of variation for water table temporal position in most of the basin is small, which suggests that deterministic models can predict water tables in these areas with good precision. However, in several important areas where pumping occurs or the geology is complex, the simulated spatial coefficients of variation are over estimated by the two-point probability method.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 2. Application to Owens Valley, California

NASA Astrophysics Data System (ADS)

Guymon, Gary L.; Yen, Chung-Cheng

1990-07-01

The applicability of a deterministic-probabilistic model for predicting water tables in southern Owens Valley, California, is evaluated. The model is based on a two-layer deterministic model that is cascaded with a two-point probability model. To reduce the potentially large number of uncertain variables in the deterministic model, lumping of uncertain variables was evaluated by sensitivity analysis to reduce the total number of uncertain variables to three variables: hydraulic conductivity, storage coefficient or specific yield, and source-sink function. Results demonstrate that lumping of uncertain parameters reduces computational effort while providing sufficient precision for the case studied. Simulated spatial coefficients of variation for water table temporal position in most of the basin is small, which suggests that deterministic models can predict water tables in these areas with good precision. However, in several important areas where pumping occurs or the geology is complex, the simulated spatial coefficients of variation are over estimated by the two-point probability method.

Probabilistic safety assessment of the design of a tall buildings under the extreme load

DOE Office of Scientific and Technical Information (OSTI.GOV)

Králik, Juraj, E-mail: juraj.kralik@stuba.sk

2016-06-08

The paper describes some experiences from the deterministic and probabilistic analysis of the safety of the tall building structure. There are presented the methods and requirements of Eurocode EN 1990, standard ISO 2394 and JCSS. The uncertainties of the model and resistance of the structures are considered using the simulation methods. The MONTE CARLO, LHS and RSM probabilistic methods are compared with the deterministic results. On the example of the probability analysis of the safety of the tall buildings is demonstrated the effectiveness of the probability design of structures using Finite Element Methods.

Probabilistic safety assessment of the design of a tall buildings under the extreme load

NASA Astrophysics Data System (ADS)

Králik, Juraj

2016-06-01

The paper describes some experiences from the deterministic and probabilistic analysis of the safety of the tall building structure. There are presented the methods and requirements of Eurocode EN 1990, standard ISO 2394 and JCSS. The uncertainties of the model and resistance of the structures are considered using the simulation methods. The MONTE CARLO, LHS and RSM probabilistic methods are compared with the deterministic results. On the example of the probability analysis of the safety of the tall buildings is demonstrated the effectiveness of the probability design of structures using Finite Element Methods.

Stochastic and Deterministic Crystal Structure Solution Methods in GSAS-II: Monte Carlo/Simulated Annealing Versus Charge Flipping

DOE PAGES

Von Dreele, Robert

2017-08-29

One of the goals in developing GSAS-II was to expand from the capabilities of the original General Structure Analysis System (GSAS) which largely encompassed just structure refinement and post refinement analysis. GSAS-II has been written almost entirely in Python loaded with graphics, GUI and mathematical packages (matplotlib, pyOpenGL, wxpython, numpy and scipy). Thus, GSAS-II has a fully developed modern GUI as well as extensive graphical display of data and results. However, the structure and operation of Python has required new approaches to many of the algorithms used in crystal structure analysis. The extensions beyond GSAS include image calibration/integration as wellmore » as peak fitting and unit cell indexing for powder data which are precursors for structure solution. Structure solution within GSAS-II begins with either Pawley or LeBail extracted structure factors from powder data or those measured in a single crystal experiment. Both charge flipping and Monte Carlo-Simulated Annealing techniques are available; the former can be applied to (3+1) incommensurate structures as well as conventional 3D structures.« less

The exact rogue wave recurrence in the NLS periodic setting via matched asymptotic expansions, for 1 and 2 unstable modes

NASA Astrophysics Data System (ADS)

Grinevich, P. G.; Santini, P. M.

2018-04-01

The focusing Nonlinear Schrödinger (NLS) equation is the simplest universal model describing the modulation instability (MI) of quasi monochromatic waves in weakly nonlinear media, the main physical mechanism for the generation of rogue (anomalous) waves (RWs) in Nature. In this paper we investigate the x-periodic Cauchy problem for NLS for a generic periodic initial perturbation of the unstable constant background solution, in the case of N = 1 , 2 unstable modes. We use matched asymptotic expansion techniques to show that the solution of this problem describes an exact deterministic alternate recurrence of linear and nonlinear stages of MI, and that the nonlinear RW stages are described by the N-breather solution of Akhmediev type, whose parameters, different at each RW appearance, are always given in terms of the initial data through elementary functions. This paper is motivated by a preceding work of the authors in which a different approach, the finite gap method, was used to investigate periodic Cauchy problems giving rise to RW recurrence.

Precision production: enabling deterministic throughput for precision aspheres with MRF

NASA Astrophysics Data System (ADS)

Maloney, Chris; Entezarian, Navid; Dumas, Paul

2017-10-01

Aspherical lenses offer advantages over spherical optics by improving image quality or reducing the number of elements necessary in an optical system. Aspheres are no longer being used exclusively by high-end optical systems but are now replacing spherical optics in many applications. The need for a method of production-manufacturing of precision aspheres has emerged and is part of the reason that the optics industry is shifting away from artisan-based techniques towards more deterministic methods. Not only does Magnetorheological Finishing (MRF) empower deterministic figure correction for the most demanding aspheres but it also enables deterministic and efficient throughput for series production of aspheres. The Q-flex MRF platform is designed to support batch production in a simple and user friendly manner. Thorlabs routinely utilizes the advancements of this platform and has provided results from using MRF to finish a batch of aspheres as a case study. We have developed an analysis notebook to evaluate necessary specifications for implementing quality control metrics. MRF brings confidence to optical manufacturing by ensuring high throughput for batch processing of aspheres.

Solving geosteering inverse problems by stochastic Hybrid Monte Carlo method

DOE PAGES

Shen, Qiuyang; Wu, Xuqing; Chen, Jiefu; ...

2017-11-20

The inverse problems arise in almost all fields of science where the real-world parameters are extracted from a set of measured data. The geosteering inversion plays an essential role in the accurate prediction of oncoming strata as well as a reliable guidance to adjust the borehole position on the fly to reach one or more geological targets. This mathematical treatment is not easy to solve, which requires finding an optimum solution among a large solution space, especially when the problem is non-linear and non-convex. Nowadays, a new generation of logging-while-drilling (LWD) tools has emerged on the market. The so-called azimuthalmore » resistivity LWD tools have azimuthal sensitivity and a large depth of investigation. Hence, the associated inverse problems become much more difficult since the earth model to be inverted will have more detailed structures. The conventional deterministic methods are incapable to solve such a complicated inverse problem, where they suffer from the local minimum trap. Alternatively, stochastic optimizations are in general better at finding global optimal solutions and handling uncertainty quantification. In this article, we investigate the Hybrid Monte Carlo (HMC) based statistical inversion approach and suggest that HMC based inference is more efficient in dealing with the increased complexity and uncertainty faced by the geosteering problems.« less

Cross-frequency and band-averaged response variance prediction in the hybrid deterministic-statistical energy analysis method

NASA Astrophysics Data System (ADS)

Reynders, Edwin P. B.; Langley, Robin S.

2018-08-01

The hybrid deterministic-statistical energy analysis method has proven to be a versatile framework for modeling built-up vibro-acoustic systems. The stiff system components are modeled deterministically, e.g., using the finite element method, while the wave fields in the flexible components are modeled as diffuse. In the present paper, the hybrid method is extended such that not only the ensemble mean and variance of the harmonic system response can be computed, but also of the band-averaged system response. This variance represents the uncertainty that is due to the assumption of a diffuse field in the flexible components of the hybrid system. The developments start with a cross-frequency generalization of the reciprocity relationship between the total energy in a diffuse field and the cross spectrum of the blocked reverberant loading at the boundaries of that field. By making extensive use of this generalization in a first-order perturbation analysis, explicit expressions are derived for the cross-frequency and band-averaged variance of the vibrational energies in the diffuse components and for the cross-frequency and band-averaged variance of the cross spectrum of the vibro-acoustic field response of the deterministic components. These expressions are extensively validated against detailed Monte Carlo analyses of coupled plate systems in which diffuse fields are simulated by randomly distributing small point masses across the flexible components, and good agreement is found.

A hybrid symplectic principal component analysis and central tendency measure method for detection of determinism in noisy time series with application to mechanomyography

NASA Astrophysics Data System (ADS)

Xie, Hong-Bo; Dokos, Socrates

2013-06-01

We present a hybrid symplectic geometry and central tendency measure (CTM) method for detection of determinism in noisy time series. CTM is effective for detecting determinism in short time series and has been applied in many areas of nonlinear analysis. However, its performance significantly degrades in the presence of strong noise. In order to circumvent this difficulty, we propose to use symplectic principal component analysis (SPCA), a new chaotic signal de-noising method, as the first step to recover the system dynamics. CTM is then applied to determine whether the time series arises from a stochastic process or has a deterministic component. Results from numerical experiments, ranging from six benchmark deterministic models to 1/f noise, suggest that the hybrid method can significantly improve detection of determinism in noisy time series by about 20 dB when the data are contaminated by Gaussian noise. Furthermore, we apply our algorithm to study the mechanomyographic (MMG) signals arising from contraction of human skeletal muscle. Results obtained from the hybrid symplectic principal component analysis and central tendency measure demonstrate that the skeletal muscle motor unit dynamics can indeed be deterministic, in agreement with previous studies. However, the conventional CTM method was not able to definitely detect the underlying deterministic dynamics. This result on MMG signal analysis is helpful in understanding neuromuscular control mechanisms and developing MMG-based engineering control applications.

A hybrid symplectic principal component analysis and central tendency measure method for detection of determinism in noisy time series with application to mechanomyography.

PubMed

Xie, Hong-Bo; Dokos, Socrates

2013-06-01

We present a hybrid symplectic geometry and central tendency measure (CTM) method for detection of determinism in noisy time series. CTM is effective for detecting determinism in short time series and has been applied in many areas of nonlinear analysis. However, its performance significantly degrades in the presence of strong noise. In order to circumvent this difficulty, we propose to use symplectic principal component analysis (SPCA), a new chaotic signal de-noising method, as the first step to recover the system dynamics. CTM is then applied to determine whether the time series arises from a stochastic process or has a deterministic component. Results from numerical experiments, ranging from six benchmark deterministic models to 1/f noise, suggest that the hybrid method can significantly improve detection of determinism in noisy time series by about 20 dB when the data are contaminated by Gaussian noise. Furthermore, we apply our algorithm to study the mechanomyographic (MMG) signals arising from contraction of human skeletal muscle. Results obtained from the hybrid symplectic principal component analysis and central tendency measure demonstrate that the skeletal muscle motor unit dynamics can indeed be deterministic, in agreement with previous studies. However, the conventional CTM method was not able to definitely detect the underlying deterministic dynamics. This result on MMG signal analysis is helpful in understanding neuromuscular control mechanisms and developing MMG-based engineering control applications.

Parameter identification using a creeping-random-search algorithm

NASA Technical Reports Server (NTRS)

Parrish, R. V.

1971-01-01

A creeping-random-search algorithm is applied to different types of problems in the field of parameter identification. The studies are intended to demonstrate that a random-search algorithm can be applied successfully to these various problems, which often cannot be handled by conventional deterministic methods, and, also, to introduce methods that speed convergence to an extremal of the problem under investigation. Six two-parameter identification problems with analytic solutions are solved, and two application problems are discussed in some detail. Results of the study show that a modified version of the basic creeping-random-search algorithm chosen does speed convergence in comparison with the unmodified version. The results also show that the algorithm can successfully solve problems that contain limits on state or control variables, inequality constraints (both independent and dependent, and linear and nonlinear), or stochastic models.

On the Development of a Deterministic Three-Dimensional Radiation Transport Code

NASA Technical Reports Server (NTRS)

Rockell, Candice; Tweed, John

2011-01-01

Since astronauts on future deep space missions will be exposed to dangerous radiations, there is a need to accurately model the transport of radiation through shielding materials and to estimate the received radiation dose. In response to this need a three dimensional deterministic code for space radiation transport is now under development. The new code GRNTRN is based on a Green's function solution of the Boltzmann transport equation that is constructed in the form of a Neumann series. Analytical approximations will be obtained for the first three terms of the Neumann series and the remainder will be estimated by a non-perturbative technique . This work discusses progress made to date and exhibits some computations based on the first two Neumann series terms.

The integrated model for solving the single-period deterministic inventory routing problem

NASA Astrophysics Data System (ADS)

Rahim, Mohd Kamarul Irwan Abdul; Abidin, Rahimi; Iteng, Rosman; Lamsali, Hendrik

2016-08-01

This paper discusses the problem of efficiently managing inventory and routing problems in a two-level supply chain system. Vendor Managed Inventory (VMI) policy is an integrating decisions between a supplier and his customers. We assumed that the demand at each customer is stationary and the warehouse is implementing a VMI. The objective of this paper is to minimize the inventory and the transportation costs of the customers for a two-level supply chain. The problem is to determine the delivery quantities, delivery times and routes to the customers for the single-period deterministic inventory routing problem (SP-DIRP) system. As a result, a linear mixed-integer program is developed for the solutions of the SP-DIRP problem.

Symplectic analysis of vertical random vibration for coupled vehicle track systems

NASA Astrophysics Data System (ADS)

Lu, F.; Kennedy, D.; Williams, F. W.; Lin, J. H.

2008-10-01

A computational model for random vibration analysis of vehicle-track systems is proposed and solutions use the pseudo excitation method (PEM) and the symplectic method. The vehicle is modelled as a mass, spring and damping system with 10 degrees of freedom (dofs) which consist of vertical and pitching motion for the vehicle body and its two bogies and vertical motion for the four wheelsets. The track is treated as an infinite Bernoulli-Euler beam connected to sleepers and hence to ballast and is regarded as a periodic structure. Linear springs couple the vehicle and the track. Hence, the coupled vehicle-track system has only 26 dofs. A fixed excitation model is used, i.e. the vehicle does not move along the track but instead the track irregularity profile moves backwards at the vehicle velocity. This irregularity is assumed to be a stationary random process. Random vibration theory is used to obtain the response power spectral densities (PSDs), by using PEM to transform this random multiexcitation problem into a deterministic harmonic excitation one and then applying symplectic solution methodology. Numerical results for an example include verification of the proposed method by comparing with finite element method (FEM) results; comparison between the present model and the traditional rigid track model and; discussion of the influences of track damping and vehicle velocity.

Comparison between deterministic and statistical wavelet estimation methods through predictive deconvolution: Seismic to well tie example from the North Sea

NASA Astrophysics Data System (ADS)

de Macedo, Isadora A. S.; da Silva, Carolina B.; de Figueiredo, J. J. S.; Omoboya, Bode

2017-01-01

Wavelet estimation as well as seismic-to-well tie procedures are at the core of every seismic interpretation workflow. In this paper we perform a comparative study of wavelet estimation methods for seismic-to-well tie. Two approaches to wavelet estimation are discussed: a deterministic estimation, based on both seismic and well log data, and a statistical estimation, based on predictive deconvolution and the classical assumptions of the convolutional model, which provides a minimum-phase wavelet. Our algorithms, for both wavelet estimation methods introduce a semi-automatic approach to determine the optimum parameters of deterministic wavelet estimation and statistical wavelet estimation and, further, to estimate the optimum seismic wavelets by searching for the highest correlation coefficient between the recorded trace and the synthetic trace, when the time-depth relationship is accurate. Tests with numerical data show some qualitative conclusions, which are probably useful for seismic inversion and interpretation of field data, by comparing deterministic wavelet estimation and statistical wavelet estimation in detail, especially for field data example. The feasibility of this approach is verified on real seismic and well data from Viking Graben field, North Sea, Norway. Our results also show the influence of the washout zones on well log data on the quality of the well to seismic tie.

Simulation of anaerobic digestion processes using stochastic algorithm.

PubMed

Palanichamy, Jegathambal; Palani, Sundarambal

2014-01-01

The Anaerobic Digestion (AD) processes involve numerous complex biological and chemical reactions occurring simultaneously. Appropriate and efficient models are to be developed for simulation of anaerobic digestion systems. Although several models have been developed, mostly they suffer from lack of knowledge on constants, complexity and weak generalization. The basis of the deterministic approach for modelling the physico and bio-chemical reactions occurring in the AD system is the law of mass action, which gives the simple relationship between the reaction rates and the species concentrations. The assumptions made in the deterministic models are not hold true for the reactions involving chemical species of low concentration. The stochastic behaviour of the physicochemical processes can be modeled at mesoscopic level by application of the stochastic algorithms. In this paper a stochastic algorithm (Gillespie Tau Leap Method) developed in MATLAB was applied to predict the concentration of glucose, acids and methane formation at different time intervals. By this the performance of the digester system can be controlled. The processes given by ADM1 (Anaerobic Digestion Model 1) were taken for verification of the model. The proposed model was verified by comparing the results of Gillespie's algorithms with the deterministic solution for conversion of glucose into methane through degraders. At higher value of 'τ' (timestep), the computational time required for reaching the steady state is more since the number of chosen reactions is less. When the simulation time step is reduced, the results are similar to ODE solver. It was concluded that the stochastic algorithm is a suitable approach for the simulation of complex anaerobic digestion processes. The accuracy of the results depends on the optimum selection of tau value.

Deterministic matrices matching the compressed sensing phase transitions of Gaussian random matrices

PubMed Central

Monajemi, Hatef; Jafarpour, Sina; Gavish, Matan; Donoho, David L.; Ambikasaran, Sivaram; Bacallado, Sergio; Bharadia, Dinesh; Chen, Yuxin; Choi, Young; Chowdhury, Mainak; Chowdhury, Soham; Damle, Anil; Fithian, Will; Goetz, Georges; Grosenick, Logan; Gross, Sam; Hills, Gage; Hornstein, Michael; Lakkam, Milinda; Lee, Jason; Li, Jian; Liu, Linxi; Sing-Long, Carlos; Marx, Mike; Mittal, Akshay; Monajemi, Hatef; No, Albert; Omrani, Reza; Pekelis, Leonid; Qin, Junjie; Raines, Kevin; Ryu, Ernest; Saxe, Andrew; Shi, Dai; Siilats, Keith; Strauss, David; Tang, Gary; Wang, Chaojun; Zhou, Zoey; Zhu, Zhen

2013-01-01

In compressed sensing, one takes samples of an N-dimensional vector using an matrix A, obtaining undersampled measurements . For random matrices with independent standard Gaussian entries, it is known that, when is k-sparse, there is a precisely determined phase transition: for a certain region in the (,)-phase diagram, convex optimization typically finds the sparsest solution, whereas outside that region, it typically fails. It has been shown empirically that the same property—with the same phase transition location—holds for a wide range of non-Gaussian random matrix ensembles. We report extensive experiments showing that the Gaussian phase transition also describes numerous deterministic matrices, including Spikes and Sines, Spikes and Noiselets, Paley Frames, Delsarte-Goethals Frames, Chirp Sensing Matrices, and Grassmannian Frames. Namely, for each of these deterministic matrices in turn, for a typical k-sparse object, we observe that convex optimization is successful over a region of the phase diagram that coincides with the region known for Gaussian random matrices. Our experiments considered coefficients constrained to for four different sets , and the results establish our finding for each of the four associated phase transitions. PMID:23277588

Renewable energy in electric utility capacity planning: a decomposition approach with application to a Mexican utility

DOE Office of Scientific and Technical Information (OSTI.GOV)

Staschus, K.

1985-01-01

In this dissertation, efficient algorithms for electric-utility capacity expansion planning with renewable energy are developed. The algorithms include a deterministic phase that quickly finds a near-optimal expansion plan using derating and a linearized approximation to the time-dependent availability of nondispatchable energy sources. A probabilistic second phase needs comparatively few computer-time consuming probabilistic simulation iterations to modify this solution towards the optimal expansion plan. For the deterministic first phase, two algorithms, based on a Lagrangian Dual decomposition and a Generalized Benders Decomposition, are developed. The probabilistic second phase uses a Generalized Benders Decomposition approach. Extensive computational tests of the algorithms aremore » reported. Among the deterministic algorithms, the one based on Lagrangian Duality proves fastest. The two-phase approach is shown to save up to 80% in computing time as compared to a purely probabilistic algorithm. The algorithms are applied to determine the optimal expansion plan for the Tijuana-Mexicali subsystem of the Mexican electric utility system. A strong recommendation to push conservation programs in the desert city of Mexicali results from this implementation.« less

Approximation and inference methods for stochastic biochemical kinetics—a tutorial review

NASA Astrophysics Data System (ADS)

Schnoerr, David; Sanguinetti, Guido; Grima, Ramon

2017-03-01

Stochastic fluctuations of molecule numbers are ubiquitous in biological systems. Important examples include gene expression and enzymatic processes in living cells. Such systems are typically modelled as chemical reaction networks whose dynamics are governed by the chemical master equation. Despite its simple structure, no analytic solutions to the chemical master equation are known for most systems. Moreover, stochastic simulations are computationally expensive, making systematic analysis and statistical inference a challenging task. Consequently, significant effort has been spent in recent decades on the development of efficient approximation and inference methods. This article gives an introduction to basic modelling concepts as well as an overview of state of the art methods. First, we motivate and introduce deterministic and stochastic methods for modelling chemical networks, and give an overview of simulation and exact solution methods. Next, we discuss several approximation methods, including the chemical Langevin equation, the system size expansion, moment closure approximations, time-scale separation approximations and hybrid methods. We discuss their various properties and review recent advances and remaining challenges for these methods. We present a comparison of several of these methods by means of a numerical case study and highlight some of their respective advantages and disadvantages. Finally, we discuss the problem of inference from experimental data in the Bayesian framework and review recent methods developed the literature. In summary, this review gives a self-contained introduction to modelling, approximations and inference methods for stochastic chemical kinetics.

Dynamics of a stochastic multi-strain SIS epidemic model driven by Lévy noise

NASA Astrophysics Data System (ADS)

Chen, Can; Kang, Yanmei

2017-01-01

A stochastic multi-strain SIS epidemic model is formulated by introducing Lévy noise into the disease transmission rate of each strain. First, we prove that the stochastic model admits a unique global positive solution, and, by the comparison theorem, we show that the solution remains within a positively invariant set almost surely. Next we investigate stochastic stability of the disease-free equilibrium, including stability in probability and pth moment asymptotic stability. Then sufficient conditions for persistence in the mean of the disease are established. Finally, based on an Euler scheme for Lévy-driven stochastic differential equations, numerical simulations for a stochastic two-strain model are carried out to verify the theoretical results. Moreover, numerical comparison results of the stochastic two-strain model and the deterministic version are also given. Lévy noise can cause the two strains to become extinct almost surely, even though there is a dominant strain that persists in the deterministic model. It can be concluded that the introduction of Lévy noise reduces the disease extinction threshold, which indicates that Lévy noise may suppress the disease outbreak.

Probabilistic Scenario-based Seismic Risk Analysis for Critical Infrastructures Method and Application for a Nuclear Power Plant

NASA Astrophysics Data System (ADS)

Klügel, J.

2006-12-01

Deterministic scenario-based seismic hazard analysis has a long tradition in earthquake engineering for developing the design basis of critical infrastructures like dams, transport infrastructures, chemical plants and nuclear power plants. For many applications besides of the design of infrastructures it is of interest to assess the efficiency of the design measures taken. These applications require a method allowing to perform a meaningful quantitative risk analysis. A new method for a probabilistic scenario-based seismic risk analysis has been developed based on a probabilistic extension of proven deterministic methods like the MCE- methodology. The input data required for the method are entirely based on the information which is necessary to perform any meaningful seismic hazard analysis. The method is based on the probabilistic risk analysis approach common for applications in nuclear technology developed originally by Kaplan & Garrick (1981). It is based (1) on a classification of earthquake events into different size classes (by magnitude), (2) the evaluation of the frequency of occurrence of events, assigned to the different classes (frequency of initiating events, (3) the development of bounding critical scenarios assigned to each class based on the solution of an optimization problem and (4) in the evaluation of the conditional probability of exceedance of critical design parameters (vulnerability analysis). The advantage of the method in comparison with traditional PSHA consists in (1) its flexibility, allowing to use different probabilistic models for earthquake occurrence as well as to incorporate advanced physical models into the analysis, (2) in the mathematically consistent treatment of uncertainties, and (3) in the explicit consideration of the lifetime of the critical structure as a criterion to formulate different risk goals. The method was applied for the evaluation of the risk of production interruption losses of a nuclear power plant during its residual lifetime.

Measurable characteristics of lysozyme crystal growth

NASA Technical Reports Server (NTRS)

Gorti, Sridhar; Forsythe, Elizabeth L.; Pusey, Marc L.

2005-01-01

The behavior of protein crystal growth is estimated from measurements performed at both the microscopic and molecular levels. In the absence of solutal flow, it was determined that a model that balances the macromolecular flux toward the crystal surface with the flux of the crystal surface well characterizes crystal growth observed using microscopic methods. Namely, it was determined that the model provides accurate estimates for the crystal-growth velocities upon evaluation of crystal-growth measurements obtained in time. Growth velocities thus determined as a function of solution supersaturation were further interpreted using established deterministic models. From analyses of crystal-growth velocities, it was found that the mode of crystal growth varies with respect to increasing solution supersaturation, possibly owing to kinetic roughening. To verify further the hypothesis of kinetic roughening, crystal growth at the molecular level was examined using atomic force microscopy (AFM). From the AFM measurements, it was found that the magnitude of surface-height fluctuations, h(x), increases with increasing solution supersaturation. In contrast, the estimated characteristic length, xi, decreases rapidly upon increasing solution supersaturation. It was conjectured that the magnitude of both h(x) and xi could possibly determine the mode of crystal growth. Although the data precede any exact theory, the non-critical divergence of h(x) and xi with respect to increasing solution supersaturation was nevertheless preliminarily established. Moreover, approximate models to account for behavior of both h(x) and xi are also presented.

Optimal run-and-tumble-based transportation of a Janus particle with active steering

NASA Astrophysics Data System (ADS)

Mano, Tomoyuki; Delfau, Jean-Baptiste; Iwasawa, Junichiro; Sano, Masaki

2017-03-01

Although making artificial micrometric swimmers has been made possible by using various propulsion mechanisms, guiding their motion in the presence of thermal fluctuations still remains a great challenge. Such a task is essential in biological systems, which present a number of intriguing solutions that are robust against noisy environmental conditions as well as variability in individual genetic makeup. Using synthetic Janus particles driven by an electric field, we present a feedback-based particle-guiding method quite analogous to the “run-and-tumbling” behavior of Escherichia coli but with a deterministic steering in the tumbling phase: the particle is set to the run state when its orientation vector aligns with the target, whereas the transition to the “steering” state is triggered when it exceeds a tolerance angle αα. The active and deterministic reorientation of the particle is achieved by a characteristic rotational motion that can be switched on and off by modulating the ac frequency of the electric field, which is reported in this work. Relying on numerical simulations and analytical results, we show that this feedback algorithm can be optimized by tuning the tolerance angle αα. The optimal resetting angle depends on signal to noise ratio in the steering state, and it is shown in the experiment. The proposed method is simple and robust for targeting, despite variability in self-propelling speeds and angular velocities of individual particles.

Balancing a U-Shaped Assembly Line by Applying Nested Partitions Method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bhagwat, Nikhil V.

2005-01-01

In this study, we applied the Nested Partitions method to a U-line balancing problem and conducted experiments to evaluate the application. From the results, it is quite evident that the Nested Partitions method provided near optimal solutions (optimal in some cases). Besides, the execution time is quite short as compared to the Branch and Bound algorithm. However, for larger data sets, the algorithm took significantly longer times for execution. One of the reasons could be the way in which the random samples are generated. In the present study, a random sample is a solution in itself which requires assignment ofmore » tasks to various stations. The time taken to assign tasks to stations is directly proportional to the number of tasks. Thus, if the number of tasks increases, the time taken to generate random samples for the different regions also increases. The performance index for the Nested Partitions method in the present study was the number of stations in the random solutions (samples) generated. The total idle time for the samples can be used as another performance index. ULINO method is known to have used a combination of bounds to come up with good solutions. This approach of combining different performance indices can be used to evaluate the random samples and obtain even better solutions. Here, we used deterministic time values for the tasks. In industries where majority of tasks are performed manually, the stochastic version of the problem could be of vital importance. Experimenting with different objective functions (No. of stations was used in this study) could be of some significance to some industries where in the cost associated with creation of a new station is not the same. For such industries, the results obtained by using the present approach will not be of much value. Labor costs, task incompletion costs or a combination of those can be effectively used as alternate objective functions.« less

Deterministic and stochastic methods of calculation of polarization characteristics of radiation in natural environment

NASA Astrophysics Data System (ADS)

Strelkov, S. A.; Sushkevich, T. A.; Maksakova, S. V.

2017-11-01

We are talking about russian achievements of the world level in the theory of radiation transfer, taking into account its polarization in natural media and the current scientific potential developing in Russia, which adequately provides the methodological basis for theoretically-calculated research of radiation processes and radiation fields in natural media using supercomputers and mass parallelism. A new version of the matrix transfer operator is proposed for solving problems of polarized radiation transfer in heterogeneous media by the method of influence functions, when deterministic and stochastic methods can be combined.

Guidance and Control strategies for aerospace vehicles

NASA Technical Reports Server (NTRS)

Hibey, J. L.; Naidu, D. S.; Charalambous, C. D.

1989-01-01

A neighboring optimal guidance scheme was devised for a nonlinear dynamic system with stochastic inputs and perfect measurements as applicable to fuel optimal control of an aeroassisted orbital transfer vehicle. For the deterministic nonlinear dynamic system describing the atmospheric maneuver, a nominal trajectory was determined. Then, a neighboring, optimal guidance scheme was obtained for open loop and closed loop control configurations. Taking modelling uncertainties into account, a linear, stochastic, neighboring optimal guidance scheme was devised. Finally, the optimal trajectory was approximated as the sum of the deterministic nominal trajectory and the stochastic neighboring optimal solution. Numerical results are presented for a typical vehicle. A fuel-optimal control problem in aeroassisted noncoplanar orbital transfer is also addressed. The equations of motion for the atmospheric maneuver are nonlinear and the optimal (nominal) trajectory and control are obtained. In order to follow the nominal trajectory under actual conditions, a neighboring optimum guidance scheme is designed using linear quadratic regulator theory for onboard real-time implementation. One of the state variables is used as the independent variable in reference to the time. The weighting matrices in the performance index are chosen by a combination of a heuristic method and an optimal modal approach. The necessary feedback control law is obtained in order to minimize the deviations from the nominal conditions.

Optimizing integrated airport surface and terminal airspace operations under uncertainty

NASA Astrophysics Data System (ADS)

Bosson, Christabelle S.

In airports and surrounding terminal airspaces, the integration of surface, arrival and departure scheduling and routing have the potential to improve the operations efficiency. Moreover, because both the airport surface and the terminal airspace are often altered by random perturbations, the consideration of uncertainty in flight schedules is crucial to improve the design of robust flight schedules. Previous research mainly focused on independently solving arrival scheduling problems, departure scheduling problems and surface management scheduling problems and most of the developed models are deterministic. This dissertation presents an alternate method to model the integrated operations by using a machine job-shop scheduling formulation. A multistage stochastic programming approach is chosen to formulate the problem in the presence of uncertainty and candidate solutions are obtained by solving sample average approximation problems with finite sample size. The developed mixed-integer-linear-programming algorithm-based scheduler is capable of computing optimal aircraft schedules and routings that reflect the integration of air and ground operations. The assembled methodology is applied to a Los Angeles case study. To show the benefits of integrated operations over First-Come-First-Served, a preliminary proof-of-concept is conducted for a set of fourteen aircraft evolving under deterministic conditions in a model of the Los Angeles International Airport surface and surrounding terminal areas. Using historical data, a representative 30-minute traffic schedule and aircraft mix scenario is constructed. The results of the Los Angeles application show that the integration of air and ground operations and the use of a time-based separation strategy enable both significant surface and air time savings. The solution computed by the optimization provides a more efficient routing and scheduling than the First-Come-First-Served solution. Additionally, a data driven analysis is performed for the Los Angeles environment and probabilistic distributions of pertinent uncertainty sources are obtained. A sensitivity analysis is then carried out to assess the methodology performance and find optimal sampling parameters. Finally, simulations of increasing traffic density in the presence of uncertainty are conducted first for integrated arrivals and departures, then for integrated surface and air operations. To compare the optimization results and show the benefits of integrated operations, two aircraft separation methods are implemented that offer different routing options. The simulations of integrated air operations and the simulations of integrated air and surface operations demonstrate that significant traveling time savings, both total and individual surface and air times, can be obtained when more direct routes are allowed to be traveled even in the presence of uncertainty. The resulting routings induce however extra take off delay for departing flights. As a consequence, some flights cannot meet their initial assigned runway slot which engenders runway position shifting when comparing resulting runway sequences computed under both deterministic and stochastic conditions. The optimization is able to compute an optimal runway schedule that represents an optimal balance between total schedule delays and total travel times.

Extended method of moments for deterministic analysis of stochastic multistable neurodynamical systems

NASA Astrophysics Data System (ADS)

Deco, Gustavo; Martí, Daniel

2007-03-01

The analysis of transitions in stochastic neurodynamical systems is essential to understand the computational principles that underlie those perceptual and cognitive processes involving multistable phenomena, like decision making and bistable perception. To investigate the role of noise in a multistable neurodynamical system described by coupled differential equations, one usually considers numerical simulations, which are time consuming because of the need for sufficiently many trials to capture the statistics of the influence of the fluctuations on that system. An alternative analytical approach involves the derivation of deterministic differential equations for the moments of the distribution of the activity of the neuronal populations. However, the application of the method of moments is restricted by the assumption that the distribution of the state variables of the system takes on a unimodal Gaussian shape. We extend in this paper the classical moments method to the case of bimodal distribution of the state variables, such that a reduced system of deterministic coupled differential equations can be derived for the desired regime of multistability.

Statistically qualified neuro-analytic failure detection method and system

DOEpatents

Vilim, Richard B.; Garcia, Humberto E.; Chen, Frederick W.

2002-03-02

An apparatus and method for monitoring a process involve development and application of a statistically qualified neuro-analytic (SQNA) model to accurately and reliably identify process change. The development of the SQNA model is accomplished in two stages: deterministic model adaption and stochastic model modification of the deterministic model adaptation. Deterministic model adaption involves formulating an analytic model of the process representing known process characteristics, augmenting the analytic model with a neural network that captures unknown process characteristics, and training the resulting neuro-analytic model by adjusting the neural network weights according to a unique scaled equation error minimization technique. Stochastic model modification involves qualifying any remaining uncertainty in the trained neuro-analytic model by formulating a likelihood function, given an error propagation equation, for computing the probability that the neuro-analytic model generates measured process output. Preferably, the developed SQNA model is validated using known sequential probability ratio tests and applied to the process as an on-line monitoring system. Illustrative of the method and apparatus, the method is applied to a peristaltic pump system.

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

Biological phenomena are often modeled by differential equations, where states of a model system are described by continuous real values. When we consider concentrations of molecules as dynamical variables for a set of biochemical reactions, we implicitly assume that numbers of the molecules are large enough so that their changes can be regarded as continuous and they are described deterministically. However, for a system with small numbers of molecules, changes in their numbers are apparently discrete and molecular noises become significant. In such cases, models with deterministic differential equations may be inappropriate, and the reactions must be described by stochastic equations. In this study, we focus a clock gene expression for a circadian rhythm generation, which is known as a system involving small numbers of molecules. Thus it is appropriate for the system to be modeled by stochastic equations and analyzed by methodologies of stochastic simulations. The interlocked feedback model proposed by Ueda et al. as a set of deterministic ordinary differential equations provides a basis of our analyses. We apply two stochastic simulation methods, namely Gillespie's direct method and the stochastic differential equation method also by Gillespie, to the interlocked feedback model. To this end, we first reformulated the original differential equations back to elementary chemical reactions. With those reactions, we simulate and analyze the dynamics of the model using two methods in order to compare them with the dynamics obtained from the original deterministic model and to characterize dynamics how they depend on the simulation methodologies.

Deterministic ion beam material adding technology for high-precision optical surfaces.

PubMed

Liao, Wenlin; Dai, Yifan; Xie, Xuhui; Zhou, Lin

2013-02-20

Although ion beam figuring (IBF) provides a highly deterministic method for the precision figuring of optical components, several problems still need to be addressed, such as the limited correcting capability for mid-to-high spatial frequency surface errors and low machining efficiency for pit defects on surfaces. We propose a figuring method named deterministic ion beam material adding (IBA) technology to solve those problems in IBF. The current deterministic optical figuring mechanism, which is dedicated to removing local protuberances on optical surfaces, is enriched and developed by the IBA technology. Compared with IBF, this method can realize the uniform convergence of surface errors, where the particle transferring effect generated in the IBA process can effectively correct the mid-to-high spatial frequency errors. In addition, IBA can rapidly correct the pit defects on the surface and greatly improve the machining efficiency of the figuring process. The verification experiments are accomplished on our experimental installation to validate the feasibility of the IBA method. First, a fused silica sample with a rectangular pit defect is figured by using IBA. Through two iterations within only 47.5 min, this highly steep pit is effectively corrected, and the surface error is improved from the original 24.69 nm root mean square (RMS) to the final 3.68 nm RMS. Then another experiment is carried out to demonstrate the correcting capability of IBA for mid-to-high spatial frequency surface errors, and the final results indicate that the surface accuracy and surface quality can be simultaneously improved.

Workflows and Provenance: Toward Information Science Solutions for the Natural Sciences.

PubMed

Gryk, Michael R; Ludäscher, Bertram

2017-01-01

The era of big data and ubiquitous computation has brought with it concerns about ensuring reproducibility in this new research environment. It is easy to assume computational methods self-document by their very nature of being exact, deterministic processes. However, similar to laboratory experiments, ensuring reproducibility in the computational realm requires the documentation of both the protocols used (workflows) as well as a detailed description of the computational environment: algorithms, implementations, software environments as well as the data ingested and execution logs of the computation. These two aspects of computational reproducibility (workflows and execution details) are discussed in the context of biomolecular Nuclear Magnetic Resonance spectroscopy (bioNMR) as well as the PRIMAD model for computational reproducibility.

Forced oscillations of cracked beam under the stochastic cyclic loading

NASA Astrophysics Data System (ADS)

Matsko, I.; Javors'kyj, I.; Yuzefovych, R.; Zakrzewski, Z.

2018-05-01

An analysis of forced oscillations of cracked beam using statistical methods for periodically correlated random processes is presented. The oscillation realizations are obtained on the basis of numerical solutions of differential equations of the second order, for the case when applied force is described by a sum of harmonic and stationary random process. It is established that due to crack appearance forced oscillations acquire properties of second-order periodical non-stationarity. It is shown that in a super-resonance regime covariance and spectral characteristics, which describe non-stationary structure of forced oscillations, are more sensitive to crack growth than the characteristics of the oscillation's deterministic part. Using diagnostic indicators formed on their basis allows the detection of small cracks.

A two-level stochastic collocation method for semilinear elliptic equations with random coefficients

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Luoping; Zheng, Bin; Lin, Guang

In this work, we propose a novel two-level discretization for solving semilinear elliptic equations with random coefficients. Motivated by the two-grid method for deterministic partial differential equations (PDEs) introduced by Xu, our two-level stochastic collocation method utilizes a two-grid finite element discretization in the physical space and a two-level collocation method in the random domain. In particular, we solve semilinear equations on a coarse meshmore » $$\\mathcal{T}_H$$ with a low level stochastic collocation (corresponding to the polynomial space $$\\mathcal{P}_{P}$$) and solve linearized equations on a fine mesh $$\\mathcal{T}_h$$ using high level stochastic collocation (corresponding to the polynomial space $$\\mathcal{P}_p$$). We prove that the approximated solution obtained from this method achieves the same order of accuracy as that from solving the original semilinear problem directly by stochastic collocation method with $$\\mathcal{T}_h$$ and $$\\mathcal{P}_p$$. The two-level method is computationally more efficient, especially for nonlinear problems with high random dimensions. Numerical experiments are also provided to verify the theoretical results.« less

An Analytical Framework for Studying Small-Number Effects in Catalytic Reaction Networks: A Probability Generating Function Approach to Chemical Master Equations

PubMed Central

Nakagawa, Masaki; Togashi, Yuichi

2016-01-01

Cell activities primarily depend on chemical reactions, especially those mediated by enzymes, and this has led to these activities being modeled as catalytic reaction networks. Although deterministic ordinary differential equations of concentrations (rate equations) have been widely used for modeling purposes in the field of systems biology, it has been pointed out that these catalytic reaction networks may behave in a way that is qualitatively different from such deterministic representation when the number of molecules for certain chemical species in the system is small. Apart from this, representing these phenomena by simple binary (on/off) systems that omit the quantities would also not be feasible. As recent experiments have revealed the existence of rare chemical species in cells, the importance of being able to model potential small-number phenomena is being recognized. However, most preceding studies were based on numerical simulations, and theoretical frameworks to analyze these phenomena have not been sufficiently developed. Motivated by the small-number issue, this work aimed to develop an analytical framework for the chemical master equation describing the distributional behavior of catalytic reaction networks. For simplicity, we considered networks consisting of two-body catalytic reactions. We used the probability generating function method to obtain the steady-state solutions of the chemical master equation without specifying the parameters. We obtained the time evolution equations of the first- and second-order moments of concentrations, and the steady-state analytical solution of the chemical master equation under certain conditions. These results led to the rank conservation law, the connecting state to the winner-takes-all state, and analysis of 2-molecules M-species systems. A possible interpretation of the theoretical conclusion for actual biochemical pathways is also discussed. PMID:27047384

Harmonic analysis and FPGA implementation of SHE controlled three phase CHB 11-level inverter in MV drives using deterministic and stochastic optimization techniques.

PubMed

Vesapogu, Joshi Manohar; Peddakotla, Sujatha; Kuppa, Seetha Rama Anjaneyulu

2013-01-01

With the advancements in semiconductor technology, high power medium voltage (MV) Drives are extensively used in numerous industrial applications. Challenging technical requirements of MV Drives is to control multilevel inverter (MLI) with less Total harmonic distortion (%THD) which satisfies IEEE standard 519-1992 harmonic guidelines and less switching losses. Among all modulation control strategies for MLI, Selective harmonic elimination (SHE) technique is one of the traditionally preferred modulation control technique at fundamental switching frequency with better harmonic profile. On the other hand, the equations which are formed by SHE technique are highly non-linear in nature, may exist multiple, single or even no solution at particular modulation index (MI). However, in some MV Drive applications, it is required to operate over a range of MI. Providing analytical solutions for SHE equations during the whole range of MI from 0 to 1, has been a challenging task for researchers. In this paper, an attempt is made to solve SHE equations by using deterministic and stochastic optimization methods and comparative harmonic analysis has been carried out. An effective algorithm which minimizes %THD with less computational effort among all optimization algorithms has been presented. To validate the effectiveness of proposed MPSO technique, an experiment is carried out on a low power proto type of three phase CHB 11- level Inverter using FPGA based Xilinx's Spartan -3A DSP Controller. The experimental results proved that MPSO technique has successfully solved SHE equations over all range of MI from 0 to 1, the %THD obtained over major range of MI also satisfies IEEE 519-1992 harmonic guidelines too.

Inherent Conservatism in Deterministic Quasi-Static Structural Analysis

NASA Technical Reports Server (NTRS)

Verderaime, V.

1997-01-01

The cause of the long-suspected excessive conservatism in the prevailing structural deterministic safety factor has been identified as an inherent violation of the error propagation laws when reducing statistical data to deterministic values and then combining them algebraically through successive structural computational processes. These errors are restricted to the applied stress computations, and because mean and variations of the tolerance limit format are added, the errors are positive, serially cumulative, and excessively conservative. Reliability methods circumvent these errors and provide more efficient and uniform safe structures. The document is a tutorial on the deficiencies and nature of the current safety factor and of its improvement and transition to absolute reliability.

Classification and unification of the microscopic deterministic traffic models.

PubMed

Yang, Bo; Monterola, Christopher

2015-10-01

We identify a universal mathematical structure in microscopic deterministic traffic models (with identical drivers), and thus we show that all such existing models in the literature, including both the two-phase and three-phase models, can be understood as special cases of a master model by expansion around a set of well-defined ground states. This allows any two traffic models to be properly compared and identified. The three-phase models are characterized by the vanishing of leading orders of expansion within a certain density range, and as an example the popular intelligent driver model is shown to be equivalent to a generalized optimal velocity (OV) model. We also explore the diverse solutions of the generalized OV model that can be important both for understanding human driving behaviors and algorithms for autonomous driverless vehicles.

Hybrid deterministic/stochastic simulation of complex biochemical systems.

PubMed

Lecca, Paola; Bagagiolo, Fabio; Scarpa, Marina

2017-11-21

In a biological cell, cellular functions and the genetic regulatory apparatus are implemented and controlled by complex networks of chemical reactions involving genes, proteins, and enzymes. Accurate computational models are indispensable means for understanding the mechanisms behind the evolution of a complex system, not always explored with wet lab experiments. To serve their purpose, computational models, however, should be able to describe and simulate the complexity of a biological system in many of its aspects. Moreover, it should be implemented by efficient algorithms requiring the shortest possible execution time, to avoid enlarging excessively the time elapsing between data analysis and any subsequent experiment. Besides the features of their topological structure, the complexity of biological networks also refers to their dynamics, that is often non-linear and stiff. The stiffness is due to the presence of molecular species whose abundance fluctuates by many orders of magnitude. A fully stochastic simulation of a stiff system is computationally time-expensive. On the other hand, continuous models are less costly, but they fail to capture the stochastic behaviour of small populations of molecular species. We introduce a new efficient hybrid stochastic-deterministic computational model and the software tool MoBioS (MOlecular Biology Simulator) implementing it. The mathematical model of MoBioS uses continuous differential equations to describe the deterministic reactions and a Gillespie-like algorithm to describe the stochastic ones. Unlike the majority of current hybrid methods, the MoBioS algorithm divides the reactions' set into fast reactions, moderate reactions, and slow reactions and implements a hysteresis switching between the stochastic model and the deterministic model. Fast reactions are approximated as continuous-deterministic processes and modelled by deterministic rate equations. Moderate reactions are those whose reaction waiting time is greater than the fast reaction waiting time but smaller than the slow reaction waiting time. A moderate reaction is approximated as a stochastic (deterministic) process if it was classified as a stochastic (deterministic) process at the time at which it crosses the threshold of low (high) waiting time. A Gillespie First Reaction Method is implemented to select and execute the slow reactions. The performances of MoBios were tested on a typical example of hybrid dynamics: that is the DNA transcription regulation. The simulated dynamic profile of the reagents' abundance and the estimate of the error introduced by the fully deterministic approach were used to evaluate the consistency of the computational model and that of the software tool.

The quasi-optimality criterion in the linear functional strategy

NASA Astrophysics Data System (ADS)

Kindermann, Stefan; Pereverzyev, Sergiy, Jr.; Pilipenko, Andrey

2018-07-01

The linear functional strategy for the regularization of inverse problems is considered. For selecting the regularization parameter therein, we propose the heuristic quasi-optimality principle and some modifications including the smoothness of the linear functionals. We prove convergence rates for the linear functional strategy with these heuristic rules taking into account the smoothness of the solution and the functionals and imposing a structural condition on the noise. Furthermore, we study these noise conditions in both a deterministic and stochastic setup and verify that for mildly-ill-posed problems and Gaussian noise, these conditions are satisfied almost surely, where on the contrary, in the severely-ill-posed case and in a similar setup, the corresponding noise condition fails to hold. Moreover, we propose an aggregation method for adaptively optimizing the parameter choice rule by making use of improved rates for linear functionals. Numerical results indicate that this method yields better results than the standard heuristic rule.

Tracing of paleo-shear zones by self-potential data inversion: case studies from the KTB, Rittsteig, and Grossensees graphite-bearing fault planes

NASA Astrophysics Data System (ADS)

Mehanee, Salah A.

2015-01-01

This paper describes a new method for tracing paleo-shear zones of the continental crust by self-potential (SP) data inversion. The method falls within the deterministic inversion framework, and it is exclusively applicable for the interpretation of the SP anomalies measured along a profile over sheet-type structures such as conductive thin films of interconnected graphite precipitations formed on shear planes. The inverse method fits a residual SP anomaly by a single thin sheet and recovers the characteristic parameters (depth to the top h, extension in depth a, amplitude coefficient k, and amount and direction of dip θ) of the sheet. This method minimizes an objective functional in the space of the logarithmed and non-logarithmed model parameters (log( h), log( a), log( k), and θ) successively by the steepest descent (SD) and Gauss-Newton (GN) techniques in order to essentially maintain the stability and convergence of this inverse method. Prior to applying the method to real data, its accuracy, convergence, and stability are successfully verified on numerical examples with and without noise. The method is then applied to SP profiles from the German Continental Deep Drilling Program (Kontinentales Tiefbohrprogramm der Bundesrepublik Deutschla - KTB), Rittsteig, and Grossensees sites in Germany for tracing paleo-shear planes coated with graphitic deposits. The comparisons of geologic sections constructed in this paper (based on the proposed deterministic approach) against the existing published interpretations (obtained based on trial-and-error modeling) for the SP data of the KTB and Rittsteig sites have revealed that the deterministic approach suggests some new details that are of some geological significance. The findings of the proposed inverse scheme are supported by available drilling and other geophysical data. Furthermore, the real SP data of the Grossensees site have been interpreted (apparently for the first time ever) by the deterministic inverse scheme from which interpretive geologic cross sections are suggested. The computational efficiency, analysis of the numerical examples investigated, and comparisons of the real data inverted here have demonstrated that the developed deterministic approach is advantageous to the existing interpretation methods, and it is suitable for meaningful interpretation of SP data acquired elsewhere over graphitic occurrences on fault planes.

A simple closed-form solution for assessing concentration uncertainty

NASA Astrophysics Data System (ADS)

de Barros, F. P. J.; Fiori, Aldo; Bellin, Alberto

2011-12-01

We propose closed-form approximate solutions for the moments of a nonreactive tracer that can be used in applications, such as risk analysis. This is in line with the tenet that analytical solutions provide useful information, with minimum cost, during initial site characterization efforts and can serve as a preliminary screening tool when used with prior knowledge. We show that with the help of a few assumptions, the first-order solutions of the concentration moments proposed by Fiori and Dagan (2000) can be further simplified to assume a form similar to well-known deterministic solutions, therefore facilitating their use in applications. A highly anisotropic formation is assumed, and we neglect the transverse components of the two-particle correlation trajectory. The proposed solution compares well with the work of Fiori and Dagan while presenting the same simplicity of use of existing solutions for homogeneous porous media.

Four decades of implicit Monte Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wollaber, Allan B.

In 1971, Fleck and Cummings derived a system of equations to enable robust Monte Carlo simulations of time-dependent, thermal radiative transfer problems. Denoted the “Implicit Monte Carlo” (IMC) equations, their solution remains the de facto standard of high-fidelity radiative transfer simulations. Over the course of 44 years, their numerical properties have become better understood, and accuracy enhancements, novel acceleration methods, and variance reduction techniques have been suggested. In this review, we rederive the IMC equations—explicitly highlighting assumptions as they are made—and outfit the equations with a Monte Carlo interpretation. We put the IMC equations in context with other approximate formsmore » of the radiative transfer equations and present a new demonstration of their equivalence to another well-used linearization solved with deterministic transport methods for frequency-independent problems. We discuss physical and numerical limitations of the IMC equations for asymptotically small time steps, stability characteristics and the potential of maximum principle violations for large time steps, and solution behaviors in an asymptotically thick diffusive limit. We provide a new stability analysis for opacities with general monomial dependence on temperature. Here, we consider spatial accuracy limitations of the IMC equations and discussion acceleration and variance reduction techniques.« less

Four decades of implicit Monte Carlo

DOE PAGES

Wollaber, Allan B.

2016-02-23

In 1971, Fleck and Cummings derived a system of equations to enable robust Monte Carlo simulations of time-dependent, thermal radiative transfer problems. Denoted the “Implicit Monte Carlo” (IMC) equations, their solution remains the de facto standard of high-fidelity radiative transfer simulations. Over the course of 44 years, their numerical properties have become better understood, and accuracy enhancements, novel acceleration methods, and variance reduction techniques have been suggested. In this review, we rederive the IMC equations—explicitly highlighting assumptions as they are made—and outfit the equations with a Monte Carlo interpretation. We put the IMC equations in context with other approximate formsmore » of the radiative transfer equations and present a new demonstration of their equivalence to another well-used linearization solved with deterministic transport methods for frequency-independent problems. We discuss physical and numerical limitations of the IMC equations for asymptotically small time steps, stability characteristics and the potential of maximum principle violations for large time steps, and solution behaviors in an asymptotically thick diffusive limit. We provide a new stability analysis for opacities with general monomial dependence on temperature. Here, we consider spatial accuracy limitations of the IMC equations and discussion acceleration and variance reduction techniques.« less

Steady induction effects in geomagnetism. Part 1B: Geomagnetic estimation of steady surficial core motions: A non-linear inverse problem

NASA Technical Reports Server (NTRS)

Voorhies, Coerte V.

1993-01-01

The problem of estimating a steady fluid velocity field near the top of Earth's core which induces the secular variation (SV) indicated by models of the observed geomagnetic field is examined in the source-free mantle/frozen-flux core (SFI/VFFC) approximation. This inverse problem is non-linear because solutions of the forward problem are deterministically chaotic. The SFM/FFC approximation is inexact, and neither the models nor the observations they represent are either complete or perfect. A method is developed for solving the non-linear inverse motional induction problem posed by the hypothesis of (piecewise, statistically) steady core surface flow and the supposition of a complete initial geomagnetic condition. The method features iterative solution of the weighted, linearized least-squares problem and admits optional biases favoring surficially geostrophic flow and/or spatially simple flow. Two types of weights are advanced radial field weights for fitting the evolution of the broad-scale portion of the radial field component near Earth's surface implied by the models, and generalized weights for fitting the evolution of the broad-scale portion of the scalar potential specified by the models.

Solving the chemical master equation using sliding windows

PubMed Central

2010-01-01

Background The chemical master equation (CME) is a system of ordinary differential equations that describes the evolution of a network of chemical reactions as a stochastic process. Its solution yields the probability density vector of the system at each point in time. Solving the CME numerically is in many cases computationally expensive or even infeasible as the number of reachable states can be very large or infinite. We introduce the sliding window method, which computes an approximate solution of the CME by performing a sequence of local analysis steps. In each step, only a manageable subset of states is considered, representing a "window" into the state space. In subsequent steps, the window follows the direction in which the probability mass moves, until the time period of interest has elapsed. We construct the window based on a deterministic approximation of the future behavior of the system by estimating upper and lower bounds on the populations of the chemical species. Results In order to show the effectiveness of our approach, we apply it to several examples previously described in the literature. The experimental results show that the proposed method speeds up the analysis considerably, compared to a global analysis, while still providing high accuracy. Conclusions The sliding window method is a novel approach to address the performance problems of numerical algorithms for the solution of the chemical master equation. The method efficiently approximates the probability distributions at the time points of interest for a variety of chemically reacting systems, including systems for which no upper bound on the population sizes of the chemical species is known a priori. PMID:20377904

Dominating Scale-Free Networks Using Generalized Probabilistic Methods

PubMed Central

Molnár,, F.; Derzsy, N.; Czabarka, É.; Székely, L.; Szymanski, B. K.; Korniss, G.

2014-01-01

We study ensemble-based graph-theoretical methods aiming to approximate the size of the minimum dominating set (MDS) in scale-free networks. We analyze both analytical upper bounds of dominating sets and numerical realizations for applications. We propose two novel probabilistic dominating set selection strategies that are applicable to heterogeneous networks. One of them obtains the smallest probabilistic dominating set and also outperforms the deterministic degree-ranked method. We show that a degree-dependent probabilistic selection method becomes optimal in its deterministic limit. In addition, we also find the precise limit where selecting high-degree nodes exclusively becomes inefficient for network domination. We validate our results on several real-world networks, and provide highly accurate analytical estimates for our methods. PMID:25200937

Spacecraft Attitude Maneuver Planning Using Genetic Algorithms

NASA Technical Reports Server (NTRS)

Kornfeld, Richard P.

2004-01-01

A key enabling technology that leads to greater spacecraft autonomy is the capability to autonomously and optimally slew the spacecraft from and to different attitudes while operating under a number of celestial and dynamic constraints. The task of finding an attitude trajectory that meets all the constraints is a formidable one, in particular for orbiting or fly-by spacecraft where the constraints and initial and final conditions are of time-varying nature. This approach for attitude path planning makes full use of a priori constraint knowledge and is computationally tractable enough to be executed onboard a spacecraft. The approach is based on incorporating the constraints into a cost function and using a Genetic Algorithm to iteratively search for and optimize the solution. This results in a directed random search that explores a large part of the solution space while maintaining the knowledge of good solutions from iteration to iteration. A solution obtained this way may be used as is or as an initial solution to initialize additional deterministic optimization algorithms. A number of representative case examples for time-fixed and time-varying conditions yielded search times that are typically on the order of minutes, thus demonstrating the viability of this method. This approach is applicable to all deep space and planet Earth missions requiring greater spacecraft autonomy, and greatly facilitates navigation and science observation planning.

Models, solution, methods and their applicability of dynamic location problems (DLPs) (a gap analysis for further research)

NASA Astrophysics Data System (ADS)

Seyedhosseini, Seyed Mohammad; Makui, Ahmad; Shahanaghi, Kamran; Torkestani, Sara Sadat

2016-09-01

Determining the best location to be profitable for the facility's lifetime is the important decision of public and private firms, so this is why discussion about dynamic location problems (DLPs) is a critical significance. This paper presented a comprehensive review from 1968 up to most recent on published researches about DLPs and classified them into two parts. First, mathematical models developed based on different characteristics: type of parameters (deterministic, probabilistic or stochastic), number and type of objective function, numbers of commodity and modes, relocation time, number of relocation and relocating facilities, time horizon, budget and capacity constraints and their applicability. In second part, It have been also presented solution algorithms, main specification, applications and some real-world case studies of DLPs. At the ends, we concluded that in the current literature of DLPs, distribution systems and production-distribution systems with simple assumption of the tackle to the complexity of these models studied more than any other fields, as well as the concept of variety of services (hierarchical network), reliability, sustainability, relief management, waiting time for services (queuing theory) and risk of facility disruption need for further investigation. All of the available categories based on different criteria, solution methods and applicability of them, gaps and analysis which have been done in this paper suggest the ways for future research.

Improving Deterministic Reserve Requirements for Security Constrained Unit Commitment and Scheduling Problems in Power Systems

NASA Astrophysics Data System (ADS)

Wang, Fengyu

Traditional deterministic reserve requirements rely on ad-hoc, rule of thumb methods to determine adequate reserve in order to ensure a reliable unit commitment. Since congestion and uncertainties exist in the system, both the quantity and the location of reserves are essential to ensure system reliability and market efficiency. The modeling of operating reserves in the existing deterministic reserve requirements acquire the operating reserves on a zonal basis and do not fully capture the impact of congestion. The purpose of a reserve zone is to ensure that operating reserves are spread across the network. Operating reserves are shared inside each reserve zone, but intra-zonal congestion may block the deliverability of operating reserves within a zone. Thus, improving reserve policies such as reserve zones may improve the location and deliverability of reserve. As more non-dispatchable renewable resources are integrated into the grid, it will become increasingly difficult to predict the transfer capabilities and the network congestion. At the same time, renewable resources require operators to acquire more operating reserves. With existing deterministic reserve requirements unable to ensure optimal reserve locations, the importance of reserve location and reserve deliverability will increase. While stochastic programming can be used to determine reserve by explicitly modelling uncertainties, there are still scalability as well as pricing issues. Therefore, new methods to improve existing deterministic reserve requirements are desired. One key barrier of improving existing deterministic reserve requirements is its potential market impacts. A metric, quality of service, is proposed in this thesis to evaluate the price signal and market impacts of proposed hourly reserve zones. Three main goals of this thesis are: 1) to develop a theoretical and mathematical model to better locate reserve while maintaining the deterministic unit commitment and economic dispatch structure, especially with the consideration of renewables, 2) to develop a market settlement scheme of proposed dynamic reserve policies such that the market efficiency is improved, 3) to evaluate the market impacts and price signal of the proposed dynamic reserve policies.

Deterministic modelling and stochastic simulation of biochemical pathways using MATLAB.

PubMed

Ullah, M; Schmidt, H; Cho, K H; Wolkenhauer, O

2006-03-01

The analysis of complex biochemical networks is conducted in two popular conceptual frameworks for modelling. The deterministic approach requires the solution of ordinary differential equations (ODEs, reaction rate equations) with concentrations as continuous state variables. The stochastic approach involves the simulation of differential-difference equations (chemical master equations, CMEs) with probabilities as variables. This is to generate counts of molecules for chemical species as realisations of random variables drawn from the probability distribution described by the CMEs. Although there are numerous tools available, many of them free, the modelling and simulation environment MATLAB is widely used in the physical and engineering sciences. We describe a collection of MATLAB functions to construct and solve ODEs for deterministic simulation and to implement realisations of CMEs for stochastic simulation using advanced MATLAB coding (Release 14). The program was successfully applied to pathway models from the literature for both cases. The results were compared to implementations using alternative tools for dynamic modelling and simulation of biochemical networks. The aim is to provide a concise set of MATLAB functions that encourage the experimentation with systems biology models. All the script files are available from www.sbi.uni-rostock.de/ publications_matlab-paper.html.

Actor-critic-based optimal tracking for partially unknown nonlinear discrete-time systems.

PubMed

Kiumarsi, Bahare; Lewis, Frank L

2015-01-01

This paper presents a partially model-free adaptive optimal control solution to the deterministic nonlinear discrete-time (DT) tracking control problem in the presence of input constraints. The tracking error dynamics and reference trajectory dynamics are first combined to form an augmented system. Then, a new discounted performance function based on the augmented system is presented for the optimal nonlinear tracking problem. In contrast to the standard solution, which finds the feedforward and feedback terms of the control input separately, the minimization of the proposed discounted performance function gives both feedback and feedforward parts of the control input simultaneously. This enables us to encode the input constraints into the optimization problem using a nonquadratic performance function. The DT tracking Bellman equation and tracking Hamilton-Jacobi-Bellman (HJB) are derived. An actor-critic-based reinforcement learning algorithm is used to learn the solution to the tracking HJB equation online without requiring knowledge of the system drift dynamics. That is, two neural networks (NNs), namely, actor NN and critic NN, are tuned online and simultaneously to generate the optimal bounded control policy. A simulation example is given to show the effectiveness of the proposed method.

Greek classicism in living structure? Some deductive pathways in animal morphology.

PubMed

Zweers, G A

1985-01-01

Classical temples in ancient Greece show two deterministic illusionistic principles of architecture, which govern their functional design: geometric proportionalism and a set of illusion-strengthening rules in the proportionalism's "stochastic margin". Animal morphology, in its mechanistic-deductive revival, applies just one architectural principle, which is not always satisfactory. Whether a "Greek Classical" situation occurs in the architecture of living structure is to be investigated by extreme testing with deductive methods. Three deductive methods for explanation of living structure in animal morphology are proposed: the parts, the compromise, and the transformation deduction. The methods are based upon the systems concept for an organism, the flow chart for a functionalistic picture, and the network chart for a structuralistic picture, whereas the "optimal design" serves as the architectural principle for living structure. These methods show clearly the high explanatory power of deductive methods in morphology, but they also make one open end most explicit: neutral issues do exist. Full explanation of living structure asks for three entries: functional design within architectural and transformational constraints. The transformational constraint brings necessarily in a stochastic component: an at random variation being a sort of "free management space". This variation must be a variation from the deterministic principle of the optimal design, since any transformation requires space for plasticity in structure and action, and flexibility in role fulfilling. Nevertheless, finally the question comes up whether for animal structure a similar situation exists as in Greek Classical temples. This means that the at random variation, that is found when the optimal design is used to explain structure, comprises apart from a stochastic part also real deviations being yet another deterministic part. This deterministic part could be a set of rules that governs actualization in the "free management space".

Robust Observation Detection for Single Object Tracking: Deterministic and Probabilistic Patch-Based Approaches

PubMed Central

Zulkifley, Mohd Asyraf; Rawlinson, David; Moran, Bill

2012-01-01

In video analytics, robust observation detection is very important as the content of the videos varies a lot, especially for tracking implementation. Contrary to the image processing field, the problems of blurring, moderate deformation, low illumination surroundings, illumination change and homogenous texture are normally encountered in video analytics. Patch-Based Observation Detection (PBOD) is developed to improve detection robustness to complex scenes by fusing both feature- and template-based recognition methods. While we believe that feature-based detectors are more distinctive, however, for finding the matching between the frames are best achieved by a collection of points as in template-based detectors. Two methods of PBOD—the deterministic and probabilistic approaches—have been tested to find the best mode of detection. Both algorithms start by building comparison vectors at each detected points of interest. The vectors are matched to build candidate patches based on their respective coordination. For the deterministic method, patch matching is done in 2-level test where threshold-based position and size smoothing are applied to the patch with the highest correlation value. For the second approach, patch matching is done probabilistically by modelling the histograms of the patches by Poisson distributions for both RGB and HSV colour models. Then, maximum likelihood is applied for position smoothing while a Bayesian approach is applied for size smoothing. The result showed that probabilistic PBOD outperforms the deterministic approach with average distance error of 10.03% compared with 21.03%. This algorithm is best implemented as a complement to other simpler detection methods due to heavy processing requirement. PMID:23202226

Preliminary Analysis of Low-Thrust Gravity Assist Trajectories by An Inverse Method and a Global Optimization Technique.

NASA Astrophysics Data System (ADS)

de Pascale, P.; Vasile, M.; Casotto, S.

The design of interplanetary trajectories requires the solution of an optimization problem, which has been traditionally solved by resorting to various local optimization techniques. All such approaches, apart from the specific method employed (direct or indirect), require an initial guess, which deeply influences the convergence to the optimal solution. The recent developments in low-thrust propulsion have widened the perspectives of exploration of the Solar System, while they have at the same time increased the difficulty related to the trajectory design process. Continuous thrust transfers, typically characterized by multiple spiraling arcs, have a broad number of design parameters and thanks to the flexibility offered by such engines, they typically turn out to be characterized by a multi-modal domain, with a consequent larger number of optimal solutions. Thus the definition of the first guesses is even more challenging, particularly for a broad search over the design parameters, and it requires an extensive investigation of the domain in order to locate the largest number of optimal candidate solutions and possibly the global optimal one. In this paper a tool for the preliminary definition of interplanetary transfers with coast-thrust arcs and multiple swing-bys is presented. Such goal is achieved combining a novel methodology for the description of low-thrust arcs, with a global optimization algorithm based on a hybridization of an evolutionary step and a deterministic step. Low thrust arcs are described in a 3D model in order to account the beneficial effects of low-thrust propulsion for a change of inclination, resorting to a new methodology based on an inverse method. The two-point boundary values problem (TPBVP) associated with a thrust arc is solved by imposing a proper parameterized evolution of the orbital parameters, by which, the acceleration required to follow the given trajectory with respect to the constraints set is obtained simply through algebraic computation. By this method a low-thrust transfer satisfying the boundary conditions on position and velocity can be quickly assessed, with low computational effort since no numerical propagation is required. The hybrid global optimization algorithm is made of a double step. Through the evolutionary search a large number of optima, and eventually the global one, are located, while the deterministic step consists of a branching process that exhaustively partitions the domain in order to have an extensive characterization of such a complex space of solutions. Furthermore, the approach implements a novel direct constraint-handling technique allowing the treatment of mixed-integer nonlinear programming problems (MINLP) typical of multiple swingby trajectories. A low-thrust transfer to Mars is studied as a test bed for the low-thrust model, thus presenting the main characteristics of the different shapes proposed and the features of the possible sub-arcs segmentations between two planets with respect to different objective functions: minimum time and minimum fuel consumption transfers. Other various test cases are also shown and further optimized, proving the effective capability of the proposed tool.

Operator Approach to the Master Equation for the One-Step Process

NASA Astrophysics Data System (ADS)

Hnatič, M.; Eferina, E. G.; Korolkova, A. V.; Kulyabov, D. S.; Sevastyanov, L. A.

2016-02-01

Background. Presentation of the probability as an intrinsic property of the nature leads researchers to switch from deterministic to stochastic description of the phenomena. The kinetics of the interaction has recently attracted attention because it often occurs in the physical, chemical, technical, biological, environmental, economic, and sociological systems. However, there are no general methods for the direct study of this equation. The expansion of the equation in a formal Taylor series (the so called Kramers-Moyal's expansion) is used in the procedure of stochastization of one-step processes. Purpose. However, this does not eliminate the need for the study of the master equation. Method. It is proposed to use quantum field perturbation theory for the statistical systems (the so-called Doi method). Results: This work is a methodological material that describes the principles of master equation solution based on quantum field perturbation theory methods. The characteristic property of the work is that it is intelligible for non-specialists in quantum field theory. Conclusions: We show the full equivalence of the operator and combinatorial methods of obtaining and study of the one-step process master equation.

Global Optimal Trajectory in Chaos and NP-Hardness

NASA Astrophysics Data System (ADS)

Latorre, Vittorio; Gao, David Yang

This paper presents an unconventional theory and method for solving general nonlinear dynamical systems. Instead of the direct iterative methods, the discretized nonlinear system is first formulated as a global optimization problem via the least squares method. A newly developed canonical duality theory shows that this nonconvex minimization problem can be solved deterministically in polynomial time if a global optimality condition is satisfied. The so-called pseudo-chaos produced by linear iterative methods are mainly due to the intrinsic numerical error accumulations. Otherwise, the global optimization problem could be NP-hard and the nonlinear system can be really chaotic. A conjecture is proposed, which reveals the connection between chaos in nonlinear dynamics and NP-hardness in computer science. The methodology and the conjecture are verified by applications to the well-known logistic equation, a forced memristive circuit and the Lorenz system. Computational results show that the canonical duality theory can be used to identify chaotic systems and to obtain realistic global optimal solutions in nonlinear dynamical systems. The method and results presented in this paper should bring some new insights into nonlinear dynamical systems and NP-hardness in computational complexity theory.

Accurate hybrid stochastic simulation of a system of coupled chemical or biochemical reactions.

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

The dynamical solution of a well-mixed, nonlinear stochastic chemical kinetic system, described by the Master equation, may be exactly computed using the stochastic simulation algorithm. However, because the computational cost scales with the number of reaction occurrences, systems with one or more "fast" reactions become costly to simulate. This paper describes a hybrid stochastic method that partitions the system into subsets of fast and slow reactions, approximates the fast reactions as a continuous Markov process, using a chemical Langevin equation, and accurately describes the slow dynamics using the integral form of the "Next Reaction" variant of the stochastic simulation algorithm. The key innovation of this method is its mechanism of efficiently monitoring the occurrences of slow, discrete events while simultaneously simulating the dynamics of a continuous, stochastic or deterministic process. In addition, by introducing an approximation in which multiple slow reactions may occur within a time step of the numerical integration of the chemical Langevin equation, the hybrid stochastic method performs much faster with only a marginal decrease in accuracy. Multiple examples, including a biological pulse generator and a large-scale system benchmark, are simulated using the exact and proposed hybrid methods as well as, for comparison, a previous hybrid stochastic method. Probability distributions of the solutions are compared and the weak errors of the first two moments are computed. In general, these hybrid methods may be applied to the simulation of the dynamics of a system described by stochastic differential, ordinary differential, and Master equations.

The Deterministic Information Bottleneck

NASA Astrophysics Data System (ADS)

Strouse, D. J.; Schwab, David

2015-03-01

A fundamental and ubiquitous task that all organisms face is prediction of the future based on past sensory experience. Since an individual's memory resources are limited and costly, however, there is a tradeoff between memory cost and predictive payoff. The information bottleneck (IB) method (Tishby, Pereira, & Bialek 2000) formulates this tradeoff as a mathematical optimization problem using an information theoretic cost function. IB encourages storing as few bits of past sensory input as possible while selectively preserving the bits that are most predictive of the future. Here we introduce an alternative formulation of the IB method, which we call the deterministic information bottleneck (DIB). First, we argue for an alternative cost function, which better represents the biologically-motivated goal of minimizing required memory resources. Then, we show that this seemingly minor change has the dramatic effect of converting the optimal memory encoder from stochastic to deterministic. Next, we propose an iterative algorithm for solving the DIB problem. Additionally, we compare the IB and DIB methods on a variety of synthetic datasets, and examine the performance of retinal ganglion cell populations relative to the optimal encoding strategy for each problem.

Fault Tolerant Optimal Control.

DTIC Science & Technology

1982-08-01

subsystem is modelled by deterministic or stochastic finite-dimensional vector differential or difference equations. The parameters of these equations...is no partial differential equation that must be solved. Thus we can sidestep the inability to solve the Bellman equation for control problems with x...transition models and cost functionals can be reduced to the search for solutions of nonlinear partial differential equations using ’verification

Are Individual Differences in Performance on Perceptual and Cognitive Optimization Problems Determined by General Intelligence?

ERIC Educational Resources Information Center

Burns, Nicholas R.; Lee, Michael D.; Vickers, Douglas

2006-01-01

Studies of human problem solving have traditionally used deterministic tasks that require the execution of a systematic series of steps to reach a rational and optimal solution. Most real-world problems, however, are characterized by uncertainty, the need to consider an enormous number of variables and possible courses of action at each stage in…

Criticality Calculations with MCNP6 - Practical Lectures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Brown, Forrest B.; Rising, Michael Evan; Alwin, Jennifer Louise

2016-11-29

These slides are used to teach MCNP (Monte Carlo N-Particle) usage to nuclear criticality safety analysts. The following are the lecture topics: course information, introduction, MCNP basics, criticality calculations, advanced geometry, tallies, adjoint-weighted tallies and sensitivities, physics and nuclear data, parameter studies, NCS validation I, NCS validation II, NCS validation III, case study 1 - solution tanks, case study 2 - fuel vault, case study 3 - B&W core, case study 4 - simple TRIGA, case study 5 - fissile mat. vault, criticality accident alarm systems. After completion of this course, you should be able to: Develop an input modelmore » for MCNP; Describe how cross section data impact Monte Carlo and deterministic codes; Describe the importance of validation of computer codes and how it is accomplished; Describe the methodology supporting Monte Carlo codes and deterministic codes; Describe pitfalls of Monte Carlo calculations; Discuss the strengths and weaknesses of Monte Carlo and Discrete Ordinants codes; The diffusion theory model is not strictly valid for treating fissile systems in which neutron absorption, voids, and/or material boundaries are present. In the context of these limitations, identify a fissile system for which a diffusion theory solution would be adequate.« less

Modeling a SI epidemic with stochastic transmission: hyperbolic incidence rate.

PubMed

Christen, Alejandra; Maulén-Yañez, M Angélica; González-Olivares, Eduardo; Curé, Michel

2018-03-01

In this paper a stochastic susceptible-infectious (SI) epidemic model is analysed, which is based on the model proposed by Roberts and Saha (Appl Math Lett 12: 37-41, 1999), considering a hyperbolic type nonlinear incidence rate. Assuming the proportion of infected population varies with time, our new model is described by an ordinary differential equation, which is analogous to the equation that describes the double Allee effect. The limit of the solution of this equation (deterministic model) is found when time tends to infinity. Then, the asymptotic behaviour of a stochastic fluctuation due to the environmental variation in the coefficient of disease transmission is studied. Thus a stochastic differential equation (SDE) is obtained and the existence of a unique solution is proved. Moreover, the SDE is analysed through the associated Fokker-Planck equation to obtain the invariant measure when the proportion of the infected population reaches steady state. An explicit expression for invariant measure is found and we study some of its properties. The long time behaviour of deterministic and stochastic models are compared by simulations. According to our knowledge this incidence rate has not been previously used for this type of epidemic models.

Nano transfer and nanoreplication using deterministically grown sacrificial nanotemplates

DOEpatents

Melechko, Anatoli V [Oak Ridge, TN; McKnight, Timothy E [Greenback, TN; Guillorn, Michael A [Ithaca, NY; Ilic, Bojan [Ithaca, NY; Merkulov, Vladimir I [Knoxville, TX; Doktycz, Mitchel J [Knoxville, TN; Lowndes, Douglas H [Knoxville, TN; Simpson, Michael L [Knoxville, TN

2012-03-27

Methods, manufactures, machines and compositions are described for nanotransfer and nanoreplication using deterministically grown sacrificial nanotemplates. An apparatus, includes a substrate and a nanoconduit material coupled to a surface of the substrate. The substrate defines an aperture and the nanoconduit material defines a nanoconduit that is i) contiguous with the aperture and ii) aligned substantially non-parallel to a plane defined by the surface of the substrate.

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics.

PubMed

Harrison, Jonathan U; Yates, Christian A

2016-09-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. © 2016 The Authors.

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics

PubMed Central

Yates, Christian A.

2016-01-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction–diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. PMID:27628171

Determining the bias and variance of a deterministic finger-tracking algorithm.

PubMed

Morash, Valerie S; van der Velden, Bas H M

2016-06-01

Finger tracking has the potential to expand haptic research and applications, as eye tracking has done in vision research. In research applications, it is desirable to know the bias and variance associated with a finger-tracking method. However, assessing the bias and variance of a deterministic method is not straightforward. Multiple measurements of the same finger position data will not produce different results, implying zero variance. Here, we present a method of assessing deterministic finger-tracking variance and bias through comparison to a non-deterministic measure. A proof-of-concept is presented using a video-based finger-tracking algorithm developed for the specific purpose of tracking participant fingers during a psychological research study. The algorithm uses ridge detection on videos of the participant's hand, and estimates the location of the right index fingertip. The algorithm was evaluated using data from four participants, who explored tactile maps using only their right index finger and all right-hand fingers. The algorithm identified the index fingertip in 99.78 % of one-finger video frames and 97.55 % of five-finger video frames. Although the algorithm produced slightly biased and more dispersed estimates relative to a human coder, these differences (x=0.08 cm, y=0.04 cm) and standard deviations (σ x =0.16 cm, σ y =0.21 cm) were small compared to the size of a fingertip (1.5-2.0 cm). Some example finger-tracking results are provided where corrections are made using the bias and variance estimates.

Development of a Probabilistic Component Mode Synthesis Method for the Analysis of Non-Deterministic Substructures

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1995-01-01

Standard methods of structural dynamic analysis assume that the structural characteristics are deterministic. Recognizing that these characteristics are actually statistical in nature, researchers have recently developed a variety of methods that use this information to determine probabilities of a desired response characteristic, such as natural frequency, without using expensive Monte Carlo simulations. One of the problems in these methods is correctly identifying the statistical properties of primitive variables such as geometry, stiffness, and mass. This paper presents a method where the measured dynamic properties of substructures are used instead as the random variables. The residual flexibility method of component mode synthesis is combined with the probabilistic methods to determine the cumulative distribution function of the system eigenvalues. A simple cantilever beam test problem is presented that illustrates the theory.

A hybrid CS-SA intelligent approach to solve uncertain dynamic facility layout problems considering dependency of demands

NASA Astrophysics Data System (ADS)

Moslemipour, Ghorbanali

2018-07-01

This paper aims at proposing a quadratic assignment-based mathematical model to deal with the stochastic dynamic facility layout problem. In this problem, product demands are assumed to be dependent normally distributed random variables with known probability density function and covariance that change from period to period at random. To solve the proposed model, a novel hybrid intelligent algorithm is proposed by combining the simulated annealing and clonal selection algorithms. The proposed model and the hybrid algorithm are verified and validated using design of experiment and benchmark methods. The results show that the hybrid algorithm has an outstanding performance from both solution quality and computational time points of view. Besides, the proposed model can be used in both of the stochastic and deterministic situations.

The stochastic energy-Casimir method

NASA Astrophysics Data System (ADS)

Arnaudon, Alexis; Ganaba, Nader; Holm, Darryl D.

2018-04-01

In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for stability in probability of stochastic dynamical systems with symmetries. We illustrate this theory with classical examples of coadjoint motion, including the rigid body, the heavy top, and the compressible Euler equation in two dimensions. The main result is that stable deterministic equilibria remain stable in probability up to a certain stopping time that depends on the amplitude of the noise for finite-dimensional systems and on the amplitude of the spatial derivative of the noise for infinite-dimensional systems. xml:lang="fr"

Improved Convergence Rate of Multi-Group Scattering Moment Tallies for Monte Carlo Neutron Transport Codes

NASA Astrophysics Data System (ADS)

Nelson, Adam

Multi-group scattering moment matrices are critical to the solution of the multi-group form of the neutron transport equation, as they are responsible for describing the change in direction and energy of neutrons. These matrices, however, are difficult to correctly calculate from the measured nuclear data with both deterministic and stochastic methods. Calculating these parameters when using deterministic methods requires a set of assumptions which do not hold true in all conditions. These quantities can be calculated accurately with stochastic methods, however doing so is computationally expensive due to the poor efficiency of tallying scattering moment matrices. This work presents an improved method of obtaining multi-group scattering moment matrices from a Monte Carlo neutron transport code. This improved method of tallying the scattering moment matrices is based on recognizing that all of the outgoing particle information is known a priori and can be taken advantage of to increase the tallying efficiency (therefore reducing the uncertainty) of the stochastically integrated tallies. In this scheme, the complete outgoing probability distribution is tallied, supplying every one of the scattering moment matrices elements with its share of data. In addition to reducing the uncertainty, this method allows for the use of a track-length estimation process potentially offering even further improvement to the tallying efficiency. Unfortunately, to produce the needed distributions, the probability functions themselves must undergo an integration over the outgoing energy and scattering angle dimensions. This integration is too costly to perform during the Monte Carlo simulation itself and therefore must be performed in advance by way of a pre-processing code. The new method increases the information obtained from tally events and therefore has a significantly higher efficiency than the currently used techniques. The improved method has been implemented in a code system containing a new pre-processor code, NDPP, and a Monte Carlo neutron transport code, OpenMC. This method is then tested in a pin cell problem and a larger problem designed to accentuate the importance of scattering moment matrices. These tests show that accuracy was retained while the figure-of-merit for generating scattering moment matrices and fission energy spectra was significantly improved.

Numerical simulation and characterization of trapping noise in InGaP-GaAs heterojunctions devices at high injection

NASA Astrophysics Data System (ADS)

Nallatamby, Jean-Christophe; Abdelhadi, Khaled; Jacquet, Jean-Claude; Prigent, Michel; Floriot, Didier; Delage, Sylvain; Obregon, Juan

2013-03-01

Commercially available simulators present considerable advantages in performing accurate DC, AC and transient simulations of semiconductor devices, including many fundamental and parasitic effects which are not generally taken into account in house-made simulators. Nevertheless, while the TCAD simulators of the public domain we have tested give accurate results for the simulation of diffusion noise, none of the tested simulators perform trap-assisted GR noise accurately. In order to overcome the aforementioned problem we propose a robust solution to accurately simulate GR noise due to traps. It is based on numerical processing of the output data of one of the simulators available in the public-domain, namely SENTAURUS (from Synopsys). We have linked together, through a dedicated Data Access Component (DAC), the deterministic output data available from SENTAURUS and a powerful, customizable post-processing tool developed on the mathematical SCILAB software package. Thus, robust simulations of GR noise in semiconductor devices can be performed by using GR Langevin sources associated to the scalar Green functions responses of the device. Our method takes advantage of the accuracy of the deterministic simulations of electronic devices obtained with SENTAURUS. A Comparison between 2-D simulations and measurements of low frequency noise on InGaP-GaAs heterojunctions, at low as well as high injection levels, demonstrates the validity of the proposed simulation tool.

Model of the material removal function and an experimental study on a magnetorheological finishing process using a small ball-end permanent-magnet polishing head.

PubMed

Chen, Mingjun; Liu, Henan; Cheng, Jian; Yu, Bo; Fang, Zhen

2017-07-01

In order to achieve the deterministic finishing of optical components with concave surfaces of a curvature radius less than 10 mm, a novel magnetorheological finishing (MRF) process using a small ball-end permanent-magnet polishing head with a diameter of 4 mm is introduced. The characteristics of material removal in the proposed MRF process are studied. The model of the material removal function for the proposed MRF process is established based on the three-dimensional hydrodynamics analysis and Preston's equation. The shear stress on the workpiece surface is calculated by means of resolving the presented mathematical model using a numerical solution method. The analysis result reveals that the material removal in the proposed MRF process shows a positive dependence on shear stress. Experimental research is conducted to investigate the effect of processing parameters on the material removal rate and improve the surface accuracy of a typical rotational symmetrical optical component. The experimental results show that the surface accuracy of the finished component of K9 glass material has been improved to 0.14 μm (PV) from the initial 0.8 μm (PV), and the finished surface roughness Ra is 0.0024 μm. It indicates that the proposed MRF process can be used to achieve the deterministic removal of surface material and perform the nanofinishing of small curvature radius concave surfaces.

Conflict Detection and Resolution for Future Air Transportation Management

NASA Technical Reports Server (NTRS)

Krozel, Jimmy; Peters, Mark E.; Hunter, George

1997-01-01

With a Free Flight policy, the emphasis for air traffic control is shifting from active control to passive air traffic management with a policy of intervention by exception. Aircraft will be allowed to fly user preferred routes, as long as safety Alert Zones are not violated. If there is a potential conflict, two (or more) aircraft must be able to arrive at a solution for conflict resolution without controller intervention. Thus, decision aid tools are needed in Free Flight to detect and resolve conflicts, and several problems must be solved to develop such tools. In this report, we analyze and solve problems of proximity management, conflict detection, and conflict resolution under a Free Flight policy. For proximity management, we establish a system based on Delaunay Triangulations of aircraft at constant flight levels. Such a system provides a means for analyzing the neighbor relationships between aircraft and the nearby free space around air traffic which can be utilized later in conflict resolution. For conflict detection, we perform both 2-dimensional and 3-dimensional analyses based on the penetration of the Protected Airspace Zone. Both deterministic and non-deterministic analyses are performed. We investigate several types of conflict warnings including tactical warnings prior to penetrating the Protected Airspace Zone, methods based on the reachability overlap of both aircraft, and conflict probability maps to establish strategic Alert Zones around aircraft.

Improved Neutronics Treatment of Burnable Poisons for the Prismatic HTR

DOE Office of Scientific and Technical Information (OSTI.GOV)

Y. Wang; A. A. Bingham; J. Ortensi

2012-10-01

In prismatic block High Temperature Reactors (HTR), highly absorbing material such a burnable poison (BP) cause local flux depressions and large gradients in the flux across the blocks which can be a challenge to capture accurately with traditional homogenization methods. The purpose of this paper is to quantify the error associated with spatial homogenization, spectral condensation and discretization and to highlight what is needed for improved neutronics treatments of burnable poisons for the prismatic HTR. A new triangular based mesh is designed to separate the BP regions from the fuel assembly. A set of packages including Serpent (Monte Carlo), Xuthosmore » (1storder Sn), Pronghorn (diffusion), INSTANT (Pn) and RattleSnake (2ndorder Sn) is used for this study. The results from the deterministic calculations show that the cross sections generated directly in Serpent are not sufficient to accurately reproduce the reference Monte Carlo solution in all cases. The BP treatment produces good results, but this is mainly due to error cancellation. However, the Super Cell (SC) approach yields cross sections that are consistent with cross sections prepared on an “exact” full core calculation. In addition, very good agreement exists between the various deterministic transport and diffusion codes in both eigenvalue and power distributions. Future research will focus on improving the cross sections and quantifying the error cancellation.« less

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

Warner, James E.; Aquino, Wilkins; Grigoriu, Mircea D.

2014-01-01

This work presents a novel methodology for solving inverse problems under uncertainty using stochastic reduced order models (SROMs). Given statistical information about an observed state variable in a system, unknown parameters are estimated probabilistically through the solution of a model-constrained, stochastic optimization problem. The point of departure and crux of the proposed framework is the representation of a random quantity using a SROM - a low dimensional, discrete approximation to a continuous random element that permits e cient and non-intrusive stochastic computations. Characterizing the uncertainties with SROMs transforms the stochastic optimization problem into a deterministic one. The non-intrusive nature of SROMs facilitates e cient gradient computations for random vector unknowns and relies entirely on calls to existing deterministic solvers. Furthermore, the method is naturally extended to handle multiple sources of uncertainty in cases where state variable data, system parameters, and boundary conditions are all considered random. The new and widely-applicable SROM framework is formulated for a general stochastic optimization problem in terms of an abstract objective function and constraining model. For demonstration purposes, however, we study its performance in the specific case of inverse identification of random material parameters in elastodynamics. We demonstrate the ability to efficiently recover random shear moduli given material displacement statistics as input data. We also show that the approach remains effective for the case where the loading in the problem is random as well. PMID:25558115

Integrated deterministic and probabilistic safety analysis for safety assessment of nuclear power plants

DOE PAGES

Di Maio, Francesco; Zio, Enrico; Smith, Curtis; ...

2015-07-06

The present special issue contains an overview of the research in the field of Integrated Deterministic and Probabilistic Safety Assessment (IDPSA) of Nuclear Power Plants (NPPs). Traditionally, safety regulation for NPPs design and operation has been based on Deterministic Safety Assessment (DSA) methods to verify criteria that assure plant safety in a number of postulated Design Basis Accident (DBA) scenarios. Referring to such criteria, it is also possible to identify those plant Structures, Systems, and Components (SSCs) and activities that are most important for safety within those postulated scenarios. Then, the design, operation, and maintenance of these “safety-related” SSCs andmore » activities are controlled through regulatory requirements and supported by Probabilistic Safety Assessment (PSA).« less

Jitter and phase noise of ADPLL due to PSN with deterministic frequency

NASA Astrophysics Data System (ADS)

Deng, Xiaoying; Yang, Jun; Wu, Jianhui

2011-09-01

In this article, jitter and phase noise of all-digital phase-locked loop due to power supply noise (PSN) with deterministic frequency are analysed. It leads to the conclusion that jitter and phase noise heavily depend on the noise frequency. Compared with jitter, phase noise is much less affected by the deterministic PSN. Our method is utilised to study a CMOS ADPLL designed and simulated in SMIC 0.13 µm standard CMOS process. A comparison between the results obtained by our method and those obtained by simulation and measurement proves the accuracy of the predicted model. When the digital controlled oscillator was corrupted by PSN with 100 mVpk-pk, the measured jitters were 33.9 ps at the rate of fG = 192 MHz and 148.5 ps at the rate of fG = 40 MHz. However, the measured phase noise was exactly the same except for two impulses appearing at 192 and 40 MHz, respectively.

Iso-geometric analysis for neutron diffusion problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hall, S. K.; Eaton, M. D.; Williams, M. M. R.

Iso-geometric analysis can be viewed as a generalisation of the finite element method. It permits the exact representation of a wider range of geometries including conic sections. This is possible due to the use of concepts employed in computer-aided design. The underlying mathematical representations from computer-aided design are used to capture both the geometry and approximate the solution. In this paper the neutron diffusion equation is solved using iso-geometric analysis. The practical advantages are highlighted by looking at the problem of a circular fuel pin in a square moderator. For this problem the finite element method requires the geometry tomore » be approximated. This leads to errors in the shape and size of the interface between the fuel and the moderator. In contrast to this iso-geometric analysis allows the interface to be represented exactly. It is found that, due to a cancellation of errors, the finite element method converges more quickly than iso-geometric analysis for this problem. A fuel pin in a vacuum was then considered as this problem is highly sensitive to the leakage across the interface. In this case iso-geometric analysis greatly outperforms the finite element method. Due to the improvement in the representation of the geometry iso-geometric analysis can outperform traditional finite element methods. It is proposed that the use of iso-geometric analysis on neutron transport problems will allow deterministic solutions to be obtained for exact geometries. Something that is only currently possible with Monte Carlo techniques. (authors)« less

Sampled-Data Consensus of Linear Multi-agent Systems With Packet Losses.

PubMed

Zhang, Wenbing; Tang, Yang; Huang, Tingwen; Kurths, Jurgen

In this paper, the consensus problem is studied for a class of multi-agent systems with sampled data and packet losses, where random and deterministic packet losses are considered, respectively. For random packet losses, a Bernoulli-distributed white sequence is used to describe packet dropouts among agents in a stochastic way. For deterministic packet losses, a switched system with stable and unstable subsystems is employed to model packet dropouts in a deterministic way. The purpose of this paper is to derive consensus criteria, such that linear multi-agent systems with sampled-data and packet losses can reach consensus. By means of the Lyapunov function approach and the decomposition method, the design problem of a distributed controller is solved in terms of convex optimization. The interplay among the allowable bound of the sampling interval, the probability of random packet losses, and the rate of deterministic packet losses are explicitly derived to characterize consensus conditions. The obtained criteria are closely related to the maximum eigenvalue of the Laplacian matrix versus the second minimum eigenvalue of the Laplacian matrix, which reveals the intrinsic effect of communication topologies on consensus performance. Finally, simulations are given to show the effectiveness of the proposed results.In this paper, the consensus problem is studied for a class of multi-agent systems with sampled data and packet losses, where random and deterministic packet losses are considered, respectively. For random packet losses, a Bernoulli-distributed white sequence is used to describe packet dropouts among agents in a stochastic way. For deterministic packet losses, a switched system with stable and unstable subsystems is employed to model packet dropouts in a deterministic way. The purpose of this paper is to derive consensus criteria, such that linear multi-agent systems with sampled-data and packet losses can reach consensus. By means of the Lyapunov function approach and the decomposition method, the design problem of a distributed controller is solved in terms of convex optimization. The interplay among the allowable bound of the sampling interval, the probability of random packet losses, and the rate of deterministic packet losses are explicitly derived to characterize consensus conditions. The obtained criteria are closely related to the maximum eigenvalue of the Laplacian matrix versus the second minimum eigenvalue of the Laplacian matrix, which reveals the intrinsic effect of communication topologies on consensus performance. Finally, simulations are given to show the effectiveness of the proposed results.

Deterministic annealing for density estimation by multivariate normal mixtures

NASA Astrophysics Data System (ADS)

Kloppenburg, Martin; Tavan, Paul

1997-03-01

An approach to maximum-likelihood density estimation by mixtures of multivariate normal distributions for large high-dimensional data sets is presented. Conventionally that problem is tackled by notoriously unstable expectation-maximization (EM) algorithms. We remove these instabilities by the introduction of soft constraints, enabling deterministic annealing. Our developments are motivated by the proof that algorithmically stable fuzzy clustering methods that are derived from statistical physics analogs are special cases of EM procedures.

Equilibrium reconstruction in an iron core tokamak using a deterministic magnetisation model

NASA Astrophysics Data System (ADS)

Appel, L. C.; Lupelli, I.; JET Contributors

2018-02-01

In many tokamaks ferromagnetic material, usually referred to as an iron-core, is present in order to improve the magnetic coupling between the solenoid and the plasma. The presence of the iron core in proximity to the plasma changes the magnetic topology with consequent effects on the magnetic field structure and the plasma boundary. This paper considers the problem of obtaining the free-boundary plasma equilibrium solution in the presence of ferromagnetic material based on measured constraints. The current approach employs a model described by O'Brien et al. (1992) in which the magnetisation currents at the iron-air boundary are represented by a set of free parameters and appropriate boundary conditions are enforced via a set of quasi-measurements on the material boundary. This can lead to the possibility of overfitting the data and hiding underlying issues with the measured signals. Although the model typically achieves good fits to measured magnetic signals there are significant discrepancies in the inferred magnetic topology compared with other plasma diagnostic measurements that are independent of the magnetic field. An alternative approach for equilibrium reconstruction in iron-core tokamaks, termed the deterministic magnetisation model is developed and implemented in EFIT++. The iron is represented by a boundary current with the gradients in the magnetisation dipole state generating macroscopic internal magnetisation currents. A model for the boundary magnetisation currents at the iron-air interface is developed using B-Splines enabling continuity to arbitrary order; internal magnetisation currents are allocated to triangulated regions within the iron, and a method to enable adaptive refinement is implemented. The deterministic model has been validated by comparing it with a synthetic 2-D electromagnetic model of JET. It is established that the maximum field discrepancy is less than 1.5 mT throughout the vacuum region enclosing the plasma. The discrepancies of simulated magnetic probe signals are accurate to within 1% for signals with absolute magnitude greater than 100mT; in all other cases agreement is to within 1mT. The effect of neglecting the internal magnetisation currents increases the maximum discrepancy in the vacuum region to >20mT, resulting in errors of 5%-10% in the simulated probe signals. The fact that the previous model neglects the internal magnetisation currents (and also has additional free parameters when fitting the measured data) makes it unsuitable for analysing data in the absence of plasma current. The discrepancy of the poloidal magnetic flux within the vacuum vessel is to within 0.1Wb. Finally the deterministic model is applied to an equilibrium force-balance solution of a JET discharge using experimental data. It is shown that the discrepancies of the outboard separatrix position, and the outer strike-point position inferred from Thomson Scattering and Infrared camera data are much improved beyond the routine equilibrium reconstruction, whereas the discrepancy of the inner strike-point position is similar.

Evaluation of SNS Beamline Shielding Configurations using MCNPX Accelerated by ADVANTG

DOE Office of Scientific and Technical Information (OSTI.GOV)

Risner, Joel M; Johnson, Seth R.; Remec, Igor

2015-01-01

Shielding analyses for the Spallation Neutron Source (SNS) at Oak Ridge National Laboratory pose significant computational challenges, including highly anisotropic high-energy sources, a combination of deep penetration shielding and an unshielded beamline, and a desire to obtain well-converged nearly global solutions for mapping of predicted radiation fields. The majority of these analyses have been performed using MCNPX with manually generated variance reduction parameters (source biasing and cell-based splitting and Russian roulette) that were largely based on the analyst's insight into the problem specifics. Development of the variance reduction parameters required extensive analyst time, and was often tailored to specific portionsmore » of the model phase space. We previously applied a developmental version of the ADVANTG code to an SNS beamline study to perform a hybrid deterministic/Monte Carlo analysis and showed that we could obtain nearly global Monte Carlo solutions with essentially uniform relative errors for mesh tallies that cover extensive portions of the model with typical voxel spacing of a few centimeters. The use of weight window maps and consistent biased sources produced using the FW-CADIS methodology in ADVANTG allowed us to obtain these solutions using substantially less computer time than the previous cell-based splitting approach. While those results were promising, the process of using the developmental version of ADVANTG was somewhat laborious, requiring user-developed Python scripts to drive much of the analysis sequence. In addition, limitations imposed by the size of weight-window files in MCNPX necessitated the use of relatively coarse spatial and energy discretization for the deterministic Denovo calculations that we used to generate the variance reduction parameters. We recently applied the production version of ADVANTG to this beamline analysis, which substantially streamlined the analysis process. We also tested importance function collapsing (in space and energy) capabilities in ADVANTG. These changes, along with the support for parallel Denovo calculations using the current version of ADVANTG, give us the capability to improve the fidelity of the deterministic portion of the hybrid analysis sequence, obtain improved weight-window maps, and reduce both the analyst and computational time required for the analysis process.« less

Multi level optimization of burnable poison utilization for advanced PWR fuel management

NASA Astrophysics Data System (ADS)

Yilmaz, Serkan

The objective of this study was to develop an unique methodology and a practical tool for designing burnable poison (BP) pattern for a given PWR core. Two techniques were studied in developing this tool. First, the deterministic technique called Modified Power Shape Forced Diffusion (MPSFD) method followed by a fine tuning algorithm, based on some heuristic rules, was developed to achieve this goal. Second, an efficient and a practical genetic algorithm (GA) tool was developed and applied successfully to Burnable Poisons (BPs) placement optimization problem for a reference Three Mile Island-1 (TMI-1) core. This thesis presents the step by step progress in developing such a tool. The developed deterministic method appeared to perform as expected. The GA technique produced excellent BP designs. It was discovered that the Beginning of Cycle (BOC) Kinf of a BP fuel assembly (FA) design is a good filter to eliminate invalid BP designs created during the optimization process. By eliminating all BP designs having BOC Kinf above a set limit, the computational time was greatly reduced since the evaluation process with reactor physics calculations for an invalid solution is canceled. Moreover, the GA was applied to develop the BP loading pattern to minimize the total Gadolinium (Gd) amount in the core together with the residual binding at End-of-Cycle (EOC) and to keep the maximum peak pin power during core depletion and Soluble boron concentration at BOC both less than their limit values. The number of UO2/Gd2O3 pins and Gd 2O3 concentrations for each fresh fuel location in the core are the decision variables and the total amount of the Gd in the core and maximum peak pin power during core depletion are in the fitness functions. The use of different fitness function definition and forcing the solution movement towards to desired region in the solution space accelerated the GA runs. Special emphasize is given to minimizing the residual binding to increase core lifetime as well as minimizing the total Gd amount in the core. The GA code developed many good solutions that satisfy all of the design constraints. For these solutions, the EOC soluble boron concentration changes from 68.9 to 97.2 ppm. It is important to note that the difference of 28.3 ppm between the best and the worst solution in the good solutions region represent the potential of 12.5 Effective-Full-Power-Day (EPFD) savings in cycle length. As a comparison, the best BP loading design has 97.2 ppm soluble boron concentration at EOC while the BP loading with available vendors' U/Gd FA designs has 94.4 ppm SOB at EOC. It was estimated that the difference of 2.8 ppm reflected the potential savings of 1.25 EFPD in cycle length. Moreover, the total Gd amount was reduced by 6.89% in mass that provided extra savings in fuel cost compared to the BP loading pattern with available vendor's U/Gd FA designs. (Abstract shortened by UMI.)

Large scale Brownian dynamics of confined suspensions of rigid particles

NASA Astrophysics Data System (ADS)

Sprinkle, Brennan; Balboa Usabiaga, Florencio; Patankar, Neelesh A.; Donev, Aleksandar

2017-12-01

We introduce methods for large-scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method [F. Balboa Usabiaga et al., Commun. Appl. Math. Comput. Sci. 11(2), 217-296 (2016)] at a cost comparable to the cost of deterministic simulations. We demonstrate that we can efficiently generate deterministic and random displacements for many particles using preconditioned Krylov iterative methods, if kernel methods to efficiently compute the action of the Rotne-Prager-Yamakawa (RPY) mobility matrix and its "square" root are available for the given boundary conditions. These kernel operations can be computed with near linear scaling for periodic domains using the positively split Ewald method. Here we study particles partially confined by gravity above a no-slip bottom wall using a graphical processing unit implementation of the mobility matrix-vector product, combined with a preconditioned Lanczos iteration for generating Brownian displacements. We address a major challenge in large-scale BD simulations, capturing the stochastic drift term that arises because of the configuration-dependent mobility. Unlike the widely used Fixman midpoint scheme, our methods utilize random finite differences and do not require the solution of resistance problems or the computation of the action of the inverse square root of the RPY mobility matrix. We construct two temporal schemes which are viable for large-scale simulations, an Euler-Maruyama traction scheme and a trapezoidal slip scheme, which minimize the number of mobility problems to be solved per time step while capturing the required stochastic drift terms. We validate and compare these schemes numerically by modeling suspensions of boomerang-shaped particles sedimented near a bottom wall. Using the trapezoidal scheme, we investigate the steady-state active motion in dense suspensions of confined microrollers, whose height above the wall is set by a combination of thermal noise and active flows. We find the existence of two populations of active particles, slower ones closer to the bottom and faster ones above them, and demonstrate that our method provides quantitative accuracy even with relatively coarse resolutions of the particle geometry.

Global solutions to random 3D vorticity equations for small initial data

NASA Astrophysics Data System (ADS)

Barbu, Viorel; Röckner, Michael

2017-11-01

One proves the existence and uniqueness in (Lp (R3)) 3, 3/2 < p < 2, of a global mild solution to random vorticity equations associated to stochastic 3D Navier-Stokes equations with linear multiplicative Gaussian noise of convolution type, for sufficiently small initial vorticity. This resembles some earlier deterministic results of T. Kato [16] and are obtained by treating the equation in vorticity form and reducing the latter to a random nonlinear parabolic equation. The solution has maximal regularity in the spatial variables and is weakly continuous in (L3 ∩L 3p/4p - 6)3 with respect to the time variable. Furthermore, we obtain the pathwise continuous dependence of solutions with respect to the initial data. In particular, one gets a locally unique solution of 3D stochastic Navier-Stokes equation in vorticity form up to some explosion stopping time τ adapted to the Brownian motion.

On optimal control of linear systems in the presence of multiplicative noise

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1976-01-01

This correspondence considers the problem of optimal regulator design for discrete time linear systems subjected to white state-dependent and control-dependent noise in addition to additive white noise in the input and the observations. A pseudo-deterministic problem is first defined in which multiplicative and additive input disturbances are present, but noise-free measurements of the complete state vector are available. This problem is solved via discrete dynamic programming. Next is formulated the problem in which the number of measurements is less than that of the state variables and the measurements are contaminated with state-dependent noise. The inseparability of control and estimation is brought into focus, and an 'enforced separation' solution is obtained via heuristic reasoning in which the control gains are shown to be the same as those in the pseudo-deterministic problem. An optimal linear state estimator is given in order to implement the controller.

MIMICKING COUNTERFACTUAL OUTCOMES TO ESTIMATE CAUSAL EFFECTS.

PubMed

Lok, Judith J

2017-04-01

In observational studies, treatment may be adapted to covariates at several times without a fixed protocol, in continuous time. Treatment influences covariates, which influence treatment, which influences covariates, and so on. Then even time-dependent Cox-models cannot be used to estimate the net treatment effect. Structural nested models have been applied in this setting. Structural nested models are based on counterfactuals: the outcome a person would have had had treatment been withheld after a certain time. Previous work on continuous-time structural nested models assumes that counterfactuals depend deterministically on observed data, while conjecturing that this assumption can be relaxed. This article proves that one can mimic counterfactuals by constructing random variables, solutions to a differential equation, that have the same distribution as the counterfactuals, even given past observed data. These "mimicking" variables can be used to estimate the parameters of structural nested models without assuming the treatment effect to be deterministic.

Stochastic analysis of pitch angle scattering of charged particles by transverse magnetic waves

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lemons, Don S.; Liu Kaijun; Winske, Dan

2009-11-15

This paper describes a theory of the velocity space scattering of charged particles in a static magnetic field composed of a uniform background field and a sum of transverse, circularly polarized, magnetic waves. When that sum has many terms the autocorrelation time required for particle orbits to become effectively randomized is small compared with the time required for the particle velocity distribution to change significantly. In this regime the deterministic equations of motion can be transformed into stochastic differential equations of motion. The resulting stochastic velocity space scattering is described, in part, by a pitch angle diffusion rate that ismore » a function of initial pitch angle and properties of the wave spectrum. Numerical solutions of the deterministic equations of motion agree with the theory at all pitch angles, for wave energy densities up to and above the energy density of the uniform field, and for different wave spectral shapes.« less

Deterministic absorbed dose estimation in computed tomography using a discrete ordinates method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Norris, Edward T.; Liu, Xin, E-mail: xinliu@mst.edu; Hsieh, Jiang

Purpose: Organ dose estimation for a patient undergoing computed tomography (CT) scanning is very important. Although Monte Carlo methods are considered gold-standard in patient dose estimation, the computation time required is formidable for routine clinical calculations. Here, the authors instigate a deterministic method for estimating an absorbed dose more efficiently. Methods: Compared with current Monte Carlo methods, a more efficient approach to estimating the absorbed dose is to solve the linear Boltzmann equation numerically. In this study, an axial CT scan was modeled with a software package, Denovo, which solved the linear Boltzmann equation using the discrete ordinates method. Themore » CT scanning configuration included 16 x-ray source positions, beam collimators, flat filters, and bowtie filters. The phantom was the standard 32 cm CT dose index (CTDI) phantom. Four different Denovo simulations were performed with different simulation parameters, including the number of quadrature sets and the order of Legendre polynomial expansions. A Monte Carlo simulation was also performed for benchmarking the Denovo simulations. A quantitative comparison was made of the simulation results obtained by the Denovo and the Monte Carlo methods. Results: The difference in the simulation results of the discrete ordinates method and those of the Monte Carlo methods was found to be small, with a root-mean-square difference of around 2.4%. It was found that the discrete ordinates method, with a higher order of Legendre polynomial expansions, underestimated the absorbed dose near the center of the phantom (i.e., low dose region). Simulations of the quadrature set 8 and the first order of the Legendre polynomial expansions proved to be the most efficient computation method in the authors’ study. The single-thread computation time of the deterministic simulation of the quadrature set 8 and the first order of the Legendre polynomial expansions was 21 min on a personal computer. Conclusions: The simulation results showed that the deterministic method can be effectively used to estimate the absorbed dose in a CTDI phantom. The accuracy of the discrete ordinates method was close to that of a Monte Carlo simulation, and the primary benefit of the discrete ordinates method lies in its rapid computation speed. It is expected that further optimization of this method in routine clinical CT dose estimation will improve its accuracy and speed.« less

Ultra-low-power conversion and management techniques for thermoelectric energy harvesting applications

NASA Astrophysics Data System (ADS)

Fleming, Jerry W.

2010-04-01

Thermoelectric energy harvesting has increasingly gained acceptance as a potential power source that can be used for numerous commercial and military applications. However, power electronic designers have struggled to incorporate energy harvesting methods into their designs due to the relatively small voltage levels available from many harvesting device technologies. In order to bridge this gap, an ultra-low input voltage power conversion method is needed to convert small amounts of scavenged energy into a usable form of electricity. Such a method would be an enabler for new and improved medical devices, sensor systems, and other portable electronic products. This paper addresses the technical challenges involved in ultra-low-voltage power conversion by providing a solution utilizing novel power conversion techniques and applied technologies. Our solution utilizes intelligent power management techniques to control unknown startup conditions. The load and supply management functionality is also controlled in a deterministic manner. The DC to DC converter input operating voltage is 20mV with a conversion efficiency of 90% or more. The output voltage is stored into a storage device such as an ultra-capacitor or lithium-ion battery for use during brown-out or unfavorable harvesting conditions. Applications requiring modular, low power, extended maintenance cycles, such as wireless instrumentation would significantly benefit from the novel power conversion and harvesting techniques outlined in this paper.

EBR-II Static Neutronic Calculations by PHISICS / MCNP6 codes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Paolo Balestra; Carlo Parisi; Andrea Alfonsi

2016-02-01

The International Atomic Energy Agency (IAEA) launched a Coordinated Research Project (CRP) on the Shutdown Heat Removal Tests (SHRT) performed in the '80s at the Experimental fast Breeder Reactor EBR-II, USA. The scope of the CRP is to improve and validate the simulation tools for the study and the design of the liquid metal cooled fast reactors. Moreover, training of the next generation of fast reactor analysts is being also considered the other scope of the CRP. In this framework, a static neutronic model was developed, using state-of-the art neutron transport codes like SCALE/PHISICS (deterministic solution) and MCNP6 (stochastic solution).more » Comparison between both solutions is briefly illustrated in this summary.« less

A PC-based magnetometer-only attitude and rate determination system for gyroless spacecraft

NASA Technical Reports Server (NTRS)

Challa, M.; Natanson, G.; Deutschmann, J.; Galal, K.

1995-01-01

This paper describes a prototype PC-based system that uses measurements from a three-axis magnetometer (TAM) to estimate the state (three-axis attitude and rates) of a spacecraft given no a priori information other than the mass properties. The system uses two algorithms that estimate the spacecraft's state - a deterministic magnetic-field only algorithm and a Kalman filter for gyroless spacecraft. The algorithms are combined by invoking the deterministic algorithm to generate the spacecraft state at epoch using a small batch of data and then using this deterministic epoch solution as the initial condition for the Kalman filter during the production run. System input comprises processed data that includes TAM and reference magnetic field data. Additional information, such as control system data and measurements from line-of-sight sensors, can be input to the system if available. Test results are presented using in-flight data from two three-axis stabilized spacecraft: Solar, Anomalous, and Magnetospheric Particle Explorer (SAMPEX) (gyroless, Sun-pointing) and Earth Radiation Budget Satellite (ERBS) (gyro-based, Earth-pointing). The results show that, using as little as 700 s of data, the system is capable of accuracies of 1.5 deg in attitude and 0.01 deg/s in rates; i.e., within SAMPEX mission requirements.

Stochastic and deterministic multiscale models for systems biology: an auxin-transport case study.

PubMed

Twycross, Jamie; Band, Leah R; Bennett, Malcolm J; King, John R; Krasnogor, Natalio

2010-03-26

Stochastic and asymptotic methods are powerful tools in developing multiscale systems biology models; however, little has been done in this context to compare the efficacy of these methods. The majority of current systems biology modelling research, including that of auxin transport, uses numerical simulations to study the behaviour of large systems of deterministic ordinary differential equations, with little consideration of alternative modelling frameworks. In this case study, we solve an auxin-transport model using analytical methods, deterministic numerical simulations and stochastic numerical simulations. Although the three approaches in general predict the same behaviour, the approaches provide different information that we use to gain distinct insights into the modelled biological system. We show in particular that the analytical approach readily provides straightforward mathematical expressions for the concentrations and transport speeds, while the stochastic simulations naturally provide information on the variability of the system. Our study provides a constructive comparison which highlights the advantages and disadvantages of each of the considered modelling approaches. This will prove helpful to researchers when weighing up which modelling approach to select. In addition, the paper goes some way to bridging the gap between these approaches, which in the future we hope will lead to integrative hybrid models.

Controlling transient chaos in deterministic flows with applications to electrical power systems and ecology

NASA Astrophysics Data System (ADS)

Dhamala, Mukeshwar; Lai, Ying-Cheng

1999-02-01

Transient chaos is a common phenomenon in nonlinear dynamics of many physical, biological, and engineering systems. In applications it is often desirable to maintain sustained chaos even in parameter regimes of transient chaos. We address how to sustain transient chaos in deterministic flows. We utilize a simple and practical method, based on extracting the fundamental dynamics from time series, to maintain chaos. The method can result in control of trajectories from almost all initial conditions in the original basin of the chaotic attractor from which transient chaos is created. We apply our method to three problems: (1) voltage collapse in electrical power systems, (2) species preservation in ecology, and (3) elimination of undesirable bursting behavior in a chemical reaction system.

Using NCAR Yellowstone for PhotoVoltaic Power Forecasts with Artificial Neural Networks and an Analog Ensemble

NASA Astrophysics Data System (ADS)

Cervone, G.; Clemente-Harding, L.; Alessandrini, S.; Delle Monache, L.

2016-12-01

A methodology based on Artificial Neural Networks (ANN) and an Analog Ensemble (AnEn) is presented to generate 72-hour deterministic and probabilistic forecasts of power generated by photovoltaic (PV) power plants using input from a numerical weather prediction model and computed astronomical variables. ANN and AnEn are used individually and in combination to generate forecasts for three solar power plant located in Italy. The computational scalability of the proposed solution is tested using synthetic data simulating 4,450 PV power stations. The NCAR Yellowstone supercomputer is employed to test the parallel implementation of the proposed solution, ranging from 1 node (32 cores) to 4,450 nodes (141,140 cores). Results show that a combined AnEn + ANN solution yields best results, and that the proposed solution is well suited for massive scale computation.

CPT-based probabilistic and deterministic assessment of in situ seismic soil liquefaction potential

USGS Publications Warehouse

Moss, R.E.S.; Seed, R.B.; Kayen, R.E.; Stewart, J.P.; Der Kiureghian, A.; Cetin, K.O.

2006-01-01

This paper presents a complete methodology for both probabilistic and deterministic assessment of seismic soil liquefaction triggering potential based on the cone penetration test (CPT). A comprehensive worldwide set of CPT-based liquefaction field case histories were compiled and back analyzed, and the data then used to develop probabilistic triggering correlations. Issues investigated in this study include improved normalization of CPT resistance measurements for the influence of effective overburden stress, and adjustment to CPT tip resistance for the potential influence of "thin" liquefiable layers. The effects of soil type and soil character (i.e., "fines" adjustment) for the new correlations are based on a combination of CPT tip and sleeve resistance. To quantify probability for performancebased engineering applications, Bayesian "regression" methods were used, and the uncertainties of all variables comprising both the seismic demand and the liquefaction resistance were estimated and included in the analysis. The resulting correlations were developed using a Bayesian framework and are presented in both probabilistic and deterministic formats. The results are compared to previous probabilistic and deterministic correlations. ?? 2006 ASCE.

ASP-based method for the enumeration of attractors in non-deterministic synchronous and asynchronous multi-valued networks.

PubMed

Ben Abdallah, Emna; Folschette, Maxime; Roux, Olivier; Magnin, Morgan

2017-01-01

This paper addresses the problem of finding attractors in biological regulatory networks. We focus here on non-deterministic synchronous and asynchronous multi-valued networks, modeled using automata networks (AN). AN is a general and well-suited formalism to study complex interactions between different components (genes, proteins,...). An attractor is a minimal trap domain, that is, a part of the state-transition graph that cannot be escaped. Such structures are terminal components of the dynamics and take the form of steady states (singleton) or complex compositions of cycles (non-singleton). Studying the effect of a disease or a mutation on an organism requires finding the attractors in the model to understand the long-term behaviors. We present a computational logical method based on answer set programming (ASP) to identify all attractors. Performed without any network reduction, the method can be applied on any dynamical semantics. In this paper, we present the two most widespread non-deterministic semantics: the asynchronous and the synchronous updating modes. The logical approach goes through a complete enumeration of the states of the network in order to find the attractors without the necessity to construct the whole state-transition graph. We realize extensive computational experiments which show good performance and fit the expected theoretical results in the literature. The originality of our approach lies on the exhaustive enumeration of all possible (sets of) states verifying the properties of an attractor thanks to the use of ASP. Our method is applied to non-deterministic semantics in two different schemes (asynchronous and synchronous). The merits of our methods are illustrated by applying them to biological examples of various sizes and comparing the results with some existing approaches. It turns out that our approach succeeds to exhaustively enumerate on a desktop computer, in a large model (100 components), all existing attractors up to a given size (20 states). This size is only limited by memory and computation time.

Characterization of normality of chaotic systems including prediction and detection of anomalies

NASA Astrophysics Data System (ADS)

Engler, Joseph John

Accurate prediction and control pervades domains such as engineering, physics, chemistry, and biology. Often, it is discovered that the systems under consideration cannot be well represented by linear, periodic nor random data. It has been shown that these systems exhibit deterministic chaos behavior. Deterministic chaos describes systems which are governed by deterministic rules but whose data appear to be random or quasi-periodic distributions. Deterministically chaotic systems characteristically exhibit sensitive dependence upon initial conditions manifested through rapid divergence of states initially close to one another. Due to this characterization, it has been deemed impossible to accurately predict future states of these systems for longer time scales. Fortunately, the deterministic nature of these systems allows for accurate short term predictions, given the dynamics of the system are well understood. This fact has been exploited in the research community and has resulted in various algorithms for short term predictions. Detection of normality in deterministically chaotic systems is critical in understanding the system sufficiently to able to predict future states. Due to the sensitivity to initial conditions, the detection of normal operational states for a deterministically chaotic system can be challenging. The addition of small perturbations to the system, which may result in bifurcation of the normal states, further complicates the problem. The detection of anomalies and prediction of future states of the chaotic system allows for greater understanding of these systems. The goal of this research is to produce methodologies for determining states of normality for deterministically chaotic systems, detection of anomalous behavior, and the more accurate prediction of future states of the system. Additionally, the ability to detect subtle system state changes is discussed. The dissertation addresses these goals by proposing new representational techniques and novel prediction methodologies. The value and efficiency of these methods are explored in various case studies. Presented is an overview of chaotic systems with examples taken from the real world. A representation schema for rapid understanding of the various states of deterministically chaotic systems is presented. This schema is then used to detect anomalies and system state changes. Additionally, a novel prediction methodology which utilizes Lyapunov exponents to facilitate longer term prediction accuracy is presented and compared with other nonlinear prediction methodologies. These novel methodologies are then demonstrated on applications such as wind energy, cyber security and classification of social networks.

Solving a Multi Objective Transportation Problem(MOTP) Under Fuzziness on Using Interval Numbers

NASA Astrophysics Data System (ADS)

Saraj, Mansour; Mashkoorzadeh, Feryal

2010-09-01

In this paper we present a solution procedure of the Multi Objective Transportation Problem(MOTP) where the coefficients of the objective functions, the source and destination parameters which determined by the decision maker(DM) are symmetric triangular fuzzy numbers. The constraints with interval source and destination parameters have been converted in to deterministic ones. A numerical example is provided to illustrate the approach.

Multi-dimensional Fokker-Planck equation analysis using the modified finite element method

NASA Astrophysics Data System (ADS)

Náprstek, J.; Král, R.

2016-09-01

The Fokker-Planck equation (FPE) is a frequently used tool for the solution of cross probability density function (PDF) of a dynamic system response excited by a vector of random processes. FEM represents a very effective solution possibility, particularly when transition processes are investigated or a more detailed solution is needed. Actual papers deal with single degree of freedom (SDOF) systems only. So the respective FPE includes two independent space variables only. Stepping over this limit into MDOF systems a number of specific problems related to a true multi-dimensionality must be overcome. Unlike earlier studies, multi-dimensional simplex elements in any arbitrary dimension should be deployed and rectangular (multi-brick) elements abandoned. Simple closed formulae of integration in multi-dimension domain have been derived. Another specific problem represents the generation of multi-dimensional finite element mesh. Assembling of system global matrices should be subjected to newly composed algorithms due to multi-dimensionality. The system matrices are quite full and no advantages following from their sparse character can be profited from, as is commonly used in conventional FEM applications in 2D/3D problems. After verification of partial algorithms, an illustrative example dealing with a 2DOF non-linear aeroelastic system in combination with random and deterministic excitations is discussed.

Coupled Neutron Transport for HZETRN

NASA Technical Reports Server (NTRS)

Slaba, Tony C.; Blattnig, Steve R.

2009-01-01

Exposure estimates inside space vehicles, surface habitats, and high altitude aircrafts exposed to space radiation are highly influenced by secondary neutron production. The deterministic transport code HZETRN has been identified as a reliable and efficient tool for such studies, but improvements to the underlying transport models and numerical methods are still necessary. In this paper, the forward-backward (FB) and directionally coupled forward-backward (DC) neutron transport models are derived, numerical methods for the FB model are reviewed, and a computationally efficient numerical solution is presented for the DC model. Both models are compared to the Monte Carlo codes HETC-HEDS, FLUKA, and MCNPX, and the DC model is shown to agree closely with the Monte Carlo results. Finally, it is found in the development of either model that the decoupling of low energy neutrons from the light particle transport procedure adversely affects low energy light ion fluence spectra and exposure quantities. A first order correction is presented to resolve the problem, and it is shown to be both accurate and efficient.

Effective Connectivity Modeling for fMRI: Six Issues and Possible Solutions Using Linear Dynamic Systems

PubMed Central

Smith, Jason F.; Pillai, Ajay; Chen, Kewei; Horwitz, Barry

2012-01-01

Analysis of directionally specific or causal interactions between regions in functional magnetic resonance imaging (fMRI) data has proliferated. Here we identify six issues with existing effective connectivity methods that need to be addressed. The issues are discussed within the framework of linear dynamic systems for fMRI (LDSf). The first concerns the use of deterministic models to identify inter-regional effective connectivity. We show that deterministic dynamics are incapable of identifying the trial-to-trial variability typically investigated as the marker of connectivity while stochastic models can capture this variability. The second concerns the simplistic (constant) connectivity modeled by most methods. Connectivity parameters of the LDSf model can vary at the same timescale as the input data. Further, extending LDSf to mixtures of multiple models provides more robust connectivity variation. The third concerns the correct identification of the network itself including the number and anatomical origin of the network nodes. Augmentation of the LDSf state space can identify additional nodes of a network. The fourth concerns the locus of the signal used as a “node” in a network. A novel extension LDSf incorporating sparse canonical correlations can select most relevant voxels from an anatomically defined region based on connectivity. The fifth concerns connection interpretation. Individual parameter differences have received most attention. We present alternative network descriptors of connectivity changes which consider the whole network. The sixth concerns the temporal resolution of fMRI data relative to the timescale of the inter-regional interactions in the brain. LDSf includes an “instantaneous” connection term to capture connectivity occurring at timescales faster than the data resolution. The LDS framework can also be extended to statistically combine fMRI and EEG data. The LDSf framework is a promising foundation for effective connectivity analysis. PMID:22279430

Computation of probabilistic hazard maps and source parameter estimation for volcanic ash transport and dispersion

DOE Office of Scientific and Technical Information (OSTI.GOV)

Madankan, R.; Pouget, S.; Singla, P., E-mail: psingla@buffalo.edu

Volcanic ash advisory centers are charged with forecasting the movement of volcanic ash plumes, for aviation, health and safety preparation. Deterministic mathematical equations model the advection and dispersion of these plumes. However initial plume conditions – height, profile of particle location, volcanic vent parameters – are known only approximately at best, and other features of the governing system such as the windfield are stochastic. These uncertainties make forecasting plume motion difficult. As a result of these uncertainties, ash advisories based on a deterministic approach tend to be conservative, and many times over/under estimate the extent of a plume. This papermore » presents an end-to-end framework for generating a probabilistic approach to ash plume forecasting. This framework uses an ensemble of solutions, guided by Conjugate Unscented Transform (CUT) method for evaluating expectation integrals. This ensemble is used to construct a polynomial chaos expansion that can be sampled cheaply, to provide a probabilistic model forecast. The CUT method is then combined with a minimum variance condition, to provide a full posterior pdf of the uncertain source parameters, based on observed satellite imagery. The April 2010 eruption of the Eyjafjallajökull volcano in Iceland is employed as a test example. The puff advection/dispersion model is used to hindcast the motion of the ash plume through time, concentrating on the period 14–16 April 2010. Variability in the height and particle loading of that eruption is introduced through a volcano column model called bent. Output uncertainty due to the assumed uncertain input parameter probability distributions, and a probabilistic spatial-temporal estimate of ash presence are computed.« less

Deterministic control of broadband light through a multiply scattering medium via the multispectral transmission matrix

PubMed Central

Andreoli, Daria; Volpe, Giorgio; Popoff, Sébastien; Katz, Ori; Grésillon, Samuel; Gigan, Sylvain

2015-01-01

We present a method to measure the spectrally-resolved transmission matrix of a multiply scattering medium, thus allowing for the deterministic spatiospectral control of a broadband light source by means of wavefront shaping. As a demonstration, we show how the medium can be used to selectively focus one or many spectral components of a femtosecond pulse, and how it can be turned into a controllable dispersive optical element to spatially separate different spectral components to arbitrary positions. PMID:25965944

Deterministic photon bias in speckle imaging

NASA Technical Reports Server (NTRS)

Beletic, James W.

1989-01-01

A method for determining photo bias terms in speckle imaging is presented, and photon bias is shown to be a deterministic quantity that can be calculated without the use of the expectation operator. The quantities obtained are found to be identical to previous results. The present results have extended photon bias calculations to the important case of the bispectrum where photon events are assigned different weights, in which regime the bias is a frequency dependent complex quantity that must be calculated for each frame.

Importance sampling with imperfect cloning for the computation of generalized Lyapunov exponents

NASA Astrophysics Data System (ADS)

Anteneodo, Celia; Camargo, Sabrina; Vallejos, Raúl O.

2017-12-01

We revisit the numerical calculation of generalized Lyapunov exponents, L (q ) , in deterministic dynamical systems. The standard method consists of adding noise to the dynamics in order to use importance sampling algorithms. Then L (q ) is obtained by taking the limit noise-amplitude → 0 after the calculation. We focus on a particular method that involves periodic cloning and pruning of a set of trajectories. However, instead of considering a noisy dynamics, we implement an imperfect (noisy) cloning. This alternative method is compared with the standard one and, when possible, with analytical results. As a workbench we use the asymmetric tent map, the standard map, and a system of coupled symplectic maps. The general conclusion of this study is that the imperfect-cloning method performs as well as the standard one, with the advantage of preserving the deterministic dynamics.

Performance Analysis of Combined Methods of Genetic Algorithm and K-Means Clustering in Determining the Value of Centroid

NASA Astrophysics Data System (ADS)

Adya Zizwan, Putra; Zarlis, Muhammad; Budhiarti Nababan, Erna

2017-12-01

The determination of Centroid on K-Means Algorithm directly affects the quality of the clustering results. Determination of centroid by using random numbers has many weaknesses. The GenClust algorithm that combines the use of Genetic Algorithms and K-Means uses a genetic algorithm to determine the centroid of each cluster. The use of the GenClust algorithm uses 50% chromosomes obtained through deterministic calculations and 50% is obtained from the generation of random numbers. This study will modify the use of the GenClust algorithm in which the chromosomes used are 100% obtained through deterministic calculations. The results of this study resulted in performance comparisons expressed in Mean Square Error influenced by centroid determination on K-Means method by using GenClust method, modified GenClust method and also classic K-Means.

Mean-Variance Hedging on Uncertain Time Horizon in a Market with a Jump

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kharroubi, Idris, E-mail: kharroubi@ceremade.dauphine.fr; Lim, Thomas, E-mail: lim@ensiie.fr; Ngoupeyou, Armand, E-mail: armand.ngoupeyou@univ-paris-diderot.fr

2013-12-15

In this work, we study the problem of mean-variance hedging with a random horizon T∧τ, where T is a deterministic constant and τ is a jump time of the underlying asset price process. We first formulate this problem as a stochastic control problem and relate it to a system of BSDEs with a jump. We then provide a verification theorem which gives the optimal strategy for the mean-variance hedging using the solution of the previous system of BSDEs. Finally, we prove that this system of BSDEs admits a solution via a decomposition approach coming from filtration enlargement theory.

Reliability-based design optimization using a generalized subset simulation method and posterior approximation

NASA Astrophysics Data System (ADS)

Ma, Yuan-Zhuo; Li, Hong-Shuang; Yao, Wei-Xing

2018-05-01

The evaluation of the probabilistic constraints in reliability-based design optimization (RBDO) problems has always been significant and challenging work, which strongly affects the performance of RBDO methods. This article deals with RBDO problems using a recently developed generalized subset simulation (GSS) method and a posterior approximation approach. The posterior approximation approach is used to transform all the probabilistic constraints into ordinary constraints as in deterministic optimization. The assessment of multiple failure probabilities required by the posterior approximation approach is achieved by GSS in a single run at all supporting points, which are selected by a proper experimental design scheme combining Sobol' sequences and Bucher's design. Sequentially, the transformed deterministic design optimization problem can be solved by optimization algorithms, for example, the sequential quadratic programming method. Three optimization problems are used to demonstrate the efficiency and accuracy of the proposed method.

A novel upwind stabilized discontinuous finite element angular framework for deterministic dose calculations in magnetic fields.

PubMed

Yang, R; Zelyak, O; Fallone, B G; St-Aubin, J

2018-01-30

Angular discretization impacts nearly every aspect of a deterministic solution to the linear Boltzmann transport equation, especially in the presence of magnetic fields, as modeled by a streaming operator in angle. In this work a novel stabilization treatment of the magnetic field term is developed for an angular finite element discretization on the unit sphere, specifically involving piecewise partitioning of path integrals along curved element edges into uninterrupted segments of incoming and outgoing flux, with outgoing components updated iteratively. Correct order-of-accuracy for this angular framework is verified using the method of manufactured solutions for linear, quadratic, and cubic basis functions in angle. Higher order basis functions were found to reduce the error especially in strong magnetic fields and low density media. We combine an angular finite element mesh respecting octant boundaries on the unit sphere to spatial Cartesian voxel elements to guarantee an unambiguous transport sweep ordering in space. Accuracy for a dosimetrically challenging scenario involving bone and air in the presence of a 1.5 T parallel magnetic field is validated against the Monte Carlo package GEANT4. Accuracy and relative computational efficiency were investigated for various angular discretization parameters. 32 angular elements with quadratic basis functions yielded a reasonable compromise, with gamma passing rates of 99.96% (96.22%) for a 2%/2 mm (1%/1 mm) criterion. A rotational transformation of the spatial calculation geometry is performed to orient an arbitrary magnetic field vector to be along the z-axis, a requirement for a constant azimuthal angular sweep ordering. Working on the unit sphere, we apply the same rotational transformation to the angular domain to align its octants with the rotated Cartesian mesh. Simulating an oblique 1.5 T magnetic field against GEANT4 yielded gamma passing rates of 99.42% (95.45%) for a 2%/2 mm (1%/1 mm) criterion.

A novel upwind stabilized discontinuous finite element angular framework for deterministic dose calculations in magnetic fields

NASA Astrophysics Data System (ADS)

Yang, R.; Zelyak, O.; Fallone, B. G.; St-Aubin, J.

2018-02-01

Angular discretization impacts nearly every aspect of a deterministic solution to the linear Boltzmann transport equation, especially in the presence of magnetic fields, as modeled by a streaming operator in angle. In this work a novel stabilization treatment of the magnetic field term is developed for an angular finite element discretization on the unit sphere, specifically involving piecewise partitioning of path integrals along curved element edges into uninterrupted segments of incoming and outgoing flux, with outgoing components updated iteratively. Correct order-of-accuracy for this angular framework is verified using the method of manufactured solutions for linear, quadratic, and cubic basis functions in angle. Higher order basis functions were found to reduce the error especially in strong magnetic fields and low density media. We combine an angular finite element mesh respecting octant boundaries on the unit sphere to spatial Cartesian voxel elements to guarantee an unambiguous transport sweep ordering in space. Accuracy for a dosimetrically challenging scenario involving bone and air in the presence of a 1.5 T parallel magnetic field is validated against the Monte Carlo package GEANT4. Accuracy and relative computational efficiency were investigated for various angular discretization parameters. 32 angular elements with quadratic basis functions yielded a reasonable compromise, with gamma passing rates of 99.96% (96.22%) for a 2%/2 mm (1%/1 mm) criterion. A rotational transformation of the spatial calculation geometry is performed to orient an arbitrary magnetic field vector to be along the z-axis, a requirement for a constant azimuthal angular sweep ordering. Working on the unit sphere, we apply the same rotational transformation to the angular domain to align its octants with the rotated Cartesian mesh. Simulating an oblique 1.5 T magnetic field against GEANT4 yielded gamma passing rates of 99.42% (95.45%) for a 2%/2 mm (1%/1 mm) criterion.

Neutron Transport Models and Methods for HZETRN and Coupling to Low Energy Light Ion Transport

NASA Technical Reports Server (NTRS)

Blattnig, S.R.; Slaba, T.C.; Heinbockel, J.H.

2008-01-01

Exposure estimates inside space vehicles, surface habitats, and high altitude aircraft exposed to space radiation are highly influenced by secondary neutron production. The deterministic transport code HZETRN has been identified as a reliable and efficient tool for such studies, but improvements to the underlying transport models and numerical methods are still necessary. In this paper, the forward-backward (FB) and directionally coupled forward-backward (DC) neutron transport models are derived, numerical methods for the FB model are reviewed, and a computationally efficient numerical solution is presented for the DC model. Both models are compared to the Monte Carlo codes HETCHEDS and FLUKA, and the DC model is shown to agree closely with the Monte Carlo results. Finally, it is found in the development of either model that the decoupling of low energy neutrons from the light ion (A<4) transport procedure adversely affects low energy light ion fluence spectra and exposure quantities. A first order correction is presented to resolve the problem, and it is shown to be both accurate and efficient.

Fuzzy robust credibility-constrained programming for environmental management and planning.

PubMed

Zhang, Yimei; Hang, Guohe

2010-06-01

In this study, a fuzzy robust credibility-constrained programming (FRCCP) is developed and applied to the planning for waste management systems. It incorporates the concepts of credibility-based chance-constrained programming and robust programming within an optimization framework. The developed method can reflect uncertainties presented as possibility-density by fuzzy-membership functions. Fuzzy credibility constraints are transformed to the crisp equivalents with different credibility levels, and ordinary fuzzy inclusion constraints are determined by their robust deterministic constraints by setting a-cut levels. The FRCCP method can provide different system costs under different credibility levels (lambda). From the results of sensitivity analyses, the operation cost of the landfill is a critical parameter. For the management, any factors that would induce cost fluctuation during landfilling operation would deserve serious observation and analysis. By FRCCP, useful solutions can be obtained to provide decision-making support for long-term planning of solid waste management systems. It could be further enhanced through incorporating methods of inexact analysis into its framework. It can also be applied to other environmental management problems.

Application of stochastic methods for wind speed forecasting and wind turbines design at the area of Thessaly, Greece

NASA Astrophysics Data System (ADS)

Dimitriadis, Panayiotis; Lazaros, Lappas; Daskalou, Olympia; Filippidou, Ariadni; Giannakou, Marianna; Gkova, Eleni; Ioannidis, Romanos; Polydera, Angeliki; Polymerou, Eleni; Psarrou, Eleftheria; Vyrini, Alexandra; Papalexiou, Simon; Koutsoyiannis, Demetris

2015-04-01

Several methods exist for estimating the statistical properties of wind speed, most of them being deterministic or probabilistic, disregarding though its long-term behaviour. Here, we focus on the stochastic nature of wind. After analyzing several historical timeseries at the area of interest (AoI) in Thessaly (Greece), we show that a Hurst-Kolmogorov (HK) behaviour is apparent. Thus, disregarding the latter could lead to unrealistic predictions and wind load situations, causing some impact on the energy production and management. Moreover, we construct a stochastic model capable of preserving the HK behaviour and we produce synthetic timeseries using a Monte-Carlo approach to estimate the future wind loads in the AoI. Finally, we identify the appropriate types of wind turbines for the AoI (based on the IEC 61400 standards) and propose several industrial solutions. Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.

Watching cellular machinery in action, one molecule at a time.

PubMed

Monachino, Enrico; Spenkelink, Lisanne M; van Oijen, Antoine M

2017-01-02

Single-molecule manipulation and imaging techniques have become important elements of the biologist's toolkit to gain mechanistic insights into cellular processes. By removing ensemble averaging, single-molecule methods provide unique access to the dynamic behavior of biomolecules. Recently, the use of these approaches has expanded to the study of complex multiprotein systems and has enabled detailed characterization of the behavior of individual molecules inside living cells. In this review, we provide an overview of the various force- and fluorescence-based single-molecule methods with applications both in vitro and in vivo, highlighting these advances by describing their applications in studies on cytoskeletal motors and DNA replication. We also discuss how single-molecule approaches have increased our understanding of the dynamic behavior of complex multiprotein systems. These methods have shown that the behavior of multicomponent protein complexes is highly stochastic and less linear and deterministic than previously thought. Further development of single-molecule tools will help to elucidate the molecular dynamics of these complex systems both inside the cell and in solutions with purified components. © 2017 Monachino et al.

A variational method for analyzing limit cycle oscillations in stochastic hybrid systems

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.; MacLaurin, James

2018-06-01

Many systems in biology can be modeled through ordinary differential equations, which are piece-wise continuous, and switch between different states according to a Markov jump process known as a stochastic hybrid system or piecewise deterministic Markov process (PDMP). In the fast switching limit, the dynamics converges to a deterministic ODE. In this paper, we develop a phase reduction method for stochastic hybrid systems that support a stable limit cycle in the deterministic limit. A classic example is the Morris-Lecar model of a neuron, where the switching Markov process is the number of open ion channels and the continuous process is the membrane voltage. We outline a variational principle for the phase reduction, yielding an exact analytic expression for the resulting phase dynamics. We demonstrate that this decomposition is accurate over timescales that are exponential in the switching rate ɛ-1 . That is, we show that for a constant C, the probability that the expected time to leave an O(a) neighborhood of the limit cycle is less than T scales as T exp (-C a /ɛ ) .

FW-CADIS Method for Global and Semi-Global Variance Reduction of Monte Carlo Radiation Transport Calculations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wagner, John C; Peplow, Douglas E.; Mosher, Scott W

2014-01-01

This paper presents a new hybrid (Monte Carlo/deterministic) method for increasing the efficiency of Monte Carlo calculations of distributions, such as flux or dose rate distributions (e.g., mesh tallies), as well as responses at multiple localized detectors and spectra. This method, referred to as Forward-Weighted CADIS (FW-CADIS), is an extension of the Consistent Adjoint Driven Importance Sampling (CADIS) method, which has been used for more than a decade to very effectively improve the efficiency of Monte Carlo calculations of localized quantities, e.g., flux, dose, or reaction rate at a specific location. The basis of this method is the development ofmore » an importance function that represents the importance of particles to the objective of uniform Monte Carlo particle density in the desired tally regions. Implementation of this method utilizes the results from a forward deterministic calculation to develop a forward-weighted source for a deterministic adjoint calculation. The resulting adjoint function is then used to generate consistent space- and energy-dependent source biasing parameters and weight windows that are used in a forward Monte Carlo calculation to obtain more uniform statistical uncertainties in the desired tally regions. The FW-CADIS method has been implemented and demonstrated within the MAVRIC sequence of SCALE and the ADVANTG/MCNP framework. Application of the method to representative, real-world problems, including calculation of dose rate and energy dependent flux throughout the problem space, dose rates in specific areas, and energy spectra at multiple detectors, is presented and discussed. Results of the FW-CADIS method and other recently developed global variance reduction approaches are also compared, and the FW-CADIS method outperformed the other methods in all cases considered.« less

Deterministic nonclassicality for quantum-mechanical oscillators in thermal states

NASA Astrophysics Data System (ADS)

Marek, Petr; Lachman, Lukáš; Slodička, Lukáš; Filip, Radim

2016-07-01

Quantum nonclassicality is the basic building stone for the vast majority of quantum information applications and methods of its generation are at the forefront of research. One of the obstacles any method needs to clear is the looming presence of decoherence and noise which act against the nonclassicality and often erase it completely. In this paper we show that nonclassical states of a quantum harmonic oscillator initially in thermal equilibrium states can be deterministically created by coupling it to a single two-level system. This can be achieved even in the absorption regime in which the two-level system is initially in the ground state. The method is resilient to noise and it may actually benefit from it, as witnessed by the systems with higher thermal energy producing more nonclassical states.

Transfer of non-Gaussian quantum states of mechanical oscillator to light

NASA Astrophysics Data System (ADS)

Filip, Radim; Rakhubovsky, Andrey A.

2015-11-01

Non-Gaussian quantum states are key resources for quantum optics with continuous-variable oscillators. The non-Gaussian states can be deterministically prepared by a continuous evolution of the mechanical oscillator isolated in a nonlinear potential. We propose feasible and deterministic transfer of non-Gaussian quantum states of mechanical oscillators to a traveling light beam, using purely all-optical methods. The method relies on only basic feasible and high-quality elements of quantum optics: squeezed states of light, linear optics, homodyne detection, and electro-optical feedforward control of light. By this method, a wide range of novel non-Gaussian states of light can be produced in the future from the mechanical states of levitating particles in optical tweezers, including states necessary for the implementation of an important cubic phase gate.

From Weakly Chaotic Dynamics to Deterministic Subdiffusion via Copula Modeling

NASA Astrophysics Data System (ADS)

Nazé, Pierre

2018-03-01

Copula modeling consists in finding a probabilistic distribution, called copula, whereby its coupling with the marginal distributions of a set of random variables produces their joint distribution. The present work aims to use this technique to connect the statistical distributions of weakly chaotic dynamics and deterministic subdiffusion. More precisely, we decompose the jumps distribution of Geisel-Thomae map into a bivariate one and determine the marginal and copula distributions respectively by infinite ergodic theory and statistical inference techniques. We verify therefore that the characteristic tail distribution of subdiffusion is an extreme value copula coupling Mittag-Leffler distributions. We also present a method to calculate the exact copula and joint distributions in the case where weakly chaotic dynamics and deterministic subdiffusion statistical distributions are already known. Numerical simulations and consistency with the dynamical aspects of the map support our results.

Comparison of numerical weather prediction based deterministic and probabilistic wind resource assessment methods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Jie; Draxl, Caroline; Hopson, Thomas

Numerical weather prediction (NWP) models have been widely used for wind resource assessment. Model runs with higher spatial resolution are generally more accurate, yet extremely computational expensive. An alternative approach is to use data generated by a low resolution NWP model, in conjunction with statistical methods. In order to analyze the accuracy and computational efficiency of different types of NWP-based wind resource assessment methods, this paper performs a comparison of three deterministic and probabilistic NWP-based wind resource assessment methodologies: (i) a coarse resolution (0.5 degrees x 0.67 degrees) global reanalysis data set, the Modern-Era Retrospective Analysis for Research and Applicationsmore » (MERRA); (ii) an analog ensemble methodology based on the MERRA, which provides both deterministic and probabilistic predictions; and (iii) a fine resolution (2-km) NWP data set, the Wind Integration National Dataset (WIND) Toolkit, based on the Weather Research and Forecasting model. Results show that: (i) as expected, the analog ensemble and WIND Toolkit perform significantly better than MERRA confirming their ability to downscale coarse estimates; (ii) the analog ensemble provides the best estimate of the multi-year wind distribution at seven of the nine sites, while the WIND Toolkit is the best at one site; (iii) the WIND Toolkit is more accurate in estimating the distribution of hourly wind speed differences, which characterizes the wind variability, at five of the available sites, with the analog ensemble being best at the remaining four locations; and (iv) the analog ensemble computational cost is negligible, whereas the WIND Toolkit requires large computational resources. Future efforts could focus on the combination of the analog ensemble with intermediate resolution (e.g., 10-15 km) NWP estimates, to considerably reduce the computational burden, while providing accurate deterministic estimates and reliable probabilistic assessments.« less

Application of tabu search to deterministic and stochastic optimization problems

NASA Astrophysics Data System (ADS)

Gurtuna, Ozgur

During the past two decades, advances in computer science and operations research have resulted in many new optimization methods for tackling complex decision-making problems. One such method, tabu search, forms the basis of this thesis. Tabu search is a very versatile optimization heuristic that can be used for solving many different types of optimization problems. Another research area, real options, has also gained considerable momentum during the last two decades. Real options analysis is emerging as a robust and powerful method for tackling decision-making problems under uncertainty. Although the theoretical foundations of real options are well-established and significant progress has been made in the theory side, applications are lagging behind. A strong emphasis on practical applications and a multidisciplinary approach form the basic rationale of this thesis. The fundamental concepts and ideas behind tabu search and real options are investigated in order to provide a concise overview of the theory supporting both of these two fields. This theoretical overview feeds into the design and development of algorithms that are used to solve three different problems. The first problem examined is a deterministic one: finding the optimal servicing tours that minimize energy and/or duration of missions for servicing satellites around Earth's orbit. Due to the nature of the space environment, this problem is modeled as a time-dependent, moving-target optimization problem. Two solution methods are developed: an exhaustive method for smaller problem instances, and a method based on tabu search for larger ones. The second and third problems are related to decision-making under uncertainty. In the second problem, tabu search and real options are investigated together within the context of a stochastic optimization problem: option valuation. By merging tabu search and Monte Carlo simulation, a new method for studying options, Tabu Search Monte Carlo (TSMC) method, is developed. The theoretical underpinnings of the TSMC method and the flow of the algorithm are explained. Its performance is compared to other existing methods for financial option valuation. In the third, and final, problem, TSMC method is used to determine the conditions of feasibility for hybrid electric vehicles and fuel cell vehicles. There are many uncertainties related to the technologies and markets associated with new generation passenger vehicles. These uncertainties are analyzed in order to determine the conditions in which new generation vehicles can compete with established technologies.

Experimental search for Exact Coherent Structures in turbulent small aspect ratio Taylor-Couette flow

NASA Astrophysics Data System (ADS)

Crowley, Christopher J.; Krygier, Michael; Grigoriev, Roman O.; Schatz, Michael F.

2017-11-01

Recent theoretical and experimental work suggests that the dynamics of turbulent flows are guided by unstable nonchaotic solutions to the Navier-Stokes equations. These solutions, known as exact coherent structures (ECS), play a key role in a fundamentally deterministic description of turbulence. In order to quantitatively demonstrate that actual turbulence in 3D flows is guided by ECS, high resolution, 3D-3C experimental measurements of the velocity need to be compared to solutions from direct numerical simulation of the Navier-Stokes equations. In this talk, we will present experimental measurements of fully time resolved, velocity measurements in a volume of turbulence in a counter-rotating, small aspect ratio Taylor-Couette flow. This work is supported by the Army Research Office (Contract # W911NF-16-1-0281).

Magnetometer-only attitude and rate determination for a gyro-less spacecraft

NASA Technical Reports Server (NTRS)

Natanson, G. A.; Challa, M. S.; Deutschmann, J.; Baker, D. F.

1994-01-01

Attitude determination algorithms that requires only the earth's magnetic field will be useful for contingency conditions. One way to determine attitude is to use the time derivative of the magnetic field as the second vector in the attitude determination process. When no gyros are available, however, attitude determination becomes difficult because the rates must be propagated via integration of Euler's equation, which in turn requires knowledge of the initial rates. The spacecraft state to be determined must then include not only the attitude but also rates. This paper describes a magnetometer-only attitude determination scheme with no a priori knowledge of the spacecraft state, which uses a deterministic algorithm to initialize an extended Kalman filter. The deterministic algorithm uses Euler's equation to relate the time derivatives of the magnetic field in the reference and body frames and solves the resultant transcendental equations for the coarse attitude and rates. An important feature of the filter is that its state vector also includes corrections to the propagated rates, thus enabling it to generate highly accurate solutions. The method was tested using in-flight data from the Solar, Anomalous, and Magnetospheric Particles Explorer (SAMPEX), a Small Explorer spacecraft. SAMPEX data using several eclipse periods were used to simulate conditions that may exist during the failure of the on-board digital sun sensor. The combined algorithm has been found effective, yielding accuracies of 1.5 deg in attitude (within even nominal mission requirements) and 0.01 degree per second (deg/sec) in the rates.

Convergence studies of deterministic methods for LWR explicit reflector methodology

DOE Office of Scientific and Technical Information (OSTI.GOV)

Canepa, S.; Hursin, M.; Ferroukhi, H.

2013-07-01

The standard approach in modem 3-D core simulators, employed either for steady-state or transient simulations, is to use Albedo coefficients or explicit reflectors at the core axial and radial boundaries. In the latter approach, few-group homogenized nuclear data are a priori produced with lattice transport codes using 2-D reflector models. Recently, the explicit reflector methodology of the deterministic CASMO-4/SIMULATE-3 code system was identified to potentially constitute one of the main sources of errors for core analyses of the Swiss operating LWRs, which are all belonging to GII design. Considering that some of the new GIII designs will rely on verymore » different reflector concepts, a review and assessment of the reflector methodology for various LWR designs appeared as relevant. Therefore, the purpose of this paper is to first recall the concepts of the explicit reflector modelling approach as employed by CASMO/SIMULATE. Then, for selected reflector configurations representative of both GII and GUI designs, a benchmarking of the few-group nuclear data produced with the deterministic lattice code CASMO-4 and its successor CASMO-5, is conducted. On this basis, a convergence study with regards to geometrical requirements when using deterministic methods with 2-D homogenous models is conducted and the effect on the downstream 3-D core analysis accuracy is evaluated for a typical GII deflector design in order to assess the results against available plant measurements. (authors)« less

Modeling and Simulation of High Dimensional Stochastic Multiscale PDE Systems at the Exascale

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kevrekidis, Ioannis

2017-03-22

The thrust of the proposal was to exploit modern data-mining tools in a way that will create a systematic, computer-assisted approach to the representation of random media -- and also to the representation of the solutions of an array of important physicochemical processes that take place in/on such media. A parsimonious representation/parametrization of the random media links directly (via uncertainty quantification tools) to good sampling of the distribution of random media realizations. It also links directly to modern multiscale computational algorithms (like the equation-free approach that has been developed in our group) and plays a crucial role in accelerating themore » scientific computation of solutions of nonlinear PDE models (deterministic or stochastic) in such media – both solutions in particular realizations of the random media, and estimation of the statistics of the solutions over multiple realizations (e.g. expectations).« less

The meta-Gaussian Bayesian Processor of forecasts and associated preliminary experiments

NASA Astrophysics Data System (ADS)

Chen, Fajing; Jiao, Meiyan; Chen, Jing

2013-04-01

Public weather services are trending toward providing users with probabilistic weather forecasts, in place of traditional deterministic forecasts. Probabilistic forecasting techniques are continually being improved to optimize available forecasting information. The Bayesian Processor of Forecast (BPF), a new statistical method for probabilistic forecast, can transform a deterministic forecast into a probabilistic forecast according to the historical statistical relationship between observations and forecasts generated by that forecasting system. This technique accounts for the typical forecasting performance of a deterministic forecasting system in quantifying the forecast uncertainty. The meta-Gaussian likelihood model is suitable for a variety of stochastic dependence structures with monotone likelihood ratios. The meta-Gaussian BPF adopting this kind of likelihood model can therefore be applied across many fields, including meteorology and hydrology. The Bayes theorem with two continuous random variables and the normal-linear BPF are briefly introduced. The meta-Gaussian BPF for a continuous predictand using a single predictor is then presented and discussed. The performance of the meta-Gaussian BPF is tested in a preliminary experiment. Control forecasts of daily surface temperature at 0000 UTC at Changsha and Wuhan stations are used as the deterministic forecast data. These control forecasts are taken from ensemble predictions with a 96-h lead time generated by the National Meteorological Center of the China Meteorological Administration, the European Centre for Medium-Range Weather Forecasts, and the US National Centers for Environmental Prediction during January 2008. The results of the experiment show that the meta-Gaussian BPF can transform a deterministic control forecast of surface temperature from any one of the three ensemble predictions into a useful probabilistic forecast of surface temperature. These probabilistic forecasts quantify the uncertainty of the control forecast; accordingly, the performance of the probabilistic forecasts differs based on the source of the underlying deterministic control forecasts.

Deterministic Factors Overwhelm Stochastic Environmental Fluctuations as Drivers of Jellyfish Outbreaks.

PubMed

Benedetti-Cecchi, Lisandro; Canepa, Antonio; Fuentes, Veronica; Tamburello, Laura; Purcell, Jennifer E; Piraino, Stefano; Roberts, Jason; Boero, Ferdinando; Halpin, Patrick

2015-01-01

Jellyfish outbreaks are increasingly viewed as a deterministic response to escalating levels of environmental degradation and climate extremes. However, a comprehensive understanding of the influence of deterministic drivers and stochastic environmental variations favouring population renewal processes has remained elusive. This study quantifies the deterministic and stochastic components of environmental change that lead to outbreaks of the jellyfish Pelagia noctiluca in the Mediterranen Sea. Using data of jellyfish abundance collected at 241 sites along the Catalan coast from 2007 to 2010 we: (1) tested hypotheses about the influence of time-varying and spatial predictors of jellyfish outbreaks; (2) evaluated the relative importance of stochastic vs. deterministic forcing of outbreaks through the environmental bootstrap method; and (3) quantified return times of extreme events. Outbreaks were common in May and June and less likely in other summer months, which resulted in a negative relationship between outbreaks and SST. Cross- and along-shore advection by geostrophic flow were important concentrating forces of jellyfish, but most outbreaks occurred in the proximity of two canyons in the northern part of the study area. This result supported the recent hypothesis that canyons can funnel P. noctiluca blooms towards shore during upwelling. This can be a general, yet unappreciated mechanism leading to outbreaks of holoplanktonic jellyfish species. The environmental bootstrap indicated that stochastic environmental fluctuations have negligible effects on return times of outbreaks. Our analysis emphasized the importance of deterministic processes leading to jellyfish outbreaks compared to the stochastic component of environmental variation. A better understanding of how environmental drivers affect demographic and population processes in jellyfish species will increase the ability to anticipate jellyfish outbreaks in the future.

Nonlinear dynamics of mushy layers induced by external stochastic fluctuations.

PubMed

Alexandrov, Dmitri V; Bashkirtseva, Irina A; Ryashko, Lev B

2018-02-28

The time-dependent process of directional crystallization in the presence of a mushy layer is considered with allowance for arbitrary fluctuations in the atmospheric temperature and friction velocity. A nonlinear set of mushy layer equations and boundary conditions is solved analytically when the heat and mass fluxes at the boundary between the mushy layer and liquid phase are induced by turbulent motion in the liquid and, as a result, have the corresponding convective form. Namely, the 'solid phase-mushy layer' and 'mushy layer-liquid phase' phase transition boundaries as well as the solid fraction, temperature and concentration (salinity) distributions are found. If the atmospheric temperature and friction velocity are constant, the analytical solution takes a parametric form. In the more common case when they represent arbitrary functions of time, the analytical solution is given by means of the standard Cauchy problem. The deterministic and stochastic behaviour of the phase transition process is analysed on the basis of the obtained analytical solutions. In the case of stochastic fluctuations in the atmospheric temperature and friction velocity, the phase transition interfaces (mushy layer boundaries) move faster than in the deterministic case. A cumulative effect of these noise contributions is revealed as well. In other words, when the atmospheric temperature and friction velocity fluctuate simultaneously due to the influence of different external processes and phenomena, the phase transition boundaries move even faster. This article is part of the theme issue 'From atomistic interfaces to dendritic patterns'.This article is part of the theme issue 'From atomistic interfaces to dendritic patterns'. © 2018 The Author(s).

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 1. Theory

USGS Publications Warehouse

Yen, Chung-Cheng; Guymon, Gary L.

1990-01-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

An Efficient Deterministic-Probabilistic Approach to Modeling Regional Groundwater Flow: 1. Theory

NASA Astrophysics Data System (ADS)

Yen, Chung-Cheng; Guymon, Gary L.

1990-07-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

FW/CADIS-O: An Angle-Informed Hybrid Method for Neutron Transport

NASA Astrophysics Data System (ADS)

Munk, Madicken

The development of methods for deep-penetration radiation transport is of continued importance for radiation shielding, nonproliferation, nuclear threat reduction, and medical applications. As these applications become more ubiquitous, the need for transport methods that can accurately and reliably model the systems' behavior will persist. For these types of systems, hybrid methods are often the best choice to obtain a reliable answer in a short amount of time. Hybrid methods leverage the speed and uniform uncertainty distribution of a deterministic solution to bias Monte Carlo transport to reduce the variance in the solution. At present, the Consistent Adjoint-Driven Importance Sampling (CADIS) and Forward-Weighted CADIS (FW-CADIS) hybrid methods are the gold standard by which to model systems that have deeply-penetrating radiation. They use an adjoint scalar flux to generate variance reduction parameters for Monte Carlo. However, in problems where there exists strong anisotropy in the flux, CADIS and FW-CADIS are not as effective at reducing the problem variance as isotropic problems. This dissertation covers the theoretical background, implementation of, and characteri- zation of a set of angle-informed hybrid methods that can be applied to strongly anisotropic deep-penetration radiation transport problems. These methods use a forward-weighted adjoint angular flux to generate variance reduction parameters for Monte Carlo. As a result, they leverage both adjoint and contributon theory for variance reduction. They have been named CADIS-O and FW-CADIS-O. To characterize CADIS-O, several characterization problems with flux anisotropies were devised. These problems contain different physical mechanisms by which flux anisotropy is induced. Additionally, a series of novel anisotropy metrics by which to quantify flux anisotropy are used to characterize the methods beyond standard Figure of Merit (FOM) and relative error metrics. As a result, a more thorough investigation into the effects of anisotropy and the degree of anisotropy on Monte Carlo convergence is possible. The results from the characterization of CADIS-O show that it performs best in strongly anisotropic problems that have preferential particle flowpaths, but only if the flowpaths are not comprised of air. Further, the characterization of the method's sensitivity to deterministic angular discretization showed that CADIS-O has less sensitivity to discretization than CADIS for both quadrature order and PN order. However, more variation in the results were observed in response to changing quadrature order than PN order. Further, as a result of the forward-normalization in the O-methods, ray effect mitigation was observed in many of the characterization problems. The characterization of the CADIS-O-method in this dissertation serves to outline a path forward for further hybrid methods development. In particular, the response that the O-method has with changes in quadrature order, PN order, and on ray effect mitigation are strong indicators that the method is more resilient than its predecessors to strong anisotropies in the flux. With further method characterization, the full potential of the O-methods can be realized. The method can then be applied to geometrically complex, materially diverse problems and help to advance system modelling in deep-penetration radiation transport problems with strong anisotropies in the flux.

A Hybrid Method of Moment Equations and Rate Equations to Modeling Gas-Grain Chemistry

NASA Astrophysics Data System (ADS)

Pei, Y.; Herbst, E.

2011-05-01

Grain surfaces play a crucial role in catalyzing many important chemical reactions in the interstellar medium (ISM). The deterministic rate equation (RE) method has often been used to simulate the surface chemistry. But this method becomes inaccurate when the number of reacting particles per grain is typically less than one, which can occur in the ISM. In this condition, stochastic approaches such as the master equations are adopted. However, these methods have mostly been constrained to small chemical networks due to the large amounts of processor time and computer power required. In this study, we present a hybrid method consisting of the moment equation approximation to the stochastic master equation approach and deterministic rate equations to treat a gas-grain model of homogeneous cold cloud cores with time-independent physical conditions. In this model, we use the standard OSU gas phase network (version OSU2006V3) which involves 458 gas phase species and more than 4000 reactions, and treat it by deterministic rate equations. A medium-sized surface reaction network which consists of 21 species and 19 reactions accounts for the productions of stable molecules such as H_2O, CO, CO_2, H_2CO, CH_3OH, NH_3 and CH_4. These surface reactions are treated by a hybrid method of moment equations (Barzel & Biham 2007) and rate equations: when the abundance of a surface species is lower than a specific threshold, say one per grain, we use the ``stochastic" moment equations to simulate the evolution; when its abundance goes above this threshold, we use the rate equations. A continuity technique is utilized to secure a smooth transition between these two methods. We have run chemical simulations for a time up to 10^8 yr at three temperatures: 10 K, 15 K, and 20 K. The results will be compared with those generated from (1) a completely deterministic model that uses rate equations for both gas phase and grain surface chemistry, (2) the method of modified rate equations (Garrod 2008), which partially takes into account the stochastic effect for surface reactions, and (3) the master equation approach solved using a Monte Carlo technique. At 10 K and standard grain sizes, our model results agree well with the above three methods, while discrepancies appear at higher temperatures and smaller grain sizes.

Extracting Information about the Rotator Cuff from Magnetic Resonance Images Using Deterministic and Random Techniques

PubMed Central

De Los Ríos, F. A.; Paluszny, M.

2015-01-01

We consider some methods to extract information about the rotator cuff based on magnetic resonance images; the study aims to define an alternative method of display that might facilitate the detection of partial tears in the supraspinatus tendon. Specifically, we are going to use families of ellipsoidal triangular patches to cover the humerus head near the affected area. These patches are going to be textured and displayed with the information of the magnetic resonance images using the trilinear interpolation technique. For the generation of points to texture each patch, we propose a new method that guarantees the uniform distribution of its points using a random statistical method. Its computational cost, defined as the average computing time to generate a fixed number of points, is significantly lower as compared with deterministic and other standard statistical techniques. PMID:25650281

A Surrogate Technique for Investigating Deterministic Dynamics in Discrete Human Movement.

PubMed

Taylor, Paul G; Small, Michael; Lee, Kwee-Yum; Landeo, Raul; O'Meara, Damien M; Millett, Emma L

2016-10-01

Entropy is an effective tool for investigation of human movement variability. However, before applying entropy, it can be beneficial to employ analyses to confirm that observed data are not solely the result of stochastic processes. This can be achieved by contrasting observed data with that produced using surrogate methods. Unlike continuous movement, no appropriate method has been applied to discrete human movement. This article proposes a novel surrogate method for discrete movement data, outlining the processes for determining its critical values. The proposed technique reliably generated surrogates for discrete joint angle time series, destroying fine-scale dynamics of the observed signal, while maintaining macro structural characteristics. Comparison of entropy estimates indicated observed signals had greater regularity than surrogates and were not only the result of stochastic but also deterministic processes. The proposed surrogate method is both a valid and reliable technique to investigate determinism in other discrete human movement time series.

The way to uncover community structure with core and diversity

NASA Astrophysics Data System (ADS)

Chang, Y. F.; Han, S. K.; Wang, X. D.

2018-07-01

Communities are ubiquitous in nature and society. Individuals that share common properties often self-organize to form communities. Avoiding the shortages of computation complexity, pre-given information and unstable results in different run, in this paper, we propose a simple and efficient method to deepen our understanding of the emergence and diversity of communities in complex systems. By introducing the rational random selection, our method reveals the hidden deterministic and normal diverse community states of community structure. To demonstrate this method, we test it with real-world systems. The results show that our method could not only detect community structure with high sensitivity and reliability, but also provide instructional information about the hidden deterministic community world and the real normal diverse community world by giving out the core-community, the real-community, the tide and the diversity. Thizs is of paramount importance in understanding, predicting, and controlling a variety of collective behaviors in complex systems.

Automated variance reduction for MCNP using deterministic methods.

PubMed

Sweezy, J; Brown, F; Booth, T; Chiaramonte, J; Preeg, B

2005-01-01

In order to reduce the user's time and the computer time needed to solve deep penetration problems, an automated variance reduction capability has been developed for the MCNP Monte Carlo transport code. This new variance reduction capability developed for MCNP5 employs the PARTISN multigroup discrete ordinates code to generate mesh-based weight windows. The technique of using deterministic methods to generate importance maps has been widely used to increase the efficiency of deep penetration Monte Carlo calculations. The application of this method in MCNP uses the existing mesh-based weight window feature to translate the MCNP geometry into geometry suitable for PARTISN. The adjoint flux, which is calculated with PARTISN, is used to generate mesh-based weight windows for MCNP. Additionally, the MCNP source energy spectrum can be biased based on the adjoint energy spectrum at the source location. This method can also use angle-dependent weight windows.

Discrete Deterministic and Stochastic Petri Nets

NASA Technical Reports Server (NTRS)

Zijal, Robert; Ciardo, Gianfranco

1996-01-01

Petri nets augmented with timing specifications gained a wide acceptance in the area of performance and reliability evaluation of complex systems exhibiting concurrency, synchronization, and conflicts. The state space of time-extended Petri nets is mapped onto its basic underlying stochastic process, which can be shown to be Markovian under the assumption of exponentially distributed firing times. The integration of exponentially and non-exponentially distributed timing is still one of the major problems for the analysis and was first attacked for continuous time Petri nets at the cost of structural or analytical restrictions. We propose a discrete deterministic and stochastic Petri net (DDSPN) formalism with no imposed structural or analytical restrictions where transitions can fire either in zero time or according to arbitrary firing times that can be represented as the time to absorption in a finite absorbing discrete time Markov chain (DTMC). Exponentially distributed firing times are then approximated arbitrarily well by geometric distributions. Deterministic firing times are a special case of the geometric distribution. The underlying stochastic process of a DDSPN is then also a DTMC, from which the transient and stationary solution can be obtained by standard techniques. A comprehensive algorithm and some state space reduction techniques for the analysis of DDSPNs are presented comprising the automatic detection of conflicts and confusions, which removes a major obstacle for the analysis of discrete time models.

Transient deterministic shallow landslide modeling: Requirements for susceptibility and hazard assessments in a GIS framework

USGS Publications Warehouse

Godt, J.W.; Baum, R.L.; Savage, W.Z.; Salciarini, D.; Schulz, W.H.; Harp, E.L.

2008-01-01

Application of transient deterministic shallow landslide models over broad regions for hazard and susceptibility assessments requires information on rainfall, topography and the distribution and properties of hillside materials. We survey techniques for generating the spatial and temporal input data for such models and present an example using a transient deterministic model that combines an analytic solution to assess the pore-pressure response to rainfall infiltration with an infinite-slope stability calculation. Pore-pressures and factors of safety are computed on a cell-by-cell basis and can be displayed or manipulated in a grid-based GIS. Input data are high-resolution (1.8??m) topographic information derived from LiDAR data and simple descriptions of initial pore-pressure distribution and boundary conditions for a study area north of Seattle, Washington. Rainfall information is taken from a previously defined empirical rainfall intensity-duration threshold and material strength and hydraulic properties were measured both in the field and laboratory. Results are tested by comparison with a shallow landslide inventory. Comparison of results with those from static infinite-slope stability analyses assuming fixed water-table heights shows that the spatial prediction of shallow landslide susceptibility is improved using the transient analyses; moreover, results can be depicted in terms of the rainfall intensity and duration known to trigger shallow landslides in the study area.

A Monte-Carlo game theoretic approach for Multi-Criteria Decision Making under uncertainty

NASA Astrophysics Data System (ADS)

Madani, Kaveh; Lund, Jay R.

2011-05-01

Game theory provides a useful framework for studying Multi-Criteria Decision Making problems. This paper suggests modeling Multi-Criteria Decision Making problems as strategic games and solving them using non-cooperative game theory concepts. The suggested method can be used to prescribe non-dominated solutions and also can be used as a method to predict the outcome of a decision making problem. Non-cooperative stability definitions for solving the games allow consideration of non-cooperative behaviors, often neglected by other methods which assume perfect cooperation among decision makers. To deal with the uncertainty in input variables a Monte-Carlo Game Theory (MCGT) approach is suggested which maps the stochastic problem into many deterministic strategic games. The games are solved using non-cooperative stability definitions and the results include possible effects of uncertainty in input variables on outcomes. The method can handle multi-criteria multi-decision-maker problems with uncertainty. The suggested method does not require criteria weighting, developing a compound decision objective, and accurate quantitative (cardinal) information as it simplifies the decision analysis by solving problems based on qualitative (ordinal) information, reducing the computational burden substantially. The MCGT method is applied to analyze California's Sacramento-San Joaquin Delta problem. The suggested method provides insights, identifies non-dominated alternatives, and predicts likely decision outcomes.

SU-E-T-577: Commissioning of a Deterministic Algorithm for External Photon Beams

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhu, T; Finlay, J; Mesina, C

Purpose: We report commissioning results for a deterministic algorithm for external photon beam treatment planning. A deterministic algorithm solves the radiation transport equations directly using a finite difference method, thus improve the accuracy of dose calculation, particularly under heterogeneous conditions with results similar to that of Monte Carlo (MC) simulation. Methods: Commissioning data for photon energies 6 – 15 MV includes the percentage depth dose (PDD) measured at SSD = 90 cm and output ratio in water (Spc), both normalized to 10 cm depth, for field sizes between 2 and 40 cm and depths between 0 and 40 cm. Off-axismore » ratio (OAR) for the same set of field sizes was used at 5 depths (dmax, 5, 10, 20, 30 cm). The final model was compared with the commissioning data as well as additional benchmark data. The benchmark data includes dose per MU determined for 17 points for SSD between 80 and 110 cm, depth between 5 and 20 cm, and lateral offset of up to 16.5 cm. Relative comparisons were made in a heterogeneous phantom made of cork and solid water. Results: Compared to the commissioning beam data, the agreement are generally better than 2% with large errors (up to 13%) observed in the buildup regions of the FDD and penumbra regions of the OAR profiles. The overall mean standard deviation is 0.04% when all data are taken into account. Compared to the benchmark data, the agreements are generally better than 2%. Relative comparison in heterogeneous phantom is in general better than 4%. Conclusion: A commercial deterministic algorithm was commissioned for megavoltage photon beams. In a homogeneous medium, the agreement between the algorithm and measurement at the benchmark points is generally better than 2%. The dose accuracy for a deterministic algorithm is better than a convolution algorithm in heterogeneous medium.« less

Shielding Calculations on Waste Packages - The Limits and Possibilities of different Calculation Methods by the example of homogeneous and inhomogeneous Waste Packages

NASA Astrophysics Data System (ADS)

Adams, Mike; Smalian, Silva

2017-09-01

For nuclear waste packages the expected dose rates and nuclide inventory are beforehand calculated. Depending on the package of the nuclear waste deterministic programs like MicroShield® provide a range of results for each type of packaging. Stochastic programs like "Monte-Carlo N-Particle Transport Code System" (MCNP®) on the other hand provide reliable results for complex geometries. However this type of program requires a fully trained operator and calculations are time consuming. The problem here is to choose an appropriate program for a specific geometry. Therefore we compared the results of deterministic programs like MicroShield® and stochastic programs like MCNP®. These comparisons enable us to make a statement about the applicability of the various programs for chosen types of containers. As a conclusion we found that for thin-walled geometries deterministic programs like MicroShield® are well suited to calculate the dose rate. For cylindrical containers with inner shielding however, deterministic programs hit their limits. Furthermore we investigate the effect of an inhomogeneous material and activity distribution on the results. The calculations are still ongoing. Results will be presented in the final abstract.

A multivariate quadrature based moment method for LES based modeling of supersonic combustion

NASA Astrophysics Data System (ADS)

Donde, Pratik; Koo, Heeseok; Raman, Venkat

2012-07-01

The transported probability density function (PDF) approach is a powerful technique for large eddy simulation (LES) based modeling of scramjet combustors. In this approach, a high-dimensional transport equation for the joint composition-enthalpy PDF needs to be solved. Quadrature based approaches provide deterministic Eulerian methods for solving the joint-PDF transport equation. In this work, it is first demonstrated that the numerical errors associated with LES require special care in the development of PDF solution algorithms. The direct quadrature method of moments (DQMOM) is one quadrature-based approach developed for supersonic combustion modeling. This approach is shown to generate inconsistent evolution of the scalar moments. Further, gradient-based source terms that appear in the DQMOM transport equations are severely underpredicted in LES leading to artificial mixing of fuel and oxidizer. To overcome these numerical issues, a semi-discrete quadrature method of moments (SeQMOM) is formulated. The performance of the new technique is compared with the DQMOM approach in canonical flow configurations as well as a three-dimensional supersonic cavity stabilized flame configuration. The SeQMOM approach is shown to predict subfilter statistics accurately compared to the DQMOM approach.

The deterministic optical alignment of the HERMES spectrograph

NASA Astrophysics Data System (ADS)

Gers, Luke; Staszak, Nicholas

2014-07-01

The High Efficiency and Resolution Multi Element Spectrograph (HERMES) is a four channel, VPH-grating spectrograph fed by two 400 fiber slit assemblies whose construction and commissioning has now been completed at the Anglo Australian Telescope (AAT). The size, weight, complexity, and scheduling constraints of the system necessitated that a fully integrated, deterministic, opto-mechanical alignment system be designed into the spectrograph before it was manufactured. This paper presents the principles about which the system was assembled and aligned, including the equipment and the metrology methods employed to complete the spectrograph integration.

Mass sensing based on deterministic and stochastic responses of elastically coupled nanocantilevers.

PubMed

Gil-Santos, Eduardo; Ramos, Daniel; Jana, Anirban; Calleja, Montserrat; Raman, Arvind; Tamayo, Javier

2009-12-01

Coupled nanomechanical systems and their entangled eigenstates offer unique opportunities for the detection of ultrasmall masses. In this paper we show theoretically and experimentally that the stochastic and deterministic responses of a pair of coupled nanocantilevers provide different and complementary information about the added mass of an analyte and its location. This method allows the sensitive detection of minute quantities of mass even in the presence of large initial differences in the active masses of the two cantilevers. Finally, we show the fundamental limits in mass detection of this sensing paradigm.

A deterministic width function model

NASA Astrophysics Data System (ADS)

Puente, C. E.; Sivakumar, B.

Use of a deterministic fractal-multifractal (FM) geometric method to model width functions of natural river networks, as derived distributions of simple multifractal measures via fractal interpolating functions, is reported. It is first demonstrated that the FM procedure may be used to simulate natural width functions, preserving their most relevant features like their overall shape and texture and their observed power-law scaling on their power spectra. It is then shown, via two natural river networks (Racoon and Brushy creeks in the United States), that the FM approach may also be used to closely approximate existing width functions.

Production scheduling and rescheduling with genetic algorithms.

PubMed

Bierwirth, C; Mattfeld, D C

1999-01-01

A general model for job shop scheduling is described which applies to static, dynamic and non-deterministic production environments. Next, a Genetic Algorithm is presented which solves the job shop scheduling problem. This algorithm is tested in a dynamic environment under different workload situations. Thereby, a highly efficient decoding procedure is proposed which strongly improves the quality of schedules. Finally, this technique is tested for scheduling and rescheduling in a non-deterministic environment. It is shown by experiment that conventional methods of production control are clearly outperformed at reasonable run-time costs.

Hybrid stochastic and deterministic simulations of calcium blips.

PubMed

Rüdiger, S; Shuai, J W; Huisinga, W; Nagaiah, C; Warnecke, G; Parker, I; Falcke, M

2007-09-15

Intracellular calcium release is a prime example for the role of stochastic effects in cellular systems. Recent models consist of deterministic reaction-diffusion equations coupled to stochastic transitions of calcium channels. The resulting dynamics is of multiple time and spatial scales, which complicates far-reaching computer simulations. In this article, we introduce a novel hybrid scheme that is especially tailored to accurately trace events with essential stochastic variations, while deterministic concentration variables are efficiently and accurately traced at the same time. We use finite elements to efficiently resolve the extreme spatial gradients of concentration variables close to a channel. We describe the algorithmic approach and we demonstrate its efficiency compared to conventional methods. Our single-channel model matches experimental data and results in intriguing dynamics if calcium is used as charge carrier. Random openings of the channel accumulate in bursts of calcium blips that may be central for the understanding of cellular calcium dynamics.

Detecting and disentangling nonlinear structure from solar flux time series

NASA Technical Reports Server (NTRS)

Ashrafi, S.; Roszman, L.

1992-01-01

Interest in solar activity has grown in the past two decades for many reasons. Most importantly for flight dynamics, solar activity changes the atmospheric density, which has important implications for spacecraft trajectory and lifetime prediction. Building upon the previously developed Rayleigh-Benard nonlinear dynamic solar model, which exhibits many dynamic behaviors observed in the Sun, this work introduces new chaotic solar forecasting techniques. Our attempt to use recently developed nonlinear chaotic techniques to model and forecast solar activity has uncovered highly entangled dynamics. Numerical techniques for decoupling additive and multiplicative white noise from deterministic dynamics and examines falloff of the power spectra at high frequencies as a possible means of distinguishing deterministic chaos from noise than spectrally white or colored are presented. The power spectral techniques presented are less cumbersome than current methods for identifying deterministic chaos, which require more computationally intensive calculations, such as those involving Lyapunov exponents and attractor dimension.

Stationary swarming motion of active Brownian particles in parabolic external potential

NASA Astrophysics Data System (ADS)

Zhu, Wei Qiu; Deng, Mao Lin

2005-08-01

We investigate the stationary swarming motion of active Brownian particles in parabolic external potential and coupled to its mass center. Using Monte Carlo simulation we first show that the mass center approaches to rest after a sufficient long period of time. Thus, all the particles of a swarm have identical stationary motion relative to the mass center. Then the stationary probability density obtained by using the stochastic averaging method for quasi integrable Hamiltonian systems in our previous paper for the motion in 4-dimensional phase space of single active Brownian particle with Rayleigh friction model in parabolic potential is used to describe the relative stationary motion of each particle of the swarm and to obtain more probability densities including that for the total energy of the swarm. The analytical results are confirmed by comparing with those from simulation and also shown to be consistent with the existing deterministic exact steady-state solution.

Solid-solution Zn(O,S) thin films: Potential alternative buffer layer for Cu2ZnSnS4 solar cells

NASA Astrophysics Data System (ADS)

Jani, Margi; Raval, Dhyey; Chavda, Arvind; Mukhopadhyay, Indrajit; Ray, Abhijit

2018-05-01

This report investigates the alternative buffer material as Zn(O,S) for chalcogenide Cu2ZnSnS4 (CZTS) solar cell application. Using the band gap tailoring (band bowing) properties of Zn(O,S) system, performance of CZTS solar cell is explore in the present study. Reducing the band offsets with the hetero-junction partners plays a deterministic role in the performance of the device using Zn(O,S) as buffer layer. The experimental performance of the device with the CZTS/Zn(O,S) film developed by Spray pyrolysis method and analyze using J-V characterization in dark and illuminated configuration. Device with the best achievable performance shows Voc of 150 mV and Jsc of 0.47 mA/cm2 has been presented with the possibility of application in the energy harvesting.

Rayleigh's hypothesis and the geometrical optics limit.

PubMed

Elfouhaily, Tanos; Hahn, Thomas

2006-09-22

The Rayleigh hypothesis (RH) is often invoked in the theoretical and numerical treatment of rough surface scattering in order to decouple the analytical form of the scattered field. The hypothesis stipulates that the scattered field away from the surface can be extended down onto the rough surface even though it is formed by solely up-going waves. Traditionally this hypothesis is systematically used to derive the Volterra series under the small perturbation method which is equivalent to the low-frequency limit. In this Letter we demonstrate that the RH also carries the high-frequency or the geometrical optics limit, at least to first order. This finding has never been explicitly derived in the literature. Our result comforts the idea that the RH might be an exact solution under some constraints in the general case of random rough surfaces and not only in the case of small-slope deterministic periodic gratings.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

NASA Astrophysics Data System (ADS)

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.

2017-04-01

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.

Updates to the Generation of Physics Data Inputs for MAMMOTH Simulations of the Transient Reactor Test Facility - FY2016

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ortensi, Javier; Baker, Benjamin Allen; Schunert, Sebastian

The INL is currently evolving the modeling and simulation (M&S) capability that will enable improved core operation as well as design and analysis of TREAT experiments. This M&S capability primarily uses MAMMOTH, a reactor physics application being developed under Multi-physics Object Oriented Simulation Environment (MOOSE) framework. MAMMOTH allows the coupling of a number of other MOOSE-based applications. This second year of work has been devoted to the generation of a deterministic reference solution for the full core, the preparation of anisotropic diffusion coefficients, the testing of the SPH equivalence method, and the improvement of the control rod modeling. In addition,more » this report includes the progress made in the modeling of the M8 core configuration and experiment vehicle since January of this year.« less

A new method for predicting response in complex linear systems. II. [under random or deterministic steady state excitation

NASA Technical Reports Server (NTRS)

Bogdanoff, J. L.; Kayser, K.; Krieger, W.

1977-01-01

The paper describes convergence and response studies in the low frequency range of complex systems, particularly with low values of damping of different distributions, and reports on the modification of the relaxation procedure required under these conditions. A new method is presented for response estimation in complex lumped parameter linear systems under random or deterministic steady state excitation. The essence of the method is the use of relaxation procedures with a suitable error function to find the estimated response; natural frequencies and normal modes are not computed. For a 45 degree of freedom system, and two relaxation procedures, convergence studies and frequency response estimates were performed. The low frequency studies are considered in the framework of earlier studies (Kayser and Bogdanoff, 1975) involving the mid to high frequency range.

A split-step method to include electron–electron collisions via Monte Carlo in multiple rate equation simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huthmacher, Klaus; Molberg, Andreas K.; Rethfeld, Bärbel

2016-10-01

A split-step numerical method for calculating ultrafast free-electron dynamics in dielectrics is introduced. The two split steps, independently programmed in C++11 and FORTRAN 2003, are interfaced via the presented open source wrapper. The first step solves a deterministic extended multi-rate equation for the ionization, electron–phonon collisions, and single photon absorption by free-carriers. The second step is stochastic and models electron–electron collisions using Monte-Carlo techniques. This combination of deterministic and stochastic approaches is a unique and efficient method of calculating the nonlinear dynamics of 3D materials exposed to high intensity ultrashort pulses. Results from simulations solving the proposed model demonstrate howmore » electron–electron scattering relaxes the non-equilibrium electron distribution on the femtosecond time scale.« less

({The) Solar System Large Planets influence on a new Maunder Miniμm}

NASA Astrophysics Data System (ADS)

Yndestad, Harald; Solheim, Jan-Erik

2016-04-01

In 1890´s G. Spörer and E. W. Maunder (1890) reported that the solar activity stopped in a period of 70 years from 1645 to 1715. Later a reconstruction of the solar activity confirms the grand minima Maunder (1640-1720), Spörer (1390-1550), Wolf (1270-1340), and the minima Oort (1010-1070) and Dalton (1785-1810) since the year 1000 A.D. (Usoskin et al. 2007). These minimum periods have been associated with less irradiation from the Sun and cold climate periods on Earth. An identification of a three grand Maunder type periods and two Dalton type periods in a period thousand years, indicates that sooner or later there will be a colder climate on Earth from a new Maunder- or Dalton- type period. The cause of these minimum periods, are not well understood. An expected new Maunder-type period is based on the properties of solar variability. If the solar variability has a deterministic element, we can estimate better a new Maunder grand minimum. A random solar variability can only explain the past. This investigation is based on the simple idea that if the solar variability has a deterministic property, it must have a deterministic source, as a first cause. If this deterministic source is known, we can compute better estimates the next expected Maunder grand minimum period. The study is based on a TSI ACRIM data series from 1700, a TSI ACRIM data series from 1000 A.D., sunspot data series from 1611 and a Solar Barycenter orbit data series from 1000. The analysis method is based on a wavelet spectrum analysis, to identify stationary periods, coincidence periods and their phase relations. The result shows that the TSI variability and the sunspots variability have deterministic oscillations, controlled by the large planets Jupiter, Uranus and Neptune, as the first cause. A deterministic model of TSI variability and sunspot variability confirms the known minimum and grand minimum periods since 1000. From this deterministic model we may expect a new Maunder type sunspot minimum period from about 2018 to 2055. The deterministic model of a TSI ACRIM data series from 1700 computes a new Maunder type grand minimum period from 2015 to 2071. A model of the longer TSI ACRIM data series from 1000 computes a new Dalton to Maunder type minimum irradiation period from 2047 to 2068.

Mutation Clusters from Cancer Exome.

PubMed

Kakushadze, Zura; Yu, Willie

2017-08-15

We apply our statistically deterministic machine learning/clustering algorithm *K-means (recently developed in https://ssrn.com/abstract=2908286) to 10,656 published exome samples for 32 cancer types. A majority of cancer types exhibit a mutation clustering structure. Our results are in-sample stable. They are also out-of-sample stable when applied to 1389 published genome samples across 14 cancer types. In contrast, we find in- and out-of-sample instabilities in cancer signatures extracted from exome samples via nonnegative matrix factorization (NMF), a computationally-costly and non-deterministic method. Extracting stable mutation structures from exome data could have important implications for speed and cost, which are critical for early-stage cancer diagnostics, such as novel blood-test methods currently in development.

Mutation Clusters from Cancer Exome

PubMed Central

Kakushadze, Zura; Yu, Willie

2017-01-01

We apply our statistically deterministic machine learning/clustering algorithm *K-means (recently developed in https://ssrn.com/abstract=2908286) to 10,656 published exome samples for 32 cancer types. A majority of cancer types exhibit a mutation clustering structure. Our results are in-sample stable. They are also out-of-sample stable when applied to 1389 published genome samples across 14 cancer types. In contrast, we find in- and out-of-sample instabilities in cancer signatures extracted from exome samples via nonnegative matrix factorization (NMF), a computationally-costly and non-deterministic method. Extracting stable mutation structures from exome data could have important implications for speed and cost, which are critical for early-stage cancer diagnostics, such as novel blood-test methods currently in development. PMID:28809811

Stochastic Optimization for Unit Commitment-A Review

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zheng, Qipeng P.; Wang, Jianhui; Liu, Andrew L.

2015-07-01

Optimization models have been widely used in the power industry to aid the decision-making process of scheduling and dispatching electric power generation resources, a process known as unit commitment (UC). Since UC's birth, there have been two major waves of revolution on UC research and real life practice. The first wave has made mixed integer programming stand out from the early solution and modeling approaches for deterministic UC, such as priority list, dynamic programming, and Lagrangian relaxation. With the high penetration of renewable energy, increasing deregulation of the electricity industry, and growing demands on system reliability, the next wave ismore » focused on transitioning from traditional deterministic approaches to stochastic optimization for unit commitment. Since the literature has grown rapidly in the past several years, this paper is to review the works that have contributed to the modeling and computational aspects of stochastic optimization (SO) based UC. Relevant lines of future research are also discussed to help transform research advances into real-world applications.« less

Image-Based Airborne Sensors: A Combined Approach for Spectral Signatures Classification through Deterministic Simulated Annealing

PubMed Central

Guijarro, María; Pajares, Gonzalo; Herrera, P. Javier

2009-01-01

The increasing technology of high-resolution image airborne sensors, including those on board Unmanned Aerial Vehicles, demands automatic solutions for processing, either on-line or off-line, the huge amountds of image data sensed during the flights. The classification of natural spectral signatures in images is one potential application. The actual tendency in classification is oriented towards the combination of simple classifiers. In this paper we propose a combined strategy based on the Deterministic Simulated Annealing (DSA) framework. The simple classifiers used are the well tested supervised parametric Bayesian estimator and the Fuzzy Clustering. The DSA is an optimization approach, which minimizes an energy function. The main contribution of DSA is its ability to avoid local minima during the optimization process thanks to the annealing scheme. It outperforms simple classifiers used for the combination and some combined strategies, including a scheme based on the fuzzy cognitive maps and an optimization approach based on the Hopfield neural network paradigm. PMID:22399989

Stochastic modelling of slow-progressing tumors: Analysis and applications to the cell interplay and control of low grade gliomas

NASA Astrophysics Data System (ADS)

Rodríguez, Clara Rojas; Fernández Calvo, Gabriel; Ramis-Conde, Ignacio; Belmonte-Beitia, Juan

2017-08-01

Tumor-normal cell interplay defines the course of a neoplastic malignancy. The outcome of this dual relation is the ultimate prevailing of one of the cells and the death or retreat of the other. In this paper we study the mathematical principles that underlay one important scenario: that of slow-progressing cancers. For this, we develop, within a stochastic framework, a mathematical model to account for tumor-normal cell interaction in such a clinically relevant situation and derive a number of deterministic approximations from the stochastic model. We consider in detail the existence and uniqueness of the solutions of the deterministic model and study the stability analysis. We then focus our model to the specific case of low grade gliomas, where we introduce an optimal control problem for different objective functionals under the administration of chemotherapy. We derive the conditions for which singular and bang-bang control exist and calculate the optimal control and states.

Fisher-Wright model with deterministic seed bank and selection.

PubMed

Koopmann, Bendix; Müller, Johannes; Tellier, Aurélien; Živković, Daniel

2017-04-01

Seed banks are common characteristics to many plant species, which allow storage of genetic diversity in the soil as dormant seeds for various periods of time. We investigate an above-ground population following a Fisher-Wright model with selection coupled with a deterministic seed bank assuming the length of the seed bank is kept constant and the number of seeds is large. To assess the combined impact of seed banks and selection on genetic diversity, we derive a general diffusion model. The applied techniques outline a path of approximating a stochastic delay differential equation by an appropriately rescaled stochastic differential equation. We compute the equilibrium solution of the site-frequency spectrum and derive the times to fixation of an allele with and without selection. Finally, it is demonstrated that seed banks enhance the effect of selection onto the site-frequency spectrum while slowing down the time until the mutation-selection equilibrium is reached. Copyright © 2016 Elsevier Inc. All rights reserved.

Evaluation of electromagnetic interference and exposure assessment from s-health solutions based on Wi-Fi devices.

PubMed

de Miguel-Bilbao, Silvia; Aguirre, Erik; Lopez Iturri, Peio; Azpilicueta, Leire; Roldán, José; Falcone, Francisco; Ramos, Victoria

2015-01-01

In the last decade the number of wireless devices operating at the frequency band of 2.4 GHz has increased in several settings, such as healthcare, occupational, and household. In this work, the emissions from Wi-Fi transceivers applicable to context aware scenarios are analyzed in terms of potential interference and assessment on exposure guideline compliance. Near field measurement results as well as deterministic simulation results on realistic indoor environments are presented, providing insight on the interaction between the Wi-Fi transceiver and implantable/body area network devices as well as other transceivers operating within an indoor environment, exhibiting topological and morphological complexity. By following approaches (near field estimation/deterministic estimation), colocated body situations as well as large indoor emissions can be determined. The results show in general compliance with exposure levels and the impact of overall network deployment, which can be optimized in order to reduce overall interference levels while maximizing system performance.

Evaluation of Electromagnetic Interference and Exposure Assessment from s-Health Solutions Based on Wi-Fi Devices

PubMed Central

de Miguel-Bilbao, Silvia; Aguirre, Erik; Lopez Iturri, Peio; Azpilicueta, Leire; Roldán, José; Falcone, Francisco; Ramos, Victoria

2015-01-01

In the last decade the number of wireless devices operating at the frequency band of 2.4 GHz has increased in several settings, such as healthcare, occupational, and household. In this work, the emissions from Wi-Fi transceivers applicable to context aware scenarios are analyzed in terms of potential interference and assessment on exposure guideline compliance. Near field measurement results as well as deterministic simulation results on realistic indoor environments are presented, providing insight on the interaction between the Wi-Fi transceiver and implantable/body area network devices as well as other transceivers operating within an indoor environment, exhibiting topological and morphological complexity. By following approaches (near field estimation/deterministic estimation), colocated body situations as well as large indoor emissions can be determined. The results show in general compliance with exposure levels and the impact of overall network deployment, which can be optimized in order to reduce overall interference levels while maximizing system performance. PMID:25632400

Radiation Transport Tools for Space Applications: A Review

NASA Technical Reports Server (NTRS)

Jun, Insoo; Evans, Robin; Cherng, Michael; Kang, Shawn

2008-01-01

This slide presentation contains a brief discussion of nuclear transport codes widely used in the space radiation community for shielding and scientific analyses. Seven radiation transport codes that are addressed. The two general methods (i.e., Monte Carlo Method, and the Deterministic Method) are briefly reviewed.

Probabilistic structural analysis methods for space transportation propulsion systems

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Moore, N.; Anis, C.; Newell, J.; Nagpal, V.; Singhal, S.

1991-01-01

Information on probabilistic structural analysis methods for space propulsion systems is given in viewgraph form. Information is given on deterministic certification methods, probability of failure, component response analysis, stress responses for 2nd stage turbine blades, Space Shuttle Main Engine (SSME) structural durability, and program plans. .

Successive equimarginal approach for optimal design of a pump and treat system

NASA Astrophysics Data System (ADS)

Guo, Xiaoniu; Zhang, Chuan-Mian; Borthwick, John C.

2007-08-01

An economic concept-based optimization method is developed for groundwater remediation design. Design of a pump and treat (P&T) system is viewed as a resource allocation problem constrained by specified cleanup criteria. An optimal allocation of resources requires that the equimarginal principle, a fundamental economic principle, must hold. The proposed method is named successive equimarginal approach (SEA), which continuously shifts a pumping rate from a less effective well to a more effective one until equal marginal productivity for all units is reached. Through the successive process, the solution evenly approaches the multiple inequality constraints that represent the specified cleanup criteria in space and in time. The goal is to design an equal protection system so that the distributed contaminant plumes can be equally contained without bypass and overprotection is minimized. SEA is a hybrid of the gradient-based method and the deterministic heuristics-based method, which allows flexibility in dealing with multiple inequality constraints without using a penalty function and in balancing computational efficiency with robustness. This method was applied to design a large-scale P&T system for containment of multiple plumes at the former Blaine Naval Ammunition Depot (NAD) site, near Hastings, Nebraska. To evaluate this method, the SEA results were also compared with those using genetic algorithms.

Method of conditional moments (MCM) for the Chemical Master Equation: a unified framework for the method of moments and hybrid stochastic-deterministic models.

PubMed

Hasenauer, J; Wolf, V; Kazeroonian, A; Theis, F J

2014-09-01

The time-evolution of continuous-time discrete-state biochemical processes is governed by the Chemical Master Equation (CME), which describes the probability of the molecular counts of each chemical species. As the corresponding number of discrete states is, for most processes, large, a direct numerical simulation of the CME is in general infeasible. In this paper we introduce the method of conditional moments (MCM), a novel approximation method for the solution of the CME. The MCM employs a discrete stochastic description for low-copy number species and a moment-based description for medium/high-copy number species. The moments of the medium/high-copy number species are conditioned on the state of the low abundance species, which allows us to capture complex correlation structures arising, e.g., for multi-attractor and oscillatory systems. We prove that the MCM provides a generalization of previous approximations of the CME based on hybrid modeling and moment-based methods. Furthermore, it improves upon these existing methods, as we illustrate using a model for the dynamics of stochastic single-gene expression. This application example shows that due to the more general structure, the MCM allows for the approximation of multi-modal distributions.

Soft tubular microfluidics for 2D and 3D applications

PubMed Central

Xi, Wang; Kong, Fang; Yeo, Joo Chuan; Yu, Longteng; Sonam, Surabhi; Dao, Ming; Gong, Xiaobo; Lim, Chwee Teck

2017-01-01

Microfluidics has been the key component for many applications, including biomedical devices, chemical processors, microactuators, and even wearable devices. This technology relies on soft lithography fabrication which requires cleanroom facilities. Although popular, this method is expensive and labor-intensive. Furthermore, current conventional microfluidic chips precludes reconfiguration, making reiterations in design very time-consuming and costly. To address these intrinsic drawbacks of microfabrication, we present an alternative solution for the rapid prototyping of microfluidic elements such as microtubes, valves, and pumps. In addition, we demonstrate how microtubes with channels of various lengths and cross-sections can be attached modularly into 2D and 3D microfluidic systems for functional applications. We introduce a facile method of fabricating elastomeric microtubes as the basic building blocks for microfluidic devices. These microtubes are transparent, biocompatible, highly deformable, and customizable to various sizes and cross-sectional geometries. By configuring the microtubes into deterministic geometry, we enable rapid, low-cost formation of microfluidic assemblies without compromising their precision and functionality. We demonstrate configurable 2D and 3D microfluidic systems for applications in different domains. These include microparticle sorting, microdroplet generation, biocatalytic micromotor, triboelectric sensor, and even wearable sensing. Our approach, termed soft tubular microfluidics, provides a simple, cheaper, and faster solution for users lacking proficiency and access to cleanroom facilities to design and rapidly construct microfluidic devices for their various applications and needs. PMID:28923968

Soft tubular microfluidics for 2D and 3D applications

NASA Astrophysics Data System (ADS)

Xi, Wang; Kong, Fang; Yeo, Joo Chuan; Yu, Longteng; Sonam, Surabhi; Dao, Ming; Gong, Xiaobo; Teck Lim, Chwee

2017-10-01

Microfluidics has been the key component for many applications, including biomedical devices, chemical processors, microactuators, and even wearable devices. This technology relies on soft lithography fabrication which requires cleanroom facilities. Although popular, this method is expensive and labor-intensive. Furthermore, current conventional microfluidic chips precludes reconfiguration, making reiterations in design very time-consuming and costly. To address these intrinsic drawbacks of microfabrication, we present an alternative solution for the rapid prototyping of microfluidic elements such as microtubes, valves, and pumps. In addition, we demonstrate how microtubes with channels of various lengths and cross-sections can be attached modularly into 2D and 3D microfluidic systems for functional applications. We introduce a facile method of fabricating elastomeric microtubes as the basic building blocks for microfluidic devices. These microtubes are transparent, biocompatible, highly deformable, and customizable to various sizes and cross-sectional geometries. By configuring the microtubes into deterministic geometry, we enable rapid, low-cost formation of microfluidic assemblies without compromising their precision and functionality. We demonstrate configurable 2D and 3D microfluidic systems for applications in different domains. These include microparticle sorting, microdroplet generation, biocatalytic micromotor, triboelectric sensor, and even wearable sensing. Our approach, termed soft tubular microfluidics, provides a simple, cheaper, and faster solution for users lacking proficiency and access to cleanroom facilities to design and rapidly construct microfluidic devices for their various applications and needs.

The Study of the Relationship between Probabilistic Design and Axiomatic Design Methodology. Volume 2

NASA Technical Reports Server (NTRS)

Onwubiko, Chin-Yere; Onyebueke, Landon

1996-01-01

The structural design, or the design of machine elements, has been traditionally based on deterministic design methodology. The deterministic method considers all design parameters to be known with certainty. This methodology is, therefore, inadequate to design complex structures that are subjected to a variety of complex, severe loading conditions. A nonlinear behavior that is dependent on stress, stress rate, temperature, number of load cycles, and time is observed on all components subjected to complex conditions. These complex conditions introduce uncertainties; hence, the actual factor of safety margin remains unknown. In the deterministic methodology, the contingency of failure is discounted; hence, there is a use of a high factor of safety. It may be most useful in situations where the design structures are simple. The probabilistic method is concerned with the probability of non-failure performance of structures or machine elements. It is much more useful in situations where the design is characterized by complex geometry, possibility of catastrophic failure, sensitive loads and material properties. Also included: Comparative Study of the use of AGMA Geometry Factors and Probabilistic Design Methodology in the Design of Compact Spur Gear Set.

Deterministic magnetorheological finishing of optical aspheric mirrors

NASA Astrophysics Data System (ADS)

Song, Ci; Dai, Yifan; Peng, Xiaoqiang; Li, Shengyi; Shi, Feng

2009-05-01

A new method magnetorheological finishing (MRF) used for deterministical finishing of optical aspheric mirrors is applied to overcome some disadvantages including low finishing efficiency, long iterative time and unstable convergence in the process of conventional polishing. Based on the introduction of the basic principle of MRF, the key techniques to implement deterministical MRF are also discussed. To demonstrate it, a 200 mm diameter K9 class concave asphere with a vertex radius of 640mm was figured on MRF polish tool developed by ourselves. Through one process about two hours, the surface accuracy peak-to-valley (PV) is improved from initial 0.216λ to final 0.179λ and root-mean-square (RMS) is improved from 0.027λ to 0.017λ (λ = 0.6328um ). High-precision and high-efficiency convergence of optical aspheric surface error shows that MRF is an advanced optical manufacturing method that owns high convergence ratio of surface figure, high precision of optical surfacing, stabile and controllable finishing process. Therefore, utilizing MRF to finish optical aspheric mirrors determinately is credible and stabile; its advantages can be also used for finishing optical elements on varieties of types such as plane mirrors and spherical mirrors.

ACCELERATING FUSION REACTOR NEUTRONICS MODELING BY AUTOMATIC COUPLING OF HYBRID MONTE CARLO/DETERMINISTIC TRANSPORT ON CAD GEOMETRY

DOE Office of Scientific and Technical Information (OSTI.GOV)

Biondo, Elliott D; Ibrahim, Ahmad M; Mosher, Scott W

2015-01-01

Detailed radiation transport calculations are necessary for many aspects of the design of fusion energy systems (FES) such as ensuring occupational safety, assessing the activation of system components for waste disposal, and maintaining cryogenic temperatures within superconducting magnets. Hybrid Monte Carlo (MC)/deterministic techniques are necessary for this analysis because FES are large, heavily shielded, and contain streaming paths that can only be resolved with MC. The tremendous complexity of FES necessitates the use of CAD geometry for design and analysis. Previous ITER analysis has required the translation of CAD geometry to MCNP5 form in order to use the AutomateD VAriaNcemore » reducTion Generator (ADVANTG) for hybrid MC/deterministic transport. In this work, ADVANTG was modified to support CAD geometry, allowing hybrid (MC)/deterministic transport to be done automatically and eliminating the need for this translation step. This was done by adding a new ray tracing routine to ADVANTG for CAD geometries using the Direct Accelerated Geometry Monte Carlo (DAGMC) software library. This new capability is demonstrated with a prompt dose rate calculation for an ITER computational benchmark problem using both the Consistent Adjoint Driven Importance Sampling (CADIS) method an the Forward Weighted (FW)-CADIS method. The variance reduction parameters produced by ADVANTG are shown to be the same using CAD geometry and standard MCNP5 geometry. Significant speedups were observed for both neutrons (as high as a factor of 7.1) and photons (as high as a factor of 59.6).« less

Parallel and Preemptable Dynamically Dimensioned Search Algorithms for Single and Multi-objective Optimization in Water Resources

NASA Astrophysics Data System (ADS)

Tolson, B.; Matott, L. S.; Gaffoor, T. A.; Asadzadeh, M.; Shafii, M.; Pomorski, P.; Xu, X.; Jahanpour, M.; Razavi, S.; Haghnegahdar, A.; Craig, J. R.

2015-12-01

We introduce asynchronous parallel implementations of the Dynamically Dimensioned Search (DDS) family of algorithms including DDS, discrete DDS, PA-DDS and DDS-AU. These parallel algorithms are unique from most existing parallel optimization algorithms in the water resources field in that parallel DDS is asynchronous and does not require an entire population (set of candidate solutions) to be evaluated before generating and then sending a new candidate solution for evaluation. One key advance in this study is developing the first parallel PA-DDS multi-objective optimization algorithm. The other key advance is enhancing the computational efficiency of solving optimization problems (such as model calibration) by combining a parallel optimization algorithm with the deterministic model pre-emption concept. These two efficiency techniques can only be combined because of the asynchronous nature of parallel DDS. Model pre-emption functions to terminate simulation model runs early, prior to completely simulating the model calibration period for example, when intermediate results indicate the candidate solution is so poor that it will definitely have no influence on the generation of further candidate solutions. The computational savings of deterministic model preemption available in serial implementations of population-based algorithms (e.g., PSO) disappear in synchronous parallel implementations as these algorithms. In addition to the key advances above, we implement the algorithms across a range of computation platforms (Windows and Unix-based operating systems from multi-core desktops to a supercomputer system) and package these for future modellers within a model-independent calibration software package called Ostrich as well as MATLAB versions. Results across multiple platforms and multiple case studies (from 4 to 64 processors) demonstrate the vast improvement over serial DDS-based algorithms and highlight the important role model pre-emption plays in the performance of parallel, pre-emptable DDS algorithms. Case studies include single- and multiple-objective optimization problems in water resources model calibration and in many cases linear or near linear speedups are observed.

On-line crack prognosis in attachment lug using Lamb wave-deterministic resampling particle filter-based method

NASA Astrophysics Data System (ADS)

Yuan, Shenfang; Chen, Jian; Yang, Weibo; Qiu, Lei

2017-08-01

Fatigue crack growth prognosis is important for prolonging service time, improving safety, and reducing maintenance cost in many safety-critical systems, such as in aircraft, wind turbines, bridges, and nuclear plants. Combining fatigue crack growth models with the particle filter (PF) method has proved promising to deal with the uncertainties during fatigue crack growth and reach a more accurate prognosis. However, research on prognosis methods integrating on-line crack monitoring with the PF method is still lacking, as well as experimental verifications. Besides, the PF methods adopted so far are almost all sequential importance resampling-based PFs, which usually encounter sample impoverishment problems, and hence performs poorly. To solve these problems, in this paper, the piezoelectric transducers (PZTs)-based active Lamb wave method is adopted for on-line crack monitoring. The deterministic resampling PF (DRPF) is proposed to be used in fatigue crack growth prognosis, which can overcome the sample impoverishment problem. The proposed method is verified through fatigue tests of attachment lugs, which are a kind of important joint component in aerospace systems.

Dual ant colony operational modal analysis parameter estimation method

NASA Astrophysics Data System (ADS)

Sitarz, Piotr; Powałka, Bartosz

2018-01-01

Operational Modal Analysis (OMA) is a common technique used to examine the dynamic properties of a system. Contrary to experimental modal analysis, the input signal is generated in object ambient environment. Operational modal analysis mainly aims at determining the number of pole pairs and at estimating modal parameters. Many methods are used for parameter identification. Some methods operate in time while others in frequency domain. The former use correlation functions, the latter - spectral density functions. However, while some methods require the user to select poles from a stabilisation diagram, others try to automate the selection process. Dual ant colony operational modal analysis parameter estimation method (DAC-OMA) presents a new approach to the problem, avoiding issues involved in the stabilisation diagram. The presented algorithm is fully automated. It uses deterministic methods to define the interval of estimated parameters, thus reducing the problem to optimisation task which is conducted with dedicated software based on ant colony optimisation algorithm. The combination of deterministic methods restricting parameter intervals and artificial intelligence yields very good results, also for closely spaced modes and significantly varied mode shapes within one measurement point.

MaxEnt analysis of a water distribution network in Canberra, ACT, Australia

NASA Astrophysics Data System (ADS)

Waldrip, Steven H.; Niven, Robert K.; Abel, Markus; Schlegel, Michael; Noack, Bernd R.

2015-01-01

A maximum entropy (MaxEnt) method is developed to infer the state of a pipe flow network, for situations in which there is insufficient information to form a closed equation set. This approach substantially extends existing deterministic methods for the analysis of engineered flow networks (e.g. Newton's method or the Hardy Cross scheme). The network is represented as an undirected graph structure, in which the uncertainty is represented by a continuous relative entropy on the space of internal and external flow rates. The head losses (potential differences) on the network are treated as dependent variables, using specified pipe-flow resistance functions. The entropy is maximised subject to "observable" constraints on the mean values of certain flow rates and/or potential differences, and also "physical" constraints arising from the frictional properties of each pipe and from Kirchhoff's nodal and loop laws. A numerical method is developed in Matlab for solution of the integral equation system, based on multidimensional quadrature. Several nonlinear resistance functions (e.g. power-law and Colebrook) are investigated, necessitating numerical solution of the implicit Lagrangian by a double iteration scheme. The method is applied to a 1123-node, 1140-pipe water distribution network for the suburb of Torrens in the Australian Capital Territory, Australia, using network data supplied by water authority ACTEW Corporation Limited. A number of different assumptions are explored, including various network geometric representations, prior probabilities and constraint settings, yielding useful predictions of network demand and performance. We also propose this methodology be used in conjunction with in-flow monitoring systems, to obtain better inferences of user consumption without large investments in monitoring equipment and maintenance.

Detection of "noisy" chaos in a time series

NASA Technical Reports Server (NTRS)

Chon, K. H.; Kanters, J. K.; Cohen, R. J.; Holstein-Rathlou, N. H.

1997-01-01

Time series from biological system often displays fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". The output from most biological systems is probably the result of both the internal dynamics of the systems, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

Converting differential-equation models of biological systems to membrane computing.

PubMed

Muniyandi, Ravie Chandren; Zin, Abdullah Mohd; Sanders, J W

2013-12-01

This paper presents a method to convert the deterministic, continuous representation of a biological system by ordinary differential equations into a non-deterministic, discrete membrane computation. The dynamics of the membrane computation is governed by rewrite rules operating at certain rates. That has the advantage of applying accurately to small systems, and to expressing rates of change that are determined locally, by region, but not necessary globally. Such spatial information augments the standard differentiable approach to provide a more realistic model. A biological case study of the ligand-receptor network of protein TGF-β is used to validate the effectiveness of the conversion method. It demonstrates the sense in which the behaviours and properties of the system are better preserved in the membrane computing model, suggesting that the proposed conversion method may prove useful for biological systems in particular. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

Use of recurrence plots in the analysis of pupil diameter dynamics in narcoleptics

NASA Astrophysics Data System (ADS)

Keegan, Andrew P.; Zbilut, J. P.; Merritt, S. L.; Mercer, P. J.

1993-11-01

Recurrence plots were used to evaluate pupil dynamics of subjects with narcolepsy. Preliminary data indicate that this nonlinear method of analyses may be more useful in revealing underlying deterministic differences than traditional methods like FFT and counting statistics.

Signal separation by nonlinear projections: The fetal electrocardiogram

NASA Astrophysics Data System (ADS)

Schreiber, Thomas; Kaplan, Daniel T.

1996-05-01

We apply a locally linear projection technique which has been developed for noise reduction in deterministically chaotic signals to extract the fetal component from scalar maternal electrocardiographic (ECG) recordings. Although we do not expect the maternal ECG to be deterministic chaotic, typical signals are effectively confined to a lower-dimensional manifold when embedded in delay space. The method is capable of extracting fetal heart rate even when the fetal component and the noise are of comparable amplitude. If the noise is small, more details of the fetal ECG, like P and T waves, can be recovered.

Evaluation of the selection methods used in the exIWO algorithm based on the optimization of multidimensional functions

NASA Astrophysics Data System (ADS)

Kostrzewa, Daniel; Josiński, Henryk

2016-06-01

The expanded Invasive Weed Optimization algorithm (exIWO) is an optimization metaheuristic modelled on the original IWO version inspired by dynamic growth of weeds colony. The authors of the present paper have modified the exIWO algorithm introducing a set of both deterministic and non-deterministic strategies of individuals' selection. The goal of the project was to evaluate the modified exIWO by testing its usefulness for multidimensional numerical functions optimization. The optimized functions: Griewank, Rastrigin, and Rosenbrock are frequently used as benchmarks because of their characteristics.

Finding the Optimal Nets for Self-Folding Kirigami

NASA Astrophysics Data System (ADS)

Araújo, N. A. M.; da Costa, R. A.; Dorogovtsev, S. N.; Mendes, J. F. F.

2018-05-01

Three-dimensional shells can be synthesized from the spontaneous self-folding of two-dimensional templates of interconnected panels, called nets. However, some nets are more likely to self-fold into the desired shell under random movements. The optimal nets are the ones that maximize the number of vertex connections, i.e., vertices that have only two of its faces cut away from each other in the net. Previous methods for finding such nets are based on random search, and thus, they do not guarantee the optimal solution. Here, we propose a deterministic procedure. We map the connectivity of the shell into a shell graph, where the nodes and links of the graph represent the vertices and edges of the shell, respectively. Identifying the nets that maximize the number of vertex connections corresponds to finding the set of maximum leaf spanning trees of the shell graph. This method allows us not only to design the self-assembly of much larger shell structures but also to apply additional design criteria, as a complete catalog of the maximum leaf spanning trees is obtained.

Paracousti-UQ: A Stochastic 3-D Acoustic Wave Propagation Algorithm.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Preston, Leiph

Acoustic full waveform algorithms, such as Paracousti, provide deterministic solutions in complex, 3-D variable environments. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected sound levels within an environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. Performing Monte Carlo (MC) simulations is one method of assessing this uncertainty, but it can quickly become computationally intractable for realistic problems. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a fractionmore » of the computational cost of MC. Paracousti-UQ solves the SPDE system of 3-D acoustic wave propagation equations and provides estimates of the uncertainty of the output simulated wave field (e.g., amplitudes, waveforms) based on estimated probability distributions of the input medium and source parameters. This report describes the derivation of the stochastic partial differential equations, their implementation, and comparison of Paracousti-UQ results with MC simulations using simple models.« less

An approximate methods approach to probabilistic structural analysis

NASA Technical Reports Server (NTRS)

Mcclung, R. C.; Millwater, H. R.; Wu, Y.-T.; Thacker, B. H.; Burnside, O. H.

1989-01-01

A major research and technology program in Probabilistic Structural Analysis Methods (PSAM) is currently being sponsored by the NASA Lewis Research Center with Southwest Research Institute as the prime contractor. This program is motivated by the need to accurately predict structural response in an environment where the loadings, the material properties, and even the structure may be considered random. The heart of PSAM is a software package which combines advanced structural analysis codes with a fast probability integration (FPI) algorithm for the efficient calculation of stochastic structural response. The basic idea of PAAM is simple: make an approximate calculation of system response, including calculation of the associated probabilities, with minimal computation time and cost, based on a simplified representation of the geometry, loads, and material. The deterministic solution resulting should give a reasonable and realistic description of performance-limiting system responses, although some error will be inevitable. If the simple model has correctly captured the basic mechanics of the system, however, including the proper functional dependence of stress, frequency, etc. on design parameters, then the response sensitivities calculated may be of significantly higher accuracy.

Alternate Methods in Refining the SLS Nozzle Plug Loads

NASA Technical Reports Server (NTRS)

Burbank, Scott; Allen, Andrew

2013-01-01

Numerical analysis has shown that the SLS nozzle environmental barrier (nozzle plug) design is inadequate for the prelaunch condition, which consists of two dominant loads: 1) the main engines startup pressure and 2) an environmentally induced pressure. Efforts to reduce load conservatisms included a dynamic analysis which showed a 31% higher safety factor compared to the standard static analysis. The environmental load is typically approached with a deterministic method using the worst possible combinations of pressures and temperatures. An alternate probabilistic approach, utilizing the distributions of pressures and temperatures, resulted in a 54% reduction in the environmental pressure load. A Monte Carlo simulation of environmental load that used five years of historical pressure and temperature data supported the results of the probabilistic analysis, indicating the probabilistic load is reflective of a 3-sigma condition (1 in 370 probability). Utilizing the probabilistic load analysis eliminated excessive conservatisms and will prevent a future overdesign of the nozzle plug. Employing a similar probabilistic approach to other design and analysis activities can result in realistic yet adequately conservative solutions.

Correlations in electrically coupled chaotic lasers.

PubMed

Rosero, E J; Barbosa, W A S; Martinez Avila, J F; Khoury, A Z; Rios Leite, J R

2016-09-01

We show how two electrically coupled semiconductor lasers having optical feedback can present simultaneous antiphase correlated fast power fluctuations, and strong in-phase synchronized spikes of chaotic power drops. This quite counterintuitive phenomenon is demonstrated experimentally and confirmed by numerical solutions of a deterministic dynamical system of rate equations. The occurrence of negative and positive cross correlation between parts of a complex system according to time scales, as proved in our simple arrangement, is relevant for the understanding and characterization of collective properties in complex networks.

Design Flexibility for Uncertain Distributed Generation from Photovoltaics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Palmintier, Bryan; Krishnamurthy, Dheepak; Wu, Hongyu

2016-12-12

Uncertainty in the future adoption patterns for distributed energy resources (DERs) introduces a challenge for electric distribution system planning. This paper explores the potential for flexibility in design - also known as real options - to identify design solutions that may never emerge when future DER patterns are treated as deterministic. A test case for storage system design with uncertain distributed generation for solar photovoltaics (DGPV) demonstrates this approach and is used to study sensitivities to a range of techno-economic assumptions.

Defect-free atomic array formation using the Hungarian matching algorithm

NASA Astrophysics Data System (ADS)

Lee, Woojun; Kim, Hyosub; Ahn, Jaewook

2017-05-01

Deterministic loading of single atoms onto arbitrary two-dimensional lattice points has recently been demonstrated, where by dynamically controlling the optical-dipole potential, atoms from a probabilistically loaded lattice were relocated to target lattice points to form a zero-entropy atomic lattice. In this atom rearrangement, how to pair atoms with the target sites is a combinatorial optimization problem: brute-force methods search all possible combinations so the process is slow, while heuristic methods are time efficient but optimal solutions are not guaranteed. Here, we use the Hungarian matching algorithm as a fast and rigorous alternative to this problem of defect-free atomic lattice formation. Our approach utilizes an optimization cost function that restricts collision-free guiding paths so that atom loss due to collision is minimized during rearrangement. Experiments were performed with cold rubidium atoms that were trapped and guided with holographically controlled optical-dipole traps. The result of atom relocation from a partially filled 7 ×7 lattice to a 3 ×3 target lattice strongly agrees with the theoretical analysis: using the Hungarian algorithm minimizes the collisional and trespassing paths and results in improved performance, with over 50% higher success probability than the heuristic shortest-move method.

Deterministically estimated fission source distributions for Monte Carlo k-eigenvalue problems

DOE PAGES

Biondo, Elliott D.; Davidson, Gregory G.; Pandya, Tara M.; ...

2018-04-30

The standard Monte Carlo (MC) k-eigenvalue algorithm involves iteratively converging the fission source distribution using a series of potentially time-consuming inactive cycles before quantities of interest can be tallied. One strategy for reducing the computational time requirements of these inactive cycles is the Sourcerer method, in which a deterministic eigenvalue calculation is performed to obtain an improved initial guess for the fission source distribution. This method has been implemented in the Exnihilo software suite within SCALE using the SPNSPN or SNSN solvers in Denovo and the Shift MC code. The efficacy of this method is assessed with different Denovo solutionmore » parameters for a series of typical k-eigenvalue problems including small criticality benchmarks, full-core reactors, and a fuel cask. Here it is found that, in most cases, when a large number of histories per cycle are required to obtain a detailed flux distribution, the Sourcerer method can be used to reduce the computational time requirements of the inactive cycles.« less

Uncertain dynamic analysis for rigid-flexible mechanisms with random geometry and material properties

NASA Astrophysics Data System (ADS)

Wu, Jinglai; Luo, Zhen; Zhang, Nong; Zhang, Yunqing; Walker, Paul D.

2017-02-01

This paper proposes an uncertain modelling and computational method to analyze dynamic responses of rigid-flexible multibody systems (or mechanisms) with random geometry and material properties. Firstly, the deterministic model for the rigid-flexible multibody system is built with the absolute node coordinate formula (ANCF), in which the flexible parts are modeled by using ANCF elements, while the rigid parts are described by ANCF reference nodes (ANCF-RNs). Secondly, uncertainty for the geometry of rigid parts is expressed as uniform random variables, while the uncertainty for the material properties of flexible parts is modeled as a continuous random field, which is further discretized to Gaussian random variables using a series expansion method. Finally, a non-intrusive numerical method is developed to solve the dynamic equations of systems involving both types of random variables, which systematically integrates the deterministic generalized-α solver with Latin Hypercube sampling (LHS) and Polynomial Chaos (PC) expansion. The benchmark slider-crank mechanism is used as a numerical example to demonstrate the characteristics of the proposed method.

Deterministically estimated fission source distributions for Monte Carlo k-eigenvalue problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Biondo, Elliott D.; Davidson, Gregory G.; Pandya, Tara M.

The standard Monte Carlo (MC) k-eigenvalue algorithm involves iteratively converging the fission source distribution using a series of potentially time-consuming inactive cycles before quantities of interest can be tallied. One strategy for reducing the computational time requirements of these inactive cycles is the Sourcerer method, in which a deterministic eigenvalue calculation is performed to obtain an improved initial guess for the fission source distribution. This method has been implemented in the Exnihilo software suite within SCALE using the SPNSPN or SNSN solvers in Denovo and the Shift MC code. The efficacy of this method is assessed with different Denovo solutionmore » parameters for a series of typical k-eigenvalue problems including small criticality benchmarks, full-core reactors, and a fuel cask. Here it is found that, in most cases, when a large number of histories per cycle are required to obtain a detailed flux distribution, the Sourcerer method can be used to reduce the computational time requirements of the inactive cycles.« less

MARKOV: A methodology for the solution of infinite time horizon MARKOV decision processes

USGS Publications Warehouse

Williams, B.K.

1988-01-01

Algorithms are described for determining optimal policies for finite state, finite action, infinite discrete time horizon Markov decision processes. Both value-improvement and policy-improvement techniques are used in the algorithms. Computing procedures are also described. The algorithms are appropriate for processes that are either finite or infinite, deterministic or stochastic, discounted or undiscounted, in any meaningful combination of these features. Computing procedures are described in terms of initial data processing, bound improvements, process reduction, and testing and solution. Application of the methodology is illustrated with an example involving natural resource management. Management implications of certain hypothesized relationships between mallard survival and harvest rates are addressed by applying the optimality procedures to mallard population models.

Switchable genetic oscillator operating in quasi-stable mode

PubMed Central

Strelkowa, Natalja; Barahona, Mauricio

2010-01-01

Ring topologies of repressing genes have qualitatively different long-term dynamics if the number of genes is odd (they oscillate) or even (they exhibit bistability). However, these attractors may not fully explain the observed behaviour in transient and stochastic environments such as the cell. We show here that even repressilators possess quasi-stable, travelling wave periodic solutions that are reachable, long-lived and robust to parameter changes. These solutions underlie the sustained oscillations observed in even rings in the stochastic regime, even if these circuits are expected to behave as switches. The existence of such solutions can also be exploited for control purposes: operation of the system around the quasi-stable orbit allows us to turn on and off the oscillations reliably and on demand. We illustrate these ideas with a simple protocol based on optical interference that can induce oscillations robustly both in the stochastic and deterministic regimes. PMID:20097721

Integrating urban recharge uncertainty into standard groundwater modeling practice: A case study on water main break predictions for the Barton Springs segment of the Edwards Aquifer, Austin, Texas

NASA Astrophysics Data System (ADS)

Sinner, K.; Teasley, R. L.

2016-12-01

Groundwater models serve as integral tools for understanding flow processes and informing stakeholders and policy makers in management decisions. Historically, these models tended towards a deterministic nature, relying on historical data to predict and inform future decisions based on model outputs. This research works towards developing a stochastic method of modeling recharge inputs from pipe main break predictions in an existing groundwater model, which subsequently generates desired outputs incorporating future uncertainty rather than deterministic data. The case study for this research is the Barton Springs segment of the Edwards Aquifer near Austin, Texas. Researchers and water resource professionals have modeled the Edwards Aquifer for decades due to its high water quality, fragile ecosystem, and stakeholder interest. The original case study and model that this research is built upon was developed as a co-design problem with regional stakeholders and the model outcomes are generated specifically for communication with policy makers and managers. Recently, research in the Barton Springs segment demonstrated a significant contribution of urban, or anthropogenic, recharge to the aquifer, particularly during dry period, using deterministic data sets. Due to social and ecological importance of urban water loss to recharge, this study develops an evaluation method to help predicted pipe breaks and their related recharge contribution within the Barton Springs segment of the Edwards Aquifer. To benefit groundwater management decision processes, the performance measures captured in the model results, such as springflow, head levels, storage, and others, were determined by previous work in elicitation of problem framing to determine stakeholder interests and concerns. The results of the previous deterministic model and the stochastic model are compared to determine gains to stakeholder knowledge through the additional modeling

Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wu, Hongyu; Krad, Ibrahim; Florita, Anthony

This paper describes a novel set of stochastic unit commitment and economic dispatch models that consider stochastic loads and variable generation at multiple operational timescales. The stochastic model includes four distinct stages: stochastic day-ahead security-constrained unit commitment (SCUC), stochastic real-time SCUC, stochastic real-time security-constrained economic dispatch (SCED), and deterministic automatic generation control (AGC). These sub-models are integrated together such that they are continually updated with decisions passed from one to another. The progressive hedging algorithm (PHA) is applied to solve the stochastic models to maintain the computational tractability of the proposed models. Comparative case studies with deterministic approaches are conductedmore » in low wind and high wind penetration scenarios to highlight the advantages of the proposed methodology, one with perfect forecasts and the other with current state-of-the-art but imperfect deterministic forecasts. The effectiveness of the proposed method is evaluated with sensitivity tests using both economic and reliability metrics to provide a broader view of its impact.« less

Chaos emerging in soil failure patterns observed during tillage: Normalized deterministic nonlinear prediction (NDNP) and its application.

PubMed

Sakai, Kenshi; Upadhyaya, Shrinivasa K; Andrade-Sanchez, Pedro; Sviridova, Nina V

2017-03-01

Real-world processes are often combinations of deterministic and stochastic processes. Soil failure observed during farm tillage is one example of this phenomenon. In this paper, we investigated the nonlinear features of soil failure patterns in a farm tillage process. We demonstrate emerging determinism in soil failure patterns from stochastic processes under specific soil conditions. We normalized the deterministic nonlinear prediction considering autocorrelation and propose it as a robust way of extracting a nonlinear dynamical system from noise contaminated motion. Soil is a typical granular material. The results obtained here are expected to be applicable to granular materials in general. From a global scale to nano scale, the granular material is featured in seismology, geotechnology, soil mechanics, and particle technology. The results and discussions presented here are applicable in these wide research areas. The proposed method and our findings are useful with respect to the application of nonlinear dynamics to investigate complex motions generated from granular materials.

Electric field control of deterministic current-induced magnetization switching in a hybrid ferromagnetic/ferroelectric structure

NASA Astrophysics Data System (ADS)

Cai, Kaiming; Yang, Meiyin; Ju, Hailang; Wang, Sumei; Ji, Yang; Li, Baohe; Edmonds, Kevin William; Sheng, Yu; Zhang, Bao; Zhang, Nan; Liu, Shuai; Zheng, Houzhi; Wang, Kaiyou

2017-07-01

All-electrical and programmable manipulations of ferromagnetic bits are highly pursued for the aim of high integration and low energy consumption in modern information technology. Methods based on the spin-orbit torque switching in heavy metal/ferromagnet structures have been proposed with magnetic field, and are heading toward deterministic switching without external magnetic field. Here we demonstrate that an in-plane effective magnetic field can be induced by an electric field without breaking the symmetry of the structure of the thin film, and realize the deterministic magnetization switching in a hybrid ferromagnetic/ferroelectric structure with Pt/Co/Ni/Co/Pt layers on PMN-PT substrate. The effective magnetic field can be reversed by changing the direction of the applied electric field on the PMN-PT substrate, which fully replaces the controllability function of the external magnetic field. The electric field is found to generate an additional spin-orbit torque on the CoNiCo magnets, which is confirmed by macrospin calculations and micromagnetic simulations.

Deterministic Creation of Macroscopic Cat States

PubMed Central

Lombardo, Daniel; Twamley, Jason

2015-01-01

Despite current technological advances, observing quantum mechanical effects outside of the nanoscopic realm is extremely challenging. For this reason, the observation of such effects on larger scale systems is currently one of the most attractive goals in quantum science. Many experimental protocols have been proposed for both the creation and observation of quantum states on macroscopic scales, in particular, in the field of optomechanics. The majority of these proposals, however, rely on performing measurements, making them probabilistic. In this work we develop a completely deterministic method of macroscopic quantum state creation. We study the prototypical optomechanical Membrane In The Middle model and show that by controlling the membrane’s opacity, and through careful choice of the optical cavity initial state, we can deterministically create and grow the spatial extent of the membrane’s position into a large cat state. It is found that by using a Bose-Einstein condensate as a membrane high fidelity cat states with spatial separations of up to ∼300 nm can be achieved. PMID:26345157

Coupled Multi-Disciplinary Optimization for Structural Reliability and Affordability

NASA Technical Reports Server (NTRS)

Abumeri, Galib H.; Chamis, Christos C.

2003-01-01

A computational simulation method is presented for Non-Deterministic Multidisciplinary Optimization of engine composite materials and structures. A hypothetical engine duct made with ceramic matrix composites (CMC) is evaluated probabilistically in the presence of combined thermo-mechanical loading. The structure is tailored by quantifying the uncertainties in all relevant design variables such as fabrication, material, and loading parameters. The probabilistic sensitivities are used to select critical design variables for optimization. In this paper, two approaches for non-deterministic optimization are presented. The non-deterministic minimization of combined failure stress criterion is carried out by: (1) performing probabilistic evaluation first and then optimization and (2) performing optimization first and then probabilistic evaluation. The first approach shows that the optimization feasible region can be bounded by a set of prescribed probability limits and that the optimization follows the cumulative distribution function between those limits. The second approach shows that the optimization feasible region is bounded by 0.50 and 0.999 probabilities.

Development a heuristic method to locate and allocate the medical centers to minimize the earthquake relief operation time.

PubMed

Aghamohammadi, Hossein; Saadi Mesgari, Mohammad; Molaei, Damoon; Aghamohammadi, Hasan

2013-01-01

Location-allocation is a combinatorial optimization problem, and is defined as Non deterministic Polynomial Hard (NP) hard optimization. Therefore, solution of such a problem should be shifted from exact to heuristic or Meta heuristic due to the complexity of the problem. Locating medical centers and allocating injuries of an earthquake to them has high importance in earthquake disaster management so that developing a proper method will reduce the time of relief operation and will consequently decrease the number of fatalities. This paper presents the development of a heuristic method based on two nested genetic algorithms to optimize this location allocation problem by using the abilities of Geographic Information System (GIS). In the proposed method, outer genetic algorithm is applied to the location part of the problem and inner genetic algorithm is used to optimize the resource allocation. The final outcome of implemented method includes the spatial location of new required medical centers. The method also calculates that how many of the injuries at each demanding point should be taken to any of the existing and new medical centers as well. The results of proposed method showed high performance of designed structure to solve a capacitated location-allocation problem that may arise in a disaster situation when injured people has to be taken to medical centers in a reasonable time.

Optimization Under Uncertainty for Wake Steering Strategies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Quick, Julian; Annoni, Jennifer; King, Ryan N

Offsetting turbines' yaw orientations from incoming wind is a powerful tool that may be leveraged to reduce undesirable wake effects on downstream turbines. First, we examine a simple two-turbine case to gain intuition as to how inflow direction uncertainty affects the optimal solution. The turbines are modeled with unidirectional inflow such that one turbine directly wakes the other, using ten rotor diameter spacing. We perform optimization under uncertainty (OUU) via a parameter sweep of the front turbine. The OUU solution generally prefers less steering. We then do this optimization for a 60-turbine wind farm with unidirectional inflow, varying the degreemore » of inflow uncertainty and approaching this OUU problem by nesting a polynomial chaos expansion uncertainty quantification routine within an outer optimization. We examined how different levels of uncertainty in the inflow direction effect the ratio of the expected values of deterministic and OUU solutions for steering strategies in the large wind farm, assuming the directional uncertainty used to reach said OUU solution (this ratio is defined as the value of the stochastic solution or VSS).« less

Estimate Tsunami Flow Conditions and Large-Debris Tracks for the Design of Coastal Infrastructures along Coastlines of the U.S. Pacific Northwest

NASA Astrophysics Data System (ADS)

Wei, Y.; Thomas, S.; Zhou, H.; Arcas, D.; Titov, V. V.

2017-12-01

The increasing potential tsunami hazards pose great challenges for infrastructures along the coastlines of the U.S. Pacific Northwest. Tsunami impact at a coastal site is usually assessed from deterministic scenarios based on 10,000 years of geological records in the Cascadia Subduction Zone (CSZ). Aside from these deterministic methods, the new ASCE 7-16 tsunami provisions provide engineering design criteria of tsunami loads on buildings based on a probabilistic approach. This work develops a site-specific model near Newport, OR using high-resolution grids, and compute tsunami inundation depth and velocities at the study site resulted from credible probabilistic and deterministic earthquake sources in the Cascadia Subduction Zone. Three Cascadia scenarios, two deterministic scenarios, XXL1 and L1, and a 2,500-yr probabilistic scenario compliant with the new ASCE 7-16 standard, are simulated using combination of a depth-averaged shallow water model for offshore propagation and a Boussinesq-type model for onshore inundation. We speculate on the methods and procedure to obtain the 2,500-year probabilistic scenario for Newport that is compliant with the ASCE 7-16 tsunami provisions. We provide details of model results, particularly the inundation depth and flow speed for a new building, which will also be designated as a tsunami vertical evacuation shelter, at Newport, Oregon. We show that the ASCE 7-16 consistent hazards are between those obtained from deterministic L1 and XXL1 scenarios, and the greatest impact on the building may come from later waves. As a further step, we utilize the inundation model results to numerically compute tracks of large vessels in the vicinity of the building site and estimate if these vessels will impact on the building site during the extreme XXL1 and ASCE 7-16 hazard-consistent scenarios. Two-step study is carried out first to study tracks of massless particles and then large vessels with assigned mass considering drag force, inertial force, ship grounding and mooring. The simulation results show that none of the large vessels will impact on the building site in all tested scenarios.

Optimization of forest wildlife objectives

Treesearch

John Hof; Robert Haight

2007-01-01

This chapter presents an overview of methods for optimizing wildlife-related objectives. These objectives hinge on landscape pattern, so we refer to these methods as "spatial optimization." It is currently possible to directly capture deterministic characterizations of the most basic spatial relationships: proximity relationships (including those that lead to...

Seismic stability of the survey areas of potential sites for the deep geological repository of the spent nuclear fuel

NASA Astrophysics Data System (ADS)

Kaláb, Zdeněk; Šílený, Jan; Lednická, Markéta

2017-07-01

This paper deals with the seismic stability of the survey areas of potential sites for the deep geological repository of the spent nuclear fuel in the Czech Republic. The basic source of data for historical earthquakes up to 1990 was the seismic website [1-]. The most intense earthquake described occurred on September 15, 1590 in the Niederroesterreich region (Austria) in the historical period; its reported intensity is Io = 8-9. The source of the contemporary seismic data for the period since 1991 to the end of 2014 was the website [11]. It may be stated based on the databases and literature review that in the period from 1900, no earthquake exceeding magnitude 5.1 originated in the territory of the Czech Republic. In order to evaluate seismicity and to assess the impact of seismic effects at depths of hypothetical deep geological repository for the next time period, the neo-deterministic method was selected as an extension of the probabilistic method. Each one out of the seven survey areas were assessed by the neo-deterministic evaluation of the seismic wave-field excited by selected individual events and determining the maximum loading. Results of seismological databases studies and neo-deterministic analysis of Čihadlo locality are presented.

Coupled multi-group neutron photon transport for the simulation of high-resolution gamma-ray spectroscopy applications

NASA Astrophysics Data System (ADS)

Burns, Kimberly Ann

The accurate and efficient simulation of coupled neutron-photon problems is necessary for several important radiation detection applications. Examples include the detection of nuclear threats concealed in cargo containers and prompt gamma neutron activation analysis for nondestructive determination of elemental composition of unknown samples. In these applications, high-resolution gamma-ray spectrometers are used to preserve as much information as possible about the emitted photon flux, which consists of both continuum and characteristic gamma rays with discrete energies. Monte Carlo transport is the most commonly used modeling tool for this type of problem, but computational times for many problems can be prohibitive. This work explores the use of coupled Monte Carlo-deterministic methods for the simulation of neutron-induced photons for high-resolution gamma-ray spectroscopy applications. RAdiation Detection Scenario Analysis Toolbox (RADSAT), a code which couples deterministic and Monte Carlo transport to perform radiation detection scenario analysis in three dimensions [1], was used as the building block for the methods derived in this work. RADSAT was capable of performing coupled deterministic-Monte Carlo simulations for gamma-only and neutron-only problems. The purpose of this work was to develop the methodology necessary to perform coupled neutron-photon calculations and add this capability to RADSAT. Performing coupled neutron-photon calculations requires four main steps: the deterministic neutron transport calculation, the neutron-induced photon spectrum calculation, the deterministic photon transport calculation, and the Monte Carlo detector response calculation. The necessary requirements for each of these steps were determined. A major challenge in utilizing multigroup deterministic transport methods for neutron-photon problems was maintaining the discrete neutron-induced photon signatures throughout the simulation. Existing coupled neutron-photon cross-section libraries and the methods used to produce neutron-induced photons were unsuitable for high-resolution gamma-ray spectroscopy applications. Central to this work was the development of a method for generating multigroup neutron-photon cross-sections in a way that separates the discrete and continuum photon emissions so the neutron-induced photon signatures were preserved. The RADSAT-NG cross-section library was developed as a specialized multigroup neutron-photon cross-section set for the simulation of high-resolution gamma-ray spectroscopy applications. The methodology and cross sections were tested using code-to-code comparison with MCNP5 [2] and NJOY [3]. A simple benchmark geometry was used for all cases compared with MCNP. The geometry consists of a cubical sample with a 252Cf neutron source on one side and a HPGe gamma-ray spectrometer on the opposing side. Different materials were examined in the cubical sample: polyethylene (C2H4), P, N, O, and Fe. The cross sections for each of the materials were compared to cross sections collapsed using NJOY. Comparisons of the volume-averaged neutron flux within the sample, volume-averaged photon flux within the detector, and high-purity gamma-ray spectrometer response (only for polyethylene) were completed using RADSAT and MCNP. The code-to-code comparisons show promising results for the coupled Monte Carlo-deterministic method. The RADSAT-NG cross-section production method showed good agreement with NJOY for all materials considered although some additional work is needed in the resonance region and in the first and last energy bin. Some cross section discrepancies existed in the lowest and highest energy bin, but the overall shape and magnitude of the two methods agreed. For the volume-averaged photon flux within the detector, typically the five most intense lines agree to within approximately 5% of the MCNP calculated flux for all of materials considered. The agreement in the code-to-code comparisons cases demonstrates a proof-of-concept of the method for use in RADSAT for coupled neutron-photon problems in high-resolution gamma-ray spectroscopy applications. One of the primary motivators for using the coupled method over pure Monte Carlo method is the potential for significantly lower computational times. For the code-to-code comparison cases, the run times for RADSAT were approximately 25--500 times shorter than for MCNP, as shown in Table 1. This was assuming a 40 mCi 252Cf neutron source and 600 seconds of "real-world" measurement time. The only variance reduction technique implemented in the MCNP calculation was forward biasing of the source toward the sample target. Improved MCNP runtimes could be achieved with the addition of more advanced variance reduction techniques.

Application of Stochastic and Deterministic Approaches to Modeling Interstellar Chemistry

NASA Astrophysics Data System (ADS)

Pei, Yezhe

This work is about simulations of interstellar chemistry using the deterministic rate equation (RE) method and the stochastic moment equation (ME) method. Primordial metal-poor interstellar medium (ISM) is of our interest and the socalled “Population-II” stars could have been formed in this environment during the “Epoch of Reionization” in the baby universe. We build a gas phase model using the RE scheme to describe the ionization-powered interstellar chemistry. We demonstrate that OH replaces CO as the most abundant metal-bearing molecule in such interstellar clouds of the early universe. Grain surface reactions play an important role in the studies of astrochemistry. But the lack of an accurate yet effective simulation method still presents a challenge, especially for large, practical gas-grain system. We develop a hybrid scheme of moment equations and rate equations (HMR) for large gas-grain network to model astrochemical reactions in the interstellar clouds. Specifically, we have used a large chemical gas-grain model, with stochastic moment equations to treat the surface chemistry and deterministic rate equations to treat the gas phase chemistry, to simulate astrochemical systems as of the ISM in the Milky Way, the Large Magellanic Cloud (LMC) and Small Magellanic Cloud (SMC). We compare the results to those of pure rate equations and modified rate equations and present a discussion about how moment equations improve our theoretical modeling and how the abundances of the assorted species are changed by varied metallicity. We also model the observed composition of H2O, CO and CO2 ices toward Young Stellar Objects in the LMC and show that the HMR method gives a better match to the observation than the pure RE method.

Grey fuzzy optimization model for water quality management of a river system

NASA Astrophysics Data System (ADS)

Karmakar, Subhankar; Mujumdar, P. P.

2006-07-01

A grey fuzzy optimization model is developed for water quality management of river system to address uncertainty involved in fixing the membership functions for different goals of Pollution Control Agency (PCA) and dischargers. The present model, Grey Fuzzy Waste Load Allocation Model (GFWLAM), has the capability to incorporate the conflicting goals of PCA and dischargers in a deterministic framework. The imprecision associated with specifying the water quality criteria and fractional removal levels are modeled in a fuzzy mathematical framework. To address the imprecision in fixing the lower and upper bounds of membership functions, the membership functions themselves are treated as fuzzy in the model and the membership parameters are expressed as interval grey numbers, a closed and bounded interval with known lower and upper bounds but unknown distribution information. The model provides flexibility for PCA and dischargers to specify their aspirations independently, as the membership parameters for different membership functions, specified for different imprecise goals are interval grey numbers in place of a deterministic real number. In the final solution optimal fractional removal levels of the pollutants are obtained in the form of interval grey numbers. This enhances the flexibility and applicability in decision-making, as the decision-maker gets a range of optimal solutions for fixing the final decision scheme considering technical and economic feasibility of the pollutant treatment levels. Application of the GFWLAM is illustrated with case study of the Tunga-Bhadra river system in India.

Active adaptive management for reintroduction of an animal population

USGS Publications Warehouse

Runge, Michael C.

2013-01-01

Captive animals are frequently reintroduced to the wild in the face of uncertainty, but that uncertainty can often be reduced over the course of the reintroduction effort, providing the opportunity for adaptive management. One common uncertainty in reintroductions is the short-term survival rate of released adults (a release cost), an important factor because it can affect whether releasing adults or juveniles is better. Information about this rate can improve the success of the reintroduction program, but does the expected gain offset the costs of obtaining the information? I explored this question for reintroduction of the griffon vulture (Gyps fulvus) by framing the management question as a belief Markov decision process, characterizing uncertainty about release cost with 2 information state variables, and finding the solution using stochastic dynamic programming. For a reintroduction program of fixed length (e.g., 5 years of releases), the optimal policy in the final release year resembles the deterministic solution: release either all adults or all juveniles depending on whether the point estimate for the survival rate in question is above or below a specific threshold. But the optimal policy in the earlier release years 1) includes release of a mixture of juveniles and adults under some circumstances, and 2) recommends release of adults even when the point estimate of survival is much less than the deterministic threshold. These results show that in an iterated decision setting, the optimal decision in early years can be quite different from that in later years because of the value of learning. 

Model selection for integrated pest management with stochasticity.

PubMed

Akman, Olcay; Comar, Timothy D; Hrozencik, Daniel

2018-04-07

In Song and Xiang (2006), an integrated pest management model with periodically varying climatic conditions was introduced. In order to address a wider range of environmental effects, the authors here have embarked upon a series of studies resulting in a more flexible modeling approach. In Akman et al. (2013), the impact of randomly changing environmental conditions is examined by incorporating stochasticity into the birth pulse of the prey species. In Akman et al. (2014), the authors introduce a class of models via a mixture of two birth-pulse terms and determined conditions for the global and local asymptotic stability of the pest eradication solution. With this work, the authors unify the stochastic and mixture model components to create further flexibility in modeling the impacts of random environmental changes on an integrated pest management system. In particular, we first determine the conditions under which solutions of our deterministic mixture model are permanent. We then analyze the stochastic model to find the optimal value of the mixing parameter that minimizes the variance in the efficacy of the pesticide. Additionally, we perform a sensitivity analysis to show that the corresponding pesticide efficacy determined by this optimization technique is indeed robust. Through numerical simulations we show that permanence can be preserved in our stochastic model. Our study of the stochastic version of the model indicates that our results on the deterministic model provide informative conclusions about the behavior of the stochastic model. Copyright © 2017 Elsevier Ltd. All rights reserved.

Photophysics and energy transfer studies of Alq3 confined in the voids of nanoporous anodic alumina.

PubMed

Mohammadpour, Arash; Utkin, Ilya; Bodepudi, Srikrishna Chanakya; Kar, Piyush; Fedosejevs, Robert; Pramanik, Sandipan; Shankar, Karthik

2013-04-01

We report on a hierarchical nanoarchitecture wherein distinct chromophores are deterministically placed at two different types of sites in a nanoporous metal oxide framework. One chromophore, namely Tris(8-hydroxyquinoline)aluminium(III) (Alq3), is embedded in the 1-2 nm sized nanovoids of anodic aluminum oxide (AAO) and another chromophore (carboxyfluorescein or pyrenebutyric acid) is anchored in the form of a monolayer to the surface of the walls of the cylindrical nanopores (- 20 nm in diameter) of AAO. We found the luminescence maximum to occur at 492 nm, blueshifted by at least 18 nm from the value in solutions and thin films. The excited state decay of Alq3 molecules in nanovoids was found to be biexponential with a fast component of 338 ps and a slower component of 2.26 ns, different from Alq3 thin films and solutions. Using a combination of steady state and time-resolved luminescence studies, we found that efficient Forster-type resonance energy transfer (FRET) from Alq3 in the nanovoids to the carboxyfluorescein monolayer could be used to pump the emission of surface-bound chromophores. Conversely, the emission of nanovoid-confined Alq3 could be pumped by energy transfer from a pyrenebutyric acid monolayer. Such intra-nanoarchitecture interactions between chromophores deterministically placed in different spatial locations are important in applications such as organic light emitting diodes, chemical sensors, energy transfer fluorescent labels, light harvesting antennas and organic spintronics.

Deterministic and fuzzy-based methods to evaluate community resilience

NASA Astrophysics Data System (ADS)

Kammouh, Omar; Noori, Ali Zamani; Taurino, Veronica; Mahin, Stephen A.; Cimellaro, Gian Paolo

2018-04-01

Community resilience is becoming a growing concern for authorities and decision makers. This paper introduces two indicator-based methods to evaluate the resilience of communities based on the PEOPLES framework. PEOPLES is a multi-layered framework that defines community resilience using seven dimensions. Each of the dimensions is described through a set of resilience indicators collected from literature and they are linked to a measure allowing the analytical computation of the indicator's performance. The first method proposed in this paper requires data on previous disasters as an input and returns as output a performance function for each indicator and a performance function for the whole community. The second method exploits a knowledge-based fuzzy modeling for its implementation. This method allows a quantitative evaluation of the PEOPLES indicators using descriptive knowledge rather than deterministic data including the uncertainty involved in the analysis. The output of the fuzzy-based method is a resilience index for each indicator as well as a resilience index for the community. The paper also introduces an open source online tool in which the first method is implemented. A case study illustrating the application of the first method and the usage of the tool is also provided in the paper.

Multivariable optimization of an auto-thermal ammonia synthesis reactor using genetic algorithm

NASA Astrophysics Data System (ADS)

Anh-Nga, Nguyen T.; Tuan-Anh, Nguyen; Tien-Dung, Vu; Kim-Trung, Nguyen

2017-09-01

The ammonia synthesis system is an important chemical process used in the manufacture of fertilizers, chemicals, explosives, fibers, plastics, refrigeration. In the literature, many works approaching the modeling, simulation and optimization of an auto-thermal ammonia synthesis reactor can be found. However, they just focus on the optimization of the reactor length while keeping the others parameters constant. In this study, the other parameters are also considered in the optimization problem such as the temperature of feed gas enters the catalyst zone. The optimal problem requires the maximization of a multivariable objective function which subjects to a number of equality constraints involving the solution of coupled differential equations and also inequality constraints. The solution of an optimization problem can be found through, among others, deterministic or stochastic approaches. The stochastic methods, such as evolutionary algorithm (EA), which is based on natural phenomenon, can overcome the drawbacks such as the requirement of the derivatives of the objective function and/or constraints, or being not efficient in non-differentiable or discontinuous problems. Genetic algorithm (GA) which is a class of EA, exceptionally simple, robust at numerical optimization and is more likely to find a true global optimum. In this study, the genetic algorithm is employed to find the optimum profit of the process. The inequality constraints were treated using penalty method. The coupled differential equations system was solved using Runge-Kutta 4th order method. The results showed that the presented numerical method could be applied to model the ammonia synthesis reactor. The optimum economic profit obtained from this study are also compared to the results from the literature. It suggests that the process should be operated at higher temperature of feed gas in catalyst zone and the reactor length is slightly longer.

Exhaustive Versus Randomized Searchers for Nonlinear Optimization in 21st Century Computing: Solar Application

NASA Technical Reports Server (NTRS)

Sen, Syamal K.; AliShaykhian, Gholam

2010-01-01

We present a simple multi-dimensional exhaustive search method to obtain, in a reasonable time, the optimal solution of a nonlinear programming problem. It is more relevant in the present day non-mainframe computing scenario where an estimated 95% computing resources remains unutilized and computing speed touches petaflops. While the processor speed is doubling every 18 months, the band width is doubling every 12 months, and the hard disk space is doubling every 9 months. A randomized search algorithm or, equivalently, an evolutionary search method is often used instead of an exhaustive search algorithm. The reason is that a randomized approach is usually polynomial-time, i.e., fast while an exhaustive search method is exponential-time i.e., slow. We discuss the increasing importance of exhaustive search in optimization with the steady increase of computing power for solving many real-world problems of reasonable size. We also discuss the computational error and complexity of the search algorithm focusing on the fact that no measuring device can usually measure a quantity with an accuracy greater than 0.005%. We stress the fact that the quality of solution of the exhaustive search - a deterministic method - is better than that of randomized search. In 21 st century computing environment, exhaustive search cannot be left aside as an untouchable and it is not always exponential. We also describe a possible application of these algorithms in improving the efficiency of solar cells - a real hot topic - in the current energy crisis. These algorithms could be excellent tools in the hands of experimentalists and could save not only large amount of time needed for experiments but also could validate the theory against experimental results fast.

Application of Deterministic and Probabilistic System Design Methods and Enhancements of Conceptual Design Tools for ERA Project

NASA Technical Reports Server (NTRS)

Mavris, Dimitri N.; Schutte, Jeff S.

2016-01-01

This report documents work done by the Aerospace Systems Design Lab (ASDL) at the Georgia Institute of Technology, Daniel Guggenheim School of Aerospace Engineering for the National Aeronautics and Space Administration, Aeronautics Research Mission Directorate, Integrated System Research Program, Environmentally Responsible Aviation (ERA) Project. This report was prepared under contract NNL12AA12C, "Application of Deterministic and Probabilistic System Design Methods and Enhancement of Conceptual Design Tools for ERA Project". The research within this report addressed the Environmentally Responsible Aviation (ERA) project goal stated in the NRA solicitation "to advance vehicle concepts and technologies that can simultaneously reduce fuel burn, noise, and emissions." To identify technology and vehicle solutions that simultaneously meet these three metrics requires the use of system-level analysis with the appropriate level of fidelity to quantify feasibility, benefits and degradations, and associated risk. In order to perform the system level analysis, the Environmental Design Space (EDS) [Kirby 2008, Schutte 2012a] environment developed by ASDL was used to model both conventional and unconventional configurations as well as to assess technologies from the ERA and N+2 timeframe portfolios. A well-established system design approach was used to perform aircraft conceptual design studies, including technology trade studies to identify technology portfolios capable of accomplishing the ERA project goal and to obtain accurate tradeoffs between performance, noise, and emissions. The ERA goal, shown in Figure 1, is to simultaneously achieve the N+2 benefits of a cumulative noise margin of 42 EPNdB relative to stage 4, a 75 percent reduction in LTO NOx emissions relative to CAEP 6 and a 50 percent reduction in fuel burn relative to the 2005 best in class aircraft. There were 5 research task associated with this research: 1) identify technology collectors, 2) model technology collectors in EDS, 3) model and assess ERA technologies, 4) LTO and cruise emission prediction, and 5) probabilistic analysis of technology collectors and portfolios.

COMMUNICATING PROBABILISTIC RISK OUTCOMES TO RISK MANAGERS

EPA Science Inventory

Increasingly, risk assessors are moving away from simple deterministic assessments to probabilistic approaches that explicitly incorporate ecological variability, measurement imprecision, and lack of knowledge (collectively termed "uncertainty"). While the new methods provide an...

Developing deterioration models for Wyoming bridges.

DOT National Transportation Integrated Search

2016-05-01

Deterioration models for the Wyoming Bridge Inventory were developed using both stochastic and deterministic models. : The selection of explanatory variables is investigated and a new method using LASSO regression to eliminate human bias : in explana...

Aboveground and belowground arthropods experience different relative influences of stochastic versus deterministic community assembly processes following disturbance

PubMed Central

Martinez, Alexander S.; Faist, Akasha M.

2016-01-01

Background Understanding patterns of biodiversity is a longstanding challenge in ecology. Similar to other biotic groups, arthropod community structure can be shaped by deterministic and stochastic processes, with limited understanding of what moderates the relative influence of these processes. Disturbances have been noted to alter the relative influence of deterministic and stochastic processes on community assembly in various study systems, implicating ecological disturbances as a potential moderator of these forces. Methods Using a disturbance gradient along a 5-year chronosequence of insect-induced tree mortality in a subalpine forest of the southern Rocky Mountains, Colorado, USA, we examined changes in community structure and relative influences of deterministic and stochastic processes in the assembly of aboveground (surface and litter-active species) and belowground (species active in organic and mineral soil layers) arthropod communities. Arthropods were sampled for all years of the chronosequence via pitfall traps (aboveground community) and modified Winkler funnels (belowground community) and sorted to morphospecies. Community structure of both communities were assessed via comparisons of morphospecies abundance, diversity, and composition. Assembly processes were inferred from a mixture of linear models and matrix correlations testing for community associations with environmental properties, and from null-deviation models comparing observed vs. expected levels of species turnover (Beta diversity) among samples. Results Tree mortality altered community structure in both aboveground and belowground arthropod communities, but null models suggested that aboveground communities experienced greater relative influences of deterministic processes, while the relative influence of stochastic processes increased for belowground communities. Additionally, Mantel tests and linear regression models revealed significant associations between the aboveground arthropod communities and vegetation and soil properties, but no significant association among belowground arthropod communities and environmental factors. Discussion Our results suggest context-dependent influences of stochastic and deterministic community assembly processes across different fractions of a spatially co-occurring ground-dwelling arthropod community following disturbance. This variation in assembly may be linked to contrasting ecological strategies and dispersal rates within above- and below-ground communities. Our findings add to a growing body of evidence indicating concurrent influences of stochastic and deterministic processes in community assembly, and highlight the need to consider potential variation across different fractions of biotic communities when testing community ecology theory and considering conservation strategies. PMID:27761333

Diffusion tensor tractography of the arcuate fasciculus in patients with brain tumors: Comparison between deterministic and probabilistic models

PubMed Central

Li, Zhixi; Peck, Kyung K.; Brennan, Nicole P.; Jenabi, Mehrnaz; Hsu, Meier; Zhang, Zhigang; Holodny, Andrei I.; Young, Robert J.

2014-01-01

Purpose The purpose of this study was to compare the deterministic and probabilistic tracking methods of diffusion tensor white matter fiber tractography in patients with brain tumors. Materials and Methods We identified 29 patients with left brain tumors <2 cm from the arcuate fasciculus who underwent pre-operative language fMRI and DTI. The arcuate fasciculus was reconstructed using a deterministic Fiber Assignment by Continuous Tracking (FACT) algorithm and a probabilistic method based on an extended Monte Carlo Random Walk algorithm. Tracking was controlled using two ROIs corresponding to Broca’s and Wernicke’s areas. Tracts in tumoraffected hemispheres were examined for extension between Broca’s and Wernicke’s areas, anterior-posterior length and volume, and compared with the normal contralateral tracts. Results Probabilistic tracts displayed more complete anterior extension to Broca’s area than did FACT tracts on the tumor-affected and normal sides (p < 0.0001). The median length ratio for tumor: normal sides was greater for probabilistic tracts than FACT tracts (p < 0.0001). The median tract volume ratio for tumor: normal sides was also greater for probabilistic tracts than FACT tracts (p = 0.01). Conclusion Probabilistic tractography reconstructs the arcuate fasciculus more completely and performs better through areas of tumor and/or edema. The FACT algorithm tends to underestimate the anterior-most fibers of the arcuate fasciculus, which are crossed by primary motor fibers. PMID:25328583

Deterministic nonlinear phase gates induced by a single qubit

NASA Astrophysics Data System (ADS)

Park, Kimin; Marek, Petr; Filip, Radim

2018-05-01

We propose deterministic realizations of nonlinear phase gates by repeating a finite sequence of non-commuting Rabi interactions between a harmonic oscillator and only a single two-level ancillary qubit. We show explicitly that the key nonclassical features of the ideal cubic phase gate and the quartic phase gate are generated in the harmonic oscillator faithfully by our method. We numerically analyzed the performance of our scheme under realistic imperfections of the oscillator and the two-level system. The methodology is extended further to higher-order nonlinear phase gates. This theoretical proposal completes the set of operations required for continuous-variable quantum computation.

An Adjoint State Method for Three-Dimensional Transmission Traveltime Tomography Using First-Arrivals

DTIC Science & Technology

2006-01-30

detail next. 3.2 Fast Sweeping Method for Equation (1) The fast sweeping method was originated in Boue and Dupis [5], its first PDE formulation was in...Geophysics, 50:903–923, 1985. [5] M. Boue and P. Dupuis. Markov chain approximations for deterministic control prob- lems with affine dynamics and

A novel approach based on preference-based index for interval bilevel linear programming problem.

PubMed

Ren, Aihong; Wang, Yuping; Xue, Xingsi

2017-01-01

This paper proposes a new methodology for solving the interval bilevel linear programming problem in which all coefficients of both objective functions and constraints are considered as interval numbers. In order to keep as much uncertainty of the original constraint region as possible, the original problem is first converted into an interval bilevel programming problem with interval coefficients in both objective functions only through normal variation of interval number and chance-constrained programming. With the consideration of different preferences of different decision makers, the concept of the preference level that the interval objective function is preferred to a target interval is defined based on the preference-based index. Then a preference-based deterministic bilevel programming problem is constructed in terms of the preference level and the order relation [Formula: see text]. Furthermore, the concept of a preference δ -optimal solution is given. Subsequently, the constructed deterministic nonlinear bilevel problem is solved with the help of estimation of distribution algorithm. Finally, several numerical examples are provided to demonstrate the effectiveness of the proposed approach.

Monte Carlo capabilities of the SCALE code system

DOE PAGES

Rearden, Bradley T.; Petrie, Jr., Lester M.; Peplow, Douglas E.; ...

2014-09-12

SCALE is a broadly used suite of tools for nuclear systems modeling and simulation that provides comprehensive, verified and validated, user-friendly capabilities for criticality safety, reactor physics, radiation shielding, and sensitivity and uncertainty analysis. For more than 30 years, regulators, licensees, and research institutions around the world have used SCALE for nuclear safety analysis and design. SCALE provides a “plug-and-play” framework that includes three deterministic and three Monte Carlo radiation transport solvers that can be selected based on the desired solution, including hybrid deterministic/Monte Carlo simulations. SCALE includes the latest nuclear data libraries for continuous-energy and multigroup radiation transport asmore » well as activation, depletion, and decay calculations. SCALE’s graphical user interfaces assist with accurate system modeling, visualization, and convenient access to desired results. SCALE 6.2 will provide several new capabilities and significant improvements in many existing features, especially with expanded continuous-energy Monte Carlo capabilities for criticality safety, shielding, depletion, and sensitivity and uncertainty analysis. Finally, an overview of the Monte Carlo capabilities of SCALE is provided here, with emphasis on new features for SCALE 6.2.« less

Probabilistic Magnetotelluric Inversion with Adaptive Regularisation Using the No-U-Turns Sampler

NASA Astrophysics Data System (ADS)

Conway, Dennis; Simpson, Janelle; Didana, Yohannes; Rugari, Joseph; Heinson, Graham

2018-04-01

We present the first inversion of magnetotelluric (MT) data using a Hamiltonian Monte Carlo algorithm. The inversion of MT data is an underdetermined problem which leads to an ensemble of feasible models for a given dataset. A standard approach in MT inversion is to perform a deterministic search for the single solution which is maximally smooth for a given data-fit threshold. An alternative approach is to use Markov Chain Monte Carlo (MCMC) methods, which have been used in MT inversion to explore the entire solution space and produce a suite of likely models. This approach has the advantage of assigning confidence to resistivity models, leading to better geological interpretations. Recent advances in MCMC techniques include the No-U-Turns Sampler (NUTS), an efficient and rapidly converging method which is based on Hamiltonian Monte Carlo. We have implemented a 1D MT inversion which uses the NUTS algorithm. Our model includes a fixed number of layers of variable thickness and resistivity, as well as probabilistic smoothing constraints which allow sharp and smooth transitions. We present the results of a synthetic study and show the accuracy of the technique, as well as the fast convergence, independence of starting models, and sampling efficiency. Finally, we test our technique on MT data collected from a site in Boulia, Queensland, Australia to show its utility in geological interpretation and ability to provide probabilistic estimates of features such as depth to basement.

Ion beam figuring of high-slope surfaces based on figure error compensation algorithm.

PubMed

Dai, Yifan; Liao, Wenlin; Zhou, Lin; Chen, Shanyong; Xie, Xuhui

2010-12-01

In a deterministic figuring process, it is critical to guarantee high stability of the removal function as well as the accuracy of the dwell time solution, which directly influence the convergence of the figuring process. Hence, when figuring steep optics, the ion beam is required to keep a perpendicular incidence, and a five-axis figuring machine is typically utilized. In this paper, however, a method for high-precision figuring of high-slope optics is proposed with a linear three-axis machine, allowing for inclined beam incidence. First, the changing rule of the removal function and the normal removal rate with the incidence angle is analyzed according to the removal characteristics of ion beam figuring (IBF). Then, we propose to reduce the influence of varying removal function and projection distortion on the dwell time solution by means of figure error compensation. Consequently, the incident ion beam is allowed to keep parallel to the optical axis. Simulations and experiments are given to verify the removal analysis. Finally, a figuring experiment is conducted on a linear three-axis IBF machine, which proves the validity of the method for high-slope surfaces. It takes two iterations and about 9 min to successfully figure a fused silica sample, whose aperture is 21.3 mm and radius of curvature is 16 mm. The root-mean-square figure error of the convex surface is reduced from 13.13 to 5.86 nm.

Seismic Hazard Analysis — Quo vadis?

NASA Astrophysics Data System (ADS)

Klügel, Jens-Uwe

2008-05-01

The paper is dedicated to the review of methods of seismic hazard analysis currently in use, analyzing the strengths and weaknesses of different approaches. The review is performed from the perspective of a user of the results of seismic hazard analysis for different applications such as the design of critical and general (non-critical) civil infrastructures, technical and financial risk analysis. A set of criteria is developed for and applied to an objective assessment of the capabilities of different analysis methods. It is demonstrated that traditional probabilistic seismic hazard analysis (PSHA) methods have significant deficiencies, thus limiting their practical applications. These deficiencies have their roots in the use of inadequate probabilistic models and insufficient understanding of modern concepts of risk analysis, as have been revealed in some recent large scale studies. These deficiencies result in the lack of ability of a correct treatment of dependencies between physical parameters and finally, in an incorrect treatment of uncertainties. As a consequence, results of PSHA studies have been found to be unrealistic in comparison with empirical information from the real world. The attempt to compensate these problems by a systematic use of expert elicitation has, so far, not resulted in any improvement of the situation. It is also shown that scenario-earthquakes developed by disaggregation from the results of a traditional PSHA may not be conservative with respect to energy conservation and should not be used for the design of critical infrastructures without validation. Because the assessment of technical as well as of financial risks associated with potential damages of earthquakes need a risk analysis, current method is based on a probabilistic approach with its unsolved deficiencies. Traditional deterministic or scenario-based seismic hazard analysis methods provide a reliable and in general robust design basis for applications such as the design of critical infrastructures, especially with systematic sensitivity analyses based on validated phenomenological models. Deterministic seismic hazard analysis incorporates uncertainties in the safety factors. These factors are derived from experience as well as from expert judgment. Deterministic methods associated with high safety factors may lead to too conservative results, especially if applied for generally short-lived civil structures. Scenarios used in deterministic seismic hazard analysis have a clear physical basis. They are related to seismic sources discovered by geological, geomorphologic, geodetic and seismological investigations or derived from historical references. Scenario-based methods can be expanded for risk analysis applications with an extended data analysis providing the frequency of seismic events. Such an extension provides a better informed risk model that is suitable for risk-informed decision making.

Optimal design of groundwater remediation system using a probabilistic multi-objective fast harmony search algorithm under uncertainty

NASA Astrophysics Data System (ADS)

Luo, Qiankun; Wu, Jianfeng; Yang, Yun; Qian, Jiazhong; Wu, Jichun

2014-11-01

This study develops a new probabilistic multi-objective fast harmony search algorithm (PMOFHS) for optimal design of groundwater remediation systems under uncertainty associated with the hydraulic conductivity (K) of aquifers. The PMOFHS integrates the previously developed deterministic multi-objective optimization method, namely multi-objective fast harmony search algorithm (MOFHS) with a probabilistic sorting technique to search for Pareto-optimal solutions to multi-objective optimization problems in a noisy hydrogeological environment arising from insufficient K data. The PMOFHS is then coupled with the commonly used flow and transport codes, MODFLOW and MT3DMS, to identify the optimal design of groundwater remediation systems for a two-dimensional hypothetical test problem and a three-dimensional Indiana field application involving two objectives: (i) minimization of the total remediation cost through the engineering planning horizon, and (ii) minimization of the mass remaining in the aquifer at the end of the operational period, whereby the pump-and-treat (PAT) technology is used to clean up contaminated groundwater. Also, Monte Carlo (MC) analysis is employed to evaluate the effectiveness of the proposed methodology. Comprehensive analysis indicates that the proposed PMOFHS can find Pareto-optimal solutions with low variability and high reliability and is a potentially effective tool for optimizing multi-objective groundwater remediation problems under uncertainty.

Stochastic Optimization For Water Resources Allocation

NASA Astrophysics Data System (ADS)

Yamout, G.; Hatfield, K.

2003-12-01

For more than 40 years, water resources allocation problems have been addressed using deterministic mathematical optimization. When data uncertainties exist, these methods could lead to solutions that are sub-optimal or even infeasible. While optimization models have been proposed for water resources decision-making under uncertainty, no attempts have been made to address the uncertainties in water allocation problems in an integrated approach. This paper presents an Integrated Dynamic, Multi-stage, Feedback-controlled, Linear, Stochastic, and Distributed parameter optimization approach to solve a problem of water resources allocation. It attempts to capture (1) the conflict caused by competing objectives, (2) environmental degradation produced by resource consumption, and finally (3) the uncertainty and risk generated by the inherently random nature of state and decision parameters involved in such a problem. A theoretical system is defined throughout its different elements. These elements consisting mainly of water resource components and end-users are described in terms of quantity, quality, and present and future associated risks and uncertainties. Models are identified, modified, and interfaced together to constitute an integrated water allocation optimization framework. This effort is a novel approach to confront the water allocation optimization problem while accounting for uncertainties associated with all its elements; thus resulting in a solution that correctly reflects the physical problem in hand.

Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Peng, E-mail: peng@ices.utexas.edu; Schwab, Christoph, E-mail: christoph.schwab@sam.math.ethz.ch

2016-07-01

We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by themore » so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation and for Bayesian estimation. They also open a perspective for optimal experimental design.« less

Probabilistic vs. deterministic fiber tracking and the influence of different seed regions to delineate cerebellar-thalamic fibers in deep brain stimulation.

PubMed

Schlaier, Juergen R; Beer, Anton L; Faltermeier, Rupert; Fellner, Claudia; Steib, Kathrin; Lange, Max; Greenlee, Mark W; Brawanski, Alexander T; Anthofer, Judith M

2017-06-01

This study compared tractography approaches for identifying cerebellar-thalamic fiber bundles relevant to planning target sites for deep brain stimulation (DBS). In particular, probabilistic and deterministic tracking of the dentate-rubro-thalamic tract (DRTT) and differences between the spatial courses of the DRTT and the cerebello-thalamo-cortical (CTC) tract were compared. Six patients with movement disorders were examined by magnetic resonance imaging (MRI), including two sets of diffusion-weighted images (12 and 64 directions). Probabilistic and deterministic tractography was applied on each diffusion-weighted dataset to delineate the DRTT. Results were compared with regard to their sensitivity in revealing the DRTT and additional fiber tracts and processing time. Two sets of regions-of-interests (ROIs) guided deterministic tractography of the DRTT or the CTC, respectively. Tract distances to an atlas-based reference target were compared. Probabilistic fiber tracking with 64 orientations detected the DRTT in all twelve hemispheres. Deterministic tracking detected the DRTT in nine (12 directions) and in only two (64 directions) hemispheres. Probabilistic tracking was more sensitive in detecting additional fibers (e.g. ansa lenticularis and medial forebrain bundle) than deterministic tracking. Probabilistic tracking lasted substantially longer than deterministic. Deterministic tracking was more sensitive in detecting the CTC than the DRTT. CTC tracts were located adjacent but consistently more posterior to DRTT tracts. These results suggest that probabilistic tracking is more sensitive and robust in detecting the DRTT but harder to implement than deterministic approaches. Although sensitivity of deterministic tracking is higher for the CTC than the DRTT, targets for DBS based on these tracts likely differ. © 2017 Federation of European Neuroscience Societies and John Wiley & Sons Ltd.

Equivalence of internal and external mixture schemes of single scattering properties in vector radiative transfer

PubMed Central

Mukherjee, Lipi; Zhai, Peng-Wang; Hu, Yongxiang; Winker, David M.

2018-01-01

Polarized radiation fields in a turbid medium are influenced by single-scattering properties of scatterers. It is common that media contain two or more types of scatterers, which makes it essential to properly mix single-scattering properties of different types of scatterers in the vector radiative transfer theory. The vector radiative transfer solvers can be divided into two basic categories: the stochastic and deterministic methods. The stochastic method is basically the Monte Carlo method, which can handle scatterers with different scattering properties explicitly. This mixture scheme is called the external mixture scheme in this paper. The deterministic methods, however, can only deal with a single set of scattering properties in the smallest discretized spatial volume. The single-scattering properties of different types of scatterers have to be averaged before they are input to deterministic solvers. This second scheme is called the internal mixture scheme. The equivalence of these two different mixture schemes of scattering properties has not been demonstrated so far. In this paper, polarized radiation fields for several scattering media are solved using the Monte Carlo and successive order of scattering (SOS) methods and scattering media contain two types of scatterers: Rayleigh scatterers (molecules) and Mie scatterers (aerosols). The Monte Carlo and SOS methods employ external and internal mixture schemes of scatterers, respectively. It is found that the percentage differences between radiances solved by these two methods with different mixture schemes are of the order of 0.1%. The differences of Q/I, U/I, and V/I are of the order of 10−5 ~ 10−4, where I, Q, U, and V are the Stokes parameters. Therefore, the equivalence between these two mixture schemes is confirmed to the accuracy level of the radiative transfer numerical benchmarks. This result provides important guidelines for many radiative transfer applications that involve the mixture of different scattering and absorptive particles. PMID:29047543

Assessing the impact of land use change on hydrology by ensemble modeling (LUCHEM) III: Scenario analysis

USGS Publications Warehouse

Huisman, J.A.; Breuer, L.; Bormann, H.; Bronstert, A.; Croke, B.F.W.; Frede, H.-G.; Graff, T.; Hubrechts, L.; Jakeman, A.J.; Kite, G.; Lanini, J.; Leavesley, G.; Lettenmaier, D.P.; Lindstrom, G.; Seibert, J.; Sivapalan, M.; Viney, N.R.; Willems, P.

2009-01-01

An ensemble of 10 hydrological models was applied to the same set of land use change scenarios. There was general agreement about the direction of changes in the mean annual discharge and 90% discharge percentile predicted by the ensemble members, although a considerable range in the magnitude of predictions for the scenarios and catchments under consideration was obvious. Differences in the magnitude of the increase were attributed to the different mean annual actual evapotranspiration rates for each land use type. The ensemble of model runs was further analyzed with deterministic and probabilistic ensemble methods. The deterministic ensemble method based on a trimmed mean resulted in a single somewhat more reliable scenario prediction. The probabilistic reliability ensemble averaging (REA) method allowed a quantification of the model structure uncertainty in the scenario predictions. It was concluded that the use of a model ensemble has greatly increased our confidence in the reliability of the model predictions. ?? 2008 Elsevier Ltd.

Selective Shielding of Bone Marrow: An Approach to Protecting Humans from External Gamma Radiation.

PubMed

Waterman, Gideon; Kase, Kenneth; Orion, Itzhak; Broisman, Andrey; Milstein, Oren

2017-09-01

The current feasibility of protecting emergency responders through bone marrow selective shielding is highlighted in the recent OECD/NEA report on severe accident management. Until recently, there was no effective personal protection from externally penetrating gamma radiation. In Chernobyl, first-responders wore makeshift lead sheeting, whereas in Fukushima protective equipment from gamma radiation was not available. Older protective solutions that use thin layers of shielding over large body surfaces are ineffective for energetic gamma radiation. Acute exposures may result in Acute Radiation Syndrome where the survival-limiting factor up to 10 Gy uniform, homogeneous exposure is irreversible bone marrow damage. Protracted, lower exposures may result in malignancies of which bone marrow is especially susceptible, being compounded by leukemia's short latency time. This highlights the importance of shielding bone marrow for preventing both deterministic and stochastic effects. Due to the extraordinary regenerative potential of hematopoietic stem cells, to effectively prevent the deterministic effects of bone marrow exposure, it is sufficient to protect only a small fraction of this tissue. This biological principle allows for a new class of equipment providing unprecedented attenuation of radiation to select marrow-rich regions, deferring the hematopoietic sub-syndrome of Acute Radiation Syndrome to much higher doses. As approximately half of the body's active bone marrow resides within the pelvis region, shielding this area holds great promise for preventing the deterministic effects of bone marrow exposure and concomitantly reducing stochastic effects. The efficacy of a device that selectively shields this region and other radiosensitive organs in the abdominal area is shown here.

Optimal port-based teleportation

NASA Astrophysics Data System (ADS)

Mozrzymas, Marek; Studziński, Michał; Strelchuk, Sergii; Horodecki, Michał

2018-05-01

Deterministic port-based teleportation (dPBT) protocol is a scheme where a quantum state is guaranteed to be transferred to another system without unitary correction. We characterise the best achievable performance of the dPBT when both the resource state and the measurement is optimised. Surprisingly, the best possible fidelity for an arbitrary number of ports and dimension of the teleported state is given by the largest eigenvalue of a particular matrix—Teleportation Matrix. It encodes the relationship between a certain set of Young diagrams and emerges as the optimal solution to the relevant semidefinite programme.

Chaotic itinerancy in the oscillator neural network without Lyapunov functions.

PubMed

Uchiyama, Satoki; Fujisaka, Hirokazu

2004-09-01

Chaotic itinerancy (CI), which is defined as an incessant spontaneous switching phenomenon among attractor ruins in deterministic dynamical systems without Lyapunov functions, is numerically studied in the case of an oscillator neural network model. The model is the pseudoinverse-matrix version of the previous model [S. Uchiyama and H. Fujisaka, Phys. Rev. E 65, 061912 (2002)] that was studied theoretically with the aid of statistical neurodynamics. It is found that CI in neural nets can be understood as the intermittent dynamics of weakly destabilized chaotic retrieval solutions. Copyright 2004 American Institute of Physics

Faster Heavy Ion Transport for HZETRN

NASA Technical Reports Server (NTRS)

Slaba, Tony C.

2013-01-01

The deterministic particle transport code HZETRN was developed to enable fast and accurate space radiation transport through materials. As more complex transport solutions are implemented for neutrons, light ions (Z < 2), mesons, and leptons, it is important to maintain overall computational efficiency. In this work, the heavy ion (Z > 2) transport algorithm in HZETRN is reviewed, and a simple modification is shown to provide an approximate 5x decrease in execution time for galactic cosmic ray transport. Convergence tests and other comparisons are carried out to verify that numerical accuracy is maintained in the new algorithm.

Groundwater flow and transport modeling

USGS Publications Warehouse

Konikow, Leonard F.; Mercer, J.W.

1988-01-01

Deterministic, distributed-parameter, numerical simulation models for analyzing groundwater flow and transport problems have come to be used almost routinely during the past decade. A review of the theoretical basis and practical use of groundwater flow and solute transport models is used to illustrate the state-of-the-art. Because of errors and uncertainty in defining model parameters, models must be calibrated to obtain a best estimate of the parameters. For flow modeling, data generally are sufficient to allow calibration. For solute-transport modeling, lack of data not only limits calibration, but also causes uncertainty in process description. Where data are available, model reliability should be assessed on the basis of sensitivity tests and measures of goodness-of-fit. Some of these concepts are demonstrated by using two case histories. ?? 1988.

Parity bifurcations in trapped multistable phase locked exciton-polariton condensates

NASA Astrophysics Data System (ADS)

Tan, E. Z.; Sigurdsson, H.; Liew, T. C. H.

2018-02-01

We present a theoretical scheme for multistability in planar microcavity exciton-polariton condensates under nonresonant driving. Using an excitation profile resulting in a spatially patterned condensate, we observe organized phase locking which can abruptly reorganize as a result of pump induced instability made possible by nonlinear interactions. For π /2 symmetric systems this reorganization can be regarded as a parity transition and is found to be a fingerprint of multistable regimes existing over a finite range of excitation strengths. The natural degeneracy of the planar equations of motion gives rise to parity bifurcation points where the condensate, as a function of excitation intensity, bifurcates into one of two anisotropic degenerate solutions. Deterministic transitions between multistable states are made possible using controlled nonresonant pulses, perturbing the solution from one attractor to another.

Dynamics of stochastic SEIS epidemic model with varying population size

NASA Astrophysics Data System (ADS)

Liu, Jiamin; Wei, Fengying

2016-12-01

We introduce the stochasticity into a deterministic model which has state variables susceptible-exposed-infected with varying population size in this paper. The infected individuals could return into susceptible compartment after recovering. We show that the stochastic model possesses a unique global solution under building up a suitable Lyapunov function and using generalized Itô's formula. The densities of the exposed and infected tend to extinction when some conditions are being valid. Moreover, the conditions of persistence to a global solution are derived when the parameters are subject to some simple criteria. The stochastic model admits a stationary distribution around the endemic equilibrium, which means that the disease will prevail. To check the validity of the main results, numerical simulations are demonstrated as end of this contribution.

Simulation the Effect of Internal Wave on the Acoustic Propagation

NASA Astrophysics Data System (ADS)

Ko, D. S.

2005-05-01

An acoustic radiation transport model with the Monte Carlo solution has been developed and applied to study the effect of internal wave induced random oceanic fluctuations on the deep ocean acoustic propagation. Refraction in the ocean sound channel is performed by means of bi-cubic spline interpolation of discrete deterministic ray paths in the angle(energy)-range-depth coordinates. Scattering by random internal wave fluctuations is accomplished by sampling a power law scattering kernel applying the rejection method. Results from numerical experiments show that the mean positions of acoustic rays are significantly displaced tending toward the sound channel axis due to the asymmetry of the scattering kernel. The spreading of ray depths and angles about the means depends strongly on frequency. The envelope of the ray displacement spreading is found to be proportional to the square root of range which is different from "3/2 law" found in the non-channel case. Suppression of the spreading is due to the anisotropy of fluctuations and especially due to the presence of sound channel itself.

Distinguishing cause from correlation in tokamak experiments to trigger edge-localised plasma instabilities

DOE Office of Scientific and Technical Information (OSTI.GOV)

Webster, Anthony J.; CCFE, Culham Science Centre, Abingdon OX14 3DB

2014-11-15

The generic question is considered: How can we determine the probability of an otherwise quasi-random event, having been triggered by an external influence? A specific problem is the quantification of the success of techniques to trigger, and hence control, edge-localised plasma instabilities (ELMs) in magnetically confined fusion (MCF) experiments. The development of such techniques is essential to ensure tolerable heat loads on components in large MCF fusion devices, and is necessary for their development into economically successful power plants. Bayesian probability theory is used to rigorously formulate the problem and to provide a formal solution. Accurate but pragmatic methods aremore » developed to estimate triggering probabilities, and are illustrated with experimental data. These allow results from experiments to be quantitatively assessed, and rigorously quantified conclusions to be formed. Example applications include assessing whether triggering of ELMs is a statistical or deterministic process, and the establishment of thresholds to ensure that ELMs are reliably triggered.« less

Efficient solution of the Wigner-Liouville equation using a spectral decomposition of the force field

NASA Astrophysics Data System (ADS)

Van de Put, Maarten L.; Sorée, Bart; Magnus, Wim

2017-12-01

The Wigner-Liouville equation is reformulated using a spectral decomposition of the classical force field instead of the potential energy. The latter is shown to simplify the Wigner-Liouville kernel both conceptually and numerically as the spectral force Wigner-Liouville equation avoids the numerical evaluation of the highly oscillatory Wigner kernel which is nonlocal in both position and momentum. The quantum mechanical evolution is instead governed by a term local in space and non-local in momentum, where the non-locality in momentum has only a limited range. An interpretation of the time evolution in terms of two processes is presented; a classical evolution under the influence of the averaged driving field, and a probability-preserving quantum-mechanical generation and annihilation term. Using the inherent stability and reduced complexity, a direct deterministic numerical implementation using Chebyshev and Fourier pseudo-spectral methods is detailed. For the purpose of illustration, we present results for the time-evolution of a one-dimensional resonant tunneling diode driven out of equilibrium.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

DOE PAGES

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; ...

2017-01-25

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to notmore » only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. Furthermore, the algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.« less

Randomly Sampled-Data Control Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Han, Kuoruey

1990-01-01

The purpose is to solve the Linear Quadratic Regulator (LQR) problem with random time sampling. Such a sampling scheme may arise from imperfect instrumentation as in the case of sampling jitter. It can also model the stochastic information exchange among decentralized controllers to name just a few. A practical suboptimal controller is proposed with the nice property of mean square stability. The proposed controller is suboptimal in the sense that the control structure is limited to be linear. Because of i. i. d. assumption, this does not seem unreasonable. Once the control structure is fixed, the stochastic discrete optimal control problem is transformed into an equivalent deterministic optimal control problem with dynamics described by the matrix difference equation. The N-horizon control problem is solved using the Lagrange's multiplier method. The infinite horizon control problem is formulated as a classical minimization problem. Assuming existence of solution to the minimization problem, the total system is shown to be mean square stable under certain observability conditions. Computer simulations are performed to illustrate these conditions.

A generic motif discovery algorithm for sequential data.

PubMed

Jensen, Kyle L; Styczynski, Mark P; Rigoutsos, Isidore; Stephanopoulos, Gregory N

2006-01-01

Motif discovery in sequential data is a problem of great interest and with many applications. However, previous methods have been unable to combine exhaustive search with complex motif representations and are each typically only applicable to a certain class of problems. Here we present a generic motif discovery algorithm (Gemoda) for sequential data. Gemoda can be applied to any dataset with a sequential character, including both categorical and real-valued data. As we show, Gemoda deterministically discovers motifs that are maximal in composition and length. As well, the algorithm allows any choice of similarity metric for finding motifs. Finally, Gemoda's output motifs are representation-agnostic: they can be represented using regular expressions, position weight matrices or any number of other models for any type of sequential data. We demonstrate a number of applications of the algorithm, including the discovery of motifs in amino acids sequences, a new solution to the (l,d)-motif problem in DNA sequences and the discovery of conserved protein substructures. Gemoda is freely available at http://web.mit.edu/bamel/gemoda

Complexity in Soil Systems: What Does It Mean and How Should We Proceed?

NASA Astrophysics Data System (ADS)

Faybishenko, B.; Molz, F. J.; Brodie, E.; Hubbard, S. S.

2015-12-01

The complex soil systems approach is needed fundamentally for the development of integrated, interdisciplinary methods to measure and quantify the physical, chemical and biological processes taking place in soil, and to determine the role of fine-scale heterogeneities. This presentation is aimed at a review of the concepts and observations concerning complexity and complex systems theory, including terminology, emergent complexity and simplicity, self-organization and a general approach to the study of complex systems using the Weaver (1948) concept of "organized complexity." These concepts are used to provide understanding of complex soil systems, and to develop experimental and mathematical approaches to soil microbiological processes. The results of numerical simulations, observations and experiments are presented that indicate the presence of deterministic chaotic dynamics in soil microbial systems. So what are the implications for the scientists who wish to develop mathematical models in the area of organized complexity or to perform experiments to help clarify an aspect of an organized complex system? The modelers have to deal with coupled systems having at least three dependent variables, and they have to forgo making linear approximations to nonlinear phenomena. The analogous rule for experimentalists is that they need to perform experiments that involve measurement of at least three interacting entities (variables depending on time, space, and each other). These entities could be microbes in soil penetrated by roots. If a process being studied in a soil affects the soil properties, like biofilm formation, then this effect has to be measured and included. The mathematical implications of this viewpoint are examined, and results of numerical solutions to a system of equations demonstrating deterministic chaotic behavior are also discussed using time series and the 3D strange attractors.

Random variable transformation for generalized stochastic radiative transfer in finite participating slab media

NASA Astrophysics Data System (ADS)

El-Wakil, S. A.; Sallah, M.; El-Hanbaly, A. M.

2015-10-01

The stochastic radiative transfer problem is studied in a participating planar finite continuously fluctuating medium. The problem is considered for specular- and diffusly-reflecting boundaries with linear anisotropic scattering. Random variable transformation (RVT) technique is used to get the complete average for the solution functions, that are represented by the probability-density function (PDF) of the solution process. In the RVT algorithm, a simple integral transformation to the input stochastic process (the extinction function of the medium) is applied. This linear transformation enables us to rewrite the stochastic transport equations in terms of the optical random variable (x) and the optical random thickness (L). Then the transport equation is solved deterministically to get a closed form for the solution as a function of x and L. So, the solution is used to obtain the PDF of the solution functions applying the RVT technique among the input random variable (L) and the output process (the solution functions). The obtained averages of the solution functions are used to get the complete analytical averages for some interesting physical quantities, namely, reflectivity and transmissivity at the medium boundaries. In terms of the average reflectivity and transmissivity, the average of the partial heat fluxes for the generalized problem with internal source of radiation are obtained and represented graphically.

Post-processing method for wind speed ensemble forecast using wind speed and direction

NASA Astrophysics Data System (ADS)

Sofie Eide, Siri; Bjørnar Bremnes, John; Steinsland, Ingelin

2017-04-01

Statistical methods are widely applied to enhance the quality of both deterministic and ensemble NWP forecasts. In many situations, like wind speed forecasting, most of the predictive information is contained in one variable in the NWP models. However, in statistical calibration of deterministic forecasts it is often seen that including more variables can further improve forecast skill. For ensembles this is rarely taken advantage of, mainly due to that it is generally not straightforward how to include multiple variables. In this study, it is demonstrated how multiple variables can be included in Bayesian model averaging (BMA) by using a flexible regression method for estimating the conditional means. The method is applied to wind speed forecasting at 204 Norwegian stations based on wind speed and direction forecasts from the ECMWF ensemble system. At about 85 % of the sites the ensemble forecasts were improved in terms of CRPS by adding wind direction as predictor compared to only using wind speed. On average the improvements were about 5 %, but mainly for moderate to strong wind situations. For weak wind speeds adding wind direction had more or less neutral impact.

Study on Material Parameters Identification of Brain Tissue Considering Uncertainty of Friction Coefficient

NASA Astrophysics Data System (ADS)

Guan, Fengjiao; Zhang, Guanjun; Liu, Jie; Wang, Shujing; Luo, Xu; Zhu, Feng

2017-10-01

Accurate material parameters are critical to construct the high biofidelity finite element (FE) models. However, it is hard to obtain the brain tissue parameters accurately because of the effects of irregular geometry and uncertain boundary conditions. Considering the complexity of material test and the uncertainty of friction coefficient, a computational inverse method for viscoelastic material parameters identification of brain tissue is presented based on the interval analysis method. Firstly, the intervals are used to quantify the friction coefficient in the boundary condition. And then the inverse problem of material parameters identification under uncertain friction coefficient is transformed into two types of deterministic inverse problem. Finally the intelligent optimization algorithm is used to solve the two types of deterministic inverse problems quickly and accurately, and the range of material parameters can be easily acquired with no need of a variety of samples. The efficiency and convergence of this method are demonstrated by the material parameters identification of thalamus. The proposed method provides a potential effective tool for building high biofidelity human finite element model in the study of traffic accident injury.

Multiple vehicle tracking in aerial video sequence using driver behavior analysis and improved deterministic data association

NASA Astrophysics Data System (ADS)

Zhang, Xunxun; Xu, Hongke; Fang, Jianwu

2018-01-01

Along with the rapid development of the unmanned aerial vehicle technology, multiple vehicle tracking (MVT) in aerial video sequence has received widespread interest for providing the required traffic information. Due to the camera motion and complex background, MVT in aerial video sequence poses unique challenges. We propose an efficient MVT algorithm via driver behavior-based Kalman filter (DBKF) and an improved deterministic data association (IDDA) method. First, a hierarchical image registration method is put forward to compensate the camera motion. Afterward, to improve the accuracy of the state estimation, we propose the DBKF module by incorporating the driver behavior into the Kalman filter, where artificial potential field is introduced to reflect the driver behavior. Then, to implement the data association, a local optimization method is designed instead of global optimization. By introducing the adaptive operating strategy, the proposed IDDA method can also deal with the situation in which the vehicles suddenly appear or disappear. Finally, comprehensive experiments on the DARPA VIVID data set and KIT AIS data set demonstrate that the proposed algorithm can generate satisfactory and superior results.

Development of Methodologies for IV and V of Neural Networks

NASA Technical Reports Server (NTRS)

Taylor, Brian; Darrah, Marjorie

2003-01-01

Non-deterministic systems often rely upon neural network (NN) technology to "lean" to manage flight systems under controlled conditions using carefully chosen training sets. How can these adaptive systems be certified to ensure that they will become increasingly efficient and behave appropriately in real-time situations? The bulk of Independent Verification and Validation (IV&V) research of non-deterministic software control systems such as Adaptive Flight Controllers (AFC's) addresses NNs in well-behaved and constrained environments such as simulations and strict process control. However, neither substantive research, nor effective IV&V techniques have been found to address AFC's learning in real-time and adapting to live flight conditions. Adaptive flight control systems offer good extensibility into commercial aviation as well as military aviation and transportation. Consequently, this area of IV&V represents an area of growing interest and urgency. ISR proposes to further the current body of knowledge to meet two objectives: Research the current IV&V methods and assess where these methods may be applied toward a methodology for the V&V of Neural Network; and identify effective methods for IV&V of NNs that learn in real-time, including developing a prototype test bed for IV&V of AFC's. Currently. no practical method exists. lSR will meet these objectives through the tasks identified and described below. First, ISR will conduct a literature review of current IV&V technology. TO do this, ISR will collect the existing body of research on IV&V of non-deterministic systems and neural network. ISR will also develop the framework for disseminating this information through specialized training. This effort will focus on developing NASA's capability to conduct IV&V of neural network systems and to provide training to meet the increasing need for IV&V expertise in such systems.

Comparison of three controllers applied to helicopter vibration

NASA Technical Reports Server (NTRS)

Leyland, Jane A.

1992-01-01

A comparison was made of the applicability and suitability of the deterministic controller, the cautious controller, and the dual controller for the reduction of helicopter vibration by using higher harmonic blade pitch control. A randomly generated linear plant model was assumed and the performance index was defined to be a quadratic output metric of this linear plant. A computer code, designed to check out and evaluate these controllers, was implemented and used to accomplish this comparison. The effects of random measurement noise, the initial estimate of the plant matrix, and the plant matrix propagation rate were determined for each of the controllers. With few exceptions, the deterministic controller yielded the greatest vibration reduction (as characterized by the quadratic output metric) and operated with the greatest reliability. Theoretical limitations of these controllers were defined and appropriate candidate alternative methods, including one method particularly suitable to the cockpit, were identified.

Synchronization of random bit generators based on coupled chaotic lasers and application to cryptography.

PubMed

Kanter, Ido; Butkovski, Maria; Peleg, Yitzhak; Zigzag, Meital; Aviad, Yaara; Reidler, Igor; Rosenbluh, Michael; Kinzel, Wolfgang

2010-08-16

Random bit generators (RBGs) constitute an important tool in cryptography, stochastic simulations and secure communications. The later in particular has some difficult requirements: high generation rate of unpredictable bit strings and secure key-exchange protocols over public channels. Deterministic algorithms generate pseudo-random number sequences at high rates, however, their unpredictability is limited by the very nature of their deterministic origin. Recently, physical RBGs based on chaotic semiconductor lasers were shown to exceed Gbit/s rates. Whether secure synchronization of two high rate physical RBGs is possible remains an open question. Here we propose a method, whereby two fast RBGs based on mutually coupled chaotic lasers, are synchronized. Using information theoretic analysis we demonstrate security against a powerful computational eavesdropper, capable of noiseless amplification, where all parameters are publicly known. The method is also extended to secure synchronization of a small network of three RBGs.

Deterministic binary vectors for efficient automated indexing of MEDLINE/PubMed abstracts.

PubMed

Wahle, Manuel; Widdows, Dominic; Herskovic, Jorge R; Bernstam, Elmer V; Cohen, Trevor

2012-01-01

The need to maintain accessibility of the biomedical literature has led to development of methods to assist human indexers by recommending index terms for newly encountered articles. Given the rapid expansion of this literature, it is essential that these methods be scalable. Document vector representations are commonly used for automated indexing, and Random Indexing (RI) provides the means to generate them efficiently. However, RI is difficult to implement in real-world indexing systems, as (1) efficient nearest-neighbor search requires retaining all document vectors in RAM, and (2) it is necessary to maintain a store of randomly generated term vectors to index future documents. Motivated by these concerns, this paper documents the development and evaluation of a deterministic binary variant of RI. The increased capacity demonstrated by binary vectors has implications for information retrieval, and the elimination of the need to retain term vectors facilitates distributed implementations, enhancing the scalability of RI.

Deterministic Binary Vectors for Efficient Automated Indexing of MEDLINE/PubMed Abstracts

PubMed Central

Wahle, Manuel; Widdows, Dominic; Herskovic, Jorge R.; Bernstam, Elmer V.; Cohen, Trevor

2012-01-01

The need to maintain accessibility of the biomedical literature has led to development of methods to assist human indexers by recommending index terms for newly encountered articles. Given the rapid expansion of this literature, it is essential that these methods be scalable. Document vector representations are commonly used for automated indexing, and Random Indexing (RI) provides the means to generate them efficiently. However, RI is difficult to implement in real-world indexing systems, as (1) efficient nearest-neighbor search requires retaining all document vectors in RAM, and (2) it is necessary to maintain a store of randomly generated term vectors to index future documents. Motivated by these concerns, this paper documents the development and evaluation of a deterministic binary variant of RI. The increased capacity demonstrated by binary vectors has implications for information retrieval, and the elimination of the need to retain term vectors facilitates distributed implementations, enhancing the scalability of RI. PMID:23304369

Probabilistic sensitivity analysis incorporating the bootstrap: an example comparing treatments for the eradication of Helicobacter pylori.

PubMed

Pasta, D J; Taylor, J L; Henning, J M

1999-01-01

Decision-analytic models are frequently used to evaluate the relative costs and benefits of alternative therapeutic strategies for health care. Various types of sensitivity analysis are used to evaluate the uncertainty inherent in the models. Although probabilistic sensitivity analysis is more difficult theoretically and computationally, the results can be much more powerful and useful than deterministic sensitivity analysis. The authors show how a Monte Carlo simulation can be implemented using standard software to perform a probabilistic sensitivity analysis incorporating the bootstrap. The method is applied to a decision-analytic model evaluating the cost-effectiveness of Helicobacter pylori eradication. The necessary steps are straightforward and are described in detail. The use of the bootstrap avoids certain difficulties encountered with theoretical distributions. The probabilistic sensitivity analysis provided insights into the decision-analytic model beyond the traditional base-case and deterministic sensitivity analyses and should become the standard method for assessing sensitivity.

Deterministic quantum dense coding networks

NASA Astrophysics Data System (ADS)

Roy, Saptarshi; Chanda, Titas; Das, Tamoghna; Sen(De), Aditi; Sen, Ujjwal

2018-07-01

We consider the scenario of deterministic classical information transmission between multiple senders and a single receiver, when they a priori share a multipartite quantum state - an attempt towards building a deterministic dense coding network. Specifically, we prove that in the case of two or three senders and a single receiver, generalized Greenberger-Horne-Zeilinger (gGHZ) states are not beneficial for sending classical information deterministically beyond the classical limit, except when the shared state is the GHZ state itself. On the other hand, three- and four-qubit generalized W (gW) states with specific parameters as well as the four-qubit Dicke states can provide a quantum advantage of sending the information in deterministic dense coding. Interestingly however, numerical simulations in the three-qubit scenario reveal that the percentage of states from the GHZ-class that are deterministic dense codeable is higher than that of states from the W-class.

GUINEVERE experiment: Kinetic analysis of some reactivity measurement methods by deterministic and Monte Carlo codes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bianchini, G.; Burgio, N.; Carta, M.

The GUINEVERE experiment (Generation of Uninterrupted Intense Neutrons at the lead Venus Reactor) is an experimental program in support of the ADS technology presently carried out at SCK-CEN in Mol (Belgium). In the experiment a modified lay-out of the original thermal VENUS critical facility is coupled to an accelerator, built by the French body CNRS in Grenoble, working in both continuous and pulsed mode and delivering 14 MeV neutrons by bombardment of deuterons on a tritium-target. The modified lay-out of the facility consists of a fast subcritical core made of 30% U-235 enriched metallic Uranium in a lead matrix. Severalmore » off-line and on-line reactivity measurement techniques will be investigated during the experimental campaign. This report is focused on the simulation by deterministic (ERANOS French code) and Monte Carlo (MCNPX US code) calculations of three reactivity measurement techniques, Slope ({alpha}-fitting), Area-ratio and Source-jerk, applied to a GUINEVERE subcritical configuration (namely SC1). The inferred reactivity, in dollar units, by the Area-ratio method shows an overall agreement between the two deterministic and Monte Carlo computational approaches, whereas the MCNPX Source-jerk results are affected by large uncertainties and allow only partial conclusions about the comparison. Finally, no particular spatial dependence of the results is observed in the case of the GUINEVERE SC1 subcritical configuration. (authors)« less

Thermal-Structural Optimization of Integrated Cryogenic Propellant Tank Concepts for a Reusable Launch Vehicle

NASA Technical Reports Server (NTRS)

Johnson, Theodore F.; Waters, W. Allen; Singer, Thomas N.; Haftka, Raphael T.

2004-01-01

A next generation reusable launch vehicle (RLV) will require thermally efficient and light-weight cryogenic propellant tank structures. Since these tanks will be weight-critical, analytical tools must be developed to aid in sizing the thickness of insulation layers and structural geometry for optimal performance. Finite element method (FEM) models of the tank and insulation layers were created to analyze the thermal performance of the cryogenic insulation layer and thermal protection system (TPS) of the tanks. The thermal conditions of ground-hold and re-entry/soak-through for a typical RLV mission were used in the thermal sizing study. A general-purpose nonlinear FEM analysis code, capable of using temperature and pressure dependent material properties, was used as the thermal analysis code. Mechanical loads from ground handling and proof-pressure testing were used to size the structural geometry of an aluminum cryogenic tank wall. Nonlinear deterministic optimization and reliability optimization techniques were the analytical tools used to size the geometry of the isogrid stiffeners and thickness of the skin. The results from the sizing study indicate that a commercial FEM code can be used for thermal analyses to size the insulation thicknesses where the temperature and pressure were varied. The results from the structural sizing study show that using combined deterministic and reliability optimization techniques can obtain alternate and lighter designs than the designs obtained from deterministic optimization methods alone.

Effects of Noise on Ecological Invasion Processes: Bacteriophage-mediated Competition in Bacteria

NASA Astrophysics Data System (ADS)

Joo, Jaewook; Eric, Harvill; Albert, Reka

2007-03-01

Pathogen-mediated competition, through which an invasive species carrying and transmitting a pathogen can be a superior competitor to a more vulnerable resident species, is one of the principle driving forces influencing biodiversity in nature. Using an experimental system of bacteriophage-mediated competition in bacterial populations and a deterministic model, we have shown in [Joo et al 2005] that the competitive advantage conferred by the phage depends only on the relative phage pathology and is independent of the initial phage concentration and other phage and host parameters such as the infection-causing contact rate, the spontaneous and infection-induced lysis rates, and the phage burst size. Here we investigate the effects of stochastic fluctuations on bacterial invasion facilitated by bacteriophage, and examine the validity of the deterministic approach. We use both numerical and analytical methods of stochastic processes to identify the source of noise and assess its magnitude. We show that the conclusions obtained from the deterministic model are robust against stochastic fluctuations, yet deviations become prominently large when the phage are more pathological to the invading bacterial strain.

Probabilistic analysis of the torsional effects on the tall building resistance due to earthquake even

NASA Astrophysics Data System (ADS)

Králik, Juraj; Králik, Juraj

2017-07-01

The paper presents the results from the deterministic and probabilistic analysis of the accidental torsional effect of reinforced concrete tall buildings due to earthquake even. The core-column structural system was considered with various configurations in plane. The methodology of the seismic analysis of the building structures in Eurocode 8 and JCSS 2000 is discussed. The possibilities of the utilization the LHS method to analyze the extensive and robust tasks in FEM is presented. The influence of the various input parameters (material, geometry, soil, masses and others) is considered. The deterministic and probability analysis of the seismic resistance of the structure was calculated in the ANSYS program.

Amplification of intrinsic fluctuations by the Lorenz equations

NASA Astrophysics Data System (ADS)

Fox, Ronald F.; Elston, T. C.

1993-07-01

Macroscopic systems (e.g., hydrodynamics, chemical reactions, electrical circuits, etc.) manifest intrinsic fluctuations of molecular and thermal origin. When the macroscopic dynamics is deterministically chaotic, the intrinsic fluctuations may become amplified by several orders of magnitude. Numerical studies of this phenomenon are presented in detail for the Lorenz model. Amplification to macroscopic scales is exhibited, and quantitative methods (binning and a difference-norm) are presented for measuring macroscopically subliminal amplification effects. In order to test the quality of the numerical results, noise induced chaos is studied around a deterministically nonchaotic state, where the scaling law relating the Lyapunov exponent to noise strength obtained for maps is confirmed for the Lorenz model, a system of ordinary differential equations.

Deterministic SLIR model for tuberculosis disease mapping

NASA Astrophysics Data System (ADS)

Aziz, Nazrina; Diah, Ijlal Mohd; Ahmad, Nazihah; Kasim, Maznah Mat

2017-11-01

Tuberculosis (TB) occurs worldwide. It can be transmitted to others directly through air when active TB persons sneeze, cough or spit. In Malaysia, it was reported that TB cases had been recognized as one of the most infectious disease that lead to death. Disease mapping is one of the methods that can be used as the prevention strategies since it can displays clear picture for the high-low risk areas. Important thing that need to be considered when studying the disease occurrence is relative risk estimation. The transmission of TB disease is studied through mathematical model. Therefore, in this study, deterministic SLIR models are used to estimate relative risk for TB disease transmission.

Automated Assume-Guarantee Reasoning by Abstraction Refinement

NASA Technical Reports Server (NTRS)

Pasareanu, Corina S.; Giannakopoulous, Dimitra; Glannakopoulou, Dimitra

2008-01-01

Current automated approaches for compositional model checking in the assume-guarantee style are based on learning of assumptions as deterministic automata. We propose an alternative approach based on abstraction refinement. Our new method computes the assumptions for the assume-guarantee rules as conservative and not necessarily deterministic abstractions of some of the components, and refines those abstractions using counter-examples obtained from model checking them together with the other components. Our approach also exploits the alphabets of the interfaces between components and performs iterative refinement of those alphabets as well as of the abstractions. We show experimentally that our preliminary implementation of the proposed alternative achieves similar or better performance than a previous learning-based implementation.

Deterministic quantum annealing expectation-maximization algorithm

NASA Astrophysics Data System (ADS)

Miyahara, Hideyuki; Tsumura, Koji; Sughiyama, Yuki

2017-11-01

Maximum likelihood estimation (MLE) is one of the most important methods in machine learning, and the expectation-maximization (EM) algorithm is often used to obtain maximum likelihood estimates. However, EM heavily depends on initial configurations and fails to find the global optimum. On the other hand, in the field of physics, quantum annealing (QA) was proposed as a novel optimization approach. Motivated by QA, we propose a quantum annealing extension of EM, which we call the deterministic quantum annealing expectation-maximization (DQAEM) algorithm. We also discuss its advantage in terms of the path integral formulation. Furthermore, by employing numerical simulations, we illustrate how DQAEM works in MLE and show that DQAEM moderate the problem of local optima in EM.

Turbulent Fluid Motion 6: Turbulence, Nonlinear Dynamics, and Deterministic Chaos

NASA Technical Reports Server (NTRS)

Deissler, Robert G.

1996-01-01

Several turbulent and nonturbulent solutions of the Navier-Stokes equations are obtained. The unaveraged equations are used numerically in conjunction with tools and concepts from nonlinear dynamics, including time series, phase portraits, Poincare sections, Liapunov exponents, power spectra, and strange attractors. Initially neighboring solutions for a low-Reynolds-number fully developed turbulence are compared. The turbulence is sustained by a nonrandom time-independent external force. The solutions, on the average, separate exponentially with time, having a positive Liapunov exponent. Thus, the turbulence is characterized as chaotic. In a search for solutions which contrast with the turbulent ones, the Reynolds number (or strength of the forcing) is reduced. Several qualitatively different flows are noted. These are, respectively, fully chaotic, complex periodic, weakly chaotic, simple periodic, and fixed-point. Of these, we classify only the fully chaotic flows as turbulent. Those flows have both a positive Liapunov exponent and Poincare sections without pattern. By contrast, the weakly chaotic flows, although having positive Liapunov exponents, have some pattern in their Poincare sections. The fixed-point and periodic flows are nonturbulent, since turbulence, as generally understood, is both time-dependent and aperiodic.

Exact Dynamics via Poisson Process: a unifying Monte Carlo paradigm

NASA Astrophysics Data System (ADS)

Gubernatis, James

2014-03-01

A common computational task is solving a set of ordinary differential equations (o.d.e.'s). A little known theorem says that the solution of any set of o.d.e.'s is exactly solved by the expectation value over a set of arbitary Poisson processes of a particular function of the elements of the matrix that defines the o.d.e.'s. The theorem thus provides a new starting point to develop real and imaginary-time continous-time solvers for quantum Monte Carlo algorithms, and several simple observations enable various quantum Monte Carlo techniques and variance reduction methods to transfer to a new context. I will state the theorem, note a transformation to a very simple computational scheme, and illustrate the use of some techniques from the directed-loop algorithm in context of the wavefunction Monte Carlo method that is used to solve the Lindblad master equation for the dynamics of open quantum systems. I will end by noting that as the theorem does not depend on the source of the o.d.e.'s coming from quantum mechanics, it also enables the transfer of continuous-time methods from quantum Monte Carlo to the simulation of various classical equations of motion heretofore only solved deterministically.

Patchwork sampling of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kürsten, Rüdiger; Behn, Ulrich

2016-03-01

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains.

Probabilistic homogenization of random composite with ellipsoidal particle reinforcement by the iterative stochastic finite element method

NASA Astrophysics Data System (ADS)

Sokołowski, Damian; Kamiński, Marcin

2018-01-01

This study proposes a framework for determination of basic probabilistic characteristics of the orthotropic homogenized elastic properties of the periodic composite reinforced with ellipsoidal particles and a high stiffness contrast between the reinforcement and the matrix. Homogenization problem, solved by the Iterative Stochastic Finite Element Method (ISFEM) is implemented according to the stochastic perturbation, Monte Carlo simulation and semi-analytical techniques with the use of cubic Representative Volume Element (RVE) of this composite containing single particle. The given input Gaussian random variable is Young modulus of the matrix, while 3D homogenization scheme is based on numerical determination of the strain energy of the RVE under uniform unit stretches carried out in the FEM system ABAQUS. The entire series of several deterministic solutions with varying Young modulus of the matrix serves for the Weighted Least Squares Method (WLSM) recovery of polynomial response functions finally used in stochastic Taylor expansions inherent for the ISFEM. A numerical example consists of the High Density Polyurethane (HDPU) reinforced with the Carbon Black particle. It is numerically investigated (1) if the resulting homogenized characteristics are also Gaussian and (2) how the uncertainty in matrix Young modulus affects the effective stiffness tensor components and their PDF (Probability Density Function).

An Approximation Solution to Refinery Crude Oil Scheduling Problem with Demand Uncertainty Using Joint Constrained Programming

PubMed Central

Duan, Qianqian; Yang, Genke; Xu, Guanglin; Pan, Changchun

2014-01-01

This paper is devoted to develop an approximation method for scheduling refinery crude oil operations by taking into consideration the demand uncertainty. In the stochastic model the demand uncertainty is modeled as random variables which follow a joint multivariate distribution with a specific correlation structure. Compared to deterministic models in existing works, the stochastic model can be more practical for optimizing crude oil operations. Using joint chance constraints, the demand uncertainty is treated by specifying proximity level on the satisfaction of product demands. However, the joint chance constraints usually hold strong nonlinearity and consequently, it is still hard to handle it directly. In this paper, an approximation method combines a relax-and-tight technique to approximately transform the joint chance constraints to a serial of parameterized linear constraints so that the complicated problem can be attacked iteratively. The basic idea behind this approach is to approximate, as much as possible, nonlinear constraints by a lot of easily handled linear constraints which will lead to a well balance between the problem complexity and tractability. Case studies are conducted to demonstrate the proposed methods. Results show that the operation cost can be reduced effectively compared with the case without considering the demand correlation. PMID:24757433

An approximation solution to refinery crude oil scheduling problem with demand uncertainty using joint constrained programming.

PubMed

Duan, Qianqian; Yang, Genke; Xu, Guanglin; Pan, Changchun

2014-01-01

This paper is devoted to develop an approximation method for scheduling refinery crude oil operations by taking into consideration the demand uncertainty. In the stochastic model the demand uncertainty is modeled as random variables which follow a joint multivariate distribution with a specific correlation structure. Compared to deterministic models in existing works, the stochastic model can be more practical for optimizing crude oil operations. Using joint chance constraints, the demand uncertainty is treated by specifying proximity level on the satisfaction of product demands. However, the joint chance constraints usually hold strong nonlinearity and consequently, it is still hard to handle it directly. In this paper, an approximation method combines a relax-and-tight technique to approximately transform the joint chance constraints to a serial of parameterized linear constraints so that the complicated problem can be attacked iteratively. The basic idea behind this approach is to approximate, as much as possible, nonlinear constraints by a lot of easily handled linear constraints which will lead to a well balance between the problem complexity and tractability. Case studies are conducted to demonstrate the proposed methods. Results show that the operation cost can be reduced effectively compared with the case without considering the demand correlation.

Anelastic and Compressible Simulation of Moist Dynamics at Planetary Scales

NASA Astrophysics Data System (ADS)

Kurowski, M.; Smolarkiewicz, P. K.; Grabowski, W.

2015-12-01

Moist anelastic and compressible numerical solutions to the planetary baroclinic instability and climate benchmarks are compared. The solutions are obtained applying a consistent numerical framework for dis- crete integrations of the various nonhydrostatic flow equations. Moist extension of the baroclinic instability benchmark is formulated as an analog of the dry case. Flow patterns, surface vertical vorticity and pressure, total kinetic energy, power spectra, and total amount of condensed water are analyzed. The climate bench- mark extends the baroclinic instability study by addressing long-term statistics of an idealized planetary equilibrium and associated meridional transports. Short-term deterministic anelastic and compressible so- lutions differ significantly. In particular, anelastic baroclinic eddies propagate faster and develop slower owing to, respectively, modified dispersion relation and abbreviated baroclinic vorticity production. These eddies also carry less kinetic energy, and the onset of their rapid growth occurs later than for the compressible solutions. The observed differences between the two solutions are sensitive to initial conditions as they di- minish for large-amplitude excitations of the instability. In particular, on the climatic time scales, the anelastic and compressible solutions evince similar zonally averaged flow patterns with the matching meridional transports of entropy, momentum, and moisture.

Burst wait time simulation of CALIBAN reactor at delayed super-critical state

DOE Office of Scientific and Technical Information (OSTI.GOV)

Humbert, P.; Authier, N.; Richard, B.

2012-07-01

In the past, the super prompt critical wait time probability distribution was measured on CALIBAN fast burst reactor [4]. Afterwards, these experiments were simulated with a very good agreement by solving the non-extinction probability equation [5]. Recently, the burst wait time probability distribution has been measured at CEA-Valduc on CALIBAN at different delayed super-critical states [6]. However, in the delayed super-critical case the non-extinction probability does not give access to the wait time distribution. In this case it is necessary to compute the time dependent evolution of the full neutron count number probability distribution. In this paper we present themore » point model deterministic method used to calculate the probability distribution of the wait time before a prescribed count level taking into account prompt neutrons and delayed neutron precursors. This method is based on the solution of the time dependent adjoint Kolmogorov master equations for the number of detections using the generating function methodology [8,9,10] and inverse discrete Fourier transforms. The obtained results are then compared to the measurements and Monte-Carlo calculations based on the algorithm presented in [7]. (authors)« less

Enhancements on the Convex Programming Based Powered Descent Guidance Algorithm for Mars Landing

NASA Technical Reports Server (NTRS)

Acikmese, Behcet; Blackmore, Lars; Scharf, Daniel P.; Wolf, Aron

2008-01-01

In this paper, we present enhancements on the powered descent guidance algorithm developed for Mars pinpoint landing. The guidance algorithm solves the powered descent minimum fuel trajectory optimization problem via a direct numerical method. Our main contribution is to formulate the trajectory optimization problem, which has nonconvex control constraints, as a finite dimensional convex optimization problem, specifically as a finite dimensional second order cone programming (SOCP) problem. SOCP is a subclass of convex programming, and there are efficient SOCP solvers with deterministic convergence properties. Hence, the resulting guidance algorithm can potentially be implemented onboard a spacecraft for real-time applications. Particularly, this paper discusses the algorithmic improvements obtained by: (i) Using an efficient approach to choose the optimal time-of-flight; (ii) Using a computationally inexpensive way to detect the feasibility/ infeasibility of the problem due to the thrust-to-weight constraint; (iii) Incorporating the rotation rate of the planet into the problem formulation; (iv) Developing additional constraints on the position and velocity to guarantee no-subsurface flight between the time samples of the temporal discretization; (v) Developing a fuel-limited targeting algorithm; (vi) Initial result on developing an onboard table lookup method to obtain almost fuel optimal solutions in real-time.

The forecasting research of early warning systems for atmospheric pollutants: A case in Yangtze River Delta region

NASA Astrophysics Data System (ADS)

Song, Yiliao; Qin, Shanshan; Qu, Jiansheng; Liu, Feng

2015-10-01

The issue of air quality regarding PM pollution levels in China is a focus of public attention. To address that issue, to date, a series of studies is in progress, including PM monitoring programs, PM source apportionment, and the enactment of new ambient air quality index standards. However, related research concerning computer modeling for PM future trends estimation is rare, despite its significance to forecasting and early warning systems. Thereby, a study regarding deterministic and interval forecasts of PM is performed. In this study, data on hourly and 12 h-averaged air pollutants are applied to forecast PM concentrations within the Yangtze River Delta (YRD) region of China. The characteristics of PM emissions have been primarily examined and analyzed using different distribution functions. To improve the distribution fitting that is crucial for estimating PM levels, an artificial intelligence algorithm is incorporated to select the optimal parameters. Following that step, an ANF model is used to conduct deterministic forecasts of PM. With the identified distributions and deterministic forecasts, different levels of PM intervals are estimated. The results indicate that the lognormal or gamma distributions are highly representative of the recorded PM data with a goodness-of-fit R2 of approximately 0.998. Furthermore, the results of the evaluation metrics (MSE, MAPE and CP, AW) also show high accuracy within the deterministic and interval forecasts of PM, indicating that this method enables the informative and effective quantification of future PM trends.

Adaptive correction of ensemble forecasts

NASA Astrophysics Data System (ADS)

Pelosi, Anna; Battista Chirico, Giovanni; Van den Bergh, Joris; Vannitsem, Stephane

2017-04-01

Forecasts from numerical weather prediction (NWP) models often suffer from both systematic and non-systematic errors. These are present in both deterministic and ensemble forecasts, and originate from various sources such as model error and subgrid variability. Statistical post-processing techniques can partly remove such errors, which is particularly important when NWP outputs concerning surface weather variables are employed for site specific applications. Many different post-processing techniques have been developed. For deterministic forecasts, adaptive methods such as the Kalman filter are often used, which sequentially post-process the forecasts by continuously updating the correction parameters as new ground observations become available. These methods are especially valuable when long training data sets do not exist. For ensemble forecasts, well-known techniques are ensemble model output statistics (EMOS), and so-called "member-by-member" approaches (MBM). Here, we introduce a new adaptive post-processing technique for ensemble predictions. The proposed method is a sequential Kalman filtering technique that fully exploits the information content of the ensemble. One correction equation is retrieved and applied to all members, however the parameters of the regression equations are retrieved by exploiting the second order statistics of the forecast ensemble. We compare our new method with two other techniques: a simple method that makes use of a running bias correction of the ensemble mean, and an MBM post-processing approach that rescales the ensemble mean and spread, based on minimization of the Continuous Ranked Probability Score (CRPS). We perform a verification study for the region of Campania in southern Italy. We use two years (2014-2015) of daily meteorological observations of 2-meter temperature and 10-meter wind speed from 18 ground-based automatic weather stations distributed across the region, comparing them with the corresponding COSMO-LEPS ensemble forecasts. Deterministic verification scores (e.g., mean absolute error, bias) and probabilistic scores (e.g., CRPS) are used to evaluate the post-processing techniques. We conclude that the new adaptive method outperforms the simpler running bias-correction. The proposed adaptive method often outperforms the MBM method in removing bias. The MBM method has the advantage of correcting the ensemble spread, although it needs more training data.

C-field cosmological models: revisited

NASA Astrophysics Data System (ADS)

Yadav, Anil Kumar; Tawfiq Ali, Ahmad; Ray, Saibal; Rahaman, Farook; Hossain Sardar, Iftikar

2016-12-01

We investigate plane symmetric spacetime filled with perfect fluid in the C-field cosmology of Hoyle and Narlikar. A new class of exact solutions has been obtained by considering the creation field C as a function of time only. To get the deterministic solution, it has been assumed that the rate of creation of matter-energy density is proportional to the strength of the existing C-field energy density. Several physical aspects and geometrical properties of the models are discussed in detail, especially showing that some of our solutions of C-field cosmology are free from singularity in contrast to the Big Bang cosmology. A comparative study has been carried out between two models, one singular and the other nonsingular, by contrasting the behaviour of the physical parameters. We note that the model in a unique way represents both the features of the accelerating as well as decelerating universe depending on the parameters and thus seems to provide glimpses of the oscillating or cyclic model of the universe without invoking any other agent or theory in allowing cyclicity.

Continuous data assimilation for the three-dimensional Brinkman-Forchheimer-extended Darcy model

NASA Astrophysics Data System (ADS)

Markowich, Peter A.; Titi, Edriss S.; Trabelsi, Saber

2016-04-01

In this paper we introduce and analyze an algorithm for continuous data assimilation for a three-dimensional Brinkman-Forchheimer-extended Darcy (3D BFeD) model of porous media. This model is believed to be accurate when the flow velocity is too large for Darcy’s law to be valid, and additionally the porosity is not too small. The algorithm is inspired by ideas developed for designing finite-parameters feedback control for dissipative systems. It aims to obtain improved estimates of the state of the physical system by incorporating deterministic or noisy measurements and observations. Specifically, the algorithm involves a feedback control that nudges the large scales of the approximate solution toward those of the reference solution associated with the spatial measurements. In the first part of the paper, we present a few results of existence and uniqueness of weak and strong solutions of the 3D BFeD system. The second part is devoted to the convergence analysis of the data assimilation algorithm.

Spatio-Temporal Data Analysis at Scale Using Models Based on Gaussian Processes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stein, Michael

Gaussian processes are the most commonly used statistical model for spatial and spatio-temporal processes that vary continuously. They are broadly applicable in the physical sciences and engineering and are also frequently used to approximate the output of complex computer models, deterministic or stochastic. We undertook research related to theory, computation, and applications of Gaussian processes as well as some work on estimating extremes of distributions for which a Gaussian process assumption might be inappropriate. Our theoretical contributions include the development of new classes of spatial-temporal covariance functions with desirable properties and new results showing that certain covariance models lead tomore » predictions with undesirable properties. To understand how Gaussian process models behave when applied to deterministic computer models, we derived what we believe to be the first significant results on the large sample properties of estimators of parameters of Gaussian processes when the actual process is a simple deterministic function. Finally, we investigated some theoretical issues related to maxima of observations with varying upper bounds and found that, depending on the circumstances, standard large sample results for maxima may or may not hold. Our computational innovations include methods for analyzing large spatial datasets when observations fall on a partially observed grid and methods for estimating parameters of a Gaussian process model from observations taken by a polar-orbiting satellite. In our application of Gaussian process models to deterministic computer experiments, we carried out some matrix computations that would have been infeasible using even extended precision arithmetic by focusing on special cases in which all elements of the matrices under study are rational and using exact arithmetic. The applications we studied include total column ozone as measured from a polar-orbiting satellite, sea surface temperatures over the Pacific Ocean, and annual temperature extremes at a site in New York City. In each of these applications, our theoretical and computational innovations were directly motivated by the challenges posed by analyzing these and similar types of data.« less

Einstein-Langevin and Einstein-Fokker-Planck equations for Oppenheimer-Snyder gravitational collapse in a spacetime with conformal vacuum fluctuations

NASA Astrophysics Data System (ADS)

Miller, Steven David

1999-10-01

A consistent extension of the Oppenheimer-Snyder gravitational collapse formalism is presented which incorporates stochastic, conformal, vacuum fluctuations of the metric tensor. This results in a tractable approach to studying the possible effects of vacuum fluctuations on collapse and singularity formation. The motivation here, is that it is known that coupling stochastic noise to a classical field theory can lead to workable methodologies that accommodate or reproduce many aspects of quantum theory, turbulence or structure formation. The effect of statistically averaging over the metric fluctuations gives the appearance of a deterministic Riemannian structure, with an induced non-vanishing cosmological constant arising from the nonlinearity. The Oppenheimer-Snyder collapse of a perfect fluid or dust star in the fluctuating or `turbulent' spacetime, is reformulated in terms of nonlinear Einstein-Langevin field equations, with an additional noise source in the energy-momentum tensor. The smooth deterministic worldlines of collapsing matter within the classical Oppenheimer-Snyder model, now become nonlinear Brownian motions due to the backreaction induced by vacuum fluctuations. As the star collapses, the matter worldlines become increasingly randomized since the backreaction coupling to the vacuum fluctuations is nonlinear; the input assumptions of the Hawking-Penrose singularity theorems should then be violated. Solving the nonlinear Einstein-Langevin field equation for collapse - via the Ito interpretation - gives a singularity-free solution, which is equivalent to the original Oppenheimer solution but with higher-order stochastic corrections; the original singular solution is recovered in the limit of zero vacuum fluctuations. The `geometro-hydrodynamics' of noisy gravitational collapse, were also translated into an equivalent mathematical formulation in terms of nonlinear Einstein-Fokker-Planck (EFP) continuity equations with respect to comoving coordinates: these describe the collapse as a conserved flow of probability. A solution was found in the dilute limit of weak fluctuations where the EFP equation is linearized. There is zero probability that the star collapses to a singular state in the presence of background vacuum fluctuations, but the singularity returns with unit probability when the fluctuations are reduced to zero. Finally, an EFP equation was considered with respect to standard exterior coordinates. Using the thermal Brownian motion paradigm, an exact stationary or equilibrium solution was found in the infinite standard time relaxation limit. The solution gives the conditions required for the final collapsed object (a black hole) to be in thermal equilibrium with the background vacuum fluctuations. From this solution, one recovers the Hawking temperature without using field theory. The stationary solution then seems to correspond to a black hole in thermal equilibrium with a fluctuating conformal scalar field; or the Hawking-Hartle state.

TH-AB-BRA-09: Stability Analysis of a Novel Dose Calculation Algorithm for MRI Guided Radiotherapy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zelyak, O; Fallone, B; Cross Cancer Institute, Edmonton, AB

2016-06-15

Purpose: To determine the iterative deterministic solution stability of the Linear Boltzmann Transport Equation (LBTE) in the presence of magnetic fields. Methods: The LBTE with magnetic fields under investigation is derived using a discrete ordinates approach. The stability analysis is performed using analytical and numerical methods. Analytically, the spectral Fourier analysis is used to obtain the convergence rate of the source iteration procedures based on finding the largest eigenvalue of the iterative operator. This eigenvalue is a function of relevant physical parameters, such as magnetic field strength and material properties, and provides essential information about the domain of applicability requiredmore » for clinically optimal parameter selection and maximum speed of convergence. The analytical results are reinforced by numerical simulations performed using the same discrete ordinates method in angle, and a discontinuous finite element spatial approach. Results: The spectral radius for the source iteration technique of the time independent transport equation with isotropic and anisotropic scattering centers inside infinite 3D medium is equal to the ratio of differential and total cross sections. The result is confirmed numerically by solving LBTE and is in full agreement with previously published results. The addition of magnetic field reveals that the convergence becomes dependent on the strength of magnetic field, the energy group discretization, and the order of anisotropic expansion. Conclusion: The source iteration technique for solving the LBTE with magnetic fields with the discrete ordinates method leads to divergent solutions in the limiting cases of small energy discretizations and high magnetic field strengths. Future investigations into non-stationary Krylov subspace techniques as an iterative solver will be performed as this has been shown to produce greater stability than source iteration. Furthermore, a stability analysis of a discontinuous finite element space-angle approach (which has been shown to provide the greatest stability) will also be investigated. Dr. B Gino Fallone is a co-founder and CEO of MagnetTx Oncology Solutions (under discussions to license Alberta bi-planar linac MR for commercialization)« less

Algorithms in Discrepancy Theory and Lattices

NASA Astrophysics Data System (ADS)

Ramadas, Harishchandra

This thesis deals with algorithmic problems in discrepancy theory and lattices, and is based on two projects I worked on while at the University of Washington in Seattle. A brief overview is provided in Chapter 1 (Introduction). Chapter 2 covers joint work with Avi Levy and Thomas Rothvoss in the field of discrepancy minimization. A well-known theorem of Spencer shows that any set system with n sets over n elements admits a coloring of discrepancy O(√n). While the original proof was non-constructive, recent progress brought polynomial time algorithms by Bansal, Lovett and Meka, and Rothvoss. All those algorithms are randomized, even though Bansal's algorithm admitted a complicated derandomization. We propose an elegant deterministic polynomial time algorithm that is inspired by Lovett-Meka as well as the Multiplicative Weight Update method. The algorithm iteratively updates a fractional coloring while controlling the exponential weights that are assigned to the set constraints. A conjecture by Meka suggests that Spencer's bound can be generalized to symmetric matrices. We prove that n x n matrices that are block diagonal with block size q admit a coloring of discrepancy O(√n . √log(q)). Bansal, Dadush and Garg recently gave a randomized algorithm to find a vector x with entries in {-1,1} with ∥Ax∥infinity ≤ O(√log n) in polynomial time, where A is any matrix whose columns have length at most 1. We show that our method can be used to deterministically obtain such a vector. In Chapter 3, we discuss a result in the broad area of lattices and integer optimization, in joint work with Rebecca Hoberg, Thomas Rothvoss and Xin Yang. The number balancing (NBP) problem is the following: given real numbers a1,...,an in [0,1], find two disjoint subsets I1,I2 of [ n] so that the difference |sumi∈I1a i - sumi∈I2ai| of their sums is minimized. An application of the pigeonhole principle shows that there is always a solution where the difference is at most O √n/2n). Finding the minimum, however, is NP-hard. In polynomial time, the differencing algorithm by Karmarkar and Karp from 1982 can produce a solution with difference at most n-theta(log n), but no further improvement has been made since then. We show a relationship between NBP and Minkowski's Theorem. First we show that an approximate oracle for Minkowski's Theorem gives an approximate NBP oracle. Perhaps more surprisingly, we show that an approximate NBP oracle gives an approximate Minkowski oracle. In particular, we prove that any polynomial time algorithm that guarantees a solution of difference at most 2√n/2 n would give a polynomial approximation for Minkowski as well as a polynomial factor approximation algorithm for the Shortest Vector Problem.

Deterministic Walks with Choice

DOE Office of Scientific and Technical Information (OSTI.GOV)

Beeler, Katy E.; Berenhaut, Kenneth S.; Cooper, Joshua N.

2014-01-10

This paper studies deterministic movement over toroidal grids, integrating local information, bounded memory and choice at individual nodes. The research is motivated by recent work on deterministic random walks, and applications in multi-agent systems. Several results regarding passing tokens through toroidal grids are discussed, as well as some open questions.

Inference of Epidemiological Dynamics Based on Simulated Phylogenies Using Birth-Death and Coalescent Models

PubMed Central

Boskova, Veronika; Bonhoeffer, Sebastian; Stadler, Tanja

2014-01-01

Quantifying epidemiological dynamics is crucial for understanding and forecasting the spread of an epidemic. The coalescent and the birth-death model are used interchangeably to infer epidemiological parameters from the genealogical relationships of the pathogen population under study, which in turn are inferred from the pathogen genetic sequencing data. To compare the performance of these widely applied models, we performed a simulation study. We simulated phylogenetic trees under the constant rate birth-death model and the coalescent model with a deterministic exponentially growing infected population. For each tree, we re-estimated the epidemiological parameters using both a birth-death and a coalescent based method, implemented as an MCMC procedure in BEAST v2.0. In our analyses that estimate the growth rate of an epidemic based on simulated birth-death trees, the point estimates such as the maximum a posteriori/maximum likelihood estimates are not very different. However, the estimates of uncertainty are very different. The birth-death model had a higher coverage than the coalescent model, i.e. contained the true value in the highest posterior density (HPD) interval more often (2–13% vs. 31–75% error). The coverage of the coalescent decreases with decreasing basic reproductive ratio and increasing sampling probability of infecteds. We hypothesize that the biases in the coalescent are due to the assumption of deterministic rather than stochastic population size changes. Both methods performed reasonably well when analyzing trees simulated under the coalescent. The methods can also identify other key epidemiological parameters as long as one of the parameters is fixed to its true value. In summary, when using genetic data to estimate epidemic dynamics, our results suggest that the birth-death method will be less sensitive to population fluctuations of early outbreaks than the coalescent method that assumes a deterministic exponentially growing infected population. PMID:25375100

SU-E-T-22: A Deterministic Solver of the Boltzmann-Fokker-Planck Equation for Dose Calculation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hong, X; Gao, H; Paganetti, H

2015-06-15

Purpose: The Boltzmann-Fokker-Planck equation (BFPE) accurately models the migration of photons/charged particles in tissues. While the Monte Carlo (MC) method is popular for solving BFPE in a statistical manner, we aim to develop a deterministic BFPE solver based on various state-of-art numerical acceleration techniques for rapid and accurate dose calculation. Methods: Our BFPE solver is based on the structured grid that is maximally parallelizable, with the discretization in energy, angle and space, and its cross section coefficients are derived or directly imported from the Geant4 database. The physical processes that are taken into account are Compton scattering, photoelectric effect, pairmore » production for photons, and elastic scattering, ionization and bremsstrahlung for charged particles.While the spatial discretization is based on the diamond scheme, the angular discretization synergizes finite element method (FEM) and spherical harmonics (SH). Thus, SH is used to globally expand the scattering kernel and FFM is used to locally discretize the angular sphere. As a Result, this hybrid method (FEM-SH) is both accurate in dealing with forward-peaking scattering via FEM, and efficient for multi-energy-group computation via SH. In addition, FEM-SH enables the analytical integration in energy variable of delta scattering kernel for elastic scattering with reduced truncation error from the numerical integration based on the classic SH-based multi-energy-group method. Results: The accuracy of the proposed BFPE solver was benchmarked against Geant4 for photon dose calculation. In particular, FEM-SH had improved accuracy compared to FEM, while both were within 2% of the results obtained with Geant4. Conclusion: A deterministic solver of the Boltzmann-Fokker-Planck equation is developed for dose calculation, and benchmarked against Geant4. Xiang Hong and Hao Gao were partially supported by the NSFC (#11405105), the 973 Program (#2015CB856000) and the Shanghai Pujiang Talent Program (#14PJ1404500)« less

Comparison of two optimization algorithms for fuzzy finite element model updating for damage detection in a wind turbine blade

NASA Astrophysics Data System (ADS)

Turnbull, Heather; Omenzetter, Piotr

2018-03-01

vDifficulties associated with current health monitoring and inspection practices combined with harsh, often remote, operational environments of wind turbines highlight the requirement for a non-destructive evaluation system capable of remotely monitoring the current structural state of turbine blades. This research adopted a physics based structural health monitoring methodology through calibration of a finite element model using inverse techniques. A 2.36m blade from a 5kW turbine was used as an experimental specimen, with operational modal analysis techniques utilised to realize the modal properties of the system. Modelling the experimental responses as fuzzy numbers using the sub-level technique, uncertainty in the response parameters was propagated back through the model and into the updating parameters. Initially, experimental responses of the blade were obtained, with a numerical model of the blade created and updated. Deterministic updating was carried out through formulation and minimisation of a deterministic objective function using both firefly algorithm and virus optimisation algorithm. Uncertainty in experimental responses were modelled using triangular membership functions, allowing membership functions of updating parameters (Young's modulus and shear modulus) to be obtained. Firefly algorithm and virus optimisation algorithm were again utilised, however, this time in the solution of fuzzy objective functions. This enabled uncertainty associated with updating parameters to be quantified. Varying damage location and severity was simulated experimentally through addition of small masses to the structure intended to cause a structural alteration. A damaged model was created, modelling four variable magnitude nonstructural masses at predefined points and updated to provide a deterministic damage prediction and information in relation to the parameters uncertainty via fuzzy updating.

The detection and stabilisation of limit cycle for deterministic finite automata

NASA Astrophysics Data System (ADS)

Han, Xiaoguang; Chen, Zengqiang; Liu, Zhongxin; Zhang, Qing

2018-04-01

In this paper, the topological structure properties of deterministic finite automata (DFA), under the framework of the semi-tensor product of matrices, are investigated. First, the dynamics of DFA are converted into a new algebraic form as a discrete-time linear system by means of Boolean algebra. Using this algebraic description, the approach of calculating the limit cycles of different lengths is given. Second, we present two fundamental concepts, namely, domain of attraction of limit cycle and prereachability set. Based on the prereachability set, an explicit solution of calculating domain of attraction of a limit cycle is completely characterised. Third, we define the globally attractive limit cycle, and then the necessary and sufficient condition for verifying whether all state trajectories of a DFA enter a given limit cycle in a finite number of transitions is given. Fourth, the problem of whether a DFA can be stabilised to a limit cycle by the state feedback controller is discussed. Criteria for limit cycle-stabilisation are established. All state feedback controllers which implement the minimal length trajectories from each state to the limit cycle are obtained by using the proposed algorithm. Finally, an illustrative example is presented to show the theoretical results.

A Stochastic Differential Equation Model for the Spread of HIV amongst People Who Inject Drugs.

PubMed

Liang, Yanfeng; Greenhalgh, David; Mao, Xuerong

2016-01-01

We introduce stochasticity into the deterministic differential equation model for the spread of HIV amongst people who inject drugs (PWIDs) studied by Greenhalgh and Hay (1997). This was based on the original model constructed by Kaplan (1989) which analyses the behaviour of HIV/AIDS amongst a population of PWIDs. We derive a stochastic differential equation (SDE) for the fraction of PWIDs who are infected with HIV at time. The stochasticity is introduced using the well-known standard technique of parameter perturbation. We first prove that the resulting SDE for the fraction of infected PWIDs has a unique solution in (0, 1) provided that some infected PWIDs are initially present and next construct the conditions required for extinction and persistence. Furthermore, we show that there exists a stationary distribution for the persistence case. Simulations using realistic parameter values are then constructed to illustrate and support our theoretical results. Our results provide new insight into the spread of HIV amongst PWIDs. The results show that the introduction of stochastic noise into a model for the spread of HIV amongst PWIDs can cause the disease to die out in scenarios where deterministic models predict disease persistence.

A deterministic mathematical model for bidirectional excluded flow with Langmuir kinetics.

PubMed

Zarai, Yoram; Margaliot, Michael; Tuller, Tamir

2017-01-01

In many important cellular processes, including mRNA translation, gene transcription, phosphotransfer, and intracellular transport, biological "particles" move along some kind of "tracks". The motion of these particles can be modeled as a one-dimensional movement along an ordered sequence of sites. The biological particles (e.g., ribosomes or RNAPs) have volume and cannot surpass one another. In some cases, there is a preferred direction of movement along the track, but in general the movement may be bidirectional, and furthermore the particles may attach or detach from various regions along the tracks. We derive a new deterministic mathematical model for such transport phenomena that may be interpreted as a dynamic mean-field approximation of an important model from mechanical statistics called the asymmetric simple exclusion process (ASEP) with Langmuir kinetics. Using tools from the theory of monotone dynamical systems and contraction theory we show that the model admits a unique steady-state, and that every solution converges to this steady-state. Furthermore, we show that the model entrains (or phase locks) to periodic excitations in any of its forward, backward, attachment, or detachment rates. We demonstrate an application of this phenomenological transport model for analyzing ribosome drop off in mRNA translation.

Real-time adaptive aircraft scheduling

NASA Technical Reports Server (NTRS)

Kolitz, Stephan E.; Terrab, Mostafa

1990-01-01

One of the most important functions of any air traffic management system is the assignment of ground-holding times to flights, i.e., the determination of whether and by how much the take-off of a particular aircraft headed for a congested part of the air traffic control (ATC) system should be postponed in order to reduce the likelihood and extent of airborne delays. An analysis is presented for the fundamental case in which flights from many destinations must be scheduled for arrival at a single congested airport; the formulation is also useful in scheduling the landing of airborne flights within the extended terminal area. A set of approaches is described for addressing a deterministic and a probabilistic version of this problem. For the deterministic case, where airport capacities are known and fixed, several models were developed with associated low-order polynomial-time algorithms. For general delay cost functions, these algorithms find an optimal solution. Under a particular natural assumption regarding the delay cost function, an extremely fast (O(n ln n)) algorithm was developed. For the probabilistic case, using an estimated probability distribution of airport capacities, a model was developed with an associated low-order polynomial-time heuristic algorithm with useful properties.

Optimization strategies based on sequential quadratic programming applied for a fermentation process for butanol production.

PubMed

Pinto Mariano, Adriano; Bastos Borba Costa, Caliane; de Franceschi de Angelis, Dejanira; Maugeri Filho, Francisco; Pires Atala, Daniel Ibraim; Wolf Maciel, Maria Regina; Maciel Filho, Rubens

2009-11-01

In this work, the mathematical optimization of a continuous flash fermentation process for the production of biobutanol was studied. The process consists of three interconnected units, as follows: fermentor, cell-retention system (tangential microfiltration), and vacuum flash vessel (responsible for the continuous recovery of butanol from the broth). The objective of the optimization was to maximize butanol productivity for a desired substrate conversion. Two strategies were compared for the optimization of the process. In one of them, the process was represented by a deterministic model with kinetic parameters determined experimentally and, in the other, by a statistical model obtained using the factorial design technique combined with simulation. For both strategies, the problem was written as a nonlinear programming problem and was solved with the sequential quadratic programming technique. The results showed that despite the very similar solutions obtained with both strategies, the problems found with the strategy using the deterministic model, such as lack of convergence and high computational time, make the use of the optimization strategy with the statistical model, which showed to be robust and fast, more suitable for the flash fermentation process, being recommended for real-time applications coupling optimization and control.