Effects of Stochastic Traffic Flow Model on Expected System Performance

DTIC Science & Technology

2012-12-01

NSWC-PCD has made considerable improvements to their pedestrian flow modeling . In addition to the linear paths, the 2011 version now includes...using stochastic paths. 2.2 Linear Paths vs. Stochastic Paths 2.2.1 Linear Paths and Direct Maximum Pd Calculation Modeling pedestrian traffic flow...as a stochastic process begins with the linear path model . Let the detec- tion area be R x C voxels. This creates C 2 total linear paths, path(Cs

A large deviations principle for stochastic flows of viscous fluids

NASA Astrophysics Data System (ADS)

Cipriano, Fernanda; Costa, Tiago

2018-04-01

We study the well-posedness of a stochastic differential equation on the two dimensional torus T2, driven by an infinite dimensional Wiener process with drift in the Sobolev space L2 (0 , T ;H1 (T2)) . The solution corresponds to a stochastic Lagrangian flow in the sense of DiPerna Lions. By taking into account that the motion of a viscous incompressible fluid on the torus can be described through a suitable stochastic differential equation of the previous type, we study the inviscid limit. By establishing a large deviations principle, we show that, as the viscosity goes to zero, the Lagrangian stochastic Navier-Stokes flow approaches the Euler deterministic Lagrangian flow with an exponential rate function.

Stochastic evaluation of annual micropollutant loads and their uncertainties in separate storm sewers.

PubMed

Hannouche, Ali; Chebbo, Ghassan; Joannis, Claude; Gasperi, Johnny; Gromaire, Marie-Christine; Moilleron, Régis; Barraud, Sylvie; Ruban, Véronique

2017-12-01

This article describes a stochastic method to calculate the annual pollutant loads and its application over several years at the outlet of three catchments drained by separate storm sewers. A stochastic methodology using Monte Carlo simulations is proposed for assessing annual pollutant load, as well as the associated uncertainties, from a few event sampling campaigns and/or continuous turbidity measurements (representative of the total suspended solids concentration (TSS)). Indeed, in the latter case, the proposed method takes into account the correlation between pollutants and TSS. The developed method was applied to data acquired within the French research project "INOGEV" (innovations for a sustainable management of urban water) at the outlet of three urban catchments drained by separate storm sewers. Ten or so event sampling campaigns for a large range of pollutants (46 pollutants and 2 conventional water quality parameters: TSS and total organic carbon (TOC)) are combined with hundreds of rainfall events for which, at least one among three continuously monitored parameters (rainfall intensity, flow rate, and turbidity) is available. Results obtained for the three catchments show that the annual pollutant loads can be estimated with uncertainties ranging from 10 to 60%, and the added value of turbidity monitoring for lowering the uncertainty is demonstrated. A low inter-annual and inter-site variability of pollutant loads, for many of studied pollutants, is observed with respect to the estimated uncertainties, and can be explained mainly by annual precipitation.

Flows, scaling, and the control of moment hierarchies for stochastic chemical reaction networks

NASA Astrophysics Data System (ADS)

Smith, Eric; Krishnamurthy, Supriya

2017-12-01

Stochastic chemical reaction networks (CRNs) are complex systems that combine the features of concurrent transformation of multiple variables in each elementary reaction event and nonlinear relations between states and their rates of change. Most general results concerning CRNs are limited to restricted cases where a topological characteristic known as deficiency takes a value 0 or 1, implying uniqueness and positivity of steady states and surprising, low-information forms for their associated probability distributions. Here we derive equations of motion for fluctuation moments at all orders for stochastic CRNs at general deficiency. We show, for the standard base case of proportional sampling without replacement (which underlies the mass-action rate law), that the generator of the stochastic process acts on the hierarchy of factorial moments with a finite representation. Whereas simulation of high-order moments for many-particle systems is costly, this representation reduces the solution of moment hierarchies to a complexity comparable to solving a heat equation. At steady states, moment hierarchies for finite CRNs interpolate between low-order and high-order scaling regimes, which may be approximated separately by distributions similar to those for deficiency-zero networks and connected through matched asymptotic expansions. In CRNs with multiple stable or metastable steady states, boundedness of high-order moments provides the starting condition for recursive solution downward to low-order moments, reversing the order usually used to solve moment hierarchies. A basis for a subset of network flows defined by having the same mean-regressing property as the flows in deficiency-zero networks gives the leading contribution to low-order moments in CRNs at general deficiency, in a 1 /n expansion in large particle numbers. Our results give a physical picture of the different informational roles of mean-regressing and non-mean-regressing flows and clarify the dynamical meaning of deficiency not only for first-moment conditions but for all orders in fluctuations.

Groundwater management under uncertainty using a stochastic multi-cell model

NASA Astrophysics Data System (ADS)

Joodavi, Ata; Zare, Mohammad; Ziaei, Ali Naghi; Ferré, Ty P. A.

2017-08-01

The optimization of spatially complex groundwater management models over long time horizons requires the use of computationally efficient groundwater flow models. This paper presents a new stochastic multi-cell lumped-parameter aquifer model that explicitly considers uncertainty in groundwater recharge. To achieve this, the multi-cell model is combined with the constrained-state formulation method. In this method, the lower and upper bounds of groundwater heads are incorporated into the mass balance equation using indicator functions. This provides expressions for the means, variances and covariances of the groundwater heads, which can be included in the constraint set in an optimization model. This method was used to formulate two separate stochastic models: (i) groundwater flow in a two-cell aquifer model with normal and non-normal distributions of groundwater recharge; and (ii) groundwater management in a multiple cell aquifer in which the differences between groundwater abstractions and water demands are minimized. The comparison between the results obtained from the proposed modeling technique with those from Monte Carlo simulation demonstrates the capability of the proposed models to approximate the means, variances and covariances. Significantly, considering covariances between the heads of adjacent cells allows a more accurate estimate of the variances of the groundwater heads. Moreover, this modeling technique requires no discretization of state variables, thus offering an efficient alternative to computationally demanding methods.

The structure of particle-laden jets and nonevaporating sprays

NASA Technical Reports Server (NTRS)

Shuen, J. S.; Solomon, A. S. P.; Zhang, Q. F.; Faeth, G. M.

1983-01-01

Mean and fluctuating gas velocities, liquid mass fluxes and drop sizes were in nonevaporating sprays. These results, as well as existing measurements in solid particle-laden jets, were used to evaluate models of these processes. The following models were considered: (1) a locally homogeneous flow (LHF) model, where slip between the phases was neglected; (2) a deterministic separated flow (DSF) model, where slip was considered but effects of particle dispersion by turbulence were ignored; and (3) a stochastic separated flow (SSF) model, where effects of interphase slip and turbulent dispersion were considered using random-walk computations for particle motion. The LHF and DSF models did not provide very satisfactory predictions over the present data base. In contrast, the SSF model performed reasonably well - including conditions in nonevaporating sprays where enhanced dispersion of particles by turbulence caused the spray to spread more rapidly than single-phase jets for comparable conditions. While these results are encouraging, uncertainties in initial conditions limit the reliability of the evaluation. Current work is seeking to eliminate this deficiency.

Simulations of eddy kinetic energy transport in barotropic turbulence

NASA Astrophysics Data System (ADS)

Grooms, Ian

2017-11-01

Eddy energy transport in rotating two-dimensional turbulence is investigated using numerical simulation. Stochastic forcing is used to generate an inhomogeneous field of turbulence and the time-mean energy profile is diagnosed. An advective-diffusive model for the transport is fit to the simulation data by requiring the model to accurately predict the observed time-mean energy distribution. Isotropic harmonic diffusion of energy is found to be an accurate model in the case of uniform, solid-body background rotation (the f plane), with a diffusivity that scales reasonably well with a mixing-length law κ ∝V ℓ , where V and ℓ are characteristic eddy velocity and length scales. Passive tracer dynamics are added and it is found that the energy diffusivity is 75 % of the tracer diffusivity. The addition of a differential background rotation with constant vorticity gradient β leads to significant changes to the energy transport. The eddies generate and interact with a mean flow that advects the eddy energy. Mean advection plus anisotropic diffusion (with reduced diffusivity in the direction of the background vorticity gradient) is moderately accurate for flows with scale separation between the eddies and mean flow, but anisotropic diffusion becomes a much less accurate model of the transport when scale separation breaks down. Finally, it is observed that the time-mean eddy energy does not look like the actual eddy energy distribution at any instant of time. In the future, stochastic models of the eddy energy transport may prove more useful than models of the mean transport for predicting realistic eddy energy distributions.

Stochastic Stabilityfor Contracting Lorenz Maps and Flows

NASA Astrophysics Data System (ADS)

Metzger, R. J.

In a previous work [M], we proved the existence of absolutely continuous invariant measures for contracting Lorenz-like maps, and constructed Sinai-Ruelle-Bowen measures f or the flows that generate them. Here, we prove stochastic stability for such one-dimensional maps and use this result to prove that the corresponding flows generating these maps are stochastically stable under small diffusion-type perturbations, even though, as shown by Rovella [Ro], they are persistent only in a measure theoretical sense in a parameter space. For the one-dimensional maps we also prove strong stochastic stability in the sense of Baladi and Viana[BV].

A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media

NASA Astrophysics Data System (ADS)

Liao, Qinzhuo; Zhang, Dongxiao; Tchelepi, Hamdi

2017-02-01

A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod-Patterson-Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiency of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.

Magnetohydrodynamic stability of stochastically driven accretion flows.

PubMed

Nath, Sujit Kumar; Mukhopadhyay, Banibrata; Chattopadhyay, Amit K

2013-07-01

We investigate the evolution of magnetohydrodynamic (or hydromagnetic as coined by Chandrasekhar) perturbations in the presence of stochastic noise in rotating shear flows. The particular emphasis is the flows whose angular velocity decreases but specific angular momentum increases with increasing radial coordinate. Such flows, however, are Rayleigh stable but must be turbulent in order to explain astrophysical observed data and, hence, reveal a mismatch between the linear theory and observations and experiments. The mismatch seems to have been resolved, at least in certain regimes, in the presence of a weak magnetic field, revealing magnetorotational instability. The present work explores the effects of stochastic noise on such magnetohydrodynamic flows, in order to resolve the above mismatch generically for the hot flows. We essentially concentrate on a small section of such a flow which is nothing but a plane shear flow supplemented by the Coriolis effect, mimicking a small section of an astrophysical accretion disk around a compact object. It is found that such stochastically driven flows exhibit large temporal and spatial autocorrelations and cross-correlations of perturbation and, hence, large energy dissipations of perturbation, which generate instability. Interestingly, autocorrelations and cross-correlations appear independent of background angular velocity profiles, which are Rayleigh stable, indicating their universality. This work initiates our attempt to understand the evolution of three-dimensional hydromagnetic perturbations in rotating shear flows in the presence of stochastic noise.

Stochastic Swift-Hohenberg Equation with Degenerate Linear Multiplicative Noise

NASA Astrophysics Data System (ADS)

Hernández, Marco; Ong, Kiah Wah

2018-03-01

We study the dynamic transition of the Swift-Hohenberg equation (SHE) when linear multiplicative noise acting on a finite set of modes of the dominant linear flow is introduced. Existence of a stochastic flow and a local stochastic invariant manifold for this stochastic form of SHE are both addressed in this work. We show that the approximate reduced system corresponding to the invariant manifold undergoes a stochastic pitchfork bifurcation, and obtain numerical evidence suggesting that this picture is a good approximation for the full system as well.

Optical Variability Signatures from Massive Black Hole Binaries

NASA Astrophysics Data System (ADS)

Kasliwal, Vishal P.; Frank, Koby Alexander; Lidz, Adam

2017-01-01

The hierarchical merging of dark matter halos and their associated galaxies should lead to a population of supermassive black hole binaries (MBHBs). We consider plausible optical variability signatures from MBHBs at sub-parsec separations and search for these using data from the Catalina Real-Time Transient Survey (CRTS). Specifically, we model the impact of relativistic Doppler beaming on the accretion disk emission from the less massive, secondary black hole. We explore whether this Doppler modulation may be separated from other sources of stochastic variability in the accretion flow around the MBHBs, which we describe as a damped random walk (DRW). In the simple case of a circular orbit, relativistic beaming leads to a series of broad peaks — located at multiples of the orbital frequency — in the fluctuation power spectrum. We extend our analysis to the case of elliptical orbits and discuss the effect of beaming on the flux power spectrum and auto-correlation function using simulations. We present a code to model an observed light curve as a stochastic DRW-type time series modulated by relativistic beaming and apply the code to CRTS data.

A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media

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

Liao, Qinzhuo, E-mail: liaoqz@pku.edu.cn; Zhang, Dongxiao; Tchelepi, Hamdi

A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod–Patterson–Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiencymore » of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.« less

Disordered cellular automaton traffic flow model: phase separated state, density waves and self organized criticality

NASA Astrophysics Data System (ADS)

Fourrate, K.; Loulidi, M.

2006-01-01

We suggest a disordered traffic flow model that captures many features of traffic flow. It is an extension of the Nagel-Schreckenberg (NaSch) stochastic cellular automata for single line vehicular traffic model. It incorporates random acceleration and deceleration terms that may be greater than one unit. Our model leads under its intrinsic dynamics, for high values of braking probability pr, to a constant flow at intermediate densities without introducing any spatial inhomogeneities. For a system of fast drivers pr→0, the model exhibits a density wave behavior that was observed in car following models with optimal velocity. The gap of the disordered model we present exhibits, for high values of pr and random deceleration, at a critical density, a power law distribution which is a hall mark of a self organized criticality phenomena.

Stochastic simulation of human pulmonary blood flow and transit time frequency distribution based on anatomic and elasticity data.

PubMed

Huang, Wei; Shi, Jun; Yen, R T

2012-12-01

The objective of our study was to develop a computing program for computing the transit time frequency distributions of red blood cell in human pulmonary circulation, based on our anatomic and elasticity data of blood vessels in human lung. A stochastic simulation model was introduced to simulate blood flow in human pulmonary circulation. In the stochastic simulation model, the connectivity data of pulmonary blood vessels in human lung was converted into a probability matrix. Based on this model, the transit time of red blood cell in human pulmonary circulation and the output blood pressure were studied. Additionally, the stochastic simulation model can be used to predict the changes of blood flow in human pulmonary circulation with the advantage of the lower computing cost and the higher flexibility. In conclusion, a stochastic simulation approach was introduced to simulate the blood flow in the hierarchical structure of a pulmonary circulation system, and to calculate the transit time distributions and the blood pressure outputs.

Analysis of the stochastic excitability in the flow chemical reactor

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

Bashkirtseva, Irina

2015-11-30

A dynamic model of the thermochemical process in the flow reactor is considered. We study an influence of the random disturbances on the stationary regime of this model. A phenomenon of noise-induced excitability is demonstrated. For the analysis of this phenomenon, a constructive technique based on the stochastic sensitivity functions and confidence domains is applied. It is shown how elaborated technique can be used for the probabilistic analysis of the generation of mixed-mode stochastic oscillations in the flow chemical reactor.

Analysis of the stochastic excitability in the flow chemical reactor

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina

2015-11-01

A dynamic model of the thermochemical process in the flow reactor is considered. We study an influence of the random disturbances on the stationary regime of this model. A phenomenon of noise-induced excitability is demonstrated. For the analysis of this phenomenon, a constructive technique based on the stochastic sensitivity functions and confidence domains is applied. It is shown how elaborated technique can be used for the probabilistic analysis of the generation of mixed-mode stochastic oscillations in the flow chemical reactor.

Reduced linear noise approximation for biochemical reaction networks with time-scale separation: The stochastic tQSSA+

NASA Astrophysics Data System (ADS)

Herath, Narmada; Del Vecchio, Domitilla

2018-03-01

Biochemical reaction networks often involve reactions that take place on different time scales, giving rise to "slow" and "fast" system variables. This property is widely used in the analysis of systems to obtain dynamical models with reduced dimensions. In this paper, we consider stochastic dynamics of biochemical reaction networks modeled using the Linear Noise Approximation (LNA). Under time-scale separation conditions, we obtain a reduced-order LNA that approximates both the slow and fast variables in the system. We mathematically prove that the first and second moments of this reduced-order model converge to those of the full system as the time-scale separation becomes large. These mathematical results, in particular, provide a rigorous justification to the accuracy of LNA models derived using the stochastic total quasi-steady state approximation (tQSSA). Since, in contrast to the stochastic tQSSA, our reduced-order model also provides approximations for the fast variable stochastic properties, we term our method the "stochastic tQSSA+". Finally, we demonstrate the application of our approach on two biochemical network motifs found in gene-regulatory and signal transduction networks.

Control of Networked Traffic Flow Distribution - A Stochastic Distribution System Perspective

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

Wang, Hong; Aziz, H M Abdul; Young, Stan

Networked traffic flow is a common scenario for urban transportation, where the distribution of vehicle queues either at controlled intersections or highway segments reflect the smoothness of the traffic flow in the network. At signalized intersections, the traffic queues are controlled by traffic signal control settings and effective traffic lights control would realize both smooth traffic flow and minimize fuel consumption. Funded by the Energy Efficient Mobility Systems (EEMS) program of the Vehicle Technologies Office of the US Department of Energy, we performed a preliminary investigation on the modelling and control framework in context of urban network of signalized intersections.more » In specific, we developed a recursive input-output traffic queueing models. The queue formation can be modeled as a stochastic process where the number of vehicles entering each intersection is a random number. Further, we proposed a preliminary B-Spline stochastic model for a one-way single-lane corridor traffic system based on theory of stochastic distribution control.. It has been shown that the developed stochastic model would provide the optimal probability density function (PDF) of the traffic queueing length as a dynamic function of the traffic signal setting parameters. Based upon such a stochastic distribution model, we have proposed a preliminary closed loop framework on stochastic distribution control for the traffic queueing system to make the traffic queueing length PDF follow a target PDF that potentially realizes the smooth traffic flow distribution in a concerned corridor.« less

Extremely rare collapse and build-up of turbulence in stochastic models of transitional wall flows.

PubMed

Rolland, Joran

2018-02-01

This paper presents a numerical and theoretical study of multistability in two stochastic models of transitional wall flows. An algorithm dedicated to the computation of rare events is adapted on these two stochastic models. The main focus is placed on a stochastic partial differential equation model proposed by Barkley. Three types of events are computed in a systematic and reproducible manner: (i) the collapse of isolated puffs and domains initially containing their steady turbulent fraction; (ii) the puff splitting; (iii) the build-up of turbulence from the laminar base flow under a noise perturbation of vanishing variance. For build-up events, an extreme realization of the vanishing variance noise pushes the state from the laminar base flow to the most probable germ of turbulence which in turn develops into a full blown puff. For collapse events, the Reynolds number and length ranges of the two regimes of collapse of laminar-turbulent pipes, independent collapse or global collapse of puffs, is determined. The mean first passage time before each event is then systematically computed as a function of the Reynolds number r and pipe length L in the laminar-turbulent coexistence range of Reynolds number. In the case of isolated puffs, the faster-than-linear growth with Reynolds number of the logarithm of mean first passage time T before collapse is separated in two. One finds that ln(T)=A_{p}r-B_{p}, with A_{p} and B_{p} positive. Moreover, A_{p} and B_{p} are affine in the spatial integral of turbulence intensity of the puff, with the same slope. In the case of pipes initially containing the steady turbulent fraction, the length L and Reynolds number r dependence of the mean first passage time T before collapse is also separated. The author finds that T≍exp[L(Ar-B)] with A and B positive. The length and Reynolds number dependence of T are then discussed in view of the large deviations theoretical approaches of the study of mean first passage times and multistability, where ln(T) in the limit of small variance noise is studied. Two points of view, local noise of small variance and large length, can be used to discuss the exponential dependence in L of T. In particular, it is shown how a T≍exp[L(A^{'}R-B^{'})] can be derived in a conceptual two degrees of freedom model of a transitional wall flow proposed by Dauchot and Manneville. This is done by identifying a quasipotential in low variance noise, large length limit. This pinpoints the physical effects controlling collapse and build-up trajectories and corresponding passage times with an emphasis on the saddle points between laminar and turbulent states. This analytical analysis also shows that these effects lead to the asymmetric probability density function of kinetic energy of turbulence.

Extremely rare collapse and build-up of turbulence in stochastic models of transitional wall flows

NASA Astrophysics Data System (ADS)

Rolland, Joran

2018-02-01

This paper presents a numerical and theoretical study of multistability in two stochastic models of transitional wall flows. An algorithm dedicated to the computation of rare events is adapted on these two stochastic models. The main focus is placed on a stochastic partial differential equation model proposed by Barkley. Three types of events are computed in a systematic and reproducible manner: (i) the collapse of isolated puffs and domains initially containing their steady turbulent fraction; (ii) the puff splitting; (iii) the build-up of turbulence from the laminar base flow under a noise perturbation of vanishing variance. For build-up events, an extreme realization of the vanishing variance noise pushes the state from the laminar base flow to the most probable germ of turbulence which in turn develops into a full blown puff. For collapse events, the Reynolds number and length ranges of the two regimes of collapse of laminar-turbulent pipes, independent collapse or global collapse of puffs, is determined. The mean first passage time before each event is then systematically computed as a function of the Reynolds number r and pipe length L in the laminar-turbulent coexistence range of Reynolds number. In the case of isolated puffs, the faster-than-linear growth with Reynolds number of the logarithm of mean first passage time T before collapse is separated in two. One finds that ln(T ) =Apr -Bp , with Ap and Bp positive. Moreover, Ap and Bp are affine in the spatial integral of turbulence intensity of the puff, with the same slope. In the case of pipes initially containing the steady turbulent fraction, the length L and Reynolds number r dependence of the mean first passage time T before collapse is also separated. The author finds that T ≍exp[L (A r -B )] with A and B positive. The length and Reynolds number dependence of T are then discussed in view of the large deviations theoretical approaches of the study of mean first passage times and multistability, where ln(T ) in the limit of small variance noise is studied. Two points of view, local noise of small variance and large length, can be used to discuss the exponential dependence in L of T . In particular, it is shown how a T ≍exp[L (A'R -B') ] can be derived in a conceptual two degrees of freedom model of a transitional wall flow proposed by Dauchot and Manneville. This is done by identifying a quasipotential in low variance noise, large length limit. This pinpoints the physical effects controlling collapse and build-up trajectories and corresponding passage times with an emphasis on the saddle points between laminar and turbulent states. This analytical analysis also shows that these effects lead to the asymmetric probability density function of kinetic energy of turbulence.

Particle-laden swirling free jets: Measurements and predictions

NASA Technical Reports Server (NTRS)

Bulzan, D. L.; Shuen, J.-S.; Faeth, G. M.

1987-01-01

A theoretical and experimental investigation of single-phase and particle-laden weakly swirling jets was conducted. The jets were injected vertically downward from a 19 mm diameter tube with swirl numbers ranging from 0 to 0.33. The particle-laden jets had a single loading ratio (0.2) with particles having a SMD of 39 microns. Mean and fluctuating properties of both phases were measured using nonintrusive laser based methods while particle mass flux was measured using an isokinetic sampling probe. The continuous phase was analyzed using both a baseline kappa-epsilon turbulence model and an extended version with modifications based on the flux Richardson number to account for effects of streamline curvature. To highlight effects of interphase transport rates and particle/turbulence interactions, effects of the particles were analyzed as follows: (1) locally homogeneous flow (LHF) analysis, where interphase transport rates are assumed to be infinitely fast; (2) deterministic separated flow (DSF) analysis, where finite interphase transport rates are considered but particle/turbulence interactions are ignored; and (3) stochastic separated flow (SSF) analysis, where both effects are considered using random-walk computations.

Dynamically orthogonal field equations for stochastic flows and particle dynamics

DTIC Science & Technology

2011-02-01

where uncertainty ‘lives’ as well as a system of Stochastic Di erential Equations that de nes how the uncertainty evolves in the time varying stochastic ... stochastic dynamical component that are both time and space dependent, we derive a system of field equations consisting of a Partial Differential Equation...a system of Stochastic Differential Equations that defines how the stochasticity evolves in the time varying stochastic subspace. These new

The Validity of Quasi-Steady-State Approximations in Discrete Stochastic Simulations

PubMed Central

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

2014-01-01

In biochemical networks, reactions often occur on disparate timescales and can be characterized as either fast or slow. The quasi-steady-state approximation (QSSA) utilizes timescale separation to project models of biochemical networks onto lower-dimensional slow manifolds. As a result, fast elementary reactions are not modeled explicitly, and their effect is captured by nonelementary reaction-rate functions (e.g., Hill functions). The accuracy of the QSSA applied to deterministic systems depends on how well timescales are separated. Recently, it has been proposed to use the nonelementary rate functions obtained via the deterministic QSSA to define propensity functions in stochastic simulations of biochemical networks. In this approach, termed the stochastic QSSA, fast reactions that are part of nonelementary reactions are not simulated, greatly reducing computation time. However, it is unclear when the stochastic QSSA provides an accurate approximation of the original stochastic simulation. We show that, unlike the deterministic QSSA, the validity of the stochastic QSSA does not follow from timescale separation alone, but also depends on the sensitivity of the nonelementary reaction rate functions to changes in the slow species. The stochastic QSSA becomes more accurate when this sensitivity is small. Different types of QSSAs result in nonelementary functions with different sensitivities, and the total QSSA results in less sensitive functions than the standard or the prefactor QSSA. We prove that, as a result, the stochastic QSSA becomes more accurate when nonelementary reaction functions are obtained using the total QSSA. Our work provides an apparently novel condition for the validity of the QSSA in stochastic simulations of biochemical reaction networks with disparate timescales. PMID:25099817

Variational principles for stochastic fluid dynamics

PubMed Central

Holm, Darryl D.

2015-01-01

This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The paper proceeds by taking variations in the SVP to derive stochastic Stratonovich fluid equations; writing their Itô representation; and then investigating the properties of these stochastic fluid models in comparison with each other, and with the corresponding deterministic fluid models. The circulation properties of the stochastic Stratonovich fluid equations are found to closely mimic those of the deterministic ideal fluid models. As with deterministic ideal flows, motion along the stochastic Stratonovich paths also preserves the helicity of the vortex field lines in incompressible stochastic flows. However, these Stratonovich properties are not apparent in the equivalent Itô representation, because they are disguised by the quadratic covariation drift term arising in the Stratonovich to Itô transformation. This term is a geometric generalization of the quadratic covariation drift term already found for scalar densities in Stratonovich's famous 1966 paper. The paper also derives motion equations for two examples of stochastic geophysical fluid dynamics; namely, the Euler–Boussinesq and quasi-geostropic approximations. PMID:27547083

Estimating long-term behavior of periodically driven flows without trajectory integration

NASA Astrophysics Data System (ADS)

Froyland, Gary; Koltai, Péter

2017-05-01

Periodically driven flows are fundamental models of chaotic behavior and the study of their transport properties is an active area of research. A well-known analytic construction is the augmentation of phase space with an additional time dimension; in this augmented space, the flow becomes autonomous or time-independent. We prove several results concerning the connections between the original time-periodic representation and the time-extended representation, focusing on transport properties. In the deterministic setting, these include single-period outflows and time-asymptotic escape rates from time-parameterized families of sets. We also consider stochastic differential equations with time-periodic advection term. In this stochastic setting one has a time-periodic generator (the differential operator given by the right-hand-side of the corresponding time-periodic Fokker-Planck equation). We define in a natural way an autonomous generator corresponding to the flow on time-extended phase space. We prove relationships between these two generator representations and use these to quantify decay rates of observables and to determine time-periodic families of sets with slow escape rate. Finally, we use the generator on the time-extended phase space to create efficient numerical schemes to implement the various theoretical constructions. These ideas build on the work of Froyland et al (2013 SIAM J. Numer. Anal. 51 223-47), and no expensive time integration is required. We introduce an efficient new hybrid approach, which treats the space and time dimensions separately.

Stochastic quantization of conformally coupled scalar in AdS

NASA Astrophysics Data System (ADS)

Jatkar, Dileep P.; Oh, Jae-Hyuk

2013-10-01

We explore the relation between stochastic quantization and holographic Wilsonian renormalization group flow further by studying conformally coupled scalar in AdS d+1. We establish one to one mapping between the radial flow of its double trace deformation and stochastic 2-point correlation function. This map is shown to be identical, up to a suitable field re-definition of the bulk scalar, to the original proposal in arXiv:1209.2242.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics.

PubMed

Cotter, C J; Gottwald, G A; Holm, D D

2017-09-01

In Holm (Holm 2015 Proc. R. Soc. A 471 , 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow.

Intrusive Method for Uncertainty Quantification in a Multiphase Flow Solver

NASA Astrophysics Data System (ADS)

Turnquist, Brian; Owkes, Mark

2016-11-01

Uncertainty quantification (UQ) is a necessary, interesting, and often neglected aspect of fluid flow simulations. To determine the significance of uncertain initial and boundary conditions, a multiphase flow solver is being created which extends a single phase, intrusive, polynomial chaos scheme into multiphase flows. Reliably estimating the impact of input uncertainty on design criteria can help identify and minimize unwanted variability in critical areas, and has the potential to help advance knowledge in atomizing jets, jet engines, pharmaceuticals, and food processing. Use of an intrusive polynomial chaos method has been shown to significantly reduce computational cost over non-intrusive collocation methods such as Monte-Carlo. This method requires transforming the model equations into a weak form through substitution of stochastic (random) variables. Ultimately, the model deploys a stochastic Navier Stokes equation, a stochastic conservative level set approach including reinitialization, as well as stochastic normals and curvature. By implementing these approaches together in one framework, basic problems may be investigated which shed light on model expansion, uncertainty theory, and fluid flow in general. NSF Grant Number 1511325.

On the statistical mechanics of the 2D stochastic Euler equation

NASA Astrophysics Data System (ADS)

Bouchet, Freddy; Laurie, Jason; Zaboronski, Oleg

2011-12-01

The dynamics of vortices and large scale structures is qualitatively very different in two dimensional flows compared to its three dimensional counterparts, due to the presence of multiple integrals of motion. These are believed to be responsible for a variety of phenomena observed in Euler flow such as the formation of large scale coherent structures, the existence of meta-stable states and random abrupt changes in the topology of the flow. In this paper we study stochastic dynamics of the finite dimensional approximation of the 2D Euler flow based on Lie algebra su(N) which preserves all integrals of motion. In particular, we exploit rich algebraic structure responsible for the existence of Euler's conservation laws to calculate the invariant measures and explore their properties and also study the approach to equilibrium. Unexpectedly, we find deep connections between equilibrium measures of finite dimensional su(N) truncations of the stochastic Euler equations and random matrix models. Our work can be regarded as a preparation for addressing the questions of large scale structures, meta-stability and the dynamics of random transitions between different flow topologies in stochastic 2D Euler flows.

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 1: theoretical development

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The Saint-Venant equations are commonly used as the governing equations to solve for modeling the spatially varied unsteady flow in open channels. The presence of uncertainties in the channel or flow parameters renders these equations stochastic, thus requiring their solution in a stochastic framework in order to quantify the ensemble behavior and the variability of the process. While the Monte Carlo approach can be used for such a solution, its computational expense and its large number of simulations act to its disadvantage. This study proposes, explains, and derives a new methodology for solving the stochastic Saint-Venant equations in only one shot, without the need for a large number of simulations. The proposed methodology is derived by developing the nonlocal Lagrangian-Eulerian Fokker-Planck equation of the characteristic form of the stochastic Saint-Venant equations for an open-channel flow process, with an uncertain roughness coefficient. A numerical method for its solution is subsequently devised. The application and validation of this methodology are provided in a companion paper, in which the statistical results computed by the proposed methodology are compared against the results obtained by the Monte Carlo approach.

Importance sampling variance reduction for the Fokker–Planck rarefied gas particle method

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

Collyer, B.S., E-mail: benjamin.collyer@gmail.com; London Mathematical Laboratory, 14 Buckingham Street, London WC2N 6DF; Connaughton, C.

The Fokker–Planck approximation to the Boltzmann equation, solved numerically by stochastic particle schemes, is used to provide estimates for rarefied gas flows. This paper presents a variance reduction technique for a stochastic particle method that is able to greatly reduce the uncertainty of the estimated flow fields when the characteristic speed of the flow is small in comparison to the thermal velocity of the gas. The method relies on importance sampling, requiring minimal changes to the basic stochastic particle scheme. We test the importance sampling scheme on a homogeneous relaxation, planar Couette flow and a lid-driven-cavity flow, and find thatmore » our method is able to greatly reduce the noise of estimated quantities. Significantly, we find that as the characteristic speed of the flow decreases, the variance of the noisy estimators becomes independent of the characteristic speed.« less

Stochastic goal-oriented error estimation with memory

NASA Astrophysics Data System (ADS)

Ackmann, Jan; Marotzke, Jochem; Korn, Peter

2017-11-01

We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics

PubMed Central

Cotter, C. J.

2017-01-01

In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow. PMID:28989316

Rough flows and homogenization in stochastic turbulence

NASA Astrophysics Data System (ADS)

Bailleul, I.; Catellier, R.

2017-10-01

We provide in this work a tool-kit for the study of homogenisation of random ordinary differential equations, under the form of a friendly-user black box based on the technology of rough flows. We illustrate the use of this setting on the example of stochastic turbulence.

A theoretical and experimental study of turbulent nonevaporating sprays

NASA Technical Reports Server (NTRS)

Solomon, A. S. P.; Shuen, J. S.; Zhang, Q. F.; Faeth, G. M.

1984-01-01

Measurements and analysis limited to the dilute portions of turbulent nonevaporating sprays injected into a still air environment were completed. Mean and fluctuating velocities and Reynolds stress were measured in the continuous phase. Liquid phase measurements included liquid mass fluxes, drop sizes and drop size and velocity correlation. Initial conditions needed for model evaluation were measured at a location as close to the injector exit as possible. The test sprays showed significant effects of slip and turbulent dispersion of the discrete phase. The measurements were used to evaluate three typical models of these processes: (1) a locally homogenous flow (LHF) model, where slip between the phases were neglected; (2) a deterministic separated flow (DSF) model, where slip was considered but effects of drop dispersion by turbulence were ignored; and (3) a stochastic separated flow (SSF) model, where effects of interphase slip and turbulent dispersion were considered using random-walk computations for drop motion. The LHF and DSF models did not provide very satisfactory predictions for the present measurements. In contrast, the SSF model performed reasonably well with no modifications in the prescription of eddy properties from its original calibration. Some effects of drops on turbulence properties were observed near the dense regions of the sprays.

Reaction front barriers in time aperiodic fluid flows

NASA Astrophysics Data System (ADS)

Locke, Rory; Mitchell, Kevin

2016-11-01

Many chemical and biological systems can be characterized by the propagation of a front that separates different phases or species. One approach to formalizing a general theory is to apply frameworks developed in nonlinear dynamics. It has been shown that invariant manifolds form barriers to passive transport in time-dependent or time-periodic fluid flows. More recently, analogous manifolds termed burning- invariant-manifolds (BIMs), have been shown to form one-sided barriers to reaction fronts in advection-reaction-diffusion (ARD) systems. To model more realistic time-aperiodic systems, recent theoretical work has suggested that similar one-sided barriers, termed burning Lagrangian coherent structures (bLCSs), exist for fluid velocity data prescribed over a finite time interval. In this presentation, we use a stochastic "wind" to generate time dependence in a double-vortex channel flow and demonstrate the (locally) most attracting or repelling curves are the bLCSs.

A hybrid multiscale Monte Carlo algorithm (HyMSMC) to cope with disparity in time scales and species populations in intracellular networks.

PubMed

Samant, Asawari; Ogunnaike, Babatunde A; Vlachos, Dionisios G

2007-05-24

The fundamental role that intrinsic stochasticity plays in cellular functions has been shown via numerous computational and experimental studies. In the face of such evidence, it is important that intracellular networks are simulated with stochastic algorithms that can capture molecular fluctuations. However, separation of time scales and disparity in species population, two common features of intracellular networks, make stochastic simulation of such networks computationally prohibitive. While recent work has addressed each of these challenges separately, a generic algorithm that can simultaneously tackle disparity in time scales and population scales in stochastic systems is currently lacking. In this paper, we propose the hybrid, multiscale Monte Carlo (HyMSMC) method that fills in this void. The proposed HyMSMC method blends stochastic singular perturbation concepts, to deal with potential stiffness, with a hybrid of exact and coarse-grained stochastic algorithms, to cope with separation in population sizes. In addition, we introduce the computational singular perturbation (CSP) method as a means of systematically partitioning fast and slow networks and computing relaxation times for convergence. We also propose a new criteria of convergence of fast networks to stochastic low-dimensional manifolds, which further accelerates the algorithm. We use several prototype and biological examples, including a gene expression model displaying bistability, to demonstrate the efficiency, accuracy and applicability of the HyMSMC method. Bistable models serve as stringent tests for the success of multiscale MC methods and illustrate limitations of some literature methods.

Numerical Simulation and Quantitative Uncertainty Assessment of Microchannel Flow

NASA Astrophysics Data System (ADS)

Debusschere, Bert; Najm, Habib; Knio, Omar; Matta, Alain; Ghanem, Roger; Le Maitre, Olivier

2002-11-01

This study investigates the effect of uncertainty in physical model parameters on computed electrokinetic flow of proteins in a microchannel with a potassium phosphate buffer. The coupled momentum, species transport, and electrostatic field equations give a detailed representation of electroosmotic and pressure-driven flow, including sample dispersion mechanisms. The chemistry model accounts for pH-dependent protein labeling reactions as well as detailed buffer electrochemistry in a mixed finite-rate/equilibrium formulation. To quantify uncertainty, the governing equations are reformulated using a pseudo-spectral stochastic methodology, which uses polynomial chaos expansions to describe uncertain/stochastic model parameters, boundary conditions, and flow quantities. Integration of the resulting equations for the spectral mode strengths gives the evolution of all stochastic modes for all variables. Results show the spatiotemporal evolution of uncertainties in predicted quantities and highlight the dominant parameters contributing to these uncertainties during various flow phases. This work is supported by DARPA.

Compressible cavitation with stochastic field method

NASA Astrophysics Data System (ADS)

Class, Andreas; Dumond, Julien

2012-11-01

Non-linear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrange particles or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic field method solving pdf transport based on Euler fields has been proposed which eliminates the necessity to mix Euler and Lagrange techniques or prescribed pdf assumptions. In the present work, part of the PhD Design and analysis of a Passive Outflow Reducer relying on cavitation, a first application of the stochastic field method to multi-phase flow and in particular to cavitating flow is presented. The application considered is a nozzle subjected to high velocity flow so that sheet cavitation is observed near the nozzle surface in the divergent section. It is demonstrated that the stochastic field formulation captures the wide range of pdf shapes present at different locations. The method is compatible with finite-volume codes where all existing physical models available for Lagrange techniques, presumed pdf or binning methods can be easily extended to the stochastic field formulation.

Model reduction method using variable-separation for stochastic saddle point problems

NASA Astrophysics Data System (ADS)

Jiang, Lijian; Li, Qiuqi

2018-02-01

In this paper, we consider a variable-separation (VS) method to solve the stochastic saddle point (SSP) problems. The VS method is applied to obtain the solution in tensor product structure for stochastic partial differential equations (SPDEs) in a mixed formulation. The aim of such a technique is to construct a reduced basis approximation of the solution of the SSP problems. The VS method attempts to get a low rank separated representation of the solution for SSP in a systematic enrichment manner. No iteration is performed at each enrichment step. In order to satisfy the inf-sup condition in the mixed formulation, we enrich the separated terms for the primal system variable at each enrichment step. For the SSP problems by regularization or penalty, we propose a more efficient variable-separation (VS) method, i.e., the variable-separation by penalty method. This can avoid further enrichment of the separated terms in the original mixed formulation. The computation of the variable-separation method decomposes into offline phase and online phase. Sparse low rank tensor approximation method is used to significantly improve the online computation efficiency when the number of separated terms is large. For the applications of SSP problems, we present three numerical examples to illustrate the performance of the proposed methods.

Direct numerical simulation of stochastically forced laminar plane couette flow: peculiarities of hydrodynamic fluctuations.

PubMed

Khujadze, G; Oberlack, M; Chagelishvili, G

2006-07-21

The background of three-dimensional hydrodynamic (vortical) fluctuations in a stochastically forced, laminar, incompressible, plane Couette flow is simulated numerically. The fluctuating field is anisotropic and has well pronounced peculiarities: (i) the hydrodynamic fluctuations exhibit nonexponential, transient growth; (ii) fluctuations with the streamwise characteristic length scale about 2 times larger than the channel width are predominant in the fluctuating spectrum instead of streamwise constant ones; (iii) nonzero cross correlations of velocity (even streamwise-spanwise) components appear; (iv) stochastic forcing destroys the spanwise reflection symmetry (inherent to the linear and full Navier-Stokes equations in a case of the Couette flow) and causes an asymmetry of the dynamical processes.

Gesellschaft fuer angewandte Mathematik und Mechanik, Annual Scientific Meeting, Universitaet Regensburg, Regensburg, West Germany, April 16-19, 1984, Proceedings

NASA Astrophysics Data System (ADS)

Problems in applied mathematics and mechanics are addressed in reviews and reports. Areas covered are vibration and stability, elastic and plastic mechanics, fluid mechanics, the numerical treatment of differential equations (general theory and finite-element methods in particular), optimization, decision theory, stochastics, actuarial mathematics, applied analysis and mathematical physics, and numerical analysis. Included are major lectures on separated flows, the transition regime of rarefied-gas dynamics, recent results in nonlinear elasticity, fluid-elastic vibration, the new computer arithmetic, and unsteady wave propagation in layered elastic bodies.

Low-complexity stochastic modeling of wall-bounded shear flows

NASA Astrophysics Data System (ADS)

Zare, Armin

Turbulent flows are ubiquitous in nature and they appear in many engineering applications. Transition to turbulence, in general, increases skin-friction drag in air/water vehicles compromising their fuel-efficiency and reduces the efficiency and longevity of wind turbines. While traditional flow control techniques combine physical intuition with costly experiments, their effectiveness can be significantly enhanced by control design based on low-complexity models and optimization. In this dissertation, we develop a theoretical and computational framework for the low-complexity stochastic modeling of wall-bounded shear flows. Part I of the dissertation is devoted to the development of a modeling framework which incorporates data-driven techniques to refine physics-based models. We consider the problem of completing partially known sample statistics in a way that is consistent with underlying stochastically driven linear dynamics. Neither the statistics nor the dynamics are precisely known. Thus, our objective is to reconcile the two in a parsimonious manner. To this end, we formulate optimization problems to identify the dynamics and directionality of input excitation in order to explain and complete available covariance data. For problem sizes that general-purpose solvers cannot handle, we develop customized optimization algorithms based on alternating direction methods. The solution to the optimization problem provides information about critical directions that have maximal effect in bringing model and statistics in agreement. In Part II, we employ our modeling framework to account for statistical signatures of turbulent channel flow using low-complexity stochastic dynamical models. We demonstrate that white-in-time stochastic forcing is not sufficient to explain turbulent flow statistics and develop models for colored-in-time forcing of the linearized Navier-Stokes equations. We also examine the efficacy of stochastically forced linearized NS equations and their parabolized equivalents in the receptivity analysis of velocity fluctuations to external sources of excitation as well as capturing the effect of the slowly-varying base flow on streamwise streaks and Tollmien-Schlichting waves. In Part III, we develop a model-based approach to design surface actuation of turbulent channel flow in the form of streamwise traveling waves. This approach is capable of identifying the drag reducing trends of traveling waves in a simulation-free manner. We also use the stochastically forced linearized NS equations to examine the Reynolds number independent effects of spanwise wall oscillations on drag reduction in turbulent channel flows. This allows us to extend the predictive capability of our simulation-free approach to high Reynolds numbers.

Application of low-dimensional techniques for closed-loop control of turbulent flows

NASA Astrophysics Data System (ADS)

Ausseur, Julie

The groundwork for an advanced closed-loop control of separated shear layer flows is laid out in this document. The experimental testbed for the present investigation is the turbulent flow over a NACA-4412 model airfoil tested in the Syracuse University subsonic wind tunnel at Re=135,000. The specified control objective is to delay separation - or stall - by constantly keeping the flow attached to the surface of the wing. The proper orthogonal decomposition (POD) is shown to he a valuable tool to provide a low-dimensional estimate of the flow state and the first POD expansion coefficient is proposed to he used as the control variable. Other reduced-order techniques such as the modified linear and quadratic stochastic measurement methods (mLSM, mQSM) are applied to reduce the complexity of the flow field and their ability to accurately estimate the flow state from surface pressure measurements alone is examined. A simple proportional feedback control is successfully implemented in real-time using these tools and flow separation is efficiently delayed by over 3 degrees angle of attack. To further improve the quality of the flow state estimate, the implementation of a Kalman filter is foreseen, in which the knowledge of the flow dynamics is added to the computation of the control variable to correct for the potential measurement errors. To this aim, a reduced-order model (ROM) of the flow is developed using the least-squares method to obtain the coefficients of the POD/Galerkin projection of the Navier-Stokes equations from experimental data. To build the training ensemble needed in this experimental procedure, the spectral mLSM is performed to generate time-resolved series of POD expansion coefficients from which temporal derivatives are computed. This technique, which is applied to independent PIV velocity snapshots and time-resolved surface measurements, is able to retrieve the rational temporal evolution of the flow physics in the entire 2-D measurement area. The quality of the spectral measurements is confirmed by the results from both the linear and quadratic dynamical systems. The preliminary results from the linear ROM strengthens the motivation for future control implementation of a linear Kalman filter in this flow.

Stochastic ice stream dynamics

PubMed Central

Bertagni, Matteo Bernard; Ridolfi, Luca

2016-01-01

Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution. PMID:27457960

Lagrangian velocity and acceleration correlations of large inertial particles in a closed turbulent flow

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

Machicoane, Nathanaël; Volk, Romain

We investigate the response of large inertial particle to turbulent fluctuations in an inhomogeneous and anisotropic flow. We conduct a Lagrangian study using particles both heavier and lighter than the surrounding fluid, and whose diameters are comparable to the flow integral scale. Both velocity and acceleration correlation functions are analyzed to compute the Lagrangian integral time and the acceleration time scale of such particles. The knowledge of how size and density affect these time scales is crucial in understanding particle dynamics and may permit stochastic process modelization using two-time models (for instance, Sawford’s). As particles are tracked over long timesmore » in the quasi-totality of a closed flow, the mean flow influences their behaviour and also biases the velocity time statistics, in particular the velocity correlation functions. By using a method that allows for the computation of turbulent velocity trajectories, we can obtain unbiased Lagrangian integral time. This is particularly useful in accessing the scale separation for such particles and to comparing it to the case of fluid particles in a similar configuration.« less

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

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.

Study of cluster behavior in the riser of CFB by the DSMC method

NASA Astrophysics Data System (ADS)

Liu, H. P.; Liu, D. Y.; Liu, H.

2010-03-01

The flow behaviors of clusters in the riser of a two-dimensional (2D) circulating fluidized bed was numerically studied based on the Euler-Lagrangian approach. Gas turbulence was modeled by means of Large Eddy Simulation (LES). Particle collision was modeled by means of the direct simulation Monte Carlo (DSMC) method. Clusters' hydrodynamic characteristics are obtained using a cluster identification method proposed by sharrma et al. (2000). The descending clusters near the wall region and the up- and down-flowing clusters in the core were studied separately due to their different flow behaviors. The effects of superficial gas velocity on the cluster behavior were analyzed. Simulated results showed that near wall clusters flow downward and the descent velocity is about -45 cm/s. The occurrence frequency of the up-flowing cluster is higher than that of down-flowing cluster in the core of riser. With the increase of superficial gas velocity, the solid concentration and occurrence frequency of clusters decrease, while the cluster axial velocity increase. Simulated results were in agreement with experimental data. The stochastic method used in present paper is feasible for predicting the cluster flow behavior in CFBs.

Bifurcation physics of magnetic islands and stochasticity explored by heat pulse propagation studies in toroidal plasmas

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

Ida, K.; Kobayashi, T.; Yoshinuma, M.

Bifurcation physics of the magnetic island was investigated using the heat pulse propagation technique produced by the modulation of electron cyclotron heating. There are two types of bifurcation phenomena observed in LHD and DIII-D. One is a bifurcation of the magnetic topology between nested and stochastic fields. The nested state is characterized by the bi-directional (inward and outward) propagation of the heat pulse with slow propagation speed. The stochastic state is characterized by the fast propagation of the heat pulse with electron temperature flattening. The other bifurcation is between magnetic island with larger thermal diffusivity and that with smaller thermalmore » diffusivity. The damping of toroidal flow is observed at the O-point of the magnetic island both in helical plasmas and in tokamak plasmas during a mode locking phase with strong flow shears at the boundary of the magnetic island. Associated with the stochastization of the magnetic field, the abrupt damping of toroidal flow is observed in LHD. The toroidal flow shear shows a linear decay, while the ion temperature gradient shows an exponential decay. Lastly, this observation suggests that this flow damping is due to the change in the non-diffusive term of momentum transport.« less

Stochastic flow shop scheduling of overlapping jobs on tandem machines in application to optimizing the US Army's deliberate nuclear, biological, and chemical decontamination process, (final report). Master's thesis

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

Novikov, V.

1991-05-01

The U.S. Army's detailed equipment decontamination process is a stochastic flow shop which has N independent non-identical jobs (vehicles) which have overlapping processing times. This flow shop consists of up to six non-identical machines (stations). With the exception of one station, the processing times of the jobs are random variables. Based on an analysis of the processing times, the jobs for the 56 Army heavy division companies were scheduled according to the best shortest expected processing time - longest expected processing time (SEPT-LEPT) sequence. To assist in this scheduling the Gap Comparison Heuristic was developed to select the best SEPT-LEPTmore » schedule. This schedule was then used in balancing the detailed equipment decon line in order to find the best possible site configuration subject to several constraints. The detailed troop decon line, in which all jobs are independent and identically distributed, was then balanced. Lastly, an NBC decon optimization computer program was developed using the scheduling and line balancing results. This program serves as a prototype module for the ANBACIS automated NBC decision support system.... Decontamination, Stochastic flow shop, Scheduling, Stochastic scheduling, Minimization of the makespan, SEPT-LEPT Sequences, Flow shop line balancing, ANBACIS.« less

Imaging lateral groundwater flow in the shallow subsurface using stochastic temperature fields

NASA Astrophysics Data System (ADS)

Fairley, Jerry P.; Nicholson, Kirsten N.

2006-04-01

Although temperature has often been used as an indication of vertical groundwater movement, its usefulness for identifying horizontal fluid flow has been limited by the difficulty of obtaining sufficient data to draw defensible conclusions. Here we use stochastic simulation to develop a high-resolution image of fluid temperatures in the shallow subsurface at Borax Lake, Oregon. The temperature field inferred from the geostatistical simulations clearly shows geothermal fluids discharging from a group of fault-controlled hydrothermal springs, moving laterally through the subsurface, and mixing with shallow subsurface flow originating from nearby Borax Lake. This interpretation of the data is supported by independent geochemical and isotopic evidence, which show a simple mixing trend between Borax Lake water and discharge from the thermal springs. It is generally agreed that stochastic simulation can be a useful tool for extracting information from complex and/or noisy data and, although not appropriate in all situations, geostatistical analysis may provide good definition of flow paths in the shallow subsurface. Although stochastic imaging techniques are well known in problems involving transport of species, e.g. delineation of contaminant plumes from soil gas survey data, we are unaware of previous applications to the transport of thermal energy for the purpose of inferring shallow groundwater flow.

Bifurcation physics of magnetic islands and stochasticity explored by heat pulse propagation studies in toroidal plasmas

DOE PAGES

Ida, K.; Kobayashi, T.; Yoshinuma, M.; ...

2016-07-29

Bifurcation physics of the magnetic island was investigated using the heat pulse propagation technique produced by the modulation of electron cyclotron heating. There are two types of bifurcation phenomena observed in LHD and DIII-D. One is a bifurcation of the magnetic topology between nested and stochastic fields. The nested state is characterized by the bi-directional (inward and outward) propagation of the heat pulse with slow propagation speed. The stochastic state is characterized by the fast propagation of the heat pulse with electron temperature flattening. The other bifurcation is between magnetic island with larger thermal diffusivity and that with smaller thermalmore » diffusivity. The damping of toroidal flow is observed at the O-point of the magnetic island both in helical plasmas and in tokamak plasmas during a mode locking phase with strong flow shears at the boundary of the magnetic island. Associated with the stochastization of the magnetic field, the abrupt damping of toroidal flow is observed in LHD. The toroidal flow shear shows a linear decay, while the ion temperature gradient shows an exponential decay. Lastly, this observation suggests that this flow damping is due to the change in the non-diffusive term of momentum transport.« less

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 2: numerical application

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The characteristic form of the Saint-Venant equations is solved in a stochastic setting by using a newly proposed Fokker-Planck Equation (FPE) methodology. This methodology computes the ensemble behavior and variability of the unsteady flow in open channels by directly solving for the flow variables' time-space evolutionary probability distribution. The new methodology is tested on a stochastic unsteady open-channel flow problem, with an uncertainty arising from the channel's roughness coefficient. The computed statistical descriptions of the flow variables are compared to the results obtained through Monte Carlo (MC) simulations in order to evaluate the performance of the FPE methodology. The comparisons show that the proposed methodology can adequately predict the results of the considered stochastic flow problem, including the ensemble averages, variances, and probability density functions in time and space. Unlike the large number of simulations performed by the MC approach, only one simulation is required by the FPE methodology. Moreover, the total computational time of the FPE methodology is smaller than that of the MC approach, which could prove to be a particularly crucial advantage in systems with a large number of uncertain parameters. As such, the results obtained in this study indicate that the proposed FPE methodology is a powerful and time-efficient approach for predicting the ensemble average and variance behavior, in both space and time, for an open-channel flow process under an uncertain roughness coefficient.

On the Kolmogorov constant in stochastic turbulence models

NASA Astrophysics Data System (ADS)

Heinz, Stefan

2002-11-01

The Kolmogorov constant is fundamental in stochastic models of turbulence. To explain the reasons for observed variations of this quantity, it is calculated for two flows by various methods and data. Velocity fluctuations are considered as the sum of contributions due to anisotropy, acceleration fluctuations and stochastic forcing that is controlled by the Kolmogorov constant. It is shown that the effects of anisotropy and acceleration fluctuations are responsible for significant variations of the Kolmogorov constant. It is found near 2 for flows where anisotropy and acceleration fluctuations contribute to the energy budget, and near 6 if such contributions disappear.

Identifying variably saturated water-flow patterns in a steep hillslope under intermittent heavy rainfall

USGS Publications Warehouse

El-Kadi, A. I.; Torikai, J.D.

2001-01-01

The objective of this paper is to identify water-flow patterns in part of an active landslide, through the use of numerical simulations and data obtained during a field study. The approaches adopted include measuring rainfall events and pore-pressure responses in both saturated and unsaturated soils at the site. To account for soil variability, the Richards equation is solved within deterministic and stochastic frameworks. The deterministic simulations considered average water-retention data, adjusted retention data to account for stones or cobbles, retention functions for a heterogeneous pore structure, and continuous retention functions for preferential flow. The stochastic simulations applied the Monte Carlo approach which considers statistical distribution and autocorrelation of the saturated conductivity and its cross correlation with the retention function. Although none of the models is capable of accurately predicting field measurements, appreciable improvement in accuracy was attained using stochastic, preferential flow, and heterogeneous pore-structure models. For the current study, continuum-flow models provide reasonable accuracy for practical purposes, although they are expected to be less accurate than multi-domain preferential flow models.

Discrete velocity computations with stochastic variance reduction of the Boltzmann equation for gas mixtures

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

Clarke, Peter; Varghese, Philip; Goldstein, David

We extend a variance reduced discrete velocity method developed at UT Austin [1, 2] to gas mixtures with large mass ratios and flows with trace species. The mixture is stored as a collection of independent velocity distribution functions, each with a unique grid in velocity space. Different collision types (A-A, A-B, B-B, etc.) are treated independently, and the variance reduction scheme is formulated with different equilibrium functions for each separate collision type. The individual treatment of species enables increased focus on species important to the physics of the flow, even if the important species are present in trace amounts. Themore » method is verified through comparisons to Direct Simulation Monte Carlo computations and the computational workload per time step is investigated for the variance reduced method.« less

A theoretical and experimental study of turbulent evaporating sprays

NASA Technical Reports Server (NTRS)

Solomon, A. S. P.; Shuen, J. S.; Zhang, Q. F.; Faeth, G. M.

1984-01-01

Measurements and analysis limited to the dilute portions of turbulent evaporating sprays, injected into a still air environment were completed. Mean and fluctuating velocities and Reynolds stress were measured in the continuous phase. Liquid phase measurements included liquid mass fluxes, drop sizes and drop size and velocity correlation. Initial conditions needed for model evaluation were measured at a location as close to the injector exit as possible. The test sprays showed significant effects of slip and turbulent dispersion of the discrete phase. The measurements were used to evaluate three typical models of these processes: (1) a locally homogeneous flow (LHF) model, where slip between the phases were neglected; (2) a deterministic separated flow (DSF) model, where slip was considered but effects of drop dispersion by turbulence were ignored; and (3) a stochastic separated flow (SSF) model, where effects of interphase slip and turbulent dispersion were considered using random-walk computations for drop motion. For all three models, a k-epsilon model as used to find the properties of the continuous phase. The LHF and DSF models did not provide very satisfactory predictions for the present measurements. In contrast, the SSF model performed reasonably well--with no modifications in the prescription of eddy properties from its original calibration.

Towards sub-optimal stochastic control of partially observable stochastic systems

NASA Technical Reports Server (NTRS)

Ruzicka, G. J.

1980-01-01

A class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design is examined. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in dimensions is proven.

Stochastic Flow Cascades

NASA Astrophysics Data System (ADS)

Eliazar, Iddo I.; Shlesinger, Michael F.

2012-01-01

We introduce and explore a Stochastic Flow Cascade (SFC) model: A general statistical model for the unidirectional flow through a tandem array of heterogeneous filters. Examples include the flow of: (i) liquid through heterogeneous porous layers; (ii) shocks through tandem shot noise systems; (iii) signals through tandem communication filters. The SFC model combines together the Langevin equation, convolution filters and moving averages, and Poissonian randomizations. A comprehensive analysis of the SFC model is carried out, yielding closed-form results. Lévy laws are shown to universally emerge from the SFC model, and characterize both heavy tailed retention times (Noah effect) and long-ranged correlations (Joseph effect).

End-of-life flows of multiple cycle consumer products.

PubMed

Tsiliyannis, C A

2011-11-01

Explicit expressions for the end-of-life flows (EOL) of single and multiple cycle products (MCPs) are presented, including deterministic and stochastic EOL exit. The expressions are given in terms of the physical parameters (maximum lifetime, T, annual cycling frequency, f, number of cycles, N, and early discard or usage loss). EOL flows are also obtained for hi-tech products, which are rapidly renewed and thus may not attain steady state (e.g., electronic products, passenger cars). A ten-step recursive procedure for obtaining the dynamic EOL flow evolution is proposed. Applications of the EOL expressions and the ten-step procedure are given for electric household appliances, industrial machinery, tyres, vehicles and buildings, both for deterministic and stochastic EOL exit, (normal, Weibull and uniform exit distributions). The effect of the physical parameters and the stochastic characteristics on the EOL flow is investigated in the examples: it is shown that the EOL flow profile is determined primarily by the early discard dynamics; it also depends strongly on longevity and cycling frequency: higher lifetime or early discard/loss imply lower dynamic and steady state EOL flows. The stochastic exit shapes the overall EOL dynamic profile: Under symmetric EOL exit distribution, as the variance of the distribution increases (uniform to normal to deterministic) the initial EOL flow rise becomes steeper but the steady state or maximum EOL flow level is lower. The steepest EOL flow profile, featuring the highest steady state or maximum level, as well, corresponds to skew, earlier shifted EOL exit (e.g., Weibull). Since the EOL flow of returned products consists the sink of the reuse/remanufacturing cycle (sink to recycle) the results may be used in closed loop product lifecycle management operations for scheduling and sizing reverse manufacturing and for planning recycle logistics. Decoupling and quantification of both the full age EOL and of the early discard flows is useful, the latter being the target of enacted legislation aiming at increasing reuse. Copyright © 2011 Elsevier Ltd. All rights reserved.

Nine Hundred Years of Weekly Streamflows: Stochastic Downscaling of Ensemble Tree-Ring Reconstructions

NASA Astrophysics Data System (ADS)

Sauchyn, David; Ilich, Nesa

2017-11-01

We combined the methods and advantages of stochastic hydrology and paleohydrology to estimate 900 years of weekly flows for the North and South Saskatchewan Rivers at Edmonton and Medicine Hat, Alberta, respectively. Regression models of water-year streamflow were constructed using historical naturalized flow data and a pool of 196 tree-ring (earlywood, latewood, and annual) ring-width chronologies from 76 sites. The tree-ring models accounted for up to 80% of the interannual variability in historical naturalized flows. We developed a new algorithm for generating stochastic time series of weekly flows constrained by the statistical properties of both the historical record and proxy streamflow data, and by the necessary condition that weekly flows correlate between the end of a year and the start of the next. A second innovation, enabled by the density of our tree-ring network, is to derive the paleohydrology from an ensemble of 100 statistically significant reconstructions at each gauge. Using paleoclimatic data to generate long series of weekly flow estimates augments the short historical record with an expanded range of hydrologic variability, including sequences of wet and dry years of greater length and severity. This unique hydrometric time series will enable evaluation of the reliability of current water supply and management systems given the range of hydroclimatic variability and extremes contained in the stochastic paleohydrology. It also could inform evaluation of the uncertainty in climate model projections, given that internal hydroclimatic variability is the dominant source of uncertainty.

Guidelines for the formulation of Lagrangian stochastic models for particle simulations of single-phase and dispersed two-phase turbulent flows

NASA Astrophysics Data System (ADS)

Minier, Jean-Pierre; Chibbaro, Sergio; Pope, Stephen B.

2014-11-01

In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as well as for the fluid seen by discrete particles in dispersed turbulent two-phase flows. The purpose of the present work is to provide guidelines, useful for experts and non-experts alike, which are shown to be helpful to clarify issues related to the form of Lagrangian stochastic models. A central issue is to put forward reliable requirements which must be met by Lagrangian stochastic models and a new element brought by the present analysis is to address the single- and two-phase flow situations from a unified point of view. For that purpose, we consider first the single-phase flow case and check whether models are fully consistent with the structure of the Reynolds-stress models. In the two-phase flow situation, coming up with clear-cut criteria is more difficult and the present choice is to require that the single-phase situation be well-retrieved in the fluid-limit case, elementary predictive abilities be respected and that some simple statistical features of homogeneous fluid turbulence be correctly reproduced. This analysis does not address the question of the relative predictive capacities of different models but concentrates on their formulation since advantages and disadvantages of different formulations are not always clear. Indeed, hidden in the changes from one structure to another are some possible pitfalls which can lead to flaws in the construction of practical models and to physically unsound numerical calculations. A first interest of the present approach is illustrated by considering some models proposed in the literature and by showing that these criteria help to assess whether these Lagrangian stochastic models can be regarded as acceptable descriptions. A second interest is to indicate how future developments can be safely built, which is also relevant for stochastic subgrid models for particle-laden flows in the context of Large Eddy Simulations.

Guidelines for the formulation of Lagrangian stochastic models for particle simulations of single-phase and dispersed two-phase turbulent flows

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

Minier, Jean-Pierre, E-mail: Jean-Pierre.Minier@edf.fr; Chibbaro, Sergio; Pope, Stephen B.

In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as well as for the fluid seen by discrete particles in dispersed turbulent two-phase flows. The purpose of the present work is to provide guidelines, useful for experts and non-experts alike, which are shown to be helpful to clarify issues related to the form of Lagrangian stochastic models. A central issue is to put forward reliable requirements which must be met by Lagrangianmore » stochastic models and a new element brought by the present analysis is to address the single- and two-phase flow situations from a unified point of view. For that purpose, we consider first the single-phase flow case and check whether models are fully consistent with the structure of the Reynolds-stress models. In the two-phase flow situation, coming up with clear-cut criteria is more difficult and the present choice is to require that the single-phase situation be well-retrieved in the fluid-limit case, elementary predictive abilities be respected and that some simple statistical features of homogeneous fluid turbulence be correctly reproduced. This analysis does not address the question of the relative predictive capacities of different models but concentrates on their formulation since advantages and disadvantages of different formulations are not always clear. Indeed, hidden in the changes from one structure to another are some possible pitfalls which can lead to flaws in the construction of practical models and to physically unsound numerical calculations. A first interest of the present approach is illustrated by considering some models proposed in the literature and by showing that these criteria help to assess whether these Lagrangian stochastic models can be regarded as acceptable descriptions. A second interest is to indicate how future developments can be safely built, which is also relevant for stochastic subgrid models for particle-laden flows in the context of Large Eddy Simulations.« less

Mixed Effects Modeling Using Stochastic Differential Equations: Illustrated by Pharmacokinetic Data of Nicotinic Acid in Obese Zucker Rats.

PubMed

Leander, Jacob; Almquist, Joachim; Ahlström, Christine; Gabrielsson, Johan; Jirstrand, Mats

2015-05-01

Inclusion of stochastic differential equations in mixed effects models provides means to quantify and distinguish three sources of variability in data. In addition to the two commonly encountered sources, measurement error and interindividual variability, we also consider uncertainty in the dynamical model itself. To this end, we extend the ordinary differential equation setting used in nonlinear mixed effects models to include stochastic differential equations. The approximate population likelihood is derived using the first-order conditional estimation with interaction method and extended Kalman filtering. To illustrate the application of the stochastic differential mixed effects model, two pharmacokinetic models are considered. First, we use a stochastic one-compartmental model with first-order input and nonlinear elimination to generate synthetic data in a simulated study. We show that by using the proposed method, the three sources of variability can be successfully separated. If the stochastic part is neglected, the parameter estimates become biased, and the measurement error variance is significantly overestimated. Second, we consider an extension to a stochastic pharmacokinetic model in a preclinical study of nicotinic acid kinetics in obese Zucker rats. The parameter estimates are compared between a deterministic and a stochastic NiAc disposition model, respectively. Discrepancies between model predictions and observations, previously described as measurement noise only, are now separated into a comparatively lower level of measurement noise and a significant uncertainty in model dynamics. These examples demonstrate that stochastic differential mixed effects models are useful tools for identifying incomplete or inaccurate model dynamics and for reducing potential bias in parameter estimates due to such model deficiencies.

A multiple-point geostatistical approach to quantifying uncertainty for flow and transport simulation in geologically complex environments

NASA Astrophysics Data System (ADS)

Cronkite-Ratcliff, C.; Phelps, G. A.; Boucher, A.

2011-12-01

In many geologic settings, the pathways of groundwater flow are controlled by geologic heterogeneities which have complex geometries. Models of these geologic heterogeneities, and consequently, their effects on the simulated pathways of groundwater flow, are characterized by uncertainty. Multiple-point geostatistics, which uses a training image to represent complex geometric descriptions of geologic heterogeneity, provides a stochastic approach to the analysis of geologic uncertainty. Incorporating multiple-point geostatistics into numerical models provides a way to extend this analysis to the effects of geologic uncertainty on the results of flow simulations. We present two case studies to demonstrate the application of multiple-point geostatistics to numerical flow simulation in complex geologic settings with both static and dynamic conditioning data. Both cases involve the development of a training image from a complex geometric description of the geologic environment. Geologic heterogeneity is modeled stochastically by generating multiple equally-probable realizations, all consistent with the training image. Numerical flow simulation for each stochastic realization provides the basis for analyzing the effects of geologic uncertainty on simulated hydraulic response. The first case study is a hypothetical geologic scenario developed using data from the alluvial deposits in Yucca Flat, Nevada. The SNESIM algorithm is used to stochastically model geologic heterogeneity conditioned to the mapped surface geology as well as vertical drill-hole data. Numerical simulation of groundwater flow and contaminant transport through geologic models produces a distribution of hydraulic responses and contaminant concentration results. From this distribution of results, the probability of exceeding a given contaminant concentration threshold can be used as an indicator of uncertainty about the location of the contaminant plume boundary. The second case study considers a characteristic lava-flow aquifer system in Pahute Mesa, Nevada. A 3D training image is developed by using object-based simulation of parametric shapes to represent the key morphologic features of rhyolite lava flows embedded within ash-flow tuffs. In addition to vertical drill-hole data, transient pressure head data from aquifer tests can be used to constrain the stochastic model outcomes. The use of both static and dynamic conditioning data allows the identification of potential geologic structures that control hydraulic response. These case studies demonstrate the flexibility of the multiple-point geostatistics approach for considering multiple types of data and for developing sophisticated models of geologic heterogeneities that can be incorporated into numerical flow simulations.

Stochastic-field cavitation model

NASA Astrophysics Data System (ADS)

Dumond, J.; Magagnato, F.; Class, A.

2013-07-01

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

A cavitation model based on Eulerian stochastic fields

NASA Astrophysics Data System (ADS)

Magagnato, F.; Dumond, J.

2013-12-01

Non-linear phenomena can often be described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and in particular to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. Firstly, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

Stochastic-field cavitation model

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

Dumond, J., E-mail: julien.dumond@areva.com; AREVA GmbH, Erlangen, Paul-Gossen-Strasse 100, D-91052 Erlangen; Magagnato, F.

2013-07-15

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-fieldmore » cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.« less

Stochastic Optimally Tuned Range-Separated Hybrid Density Functional Theory.

PubMed

Neuhauser, Daniel; Rabani, Eran; Cytter, Yael; Baer, Roi

2016-05-19

We develop a stochastic formulation of the optimally tuned range-separated hybrid density functional theory that enables significant reduction of the computational effort and scaling of the nonlocal exchange operator at the price of introducing a controllable statistical error. Our method is based on stochastic representations of the Coulomb convolution integral and of the generalized Kohn-Sham density matrix. The computational cost of the approach is similar to that of usual Kohn-Sham density functional theory, yet it provides a much more accurate description of the quasiparticle energies for the frontier orbitals. This is illustrated for a series of silicon nanocrystals up to sizes exceeding 3000 electrons. Comparison with the stochastic GW many-body perturbation technique indicates excellent agreement for the fundamental band gap energies, good agreement for the band edge quasiparticle excitations, and very low statistical errors in the total energy for large systems. The present approach has a major advantage over one-shot GW by providing a self-consistent Hamiltonian that is central for additional postprocessing, for example, in the stochastic Bethe-Salpeter approach.

Modelling uncertainty in incompressible flow simulation using Galerkin based generalized ANOVA

NASA Astrophysics Data System (ADS)

Chakraborty, Souvik; Chowdhury, Rajib

2016-11-01

This paper presents a new algorithm, referred to here as Galerkin based generalized analysis of variance decomposition (GG-ANOVA) for modelling input uncertainties and its propagation in incompressible fluid flow. The proposed approach utilizes ANOVA to represent the unknown stochastic response. Further, the unknown component functions of ANOVA are represented using the generalized polynomial chaos expansion (PCE). The resulting functional form obtained by coupling the ANOVA and PCE is substituted into the stochastic Navier-Stokes equation (NSE) and Galerkin projection is employed to decompose it into a set of coupled deterministic 'Navier-Stokes alike' equations. Temporal discretization of the set of coupled deterministic equations is performed by employing Adams-Bashforth scheme for convective term and Crank-Nicolson scheme for diffusion term. Spatial discretization is performed by employing finite difference scheme. Implementation of the proposed approach has been illustrated by two examples. In the first example, a stochastic ordinary differential equation has been considered. This example illustrates the performance of proposed approach with change in nature of random variable. Furthermore, convergence characteristics of GG-ANOVA has also been demonstrated. The second example investigates flow through a micro channel. Two case studies, namely the stochastic Kelvin-Helmholtz instability and stochastic vortex dipole, have been investigated. For all the problems results obtained using GG-ANOVA are in excellent agreement with benchmark solutions.

Use of suprathreshold stochastic resonance in cochlear implant coding

NASA Astrophysics Data System (ADS)

Allingham, David; Stocks, Nigel G.; Morse, Robert P.

2003-05-01

In this article we discuss the possible use of a novel form of stochastic resonance, termed suprathreshold stochastic resonance (SSR), to improve signal encoding/transmission in cochlear implants. A model, based on the leaky-integrate-and-fire (LIF) neuron, has been developed from physiological data and use to model information flow in a population of cochlear nerve fibers. It is demonstrated that information flow can, in principle, be enhanced by the SSR effect. Furthermore, SSR was found to enhance information transmission for signal parameters that are commonly encountered in cochlear implants. This, therefore, gives hope that SSR may be implemented in cochlear implants to improve speech comprehension.

Generalization of one-dimensional solute transport: A stochastic-convective flow conceptualization

NASA Astrophysics Data System (ADS)

Simmons, C. S.

1986-04-01

A stochastic-convective representation of one-dimensional solute transport is derived. It is shown to conceptually encompass solutions of the conventional convection-dispersion equation. This stochastic approach, however, does not rely on the assumption that dispersive flux satisfies Fick's diffusion law. Observable values of solute concentration and flux, which together satisfy a conservation equation, are expressed as expectations over a flow velocity ensemble, representing the inherent random processess that govern dispersion. Solute concentration is determined by a Lagrangian pdf for random spatial displacements, while flux is determined by an equivalent Eulerian pdf for random travel times. A condition for such equivalence is derived for steady nonuniform flow, and it is proven that both Lagrangian and Eulerian pdfs are required to account for specified initial and boundary conditions on a global scale. Furthermore, simplified modeling of transport is justified by proving that an ensemble of effectively constant velocities always exists that constitutes an equivalent representation. An example of how a two-dimensional transport problem can be reduced to a single-dimensional stochastic viewpoint is also presented to further clarify concepts.

Turbulence modeling and combustion simulation in porous media under high Peclet number

NASA Astrophysics Data System (ADS)

Moiseev, Andrey A.; Savin, Andrey V.

2018-05-01

Turbulence modelling in porous flows and burning still remains not completely clear until now. Undoubtedly, conventional turbulence models must work well under high Peclet numbers when porous channels shape is implemented in details. Nevertheless, the true turbulent mixing takes place at micro-scales only, and the dispersion mixing works at macro-scales almost independent from true turbulence. The dispersion mechanism is characterized by the definite space scale (scale of the porous structure) and definite velocity scale (filtration velocity). The porous structure is stochastic one usually, and this circumstance allows applying the analogy between space-time-stochastic true turbulence and the dispersion flow which is stochastic in space only, when porous flow is simulated at the macro-scale level. Additionally, the mentioned analogy allows applying well-known turbulent combustion models in simulations of porous combustion under high Peclet numbers.

Stochastic density waves of granular flows: strong-intermittent dissipation fields with self-organization

NASA Astrophysics Data System (ADS)

Bershadskii, A.

1994-10-01

The quantitative (scaling) results of a recent lattice-gas simulation of granular flows [1] are interpreted in terms of Kolmogorov-Obukhov approach revised for strong space-intermittent systems. Renormalised power spectrum with exponent '-4/3' seems to be an universal spectrum of scalar fluctuations convected by stochastic velocity fields in dissipative systems with inverse energy transfer (some other laboratory and geophysic turbulent flows with this power spectrum as well as an analogy between this phenomenon and turbulent percolation on elastic backbone are pointed out).

Modeling the net flows of U.S. mutual funds with stochastic catastrophe theory

NASA Astrophysics Data System (ADS)

Clark, A.

2006-04-01

Using the recent work of Hartelman, van der Maas, and Wagenmakers, we demonstrate the use of invariant stochastic catastrophe models in finance for modeling net flows (the difference between purchases and redemptions of fund shares) of U.S. mutual funds. We validate Goetzmann et al. and others' work concerning the importance of sentiment variables on stock fund flows. We also answer some of the questions Goetzmann et al. and Brown et al. pose at the end of their respective papers. We end with possible experiments for experimental economists and sociophysicists.

Stochastic four-way coupling of gas-solid flows for Large Eddy Simulations

NASA Astrophysics Data System (ADS)

Curran, Thomas; Denner, Fabian; van Wachem, Berend

2017-11-01

The interaction of solid particles with turbulence has for long been a topic of interest for predicting the behavior of industrially relevant flows. For the turbulent fluid phase, Large Eddy Simulation (LES) methods are widely used for their low computational cost, leaving only the sub-grid scales (SGS) of turbulence to be modelled. Although LES has seen great success in predicting the behavior of turbulent single-phase flows, the development of LES for turbulent gas-solid flows is still in its infancy. This contribution aims at constructing a model to describe the four-way coupling of particles in an LES framework, by considering the role particles play in the transport of turbulent kinetic energy across the scales. Firstly, a stochastic model reconstructing the sub-grid velocities for the particle tracking is presented. Secondly, to solve particle-particle interaction, most models involve a deterministic treatment of the collisions. We finally introduce a stochastic model for estimating the collision probability. All results are validated against fully resolved DNS-DPS simulations. The final goal of this contribution is to propose a global stochastic method adapted to two-phase LES simulation where the number of particles considered can be significantly increased. Financial support from PetroBras is gratefully acknowledged.

Adaptive control of stochastic linear systems with unknown parameters. M.S. Thesis

NASA Technical Reports Server (NTRS)

Ku, R. T.

1972-01-01

The problem of optimal control of linear discrete-time stochastic dynamical system with unknown and, possibly, stochastically varying parameters is considered on the basis of noisy measurements. It is desired to minimize the expected value of a quadratic cost functional. Since the simultaneous estimation of the state and plant parameters is a nonlinear filtering problem, the extended Kalman filter algorithm is used. Several qualitative and asymptotic properties of the open loop feedback optimal control and the enforced separation scheme are discussed. Simulation results via Monte Carlo method show that, in terms of the performance measure, for stable systems the open loop feedback optimal control system is slightly better than the enforced separation scheme, while for unstable systems the latter scheme is far better.

Stochastic porous media modeling and high-resolution schemes for numerical simulation of subsurface immiscible fluid flow transport

NASA Astrophysics Data System (ADS)

Brantson, Eric Thompson; Ju, Binshan; Wu, Dan; Gyan, Patricia Semwaah

2018-04-01

This paper proposes stochastic petroleum porous media modeling for immiscible fluid flow simulation using Dykstra-Parson coefficient (V DP) and autocorrelation lengths to generate 2D stochastic permeability values which were also used to generate porosity fields through a linear interpolation technique based on Carman-Kozeny equation. The proposed method of permeability field generation in this study was compared to turning bands method (TBM) and uniform sampling randomization method (USRM). On the other hand, many studies have also reported that, upstream mobility weighting schemes, commonly used in conventional numerical reservoir simulators do not accurately capture immiscible displacement shocks and discontinuities through stochastically generated porous media. This can be attributed to high level of numerical smearing in first-order schemes, oftentimes misinterpreted as subsurface geological features. Therefore, this work employs high-resolution schemes of SUPERBEE flux limiter, weighted essentially non-oscillatory scheme (WENO), and monotone upstream-centered schemes for conservation laws (MUSCL) to accurately capture immiscible fluid flow transport in stochastic porous media. The high-order schemes results match well with Buckley Leverett (BL) analytical solution without any non-oscillatory solutions. The governing fluid flow equations were solved numerically using simultaneous solution (SS) technique, sequential solution (SEQ) technique and iterative implicit pressure and explicit saturation (IMPES) technique which produce acceptable numerical stability and convergence rate. A comparative and numerical examples study of flow transport through the proposed method, TBM and USRM permeability fields revealed detailed subsurface instabilities with their corresponding ultimate recovery factors. Also, the impact of autocorrelation lengths on immiscible fluid flow transport were analyzed and quantified. A finite number of lines used in the TBM resulted into visual artifact banding phenomenon unlike the proposed method and USRM. In all, the proposed permeability and porosity fields generation coupled with the numerical simulator developed will aid in developing efficient mobility control schemes to improve on poor volumetric sweep efficiency in porous media.

Preferential Deposition of Snow in Mountains Revisited

NASA Astrophysics Data System (ADS)

Lehning, M.; Comola, F.

2017-12-01

Inhomogeneous snow accumulation in mountainous terrain is caused by precipitation gradients, spatial deposition differences as well as snow transport. The effect of spatially varying deposition as a function of near-surface flow - particle interactions has had some attention in the last decade but different groups have found conflicting results on both the relative magnitude of the effect as well as the resulting snow distribution patterns. Since in the field and through measurements it is difficult to separate preferential deposition from the other two processes, the investigation needs to rely on modellig. We present a new and complete model of flow - particle dynamics, which combines large eddy flow field simulations (LES) with Lagrangian stochastic modelling (LSM) over topography of varying complexity. Using a non-dimensionalized formulation of flow - particle interactions, we present systematic investigations on how particle properties (inertia, shape), flow properties (wind speed) and topography (height, width) influence the magnitude and distribution pattern of snow deposition. It is shown that dependent on Froude and Stokes numbers, very different deposition patterns can result with maximum deposition either in the windward or lee of a ridge and that dendridic snow is behaving similar to inertialess tracers.

Simulation of spatially evolving turbulence and the applicability of Taylor's hypothesis in compressible flow

NASA Technical Reports Server (NTRS)

Lee, Sangsan; Lele, Sanjiva K.; Moin, Parviz

1992-01-01

For the numerical simulation of inhomogeneous turbulent flows, a method is developed for generating stochastic inflow boundary conditions with a prescribed power spectrum. Turbulence statistics from spatial simulations using this method with a low fluctuation Mach number are in excellent agreement with the experimental data, which validates the procedure. Turbulence statistics from spatial simulations are also compared to those from temporal simulations using Taylor's hypothesis. Statistics such as turbulence intensity, vorticity, and velocity derivative skewness compare favorably with the temporal simulation. However, the statistics of dilatation show a significant departure from those obtained in the temporal simulation. To directly check the applicability of Taylor's hypothesis, space-time correlations of fluctuations in velocity, vorticity, and dilatation are investigated. Convection velocities based on vorticity and velocity fluctuations are computed as functions of the spatial and temporal separations. The profile of the space-time correlation of dilatation fluctuations is explained via a wave propagation model.

Synthetic Sediments and Stochastic Groundwater Hydrology

NASA Astrophysics Data System (ADS)

Wilson, J. L.

2002-12-01

For over twenty years the groundwater community has pursued the somewhat elusive goal of describing the effects of aquifer heterogeneity on subsurface flow and chemical transport. While small perturbation stochastic moment methods have significantly advanced theoretical understanding, why is it that stochastic applications use instead simulations of flow and transport through multiple realizations of synthetic geology? Allan Gutjahr was a principle proponent of the Fast Fourier Transform method for the synthetic generation of aquifer properties and recently explored new, more geologically sound, synthetic methods based on multi-scale Markov random fields. Focusing on sedimentary aquifers, how has the state-of-the-art of synthetic generation changed and what new developments can be expected, for example, to deal with issues like conceptual model uncertainty, the differences between measurement and modeling scales, and subgrid scale variability? What will it take to get stochastic methods, whether based on moments, multiple realizations, or some other approach, into widespread application?

A Stochastic Mixed Finite Element Heterogeneous Multiscale Method for Flow in Porous Media

DTIC Science & Technology

2010-08-01

applicable for flow in porous media has drawn significant interest in the last few years. Several techniques like generalized polynomial chaos expansions (gPC...represents the stochastic solution as a polynomial approxima- tion. This interpolant is constructed via independent function calls to the de- terministic...of orthogonal polynomials [34,38] or sparse grid approximations [39–41]. It is well known that the global polynomial interpolation cannot resolve lo

A Novel Biobjective Risk-Based Model for Stochastic Air Traffic Network Flow Optimization Problem.

PubMed

Cai, Kaiquan; Jia, Yaoguang; Zhu, Yanbo; Xiao, Mingming

2015-01-01

Network-wide air traffic flow management (ATFM) is an effective way to alleviate demand-capacity imbalances globally and thereafter reduce airspace congestion and flight delays. The conventional ATFM models assume the capacities of airports or airspace sectors are all predetermined. However, the capacity uncertainties due to the dynamics of convective weather may make the deterministic ATFM measures impractical. This paper investigates the stochastic air traffic network flow optimization (SATNFO) problem, which is formulated as a weighted biobjective 0-1 integer programming model. In order to evaluate the effect of capacity uncertainties on ATFM, the operational risk is modeled via probabilistic risk assessment and introduced as an extra objective in SATNFO problem. Computation experiments using real-world air traffic network data associated with simulated weather data show that presented model has far less constraints compared to stochastic model with nonanticipative constraints, which means our proposed model reduces the computation complexity.

Stochastic analysis of multiphase flow in porous media: II. Numerical simulations

NASA Astrophysics Data System (ADS)

Abin, A.; Kalurachchi, J. J.; Kemblowski, M. W.; Chang, C.-M.

1996-08-01

The first paper (Chang et al., 1995b) of this two-part series described the stochastic analysis using spectral/perturbation approach to analyze steady state two-phase (water and oil) flow in a, liquid-unsaturated, three fluid-phase porous medium. In this paper, the results between the numerical simulations and closed-form expressions obtained using the perturbation approach are compared. We present the solution to the one-dimensional, steady-state oil and water flow equations. The stochastic input processes are the spatially correlated logk where k is the intrinsic permeability and the soil retention parameter, α. These solutions are subsequently used in the numerical simulations to estimate the statistical properties of the key output processes. The comparison between the results of the perturbation analysis and numerical simulations showed a good agreement between the two methods over a wide range of logk variability with three different combinations of input stochastic processes of logk and soil parameter α. The results clearly demonstrated the importance of considering the spatial variability of key subsurface properties under a variety of physical scenarios. The variability of both capillary pressure and saturation is affected by the type of input stochastic process used to represent the spatial variability. The results also demonstrated the applicability of perturbation theory in predicting the system variability and defining effective fluid properties through the ergodic assumption.

Stochastic modeling of experimental chaotic time series.

PubMed

Stemler, Thomas; Werner, Johannes P; Benner, Hartmut; Just, Wolfram

2007-01-26

Methods developed recently to obtain stochastic models of low-dimensional chaotic systems are tested in electronic circuit experiments. We demonstrate that reliable drift and diffusion coefficients can be obtained even when no excessive time scale separation occurs. Crisis induced intermittent motion can be described in terms of a stochastic model showing tunneling which is dominated by state space dependent diffusion. Analytical solutions of the corresponding Fokker-Planck equation are in excellent agreement with experimental data.

Stochastic resonance in micro/nano cantilever sensors

NASA Astrophysics Data System (ADS)

Singh, Priyanka; Yadava, R. D. S.

2018-05-01

In this paper we present a comparative study on the stochastic resonance in micro/nano cantilever resonators due to fluctuations in the fundamental frequency or the damping coefficient. Considering DC+AC electrostatic actuation in the presence of zero-mean Gaussian noise with exponential autocorrelation we analyze stochastic resonance behaviors for the frequency and the damping fluctuations separately, and compare the effects of stochastic resonance on Q-factor of the resonators for different levels of damping losses. It is found that even though the stochastic resonance occurs for both types of fluctuations, only the damping fluctuation produces right cooperative influence on the fundamental resonance that improves both the amplitude response and the quality factor of the resonator.

Momentum Maps and Stochastic Clebsch Action Principles

NASA Astrophysics Data System (ADS)

Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.

2018-01-01

We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.

Extremal flows in Wasserstein space

NASA Astrophysics Data System (ADS)

Conforti, Giovanni; Pavon, Michele

2018-06-01

We develop an intrinsic geometric approach to the calculus of variations in the Wasserstein space. We show that the flows associated with the Schrödinger bridge with general prior, with optimal mass transport, and with the Madelung fluid can all be characterized as annihilating the first variation of a suitable action. We then discuss the implications of this unified framework for stochastic mechanics: It entails, in particular, a sort of fluid-dynamic reconciliation between Bohm's and Nelson's stochastic mechanics.

Stochastic Lagrangian dynamics for charged flows in the E-F regions of ionosphere

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

Tang Wenbo; Mahalov, Alex

2013-03-15

We develop a three-dimensional numerical model for the E-F region ionosphere and study the Lagrangian dynamics for plasma flows in this region. Our interest rests on the charge-neutral interactions and the statistics associated with stochastic Lagrangian motion. In particular, we examine the organizing mixing patterns for plasma flows due to polarized gravity wave excitations in the neutral field, using Lagrangian coherent structures (LCS). LCS objectively depict the flow topology-the extracted attractors indicate generation of ionospheric density gradients, due to accumulation of plasma. Using Lagrangian measures such as the finite-time Lyapunov exponents, we locate the Lagrangian skeletons for mixing in plasma,more » hence where charged fronts are expected to appear. With polarized neutral wind, we find that the corresponding plasma velocity is also polarized. Moreover, the polarized velocity alone, coupled with stochastic Lagrangian motion, may give rise to polarized density fronts in plasma. Statistics of these trajectories indicate high level of non-Gaussianity. This includes clear signatures of variance, skewness, and kurtosis of displacements taking polarized structures aligned with the gravity waves, and being anisotropic.« less

Analysis of dispatching rules in a stochastic dynamic job shop manufacturing system with sequence-dependent setup times

NASA Astrophysics Data System (ADS)

Sharma, Pankaj; Jain, Ajai

2014-12-01

Stochastic dynamic job shop scheduling problem with consideration of sequence-dependent setup times are among the most difficult classes of scheduling problems. This paper assesses the performance of nine dispatching rules in such shop from makespan, mean flow time, maximum flow time, mean tardiness, maximum tardiness, number of tardy jobs, total setups and mean setup time performance measures viewpoint. A discrete event simulation model of a stochastic dynamic job shop manufacturing system is developed for investigation purpose. Nine dispatching rules identified from literature are incorporated in the simulation model. The simulation experiments are conducted under due date tightness factor of 3, shop utilization percentage of 90% and setup times less than processing times. Results indicate that shortest setup time (SIMSET) rule provides the best performance for mean flow time and number of tardy jobs measures. The job with similar setup and modified earliest due date (JMEDD) rule provides the best performance for makespan, maximum flow time, mean tardiness, maximum tardiness, total setups and mean setup time measures.

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE PAGES

Moon, Jae; Manuel, Lance; Churchfield, Matthew; ...

2017-12-28

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

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

Moon, Jae; Manuel, Lance; Churchfield, Matthew

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Stochastic approach for an unbiased estimation of the probability of a successful separation in conventional chromatography and sequential elution liquid chromatography.

PubMed

Ennis, Erin J; Foley, Joe P

2016-07-15

A stochastic approach was utilized to estimate the probability of a successful isocratic or gradient separation in conventional chromatography for numbers of sample components, peak capacities, and saturation factors ranging from 2 to 30, 20-300, and 0.017-1, respectively. The stochastic probabilities were obtained under conditions of (i) constant peak width ("gradient" conditions) and (ii) peak width increasing linearly with time ("isocratic/constant N" conditions). The isocratic and gradient probabilities obtained stochastically were compared with the probabilities predicted by Martin et al. [Anal. Chem., 58 (1986) 2200-2207] and Davis and Stoll [J. Chromatogr. A, (2014) 128-142]; for a given number of components and peak capacity the same trend is always observed: probability obtained with the isocratic stochastic approach

Novel patch modelling method for efficient simulation and prediction uncertainty analysis of multi-scale groundwater flow and transport processes

NASA Astrophysics Data System (ADS)

Sreekanth, J.; Moore, Catherine

2018-04-01

The application of global sensitivity and uncertainty analysis techniques to groundwater models of deep sedimentary basins are typically challenged by large computational burdens combined with associated numerical stability issues. The highly parameterized approaches required for exploring the predictive uncertainty associated with the heterogeneous hydraulic characteristics of multiple aquifers and aquitards in these sedimentary basins exacerbate these issues. A novel Patch Modelling Methodology is proposed for improving the computational feasibility of stochastic modelling analysis of large-scale and complex groundwater models. The method incorporates a nested groundwater modelling framework that enables efficient simulation of groundwater flow and transport across multiple spatial and temporal scales. The method also allows different processes to be simulated within different model scales. Existing nested model methodologies are extended by employing 'joining predictions' for extrapolating prediction-salient information from one model scale to the next. This establishes a feedback mechanism supporting the transfer of information from child models to parent models as well as parent models to child models in a computationally efficient manner. This feedback mechanism is simple and flexible and ensures that while the salient small scale features influencing larger scale prediction are transferred back to the larger scale, this does not require the live coupling of models. This method allows the modelling of multiple groundwater flow and transport processes using separate groundwater models that are built for the appropriate spatial and temporal scales, within a stochastic framework, while also removing the computational burden associated with live model coupling. The utility of the method is demonstrated by application to an actual large scale aquifer injection scheme in Australia.

Effects of plasma flows on particle diffusion in stochastic magnetic fields

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

Vlad, M.; Spineanu, F.; Misguich, J.H.

1996-07-01

The study of collisional test particle diffusion in stochastic magnetic fields is extended to include the effects of the macroscopic flows of the plasma (drifts). We show that a substantial amplification of the diffusion coefficient can be obtained. This effect is produced by the combined action of the parallel collisional velocity and of the average drifts. The perpendicular collisional velocity influences the effective diffusion only in the limit of small average drifts. {copyright} {ital 1996 The American Physical Society.}

Impact of uncertainties in free stream conditions on the aerodynamics of a rectangular cylinder

NASA Astrophysics Data System (ADS)

Mariotti, Alessandro; Shoeibi Omrani, Pejman; Witteveen, Jeroen; Salvetti, Maria Vittoria

2015-11-01

The BARC benchmark deals with the flow around a rectangular cylinder with chord-to-depth ratio equal to 5. This flow configuration is of practical interest for civil and industrial structures and it is characterized by massively separated flow and unsteadiness. In a recent review of BARC results, significant dispersion was observed both in experimental and numerical predictions of some flow quantities, which are extremely sensitive to various uncertainties, which may be present in experiments and simulations. Besides modeling and numerical errors, in simulations it is difficult to exactly reproduce the experimental conditions due to uncertainties in the set-up parameters, which sometimes cannot be exactly controlled or characterized. Probabilistic methods and URANS simulations are used to investigate the impact of the uncertainties in the following set-up parameters: the angle of incidence, the free stream longitudinal turbulence intensity and length scale. Stochastic collocation is employed to perform the probabilistic propagation of the uncertainty. The discretization and modeling errors are estimated by repeating the same analysis for different grids and turbulence models. The results obtained for different assumed PDF of the set-up parameters are also compared.

Debates - Stochastic subsurface hydrology from theory to practice: Introduction

NASA Astrophysics Data System (ADS)

Rajaram, Harihar

2016-12-01

This paper introduces the papers in the "Debates - Stochastic Subsurface Hydrology from Theory to Practice" series. Beginning in the 1970s, the field of stochastic subsurface hydrology has been an active field of research, with over 3500 journal publications, of which over 850 have appeared in Water Resources Research. We are fortunate to have insightful contributions from four groups of distinguished authors who discuss the reasons why the advanced research framework established in stochastic subsurface hydrology has not impacted the practice of groundwater flow and transport modeling and design significantly. There is reasonable consensus that a community effort aimed at developing "toolboxes" for applications of stochastic methods will make them more accessible and encourage practical applications.

Two-lane traffic-flow model with an exact steady-state solution.

PubMed

Kanai, Masahiro

2010-12-01

We propose a stochastic cellular-automaton model for two-lane traffic flow based on the misanthrope process in one dimension. The misanthrope process is a stochastic process allowing for an exact steady-state solution; hence, we have an exact flow-density diagram for two-lane traffic. In addition, we introduce two parameters that indicate, respectively, driver's driving-lane preference and passing-lane priority. Due to the additional parameters, the model shows a deviation of the density ratio for driving-lane use and a biased lane efficiency in flow. Then, a mean-field approach explicitly describes the asymmetric flow by the hop rates, the driving-lane preference, and the passing-lane priority. Meanwhile, the simulation results are in good agreement with an observational data, and we thus estimate these parameters. We conclude that the proposed model successfully produces two-lane traffic flow particularly with the driving-lane preference and the passing-lane priority.

Dimensional flow and fuzziness in quantum gravity: Emergence of stochastic spacetime

NASA Astrophysics Data System (ADS)

Calcagni, Gianluca; Ronco, Michele

2017-10-01

We show that the uncertainty in distance and time measurements found by the heuristic combination of quantum mechanics and general relativity is reproduced in a purely classical and flat multi-fractal spacetime whose geometry changes with the probed scale (dimensional flow) and has non-zero imaginary dimension, corresponding to a discrete scale invariance at short distances. Thus, dimensional flow can manifest itself as an intrinsic measurement uncertainty and, conversely, measurement-uncertainty estimates are generally valid because they rely on this universal property of quantum geometries. These general results affect multi-fractional theories, a recent proposal related to quantum gravity, in two ways: they can fix two parameters previously left free (in particular, the value of the spacetime dimension at short scales) and point towards a reinterpretation of the ultraviolet structure of geometry as a stochastic foam or fuzziness. This is also confirmed by a correspondence we establish between Nottale scale relativity and the stochastic geometry of multi-fractional models.

A novel method for unsteady flow field segmentation based on stochastic similarity of direction

NASA Astrophysics Data System (ADS)

Omata, Noriyasu; Shirayama, Susumu

2018-04-01

Recent developments in fluid dynamics research have opened up the possibility for the detailed quantitative understanding of unsteady flow fields. However, the visualization techniques currently in use generally provide only qualitative insights. A method for dividing the flow field into physically relevant regions of interest can help researchers quantify unsteady fluid behaviors. Most methods at present compare the trajectories of virtual Lagrangian particles. The time-invariant features of an unsteady flow are also frequently of interest, but the Lagrangian specification only reveals time-variant features. To address these challenges, we propose a novel method for the time-invariant spatial segmentation of an unsteady flow field. This segmentation method does not require Lagrangian particle tracking but instead quantitatively compares the stochastic models of the direction of the flow at each observed point. The proposed method is validated with several clustering tests for 3D flows past a sphere. Results show that the proposed method reveals the time-invariant, physically relevant structures of an unsteady flow.

A stochastic two-scale model for pressure-driven flow between rough surfaces

PubMed Central

Larsson, Roland; Lundström, Staffan; Wall, Peter; Almqvist, Andreas

2016-01-01

Seal surface topography typically consists of global-scale geometric features as well as local-scale roughness details and homogenization-based approaches are, therefore, readily applied. These provide for resolving the global scale (large domain) with a relatively coarse mesh, while resolving the local scale (small domain) in high detail. As the total flow decreases, however, the flow pattern becomes tortuous and this requires a larger local-scale domain to obtain a converged solution. Therefore, a classical homogenization-based approach might not be feasible for simulation of very small flows. In order to study small flows, a model allowing feasibly-sized local domains, for really small flow rates, is developed. Realization was made possible by coupling the two scales with a stochastic element. Results from numerical experiments, show that the present model is in better agreement with the direct deterministic one than the conventional homogenization type of model, both quantitatively in terms of flow rate and qualitatively in reflecting the flow pattern. PMID:27436975

What does free cash flow tell us about hospital efficiency? A stochastic frontier analysis of cost inefficiency in California hospitals.

PubMed

Pratt, William R

2010-01-01

Hospitals are facing substantial financial and economic pressure as a result of health plan payment restructuring, unfunded mandates, and other factors. This article analyzes the relationship between free cash flow (FCF) and hospital efficiency given these financial challenges. Data from 270 California hospitals were used to estimate a stochastic frontier model of hospital cost efficiency that explicitly takes into account outpatient heterogeneity. The findings indicate that hospital FCF is significantly linked to firm efficiency/inefficiency. The results indicate that higher positive cash flows are related to lower cost inefficiency, but higher negative cash flows are related to higher cost inefficiency. Thus, cash flows not only impact the ability of hospitals to meet current liabilities, they are also related to the ability of the hospitals to use resources effectively.

Stochastic transitions and jamming in granular pipe flow

NASA Astrophysics Data System (ADS)

Brand, Samuel; Ball, Robin C.; Nicodemi, Mario

2011-03-01

We study a model granular suspension driven down a channel by an embedding fluid via computer simulations. We characterize the different system flow regimes and the stochastic nature of the transitions between them. For packing fractions below a threshold ϕm, granular flow is disordered and exhibits an Ostwald-de Waele-type power-law shear-stress constitutive relation. Above ϕm, two asymptotic states exist; disordered flow can persist indefinitely, yet, in a fraction of samples, the system self-organizes in an ordered form of flow where grains move in parallel ordered layers. In the latter regime, the Ostwald-de Waele relationship breaks down and a nearly solid plug appears in the center, with linear shear regions at the boundaries. Above a higher threshold ϕg, an abrupt jamming transition is observed if ordering is avoided.

Theoretical underpinning of the single-molecule-dilution (SMD) method of direct haplotype resolution.

PubMed Central

Stephens, J C; Rogers, J; Ruano, G

1990-01-01

In a recent paper we have shown that DNA haplotypes of multiply heterozygous individuals can be resolved directly by polymerase-chain-reaction (PCR) amplification of a single molecule of genomic template. Our method (the single-molecule-dilution [SMD] method) relies on the stochastic separation of maternal and paternal alleles at high dilution. The stochasticity of separation and the potential for DNA shearing (which could separate the loci of interest) are two factors that can compromise the results of the experiment. This paper explores the consequences of these two factors and shows that the SMD method can be expected to work very reliably even in the presence of a moderate amount of DNA shearing. PMID:2339707

A statistical mechanics approach to computing rare transitions in multi-stable turbulent geophysical flows

NASA Astrophysics Data System (ADS)

Laurie, J.; Bouchet, F.

2012-04-01

Many turbulent flows undergo sporadic random transitions, after long periods of apparent statistical stationarity. For instance, paths of the Kuroshio [1], the Earth's magnetic field reversal, atmospheric flows [2], MHD experiments [3], 2D turbulence experiments [4,5], 3D flows [6] show this kind of behavior. The understanding of this phenomena is extremely difficult due to the complexity, the large number of degrees of freedom, and the non-equilibrium nature of these turbulent flows. It is however a key issue for many geophysical problems. A straightforward study of these transitions, through a direct numerical simulation of the governing equations, is nearly always impracticable. This is mainly a complexity problem, due to the large number of degrees of freedom involved for genuine turbulent flows, and the extremely long time between two transitions. In this talk, we consider two-dimensional and geostrophic turbulent models, with stochastic forces. We consider regimes where two or more attractors coexist. As an alternative to direct numerical simulation, we propose a non-equilibrium statistical mechanics approach to the computation of this phenomenon. Our strategy is based on large deviation theory [7], derived from a path integral representation of the stochastic process. Among the trajectories connecting two non-equilibrium attractors, we determine the most probable one. Moreover, we also determine the transition rates, and in which cases this most probable trajectory is a typical one. Interestingly, we prove that in the class of models we consider, a mechanism exists for diffusion over sets of connected attractors. For the type of stochastic forces that allows this diffusion, the transition between attractors is not a rare event. It is then very difficult to characterize the flow as bistable. However for another class of stochastic forces, this diffusion mechanism is prevented, and genuine bistability or multi-stability is observed. We discuss how these results are probably connected to the long debated existence of multi-stability in the atmosphere and oceans.

A stochastic tabu search algorithm to align physician schedule with patient flow.

PubMed

Niroumandrad, Nazgol; Lahrichi, Nadia

2018-06-01

In this study, we consider the pretreatment phase for cancer patients. This is defined as the period between the referral to a cancer center and the confirmation of the treatment plan. Physicians have been identified as bottlenecks in this process, and the goal is to determine a weekly cyclic schedule that improves the patient flow and shortens the pretreatment duration. High uncertainty is associated with the arrival day, profile and type of cancer of each patient. We also include physician satisfaction in the objective function. We present a MIP model for the problem and develop a tabu search algorithm, considering both deterministic and stochastic cases. Experiments show that our method compares very well to CPLEX under deterministic conditions. We describe the stochastic approach in detail and present a real application.

Anisotropic Stochastic Vortex Structure Method for Simulating Particle Collision in Turbulent Shear Flows

NASA Astrophysics Data System (ADS)

Dizaji, Farzad; Marshall, Jeffrey; Grant, John; Jin, Xing

2017-11-01

Accounting for the effect of subgrid-scale turbulence on interacting particles remains a challenge when using Reynolds-Averaged Navier Stokes (RANS) or Large Eddy Simulation (LES) approaches for simulation of turbulent particulate flows. The standard stochastic Lagrangian method for introducing turbulence into particulate flow computations is not effective when the particles interact via collisions, contact electrification, etc., since this method is not intended to accurately model relative motion between particles. We have recently developed the stochastic vortex structure (SVS) method and demonstrated its use for accurate simulation of particle collision in homogeneous turbulence; the current work presents an extension of the SVS method to turbulent shear flows. The SVS method simulates subgrid-scale turbulence using a set of randomly-positioned, finite-length vortices to generate a synthetic fluctuating velocity field. It has been shown to accurately reproduce the turbulence inertial-range spectrum and the probability density functions for the velocity and acceleration fields. In order to extend SVS to turbulent shear flows, a new inversion method has been developed to orient the vortices in order to generate a specified Reynolds stress field. The extended SVS method is validated in the present study with comparison to direct numerical simulations for a planar turbulent jet flow. This research was supported by the U.S. National Science Foundation under Grant CBET-1332472.

Front propagation and clustering in the stochastic nonlocal Fisher equation

NASA Astrophysics Data System (ADS)

Ganan, Yehuda A.; Kessler, David A.

2018-04-01

In this work, we study the problem of front propagation and pattern formation in the stochastic nonlocal Fisher equation. We find a crossover between two regimes: a steadily propagating regime for not too large interaction range and a stochastic punctuated spreading regime for larger ranges. We show that the former regime is well described by the heuristic approximation of the system by a deterministic system where the linear growth term is cut off below some critical density. This deterministic system is seen not only to give the right front velocity, but also predicts the onset of clustering for interaction kernels which give rise to stable uniform states, such as the Gaussian kernel, for sufficiently large cutoff. Above the critical cutoff, distinct clusters emerge behind the front. These same features are present in the stochastic model for sufficiently small carrying capacity. In the latter, punctuated spreading, regime, the population is concentrated on clusters, as in the infinite range case, which divide and separate as a result of the stochastic noise. Due to the finite interaction range, if a fragment at the edge of the population separates sufficiently far, it stabilizes as a new cluster, and the processes begins anew. The deterministic cutoff model does not have this spreading for large interaction ranges, attesting to its purely stochastic origins. We show that this mode of spreading has an exponentially small mean spreading velocity, decaying with the range of the interaction kernel.

Front propagation and clustering in the stochastic nonlocal Fisher equation.

PubMed

Ganan, Yehuda A; Kessler, David A

2018-04-01

In this work, we study the problem of front propagation and pattern formation in the stochastic nonlocal Fisher equation. We find a crossover between two regimes: a steadily propagating regime for not too large interaction range and a stochastic punctuated spreading regime for larger ranges. We show that the former regime is well described by the heuristic approximation of the system by a deterministic system where the linear growth term is cut off below some critical density. This deterministic system is seen not only to give the right front velocity, but also predicts the onset of clustering for interaction kernels which give rise to stable uniform states, such as the Gaussian kernel, for sufficiently large cutoff. Above the critical cutoff, distinct clusters emerge behind the front. These same features are present in the stochastic model for sufficiently small carrying capacity. In the latter, punctuated spreading, regime, the population is concentrated on clusters, as in the infinite range case, which divide and separate as a result of the stochastic noise. Due to the finite interaction range, if a fragment at the edge of the population separates sufficiently far, it stabilizes as a new cluster, and the processes begins anew. The deterministic cutoff model does not have this spreading for large interaction ranges, attesting to its purely stochastic origins. We show that this mode of spreading has an exponentially small mean spreading velocity, decaying with the range of the interaction kernel.

The exponential behavior and stabilizability of the stochastic magnetohydrodynamic equations

NASA Astrophysics Data System (ADS)

Wang, Huaqiao

2018-06-01

This paper studies the two-dimensional stochastic magnetohydrodynamic equations which are used to describe the turbulent flows in magnetohydrodynamics. The exponential behavior and the exponential mean square stability of the weak solutions are proved by the application of energy method. Furthermore, we establish the pathwise exponential stability by using the exponential mean square stability. When the stochastic perturbations satisfy certain additional hypotheses, we can also obtain pathwise exponential stability results without using the mean square stability.

Numerical considerations for Lagrangian stochastic dispersion models: Eliminating rogue trajectories, and the importance of numerical accuracy

USDA-ARS?s Scientific Manuscript database

When Lagrangian stochastic models for turbulent dispersion are applied to complex flows, some type of ad hoc intervention is almost always necessary to eliminate unphysical behavior in the numerical solution. This paper discusses numerical considerations when solving the Langevin-based particle velo...

Isolation and Characterization of Precise Dye/Dendrimer Ratios

PubMed Central

Dougherty, Casey A.; Furgal, Joseph C.; van Dongen, Mallory A.; Goodson, Theodore; Banaszak Holl, Mark M.; Manono, Janet; DiMaggio, Stassi

2014-01-01

Fluorescent dyes are commonly conjugated to nanomaterials for imaging applications using stochastic synthesis conditions that result in a Poisson distribution of dye/particle ratios and therefore a broad range of photophysical and biodistribution properties. We report the isolation and characterization of generation 5 poly(amidoamine) (G5 PAMAM) dendrimer samples containing 1, 2, 3, and 4 fluorescein (FC) or 6-carboxytetramethylrhodamine succinimidyl ester (TAMRA) dyes per polymer particle. For the fluorescein case, this was achieved by stochastically functionalizing dendrimer with a cyclooctyne `click' ligand, separation into sample containing precisely defined `click' ligand/particle ratios using reverse-phase high performance liquid chromatography (rp-HPLC), followed by reaction with excess azide-functionalized fluorescein dye. For the TAMRA samples, stochastically functionalized dendrimer was directly separated into precise dye/particle ratios using rp-HPLC. These materials were characterized using 1H and 19F NMR, rp-HPLC, UV-Vis and fluorescence spectroscopy, lifetime measurements, and MALDI. PMID:24604830

The stochastic thermodynamics of a rotating Brownian particle in a gradient flow

PubMed Central

Lan, Yueheng; Aurell, Erik

2015-01-01

We compute the entropy production engendered in the environment from a single Brownian particle which moves in a gradient flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding fluid with specific mesoscopic transport coefficients. With temperature gradient, extra terms are found which result from the nonlinear interaction between the particle and the non-equilibrated environment. The calculations are based on the fluctuation relations which relate entropy production to the probabilities of stochastic paths and carried out in a multi-time formalism. PMID:26194015

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.

Using Colored Stochastic Petri Net (CS-PN) software for protocol specification, validation, and evaluation

NASA Technical Reports Server (NTRS)

Zenie, Alexandre; Luguern, Jean-Pierre

1987-01-01

The specification, verification, validation, and evaluation, which make up the different steps of the CS-PN software are outlined. The colored stochastic Petri net software is applied to a Wound/Wait protocol decomposable into two principal modules: request or couple (transaction, granule) treatment module and wound treatment module. Each module is specified, verified, validated, and then evaluated separately, to deduce a verification, validation and evaluation of the complete protocol. The colored stochastic Petri nets tool is shown to be a natural extension of the stochastic tool, adapted to distributed systems and protocols, because the color conveniently takes into account the numerous sites, transactions, granules and messages.

Quantification of uncertainty for fluid flow in heterogeneous petroleum reservoirs

NASA Astrophysics Data System (ADS)

Zhang, Dongxiao

Detailed description of the heterogeneity of oil/gas reservoirs is needed to make performance predictions of oil/gas recovery. However, only limited measurements at a few locations are usually available. This combination of significant spatial heterogeneity with incomplete information about it leads to uncertainty about the values of reservoir properties and thus, to uncertainty in estimates of production potential. The theory of stochastic processes provides a natural method for evaluating these uncertainties. In this study, we present a stochastic analysis of transient, single phase flow in heterogeneous reservoirs. We derive general equations governing the statistical moments of flow quantities by perturbation expansions. These moments can be used to construct confidence intervals for the flow quantities (e.g., pressure and flow rate). The moment equations are deterministic and can be solved numerically with existing solvers. The proposed moment equation approach has certain advantages over the commonly used Monte Carlo approach.

Quantitative analysis of random ameboid motion

NASA Astrophysics Data System (ADS)

Bödeker, H. U.; Beta, C.; Frank, T. D.; Bodenschatz, E.

2010-04-01

We quantify random migration of the social ameba Dictyostelium discoideum. We demonstrate that the statistics of cell motion can be described by an underlying Langevin-type stochastic differential equation. An analytic expression for the velocity distribution function is derived. The separation into deterministic and stochastic parts of the movement shows that the cells undergo a damped motion with multiplicative noise. Both contributions to the dynamics display a distinct response to external physiological stimuli. The deterministic component depends on the developmental state and ambient levels of signaling substances, while the stochastic part does not.

Dynamics of the stochastic low concentration trimolecular oscillatory chemical system with jumps

NASA Astrophysics Data System (ADS)

Wei, Yongchang; Yang, Qigui

2018-06-01

This paper is devoted to discern long time dynamics through the stochastic low concentration trimolecular oscillatory chemical system with jumps. By Lyapunov technique, this system is proved to have a unique global positive solution, and the asymptotic stability in mean square of such model is further established. Moreover, the existence of random attractor and Lyapunov exponents are obtained for the stochastic homeomorphism flow generated by the corresponding global positive solution. And some numerical simulations are given to illustrate the presented results.

Stochastic fundamental diagram for probabilistic traffic flow modeling.

DOT National Transportation Integrated Search

2011-09-01

Flowing water in river, transported gas or oil in pipe, electric current in wire, moving : goods on conveyor, molecular motors in living cell, and driving vehicles on a highway are : various kinds of flow from physical or non-physical systems, yet ea...

Stochasticity and determinism in models of hematopoiesis.

PubMed

Kimmel, Marek

2014-01-01

This chapter represents a novel view of modeling in hematopoiesis, synthesizing both deterministic and stochastic approaches. Whereas the stochastic models work in situations where chance dominates, for example when the number of cells is small, or under random mutations, the deterministic models are more important for large-scale, normal hematopoiesis. New types of models are on the horizon. These models attempt to account for distributed environments such as hematopoietic niches and their impact on dynamics. Mixed effects of such structures and chance events are largely unknown and constitute both a challenge and promise for modeling. Our discussion is presented under the separate headings of deterministic and stochastic modeling; however, the connections between both are frequently mentioned. Four case studies are included to elucidate important examples. We also include a primer of deterministic and stochastic dynamics for the reader's use.

3D aquifer characterization using stochastic streamline calibration

NASA Astrophysics Data System (ADS)

Jang, Minchul

2007-03-01

In this study, a new inverse approach, stochastic streamline calibration is proposed. Using both a streamline concept and a stochastic technique, stochastic streamline calibration optimizes an identified field to fit in given observation data in a exceptionally fast and stable fashion. In the stochastic streamline calibration, streamlines are adopted as basic elements not only for describing fluid flow but also for identifying the permeability distribution. Based on the streamline-based inversion by Agarwal et al. [Agarwal B, Blunt MJ. Streamline-based method with full-physics forward simulation for history matching performance data of a North sea field. SPE J 2003;8(2):171-80], Wang and Kovscek [Wang Y, Kovscek AR. Streamline approach for history matching production data. SPE J 2000;5(4):353-62], permeability is modified rather along streamlines than at the individual gridblocks. Permeabilities in the gridblocks which a streamline passes are adjusted by being multiplied by some factor such that we can match flow and transport properties of the streamline. This enables the inverse process to achieve fast convergence. In addition, equipped with a stochastic module, the proposed technique supportively calibrates the identified field in a stochastic manner, while incorporating spatial information into the field. This prevents the inverse process from being stuck in local minima and helps search for a globally optimized solution. Simulation results indicate that stochastic streamline calibration identifies an unknown permeability exceptionally quickly. More notably, the identified permeability distribution reflected realistic geological features, which had not been achieved in the original work by Agarwal et al. with the limitations of the large modifications along streamlines for matching production data only. The constructed model by stochastic streamline calibration forecasted transport of plume which was similar to that of a reference model. By this, we can expect the proposed approach to be applied to the construction of an aquifer model and forecasting of the aquifer performances of interest.

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

Chen, Chuchu, E-mail: chenchuchu@lsec.cc.ac.cn; Hong, Jialin, E-mail: hjl@lsec.cc.ac.cn; Zhang, Liying, E-mail: lyzhang@lsec.cc.ac.cn

Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law. It is shown that the averaged energy increases linearly with respect to the evolution of time and the flow of stochastic Maxwell equations with additive noise preserves the divergence in the sense of expectation. Moreover, we propose three novel stochastic multi-symplectic methods to discretize stochastic Maxwell equations in order to investigate the preservation of these properties numerically. We make theoretical discussions and comparisons on all of the three methods to observe that all of them preserve the correspondingmore » discrete version of the averaged divergence. Meanwhile, we obtain the corresponding dissipative property of the discrete averaged energy satisfied by each method. Especially, the evolution rates of the averaged energies for all of the three methods are derived which are in accordance with the continuous case. Numerical experiments are performed to verify our theoretical results.« less

STOCHASTIC OPTICS: A SCATTERING MITIGATION FRAMEWORK FOR RADIO INTERFEROMETRIC IMAGING

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

Johnson, Michael D., E-mail: mjohnson@cfa.harvard.edu

2016-12-10

Just as turbulence in the Earth’s atmosphere can severely limit the angular resolution of optical telescopes, turbulence in the ionized interstellar medium fundamentally limits the resolution of radio telescopes. We present a scattering mitigation framework for radio imaging with very long baseline interferometry (VLBI) that partially overcomes this limitation. Our framework, “stochastic optics,” derives from a simplification of strong interstellar scattering to separate small-scale (“diffractive”) effects from large-scale (“refractive”) effects, thereby separating deterministic and random contributions to the scattering. Stochastic optics extends traditional synthesis imaging by simultaneously reconstructing an unscattered image and its refractive perturbations. Its advantages over direct imagingmore » come from utilizing the many deterministic properties of the scattering—such as the time-averaged “blurring,” polarization independence, and the deterministic evolution in frequency and time—while still accounting for the stochastic image distortions on large scales. These distortions are identified in the image reconstructions through regularization by their time-averaged power spectrum. Using synthetic data, we show that this framework effectively removes the blurring from diffractive scattering while reducing the spurious image features from refractive scattering. Stochastic optics can provide significant improvements over existing scattering mitigation strategies and is especially promising for imaging the Galactic Center supermassive black hole, Sagittarius A*, with the Global mm-VLBI Array and with the Event Horizon Telescope.« less

A stochastic model of particle dispersion in turbulent reacting gaseous environments

NASA Astrophysics Data System (ADS)

Sun, Guangyuan; Lignell, David; Hewson, John

2012-11-01

We are performing fundamental studies of dispersive transport and time-temperature histories of Lagrangian particles in turbulent reacting flows. The particle-flow statistics including the full particle temperature PDF are of interest. A challenge in modeling particle motions is the accurate prediction of fine-scale aerosol-fluid interactions. A computationally affordable stochastic modeling approach, one-dimensional turbulence (ODT), is a proven method that captures the full range of length and time scales, and provides detailed statistics of fine-scale turbulent-particle mixing and transport. Limited results of particle transport in ODT have been reported in non-reacting flow. Here, we extend ODT to particle transport in reacting flow. The results of particle transport in three flow configurations are presented: channel flow, homogeneous isotropic turbulence, and jet flames. We investigate the functional dependence of the statistics of particle-flow interactions including (1) parametric study with varying temperatures, Reynolds numbers, and particle Stokes numbers; (2) particle temperature histories and PDFs; (3) time scale and the sensitivity of initial and boundary conditions. Flow statistics are compared to both experimental measurements and DNS data.

multiUQ: An intrusive uncertainty quantification tool for gas-liquid multiphase flows

NASA Astrophysics Data System (ADS)

Turnquist, Brian; Owkes, Mark

2017-11-01

Uncertainty quantification (UQ) can improve our understanding of the sensitivity of gas-liquid multiphase flows to variability about inflow conditions and fluid properties, creating a valuable tool for engineers. While non-intrusive UQ methods (e.g., Monte Carlo) are simple and robust, the cost associated with these techniques can render them unrealistic. In contrast, intrusive UQ techniques modify the governing equations by replacing deterministic variables with stochastic variables, adding complexity, but making UQ cost effective. Our numerical framework, called multiUQ, introduces an intrusive UQ approach for gas-liquid flows, leveraging a polynomial chaos expansion of the stochastic variables: density, momentum, pressure, viscosity, and surface tension. The gas-liquid interface is captured using a conservative level set approach, including a modified reinitialization equation which is robust and quadrature free. A least-squares method is leveraged to compute the stochastic interface normal and curvature needed in the continuum surface force method for surface tension. The solver is tested by applying uncertainty to one or two variables and verifying results against the Monte Carlo approach. NSF Grant #1511325.

Modelling stock order flows with non-homogeneous intensities from high-frequency data

NASA Astrophysics Data System (ADS)

Gorshenin, Andrey K.; Korolev, Victor Yu.; Zeifman, Alexander I.; Shorgin, Sergey Ya.; Chertok, Andrey V.; Evstafyev, Artem I.; Korchagin, Alexander Yu.

2013-10-01

A micro-scale model is proposed for the evolution of such information system as the limit order book in financial markets. Within this model, the flows of orders (claims) are described by doubly stochastic Poisson processes taking account of the stochastic character of intensities of buy and sell orders that determine the price discovery mechanism. The proposed multiplicative model of stochastic intensities makes it possible to analyze the characteristics of the order flows as well as the instantaneous proportion of the forces of buyers and sellers, that is, the imbalance process, without modelling the external information background. The proposed model gives the opportunity to link the micro-scale (high-frequency) dynamics of the limit order book with the macro-scale models of stock price processes of the form of subordinated Wiener processes by means of limit theorems of probability theory and hence, to use the normal variance-mean mixture models of the corresponding heavy-tailed distributions. The approach can be useful in different areas with similar properties (e.g., in plasma physics).

Energy Optimal Path Planning: Integrating Coastal Ocean Modelling with Optimal Control

NASA Astrophysics Data System (ADS)

Subramani, D. N.; Haley, P. J., Jr.; Lermusiaux, P. F. J.

2016-02-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. To set up the energy optimization, the relative vehicle speed and headings are considered to be stochastic, and new stochastic Dynamically Orthogonal (DO) level-set equations that govern their stochastic time-optimal reachability fronts are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. The accuracy and efficiency of the DO level-set equations for solving the governing stochastic level-set reachability fronts are quantitatively assessed, including comparisons with independent semi-analytical solutions. Energy-optimal missions are studied in wind-driven barotropic quasi-geostrophic double-gyre circulations, and in realistic data-assimilative re-analyses of multiscale coastal ocean flows. The latter re-analyses are obtained from multi-resolution 2-way nested primitive-equation simulations of tidal-to-mesoscale dynamics in the Middle Atlantic Bight and Shelbreak Front region. The effects of tidal currents, strong wind events, coastal jets, and shelfbreak fronts on the energy-optimal paths are illustrated and quantified. Results showcase the opportunities for longer-duration missions that intelligently utilize the ocean environment to save energy, rigorously integrating ocean forecasting with optimal control of autonomous vehicles.

Multiscale stochastic simulations of chemical reactions with regulated scale separation

NASA Astrophysics Data System (ADS)

Koumoutsakos, Petros; Feigelman, Justin

2013-07-01

We present a coupling of multiscale frameworks with accelerated stochastic simulation algorithms for systems of chemical reactions with disparate propensities. The algorithms regulate the propensities of the fast and slow reactions of the system, using alternating micro and macro sub-steps simulated with accelerated algorithms such as τ and R-leaping. The proposed algorithms are shown to provide significant speedups in simulations of stiff systems of chemical reactions with a trade-off in accuracy as controlled by a regulating parameter. More importantly, the error of the methods exhibits a cutoff phenomenon that allows for optimal parameter choices. Numerical experiments demonstrate that hybrid algorithms involving accelerated stochastic simulations can be, in certain cases, more accurate while faster, than their corresponding stochastic simulation algorithm counterparts.

Transport of Brownian spheroidal nanoparticles in near-wall vascular flows for cancer therapy

NASA Astrophysics Data System (ADS)

Lin, Tiras Y.; Shah, Preyas N.; Smith, Bryan R.; Shaqfeh, Eric S. G.

2016-11-01

The microenvironment local to a tumor is characterized by a leaky vasculature induced by angiogenesis from tumor growth. Small pores form in the blood vessel walls, and these pores provide a pathway for cancer-ameliorating nanoparticle drug carriers. Using both simulations and microfluidics experiments, we investigate the extravasation of nanoparticles through pores. Using Brownian dynamics simulations, we evolve the stochastic equations for both point particles and finite-size spheroids of varying aspect ratio. We investigate the effect of wall shear flow and pore suction flow (Sampson flow) on the extravasation process. We consider pores of two types: physiologically relevant short pores with a length equal to the particle size and long pores which are relevant to diffusion through membranes. Additionally, we perform microfluidics experiments in which the extravasation rates of various nanoparticles tagged with fluorescent dye through pores are measured. In particular, using fluorometry we measure the flux of nanoparticles across a track-etched membrane, which separates two chambers. Our preliminary results indicate that the flux measured from experiment agrees reasonably with the simulations done with long pores, and we discuss the effect of pore length on extravasation. T.Y.L. is supported by the Department of Defense (DoD) through the National Defense Science & Engineering Graduate Fellowship (NDSEG) Program.

A probabilistic approach to quantifying spatial patterns of flow regimes and network-scale connectivity

NASA Astrophysics Data System (ADS)

Garbin, Silvia; Alessi Celegon, Elisa; Fanton, Pietro; Botter, Gianluca

2017-04-01

The temporal variability of river flow regime is a key feature structuring and controlling fluvial ecological communities and ecosystem processes. In particular, streamflow variability induced by climate/landscape heterogeneities or other anthropogenic factors significantly affects the connectivity between streams with notable implication for river fragmentation. Hydrologic connectivity is a fundamental property that guarantees species persistence and ecosystem integrity in riverine systems. In riverine landscapes, most ecological transitions are flow-dependent and the structure of flow regimes may affect ecological functions of endemic biota (i.e., fish spawning or grazing of invertebrate species). Therefore, minimum flow thresholds must be guaranteed to support specific ecosystem services, like fish migration, aquatic biodiversity and habitat suitability. In this contribution, we present a probabilistic approach aiming at a spatially-explicit, quantitative assessment of hydrologic connectivity at the network-scale as derived from river flow variability. Dynamics of daily streamflows are estimated based on catchment-scale climatic and morphological features, integrating a stochastic, physically based approach that accounts for the stochasticity of rainfall with a water balance model and a geomorphic recession flow model. The non-exceedance probability of ecologically meaningful flow thresholds is used to evaluate the fragmentation of individual stream reaches, and the ensuing network-scale connectivity metrics. A multi-dimensional Poisson Process for the stochastic generation of rainfall is used to evaluate the impact of climate signature on reach-scale and catchment-scale connectivity. The analysis shows that streamflow patterns and network-scale connectivity are influenced by the topology of the river network and the spatial variability of climatic properties (rainfall, evapotranspiration). The framework offers a robust basis for the prediction of the impact of land-use/land-cover changes and river regulation on network-scale connectivity.

Fluid Physics in a Fluctuating Acceleration Environment

NASA Technical Reports Server (NTRS)

Drolet, Francois; Vinals, Jorge

1999-01-01

Our program of research aims at developing a stochastic description of the residual acceleration field onboard spacecraft (g-jitter) to describe in quantitative detail its effect on fluid motion. Our main premise is that such a statistical description is necessary in those cases in which the characteristic time scales of the process under investigation are long compared with the correlation time of g-jitter. Although a clear separation between time scales makes this approach feasible, there remain several difficulties of practical nature: (i), g-jitter time series are not statistically stationary but rather show definite dependences on factors such as active or rest crew periods; (ii), it is very difficult to extract reliably the low frequency range of the power spectrum of the acceleration field. This range controls the magnitude of diffusive processes; and (iii), models used to date are Gaussian, but there is evidence that large amplitude disturbances occur much more frequently than a Gaussian distribution would predict. The lack of stationarity does not constitute a severe limitation in practice, since the intensity of the stochastic components changes very slowly during space missions (perhaps over times of the order of hours). A separate analysis of large amplitude disturbances has not been undertaken yet, but it does not seem difficult a priori to devise models that may describe this range better than a Gaussian distribution. The effect of low frequency components, on the other hand, is more difficult to ascertain, partly due to the difficulty associated with measuring them, and partly because they may be indistinguishable from slowly changing averages. This latter effect is further complicated by the lack of statistical stationarity of the time series. Recent work has focused on the effect of stochastic modulation on the onset of oscillatory instabilities as an example of resonant interaction between the driving acceleration and normal modes of the system, and on cavity flow as an example of how an oscillatory response under periodic driving becomes diffusive if the forcing is random instead. This paper describes three different topics that illustrate behavior that is peculiar to a stochastic acceleration field. In the first case, we show that g-jitter can induce effective attractive or repulsive forces between a pair of spherical particles that are suspended in an incompressible fluid of different density provided that the momentum diffusion length is larger than the interparticle separation (as in the case in most colloidal suspensions). Second, a stochastic modulation of the control parameter in the vicinity of a pitchfork or supercritical bifurcation is known not to affect the location of the threshold. We show, however, that resonance between the modulation and linearly stable modes close to onset can lead to a shift in threshold. Finally, we discuss the classical problem of vorticity diffusion away from a plane boundary that is being vibrated along its own plane. Periodic motion with zero average vorticity production results in an exponential decay of the vorticity away from the boundary. Random vibration, on the other hand, results in power law decay away from the boundary even if vorticity production averages to zero.

Hill functions for stochastic gene regulatory networks from master equations with split nodes and time-scale separation

NASA Astrophysics Data System (ADS)

Lipan, Ovidiu; Ferwerda, Cameron

2018-02-01

The deterministic Hill function depends only on the average values of molecule numbers. To account for the fluctuations in the molecule numbers, the argument of the Hill function needs to contain the means, the standard deviations, and the correlations. Here we present a method that allows for stochastic Hill functions to be constructed from the dynamical evolution of stochastic biocircuits with specific topologies. These stochastic Hill functions are presented in a closed analytical form so that they can be easily incorporated in models for large genetic regulatory networks. Using a repressive biocircuit as an example, we show by Monte Carlo simulations that the traditional deterministic Hill function inaccurately predicts time of repression by an order of two magnitudes. However, the stochastic Hill function was able to capture the fluctuations and thus accurately predicted the time of repression.

Evaluation of Potential Climate Change Impacts on Particle Movement in Open Channel Flow

NASA Astrophysics Data System (ADS)

Lin, E.; Tsai, C.

2014-12-01

It is important to develop a forecast model to predict the trajectory of sediment particles when extreme flow events occur. In extreme flow environments, the stochastic jump diffusion particle tracking model (SJD-PTM) can be used to model the movement of sediment particles in response to extreme events. This proposed SJD-PTM can be separated into three main parts — a drift motion, a turbulence term and a jump term due to random occurrences of extreme flow events. The study is intended to modify the jump term, which models the abrupt changes of particle position in the extreme flow environments. The frequency of extreme flow occurrences might change due to many uncertain factors such as climate change. The study attempts to use the concept of the logistic regression and the parameter of odds ratio, namely the trend magnitude to investigate the frequency change of extreme flow event occurrences and its impact on sediment particle movement. With the SJD-PTM, the ensemble mean and variance of particle trajectory can be quantified via simulations. The results show that by taking the effect of the trend magnitude into consideration, the particle position and its uncertainty may undergo a significant increase. Such findings will have many important implications to the environmental and hydraulic engineering design and planning. For instance, when the frequency of the occurrence of flow events with higher extremity increases, particles can travel further and faster downstream. It is observed that flow events with higher extremity can induce a higher degree of entrainment and particle resuspension, and consequently more significant bed and bank erosion.

Stochastic constructions of flows of rank 1

NASA Astrophysics Data System (ADS)

Prikhod'ko, A. A.

2001-12-01

Automorphisms of rank 1 appeared in the well-known papers of Chacon (1965), who constructed an example of a weakly mixing automorphism not having the strong mixing property, and Ornstein (1970), who proved the existence of mixing automorphisms without a square root. Ornstein's construction is essentially stochastic, since its parameters are chosen in a "sufficiently random manner" according to a certain random law.In the present article it is shown that mixing flows of rank 1 exist. The construction given is also stochastic and is based to a large extent on ideas in Ornstein's paper. At the same time it complements Ornstein's paper and makes it more transparent. The construction can be used also to obtain automorphisms with various approximation and statistical properties. It is established that the new examples of dynamical systems are not isomorphic to Ornstein automorphisms, that is, they are qualitatively new.

Stochastic constructions of flows of rank 1

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

Prikhod'ko, A A

2001-12-31

Automorphisms of rank 1 appeared in the well-known papers of Chacon (1965), who constructed an example of a weakly mixing automorphism not having the strong mixing property, and Ornstein (1970), who proved the existence of mixing automorphisms without a square root. Ornstein's construction is essentially stochastic, since its parameters are chosen in a 'sufficiently random manner' according to a certain random law. In the present article it is shown that mixing flows of rank 1 exist. The construction given is also stochastic and is based to a large extent on ideas in Ornstein's paper. At the same time it complementsmore » Ornstein's paper and makes it more transparent. The construction can be used also to obtain automorphisms with various approximation and statistical properties. It is established that the new examples of dynamical systems are not isomorphic to Ornstein automorphisms, that is, they are qualitatively new.« less

Linear regulator design for stochastic systems by a multiple time scales method

NASA Technical Reports Server (NTRS)

Teneketzis, D.; Sandell, N. R., Jr.

1976-01-01

A hierarchically-structured, suboptimal controller for a linear stochastic system composed of fast and slow subsystems is considered. The controller is optimal in the limit as the separation of time scales of the subsystems becomes infinite. The methodology is illustrated by design of a controller to suppress the phugoid and short period modes of the longitudinal dynamics of the F-8 aircraft.

Multi-fidelity Gaussian process regression for prediction of random fields

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

Parussini, L.; Venturi, D., E-mail: venturi@ucsc.edu; Perdikaris, P.

We propose a new multi-fidelity Gaussian process regression (GPR) approach for prediction of random fields based on observations of surrogate models or hierarchies of surrogate models. Our method builds upon recent work on recursive Bayesian techniques, in particular recursive co-kriging, and extends it to vector-valued fields and various types of covariances, including separable and non-separable ones. The framework we propose is general and can be used to perform uncertainty propagation and quantification in model-based simulations, multi-fidelity data fusion, and surrogate-based optimization. We demonstrate the effectiveness of the proposed recursive GPR techniques through various examples. Specifically, we study the stochastic Burgersmore » equation and the stochastic Oberbeck–Boussinesq equations describing natural convection within a square enclosure. In both cases we find that the standard deviation of the Gaussian predictors as well as the absolute errors relative to benchmark stochastic solutions are very small, suggesting that the proposed multi-fidelity GPR approaches can yield highly accurate results.« less

Numerical Simulation of Dispersion from Urban Greenhouse Gas Sources

NASA Astrophysics Data System (ADS)

Nottrott, Anders; Tan, Sze; He, Yonggang; Winkler, Renato

2017-04-01

Cities are characterized by complex topography, inhomogeneous turbulence, and variable pollutant source distributions. These features create a scale separation between local sources and urban scale emissions estimates known as the Grey-Zone. Modern computational fluid dynamics (CFD) techniques provide a quasi-deterministic, physically based toolset to bridge the scale separation gap between source level dynamics, local measurements, and urban scale emissions inventories. CFD has the capability to represent complex building topography and capture detailed 3D turbulence fields in the urban boundary layer. This presentation discusses the application of OpenFOAM to urban CFD simulations of natural gas leaks in cities. OpenFOAM is an open source software for advanced numerical simulation of engineering and environmental fluid flows. When combined with free or low cost computer aided drawing and GIS, OpenFOAM generates a detailed, 3D representation of urban wind fields. OpenFOAM was applied to model scalar emissions from various components of the natural gas distribution system, to study the impact of urban meteorology on mobile greenhouse gas measurements. The numerical experiments demonstrate that CH4 concentration profiles are highly sensitive to the relative location of emission sources and buildings. Sources separated by distances of 5-10 meters showed significant differences in vertical dispersion of plumes, due to building wake effects. The OpenFOAM flow fields were combined with an inverse, stochastic dispersion model to quantify and visualize the sensitivity of point sensors to upwind sources in various built environments. The Boussinesq approximation was applied to investigate the effects of canopy layer temperature gradients and convection on sensor footprints.

Stochastic modeling of mode interactions via linear parabolized stability equations

NASA Astrophysics Data System (ADS)

Ran, Wei; Zare, Armin; Hack, M. J. Philipp; Jovanovic, Mihailo

2017-11-01

Low-complexity approximations of the Navier-Stokes equations have been widely used in the analysis of wall-bounded shear flows. In particular, the parabolized stability equations (PSE) and Floquet theory have been employed to capture the evolution of primary and secondary instabilities in spatially-evolving flows. We augment linear PSE with Floquet analysis to formally treat modal interactions and the evolution of secondary instabilities in the transitional boundary layer via a linear progression. To this end, we leverage Floquet theory by incorporating the primary instability into the base flow and accounting for different harmonics in the flow state. A stochastic forcing is introduced into the resulting linear dynamics to model the effect of nonlinear interactions on the evolution of modes. We examine the H-type transition scenario to demonstrate how our approach can be used to model nonlinear effects and capture the growth of the fundamental and subharmonic modes observed in direct numerical simulations and experiments.

Numerical methods for the weakly compressible Generalized Langevin Model in Eulerian reference frame

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

Azarnykh, Dmitrii, E-mail: d.azarnykh@tum.de; Litvinov, Sergey; Adams, Nikolaus A.

2016-06-01

A well established approach for the computation of turbulent flow without resolving all turbulent flow scales is to solve a filtered or averaged set of equations, and to model non-resolved scales by closures derived from transported probability density functions (PDF) for velocity fluctuations. Effective numerical methods for PDF transport employ the equivalence between the Fokker–Planck equation for the PDF and a Generalized Langevin Model (GLM), and compute the PDF by transporting a set of sampling particles by GLM (Pope (1985) [1]). The natural representation of GLM is a system of stochastic differential equations in a Lagrangian reference frame, typically solvedmore » by particle methods. A representation in a Eulerian reference frame, however, has the potential to significantly reduce computational effort and to allow for the seamless integration into a Eulerian-frame numerical flow solver. GLM in a Eulerian frame (GLMEF) formally corresponds to the nonlinear fluctuating hydrodynamic equations derived by Nakamura and Yoshimori (2009) [12]. Unlike the more common Landau–Lifshitz Navier–Stokes (LLNS) equations these equations are derived from the underdamped Langevin equation and are not based on a local equilibrium assumption. Similarly to LLNS equations the numerical solution of GLMEF requires special considerations. In this paper we investigate different numerical approaches to solving GLMEF with respect to the correct representation of stochastic properties of the solution. We find that a discretely conservative staggered finite-difference scheme, adapted from a scheme originally proposed for turbulent incompressible flow, in conjunction with a strongly stable (for non-stochastic PDE) Runge–Kutta method performs better for GLMEF than schemes adopted from those proposed previously for the LLNS. We show that equilibrium stochastic fluctuations are correctly reproduced.« less

Bus-based park-and-ride system: a stochastic model on multimodal network with congestion pricing schemes

NASA Astrophysics Data System (ADS)

Liu, Zhiyuan; Meng, Qiang

2014-05-01

This paper focuses on modelling the network flow equilibrium problem on a multimodal transport network with bus-based park-and-ride (P&R) system and congestion pricing charges. The multimodal network has three travel modes: auto mode, transit mode and P&R mode. A continuously distributed value-of-time is assumed to convert toll charges and transit fares to time unit, and the users' route choice behaviour is assumed to follow the probit-based stochastic user equilibrium principle with elastic demand. These two assumptions have caused randomness to the users' generalised travel times on the multimodal network. A comprehensive network framework is first defined for the flow equilibrium problem with consideration of interactions between auto flows and transit (bus) flows. Then, a fixed-point model with unique solution is proposed for the equilibrium flows, which can be solved by a convergent cost averaging method. Finally, the proposed methodology is tested by a network example.

Adaptive hybrid simulations for multiscale stochastic reaction networks

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

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such amore » partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.« less

Adaptive hybrid simulations for multiscale stochastic reaction networks.

PubMed

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such a partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.

Weighted Flow Algorithms (WFA) for stochastic particle coagulation

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

DeVille, R.E.L., E-mail: rdeville@illinois.edu; Riemer, N., E-mail: nriemer@illinois.edu; West, M., E-mail: mwest@illinois.edu

2011-09-20

Stochastic particle-resolved methods are a useful way to compute the time evolution of the multi-dimensional size distribution of atmospheric aerosol particles. An effective approach to improve the efficiency of such models is the use of weighted computational particles. Here we introduce particle weighting functions that are power laws in particle size to the recently-developed particle-resolved model PartMC-MOSAIC and present the mathematical formalism of these Weighted Flow Algorithms (WFA) for particle coagulation and growth. We apply this to an urban plume scenario that simulates a particle population undergoing emission of different particle types, dilution, coagulation and aerosol chemistry along a Lagrangianmore » trajectory. We quantify the performance of the Weighted Flow Algorithm for number and mass-based quantities of relevance for atmospheric sciences applications.« less

Weighted Flow Algorithms (WFA) for stochastic particle coagulation

NASA Astrophysics Data System (ADS)

DeVille, R. E. L.; Riemer, N.; West, M.

2011-09-01

Stochastic particle-resolved methods are a useful way to compute the time evolution of the multi-dimensional size distribution of atmospheric aerosol particles. An effective approach to improve the efficiency of such models is the use of weighted computational particles. Here we introduce particle weighting functions that are power laws in particle size to the recently-developed particle-resolved model PartMC-MOSAIC and present the mathematical formalism of these Weighted Flow Algorithms (WFA) for particle coagulation and growth. We apply this to an urban plume scenario that simulates a particle population undergoing emission of different particle types, dilution, coagulation and aerosol chemistry along a Lagrangian trajectory. We quantify the performance of the Weighted Flow Algorithm for number and mass-based quantities of relevance for atmospheric sciences applications.

Interkinetic nuclear migration and basal tethering facilitates post-mitotic daughter separation in intestinal organoids

PubMed Central

Carroll, Thomas D.; Langlands, Alistair J.; Osborne, James M.; Newton, Ian P.; Appleton, Paul L.

2017-01-01

ABSTRACT Homeostasis of renewing tissues requires balanced proliferation, differentiation and movement. This is particularly important in the intestinal epithelium where lineage tracing suggests that stochastic differentiation choices are intricately coupled to the position of a cell relative to a niche. To determine how position is achieved, we followed proliferating cells in intestinal organoids and discovered that the behaviour of mitotic sisters predicted long-term positioning. We found that, normally, 70% of sisters remain neighbours, while 30% lose contact and separate after cytokinesis. These post-mitotic placements predict longer term differences in positions assumed by sisters: adjacent sisters reach similar positions over time; in a pair of separating sisters, one remains close to its birthplace while the other is displaced upward. Computationally modelling crypt dynamics confirmed that post-mitotic separation leads to sisters reaching different compartments. We show that interkinetic nuclear migration, cell size and asymmetric tethering by a process extending from the basal side of cells contribute to separations. These processes are altered in adenomatous polyposis coli (Apc) mutant epithelia where separation is lost. We conclude that post-mitotic placement contributes to stochastic niche exit and, when defective, supports the clonal expansion of Apc mutant cells. PMID:28982714

A Stochastic Version of the Noether Theorem

NASA Astrophysics Data System (ADS)

González Lezcano, Alfredo; Cabo Montes de Oca, Alejandro

2018-06-01

A stochastic version of the Noether theorem is derived for systems under the action of external random forces. The concept of moment generating functional is employed to describe the symmetry of the stochastic forces. The theorem is applied to two kinds of random covariant forces. One of them generated in an electrodynamic way and the other is defined in the rest frame of the particle as a function of the proper time. For both of them, it is shown the conservation of the mean value of a random drift momentum. The validity of the theorem makes clear that random systems can produce causal stochastic correlations between two faraway separated systems, that had interacted in the past. In addition possible connections of the discussion with the Ives Couder's experimental results are remarked.

Stochastic modelling of intermittency.

PubMed

Stemler, Thomas; Werner, Johannes P; Benner, Hartmut; Just, Wolfram

2010-01-13

Recently, methods have been developed to model low-dimensional chaotic systems in terms of stochastic differential equations. We tested such methods in an electronic circuit experiment. We aimed to obtain reliable drift and diffusion coefficients even without a pronounced time-scale separation of the chaotic dynamics. By comparing the analytical solutions of the corresponding Fokker-Planck equation with experimental data, we show here that crisis-induced intermittency can be described in terms of a stochastic model which is dominated by state-space-dependent diffusion. Further on, we demonstrate and discuss some limits of these modelling approaches using numerical simulations. This enables us to state a criterion that can be used to decide whether a stochastic model will capture the essential features of a given time series. This journal is © 2010 The Royal Society

Plant uprooting by flow as a fatigue mechanical process

NASA Astrophysics Data System (ADS)

Perona, Paolo; Edmaier, Katharina; Crouzy, Benoît

2015-04-01

In river corridors, plant uprooting by flow mostly occurs as a delayed process where flow erosion first causes root exposure until residual anchoring balances hydrodynamic forces on the part of the plant that is exposed to the stream. Because a given plant exposure time to the action of the stream is needed before uprooting occurs (time-to-uprooting), this uprooting mechanism has been denominated Type II, in contrast to Type I, which mostly affect early stage seedlings and is rather instantaneous. In this work, we propose a stochastic framework that describes a (deterministic) mechanical fatigue process perturbed by a (stochastic) process noise, where collapse occurs after a given exposure time. We test the model using the experimental data of Edmaier (2014) and Edmaier et al. (submitted), who investigated vegetation uprooting by flow in the limit of low plant stem-to-sediment size ratio by inducing parallel riverbed erosion within an experimental flume. We first identify the proper timescale and lengthscale for rescaling the model. Then, we show that it describes well all the empirical cumulative distribution functions (cdf) of time-to-uprooting obtained under constant riverbed erosion rate and assuming additive gaussian process noise. By this mean, we explore the level of determinism and stochasticity affecting the time-to-uprooting for Avena sativa in relation to root anchoring and flow drag forces. We eventually ascribe the overall dynamics of the Type II uprooting mechanism to the memory of the plant-soil system that is stored by root anchoring, and discuss related implications thereof. References Edmaier, K., Uprooting mechansims of juvenile vegetation by flow erosion, Ph.D. thesis, EPFL, 2014. Edmaier, K., Crouzy, B. and P. Perona. Experimental characterization of vegetation uprooting by flow. J. of Geophys. Res. - Biogeosci., submitted

Stochastic flux freezing and magnetic dynamo.

PubMed

Eyink, Gregory L

2011-05-01

Magnetic flux conservation in turbulent plasmas at high magnetic Reynolds numbers is argued neither to hold in the conventional sense nor to be entirely broken, but instead to be valid in a statistical sense associated to the "spontaneous stochasticity" of Lagrangian particle trajectories. The latter phenomenon is due to the explosive separation of particles undergoing turbulent Richardson diffusion, which leads to a breakdown of Laplacian determinism for classical dynamics. Empirical evidence is presented for spontaneous stochasticity, including numerical results. A Lagrangian path-integral approach is then exploited to establish stochastic flux freezing for resistive hydromagnetic equations and to argue, based on the properties of Richardson diffusion, that flux conservation must remain stochastic at infinite magnetic Reynolds number. An important application of these results is the kinematic, fluctuation dynamo in nonhelical, incompressible turbulence at magnetic Prandtl number (Pr(m)) equal to unity. Numerical results on the Lagrangian dynamo mechanisms by a stochastic particle method demonstrate a strong similarity between the Pr(m)=1 and 0 dynamos. Stochasticity of field-line motion is an essential ingredient of both. Finally, some consequences for nonlinear magnetohydrodynamic turbulence, dynamo, and reconnection are briefly considered. © 2011 American Physical Society

Stochastic simulation of enzyme-catalyzed reactions with disparate timescales.

PubMed

Barik, Debashis; Paul, Mark R; Baumann, William T; Cao, Yang; Tyson, John J

2008-10-01

Many physiological characteristics of living cells are regulated by protein interaction networks. Because the total numbers of these protein species can be small, molecular noise can have significant effects on the dynamical properties of a regulatory network. Computing these stochastic effects is made difficult by the large timescale separations typical of protein interactions (e.g., complex formation may occur in fractions of a second, whereas catalytic conversions may take minutes). Exact stochastic simulation may be very inefficient under these circumstances, and methods for speeding up the simulation without sacrificing accuracy have been widely studied. We show that the "total quasi-steady-state approximation" for enzyme-catalyzed reactions provides a useful framework for efficient and accurate stochastic simulations. The method is applied to three examples: a simple enzyme-catalyzed reaction where enzyme and substrate have comparable abundances, a Goldbeter-Koshland switch, where a kinase and phosphatase regulate the phosphorylation state of a common substrate, and coupled Goldbeter-Koshland switches that exhibit bistability. Simulations based on the total quasi-steady-state approximation accurately capture the steady-state probability distributions of all components of these reaction networks. In many respects, the approximation also faithfully reproduces time-dependent aspects of the fluctuations. The method is accurate even under conditions of poor timescale separation.

Using Temporal Correlations and Full Distributions to Separate Intrinsic and Extrinsic Fluctuations in Biological Systems

NASA Astrophysics Data System (ADS)

Hilfinger, Andreas; Chen, Mark; Paulsson, Johan

2012-12-01

Studies of stochastic biological dynamics typically compare observed fluctuations to theoretically predicted variances, sometimes after separating the intrinsic randomness of the system from the enslaving influence of changing environments. But variances have been shown to discriminate surprisingly poorly between alternative mechanisms, while for other system properties no approaches exist that rigorously disentangle environmental influences from intrinsic effects. Here, we apply the theory of generalized random walks in random environments to derive exact rules for decomposing time series and higher statistics, rather than just variances. We show for which properties and for which classes of systems intrinsic fluctuations can be analyzed without accounting for extrinsic stochasticity and vice versa. We derive two independent experimental methods to measure the separate noise contributions and show how to use the additional information in temporal correlations to detect multiplicative effects in dynamical systems.

Diffusive processes in a stochastic magnetic field

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

Wang, H.; Vlad, M.; Vanden Eijnden, E.

1995-05-01

The statistical representation of a fluctuating (stochastic) magnetic field configuration is studied in detail. The Eulerian correlation functions of the magnetic field are determined, taking into account all geometrical constraints: these objects form a nondiagonal matrix. The Lagrangian correlations, within the reasonable Corrsin approximation, are reduced to a single scalar function, determined by an integral equation. The mean square perpendicular deviation of a geometrical point moving along a perturbed field line is determined by a nonlinear second-order differential equation. The separation of neighboring field lines in a stochastic magnetic field is studied. We find exponentiation lengths of both signs describing,more » in particular, a decay (on the average) of any initial anisotropy. The vanishing sum of these exponentiation lengths ensures the existence of an invariant which was overlooked in previous works. Next, the separation of a particle`s trajectory from the magnetic field line to which it was initially attached is studied by a similar method. Here too an initial phase of exponential separation appears. Assuming the existence of a final diffusive phase, anomalous diffusion coefficients are found for both weakly and strongly collisional limits. The latter is identical to the well known Rechester-Rosenbluth coefficient, which is obtained here by a more quantitative (though not entirely deductive) treatment than in earlier works.« less

Stochastic methods for analysis of power flow in electric networks

NASA Astrophysics Data System (ADS)

1982-09-01

The modeling and effects of probabilistic behavior on steady state power system operation were analyzed. A solution to the steady state network flow equations which adhere both to Kirchoff's Laws and probabilistic laws, using either combinatorial or functional approximation techniques was obtained. The development of sound techniques for producing meaningful data to serve as input is examined. Electric demand modeling, equipment failure analysis, and algorithm development are investigated. Two major development areas are described: a decomposition of stochastic processes which gives stationarity, ergodicity, and even normality; and a powerful surrogate probability approach using proportions of time which allows the calculation of joint events from one dimensional probability spaces.

Stochastic analysis of particle movement over a dune bed

USGS Publications Warehouse

Lee, Baum K.; Jobson, Harvey E.

1977-01-01

Stochastic models are available that can be used to predict the transport and dispersion of bed-material sediment particles in an alluvial channel. These models are based on the proposition that the movement of a single bed-material sediment particle consists of a series of steps of random length separated by rest periods of random duration and, therefore, application of the models requires a knowledge of the probability distributions of the step lengths, the rest periods, the elevation of particle deposition, and the elevation of particle erosion. The procedure was tested by determining distributions from bed profiles formed in a large laboratory flume with a coarse sand as the bed material. The elevation of particle deposition and the elevation of particle erosion can be considered to be identically distributed, and their distribution can be described by either a ' truncated Gaussian ' or a ' triangular ' density function. The conditional probability distribution of the rest period given the elevation of particle deposition closely followed the two-parameter gamma distribution. The conditional probability distribution of the step length given the elevation of particle erosion and the elevation of particle deposition also closely followed the two-parameter gamma density function. For a given flow, the scale and shape parameters describing the gamma probability distributions can be expressed as functions of bed-elevation. (Woodard-USGS)

Cash transportation vehicle routing and scheduling under stochastic travel times

NASA Astrophysics Data System (ADS)

Yan, Shangyao; Wang, Sin-Siang; Chang, Yu-Hsuan

2014-03-01

Stochastic disturbances occurring in real-world operations could have a significant influence on the planned routing and scheduling results of cash transportation vehicles. In this study, a time-space network flow technique is utilized to construct a cash transportation vehicle routing and scheduling model incorporating stochastic travel times. In addition, to help security carriers to formulate more flexible routes and schedules, a concept of the similarity of time and space for vehicle routing and scheduling is incorporated into the model. The test results show that the model could be useful for security carriers in actual practice.

Effect of monthly areal rainfall uncertainty on streamflow simulation

NASA Astrophysics Data System (ADS)

Ndiritu, J. G.; Mkhize, N.

2017-08-01

Areal rainfall is mostly obtained from point rainfall measurements that are sparsely located and several studies have shown that this results in large areal rainfall uncertainties at the daily time step. However, water resources assessment is often carried out a monthly time step and streamflow simulation is usually an essential component of this assessment. This study set out to quantify monthly areal rainfall uncertainties and assess their effect on streamflow simulation. This was achieved by; i) quantifying areal rainfall uncertainties and using these to generate stochastic monthly areal rainfalls, and ii) finding out how the quality of monthly streamflow simulation and streamflow variability change if stochastic areal rainfalls are used instead of historic areal rainfalls. Tests on monthly rainfall uncertainty were carried out using data from two South African catchments while streamflow simulation was confined to one of them. A non-parametric model that had been applied at a daily time step was used for stochastic areal rainfall generation and the Pitman catchment model calibrated using the SCE-UA optimizer was used for streamflow simulation. 100 randomly-initialised calibration-validation runs using 100 stochastic areal rainfalls were compared with 100 runs obtained using the single historic areal rainfall series. By using 4 rain gauges alternately to obtain areal rainfall, the resulting differences in areal rainfall averaged to 20% of the mean monthly areal rainfall and rainfall uncertainty was therefore highly significant. Pitman model simulations obtained coefficient of efficiencies averaging 0.66 and 0.64 in calibration and validation using historic rainfalls while the respective values using stochastic areal rainfalls were 0.59 and 0.57. Average bias was less than 5% in all cases. The streamflow ranges using historic rainfalls averaged to 29% of the mean naturalised flow in calibration and validation and the respective average ranges using stochastic monthly rainfalls were 86 and 90% of the mean naturalised streamflow. In calibration, 33% of the naturalised flow located within the streamflow ranges with historic rainfall simulations and using stochastic rainfalls increased this to 66%. In validation the respective percentages of naturalised flows located within the simulated streamflow ranges were 32 and 72% respectively. The analysis reveals that monthly areal rainfall uncertainty is significant and incorporating it into streamflow simulation would add validity to the results.

Particle-laden weakly swirling free jets: Measurements and predictions. Ph.D. Thesis - Pennsylvania State Univ.

NASA Technical Reports Server (NTRS)

Bulzan, Daniel L.

1988-01-01

A theoretical and experimental investigation of particle-laden, weakly swirling, turbulent free jets was conducted. Glass particles, having a Sauter mean diameter of 39 microns, with a standard deviation of 15 microns, were used. A single loading ratio (the mass flow rate of particles per unit mass flow rate of air) of 0.2 was used in the experiments. Measurements are reported for three swirl numbers, ranging from 0 to 0.33. The measurements included mean and fluctuating velocities of both phases, and particle mass flux distributions. Measurements were also completed for single-phase non-swirling and swirling jets, as baselines. Measurements were compared with predictions from three types of multiphase flow analysis, as follows: (1) locally homogeneous flow (LHF) where slip between the phases was neglected; (2) deterministic separated flow (DSF), where slip was considered but effects of turbulence/particle interactions were neglected; and (3) stochastic separated flow (SSF), where effects of both interphase slip and turbulence/particle interactions were considered using random sampling for turbulence properties in conjunction with random-walk computations for particle motion. Single-phase weakly swirling jets were considered first. Predictions using a standard k-epsilon turbulence model, as well as two versions modified to account for effects of streamline curvature, were compared with measurements. Predictions using a streamline curvature modification based on the flux Richardson number gave better agreement with measurements for the single-phase swirling jets than the standard k-epsilon model. For the particle-laden jets, the LHF and DSF models did not provide very satisfactory predictions. The LHF model generally overestimated the rate of decay of particle mean axial and angular velocities with streamwise distance, and predicted particle mass fluxes also showed poor agreement with measurements, due to the assumption of no-slip between phases. The DSF model also performed quite poorly for predictions of particle mass flux because turbulent dispersion of the particles was neglected. The SSF model, which accounts for both particle inertia and turbulent dispersion of the particles, yielded reasonably good predictions throughout the flow field for the particle-laden jets.

Divergence instability of pipes conveying fluid with uncertain flow velocity

NASA Astrophysics Data System (ADS)

Rahmati, Mehdi; Mirdamadi, Hamid Reza; Goli, Sareh

2018-02-01

This article deals with investigation of probabilistic stability of pipes conveying fluid with stochastic flow velocity in time domain. As a matter of fact, this study has focused on the randomness effects of flow velocity on stability of pipes conveying fluid while most of research efforts have only focused on the influences of deterministic parameters on the system stability. The Euler-Bernoulli beam and plug flow theory are employed to model pipe structure and internal flow, respectively. In addition, flow velocity is considered as a stationary random process with Gaussian distribution. Afterwards, the stochastic averaging method and Routh's stability criterion are used so as to investigate the stability conditions of system. Consequently, the effects of boundary conditions, viscoelastic damping, mass ratio, and elastic foundation on the stability regions are discussed. Results delineate that the critical mean flow velocity decreases by increasing power spectral density (PSD) of the random velocity. Moreover, by increasing PSD from zero, the type effects of boundary condition and presence of elastic foundation are diminished, while the influences of viscoelastic damping and mass ratio could increase. Finally, to have a more applicable study, regression analysis is utilized to develop design equations and facilitate further analyses for design purposes.

Hidden imperfect synchronization of wall turbulence.

PubMed

Tardu, Sedat F

2010-03-01

Instantaneous amplitude and phase concept emerging from analytical signal formulation is applied to the wavelet coefficients of streamwise velocity fluctuations in the buffer layer of a near wall turbulent flow. Experiments and direct numerical simulations show both the existence of long periods of inert zones wherein the local phase is constant. These regions are separated by random phase jumps. The local amplitude is globally highly intermittent, but not in the phase locked regions wherein it varies smoothly. These behaviors are reminiscent of phase synchronization phenomena observed in stochastic chaotic systems. The lengths of the constant phase inert (laminar) zones reveal a type I intermittency behavior, in concordance with saddle-node bifurcation, and the periodic orbits of saddle nature recently identified in Couette turbulence. The imperfect synchronization is related to the footprint of coherent Reynolds shear stress producing eddies convecting in the low buffer.

Detecting Abnormal Vehicular Dynamics at Intersections Based on an Unsupervised Learning Approach and a Stochastic Model

PubMed Central

Jiménez-Hernández, Hugo; González-Barbosa, Jose-Joel; Garcia-Ramírez, Teresa

2010-01-01

This investigation demonstrates an unsupervised approach for modeling traffic flow and detecting abnormal vehicle behaviors at intersections. In the first stage, the approach reveals and records the different states of the system. These states are the result of coding and grouping the historical motion of vehicles as long binary strings. In the second stage, using sequences of the recorded states, a stochastic graph model based on a Markovian approach is built. A behavior is labeled abnormal when current motion pattern cannot be recognized as any state of the system or a particular sequence of states cannot be parsed with the stochastic model. The approach is tested with several sequences of images acquired from a vehicular intersection where the traffic flow and duration used in connection with the traffic lights are continuously changed throughout the day. Finally, the low complexity and the flexibility of the approach make it reliable for use in real time systems. PMID:22163616

Detecting abnormal vehicular dynamics at intersections based on an unsupervised learning approach and a stochastic model.

PubMed

Jiménez-Hernández, Hugo; González-Barbosa, Jose-Joel; Garcia-Ramírez, Teresa

2010-01-01

This investigation demonstrates an unsupervised approach for modeling traffic flow and detecting abnormal vehicle behaviors at intersections. In the first stage, the approach reveals and records the different states of the system. These states are the result of coding and grouping the historical motion of vehicles as long binary strings. In the second stage, using sequences of the recorded states, a stochastic graph model based on a Markovian approach is built. A behavior is labeled abnormal when current motion pattern cannot be recognized as any state of the system or a particular sequence of states cannot be parsed with the stochastic model. The approach is tested with several sequences of images acquired from a vehicular intersection where the traffic flow and duration used in connection with the traffic lights are continuously changed throughout the day. Finally, the low complexity and the flexibility of the approach make it reliable for use in real time systems.

Predator-prey model for the self-organization of stochastic oscillators in dual populations

NASA Astrophysics Data System (ADS)

Moradi, Sara; Anderson, Johan; Gürcan, Ozgür D.

2015-12-01

A predator-prey model of dual populations with stochastic oscillators is presented. A linear cross-coupling between the two populations is introduced following the coupling between the motions of a Wilberforce pendulum in two dimensions: one in the longitudinal and the other in torsional plain. Within each population a Kuramoto-type competition between the phases is assumed. Thus, the synchronization state of the whole system is controlled by these two types of competitions. The results of the numerical simulations show that by adding the linear cross-coupling interactions predator-prey oscillations between the two populations appear, which results in self-regulation of the system by a transfer of synchrony between the two populations. The model represents several important features of the dynamical interplay between the drift wave and zonal flow turbulence in magnetically confined plasmas, and a novel interpretation of the coupled dynamics of drift wave-zonal flow turbulence using synchronization of stochastic oscillator is discussed.

A stochastic asymptotic-preserving scheme for a kinetic-fluid model for disperse two-phase flows with uncertainty

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

Jin, Shi, E-mail: sjin@wisc.edu; Institute of Natural Sciences, School of Mathematical Science, MOELSEC and SHL-MAC, Shanghai Jiao Tong University, Shanghai 200240; Shu, Ruiwen, E-mail: rshu2@math.wisc.edu

In this paper we consider a kinetic-fluid model for disperse two-phase flows with uncertainty. We propose a stochastic asymptotic-preserving (s-AP) scheme in the generalized polynomial chaos stochastic Galerkin (gPC-sG) framework, which allows the efficient computation of the problem in both kinetic and hydrodynamic regimes. The s-AP property is proved by deriving the equilibrium of the gPC version of the Fokker–Planck operator. The coefficient matrices that arise in a Helmholtz equation and a Poisson equation, essential ingredients of the algorithms, are proved to be positive definite under reasonable and mild assumptions. The computation of the gPC version of a translation operatormore » that arises in the inversion of the Fokker–Planck operator is accelerated by a spectrally accurate splitting method. Numerical examples illustrate the s-AP property and the efficiency of the gPC-sG method in various asymptotic regimes.« less

Stochastic flux analysis of chemical reaction networks

PubMed Central

2013-01-01

Background Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. Results We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. Conclusions We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network. PMID:24314153

Stochastic flux analysis of chemical reaction networks.

PubMed

Kahramanoğulları, Ozan; Lynch, James F

2013-12-07

Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network.

Coupled Effects of non-Newtonian Rheology and Aperture Variability on Flow in a Single Fracture

NASA Astrophysics Data System (ADS)

Di Federico, V.; Felisa, G.; Lauriola, I.; Longo, S.

2017-12-01

Modeling of non-Newtonian flow in fractured media is essential in hydraulic fracturing and drilling operations, EOR, environmental remediation, and to understand magma intrusions. An important step in the modeling effort is a detailed understanding of flow in a single fracture, as the fracture aperture is spatially variable. A large bibliography exists on Newtonian and non-Newtonian flow in variable aperture fractures. Ultimately, stochastic or deterministic modeling leads to the flowrate under a given pressure gradient as a function of the parameters describing the aperture variability and the fluid rheology. Typically, analytical or numerical studies are performed adopting a power-law (Oswald-de Waele) model. Yet the power-law model, routinely used e.g. for hydro-fracturing modeling, does not characterize real fluids at low and high shear rates. A more appropriate rheological model is provided by e.g. the four-parameter Carreau constitutive equation, which is in turn approximated by the more tractable truncated power-law model. Moreover, fluids of interest may exhibit yield stress, which requires the Bingham or Herschel-Bulkely model. This study employs different rheological models in the context of flow in variable aperture fractures, with the aim of understanding the coupled effect of rheology and aperture spatial variability with a simplified model. The aperture variation, modeled within a stochastic or deterministic framework, is taken to be one-dimensional and i) perpendicular; ii) parallel to the flow direction; for stochastic modeling, the influence of different distribution functions is examined. Results for the different rheological models are compared with those obtained for the pure power-law. The adoption of the latter model leads to overestimation of the flowrate, more so for large aperture variability. The presence of yield stress also induces significant changes in the resulting flowrate for assigned external pressure gradient.

The role of stochastic storms on hillslope runoff generation and connectivity in a dryland basin

NASA Astrophysics Data System (ADS)

Michaelides, K.; Singer, M. B.; Mudd, S. M.

2016-12-01

Despite low annual rainfall, dryland basins can generate significant surface runoff during certain rainstorms, which can cause flash flooding and high rates of erosion. However, it remains challenging to anticipate the nature and frequency of runoff generation in hydrological systems which are driven by spatially and temporally stochastic rainstorms. In particular, the stochasticity of rainfall presents challenges to simulating the hydrological response of dryland basins and understanding flow connectivity from hillslopes to the channel. Here we simulate hillslope runoff generation using rainfall characteristics produced by a simple stochastic rainfall generator, which is based on a rich rainfall dataset from the Walnut Gulch Experimental Watershed (WGEW) in Arizona, USA. We assess hillslope runoff generation using the hydrological model, COUP2D, driven by a subset of characteristic output from multiple ensembles of decadal monsoonal rainfall from the stochastic rainfall generator. The rainfall generator operates across WGEW by simulating storms with areas smaller than the basin and enables explicit characterization of rainfall characteristics at any location. We combine the characteristics of rainfall intensity and duration with data on rainstorm area and location to model the surface runoff properties (depth, velocity, duration, distance downslope) on a range of hillslopes within the basin derived from LiDAR analysis. We also analyze connectivity of flow from hillslopes to the channel for various combinations of hillslopes and storms. This approach provides a framework for understanding spatial and temporal dynamics of runoff generation and connectivity that is faithful to the hydrological characteristics of dryland environments.

Automated Flight Routing Using Stochastic Dynamic Programming

NASA Technical Reports Server (NTRS)

Ng, Hok K.; Morando, Alex; Grabbe, Shon

2010-01-01

Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

Estimated monthly streamflows for selected locations on the Kabul and Logar Rivers, Aynak copper, cobalt, and chromium area of interest, Afghanistan, 1951-2010

USGS Publications Warehouse

Vining, Kevin C.; Vecchia, Aldo V.

2014-01-01

The U.S. Geological Survey, in cooperation with the U.S. Department of Defense Task Force for Business and Stability Operations, used the stochastic monthly water-balance model and existing climate data to estimate monthly streamflows for 1951–2010 for selected streamgaging stations located within the Aynak copper, cobalt, and chromium area of interest in Afghanistan. The model used physically based, nondeterministic methods to estimate the monthly volumetric water-balance components of a watershed. A comparison of estimated and recorded monthly streamflows for the streamgaging stations Kabul River at Maidan and Kabul River at Tangi-Saidan indicated that the stochastic water-balance model was able to provide satisfactory estimates of monthly streamflows for high-flow months and low-flow months even though withdrawals for irrigation likely occurred. A comparison of estimated and recorded monthly streamflows for the streamgaging stations Logar River at Shekhabad and Logar River at Sangi-Naweshta also indicated that the stochastic water-balance model was able to provide reasonable estimates of monthly streamflows for the high-flow months; however, for the upstream streamgaging station, the model overestimated monthly streamflows during periods when summer irrigation withdrawals likely occurred. Results from the stochastic water-balance model indicate that the model should be able to produce satisfactory estimates of monthly streamflows for locations along the Kabul and Logar Rivers. This information could be used by Afghanistan authorities to make decisions about surface-water resources for the Aynak copper, cobalt, and chromium area of interest.

Stochastic Cell Fate Progression in Embryonic Stem Cells

NASA Astrophysics Data System (ADS)

Zou, Ling-Nan; Doyle, Adele; Jang, Sumin; Ramanathan, Sharad

2013-03-01

Studies on the directed differentiation of embryonic stem (ES) cells suggest that some early developmental decisions may be stochastic in nature. To identify the sources of this stochasticity, we analyzed the heterogeneous expression of key transcription factors in single ES cells as they adopt distinct germ layer fates. We find that under sufficiently stringent signaling conditions, the choice of lineage is unambiguous. ES cells flow into differentiated fates via diverging paths, defined by sequences of transitional states that exhibit characteristic co-expression of multiple transcription factors. These transitional states have distinct responses to morphogenic stimuli; by sequential exposure to multiple signaling conditions, ES cells are steered towards specific fates. However, the rate at which cells travel down a developmental path is stochastic: cells exposed to the same signaling condition for the same amount of time can populate different states along the same path. The heterogeneity of cell states seen in our experiments therefore does not reflect the stochastic selection of germ layer fates, but the stochastic rate of progression along a chosen developmental path. Supported in part by the Jane Coffin Childs Fund

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.

Extreme-Scale Stochastic Particle Tracing for Uncertain Unsteady Flow Analysis

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

Guo, Hanqi; He, Wenbin; Seo, Sangmin

2016-11-13

We present an efficient and scalable solution to estimate uncertain transport behaviors using stochastic flow maps (SFM,) for visualizing and analyzing uncertain unsteady flows. SFM computation is extremely expensive because it requires many Monte Carlo runs to trace densely seeded particles in the flow. We alleviate the computational cost by decoupling the time dependencies in SFMs so that we can process adjacent time steps independently and then compose them together for longer time periods. Adaptive refinement is also used to reduce the number of runs for each location. We then parallelize over tasks—packets of particles in our design—to achieve highmore » efficiency in MPI/thread hybrid programming. Such a task model also enables CPU/GPU coprocessing. We show the scalability on two supercomputers, Mira (up to 1M Blue Gene/Q cores) and Titan (up to 128K Opteron cores and 8K GPUs), that can trace billions of particles in seconds.« less

Simulating immiscible multi-phase flow and wetting with 3D stochastic rotation dynamics (SRD)

NASA Astrophysics Data System (ADS)

Hiller, Thomas; Sanchez de La Lama, Marta; Herminghaus, Stephan; Brinkmann, Martin

2013-11-01

We use a variant of the mesoscopic particle method stochastic rotation dynamics (SRD) to simulate immiscible multi-phase flow on the pore and sub-pore scale in three dimensions. As an extension to the multi-color SRD method, first proposed by Inoue et al., we present an implementation that accounts for complex wettability on heterogeneous surfaces. In order to demonstrate the versatility of this algorithm, we consider immiscible two-phase flow through a model porous medium (disordered packing of spherical beads) where the substrate exhibits different spatial wetting patterns. We show that these patterns have a significant effect on the interface dynamics. Furthermore, the implementation of angular momentum conservation into the SRD algorithm allows us to extent the applicability of SRD also to micro-fluidic systems. It is now possible to study e.g. the internal flow behaviour of a droplet depending on the driving velocity of the surrounding bulk fluid or the splitting of droplets by an obstacle.

Application of an NLME-Stochastic Deconvolution Approach to Level A IVIVC Modeling.

PubMed

Kakhi, Maziar; Suarez-Sharp, Sandra; Shepard, Terry; Chittenden, Jason

2017-07-01

Stochastic deconvolution is a parameter estimation method that calculates drug absorption using a nonlinear mixed-effects model in which the random effects associated with absorption represent a Wiener process. The present work compares (1) stochastic deconvolution and (2) numerical deconvolution, using clinical pharmacokinetic (PK) data generated for an in vitro-in vivo correlation (IVIVC) study of extended release (ER) formulations of a Biopharmaceutics Classification System class III drug substance. The preliminary analysis found that numerical and stochastic deconvolution yielded superimposable fraction absorbed (F abs ) versus time profiles when supplied with exactly the same externally determined unit impulse response parameters. In a separate analysis, a full population-PK/stochastic deconvolution was applied to the clinical PK data. Scenarios were considered in which immediate release (IR) data were either retained or excluded to inform parameter estimation. The resulting F abs profiles were then used to model level A IVIVCs. All the considered stochastic deconvolution scenarios, and numerical deconvolution, yielded on average similar results with respect to the IVIVC validation. These results could be achieved with stochastic deconvolution without recourse to IR data. Unlike numerical deconvolution, this also implies that in crossover studies where certain individuals do not receive an IR treatment, their ER data alone can still be included as part of the IVIVC analysis. Published by Elsevier Inc.

Hybrid approaches for multiple-species stochastic reaction–diffusion models

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

Spill, Fabian, E-mail: fspill@bu.edu; Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139; Guerrero, Pilar

2015-10-15

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and smallmore » in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.« less

Multiscale Data Assimilation

DTIC Science & Technology

2014-09-30

good test 3 case to study the multiscale data assimilation capabilities of our GMM-DO filter. We also performed stochastic simulations with our DO...Morakot and internal tides. The ignorance score and Kullback - Leibler divergence were employed to measure the skill of the multiscale pdf forecasts...read off from the posterior of the augmented state vector. We implemented this new smoother and tested it using a 2D-in-space stochastic flow exiting

Mapping of the stochastic Lotka-Volterra model to models of population genetics and game theory

NASA Astrophysics Data System (ADS)

Constable, George W. A.; McKane, Alan J.

2017-08-01

The relationship between the M -species stochastic Lotka-Volterra competition (SLVC) model and the M -allele Moran model of population genetics is explored via timescale separation arguments. When selection for species is weak and the population size is large but finite, precise conditions are determined for the stochastic dynamics of the SLVC model to be mappable to the neutral Moran model, the Moran model with frequency-independent selection, and the Moran model with frequency-dependent selection (equivalently a game-theoretic formulation of the Moran model). We demonstrate how these mappings can be used to calculate extinction probabilities and the times until a species' extinction in the SLVC model.

Stochastic phase segregation on surfaces

PubMed Central

Gera, Prerna

2017-01-01

Phase separation and coarsening is a phenomenon commonly seen in binary physical and chemical systems that occur in nature. Often, thermal fluctuations, modelled as stochastic noise, are present in the system and the phase segregation process occurs on a surface. In this work, the segregation process is modelled via the Cahn–Hilliard–Cook model, which is a fourth-order parabolic stochastic system. Coarsening is analysed on two sample surfaces: a unit sphere and a dumbbell. On both surfaces, a statistical analysis of the growth rate is performed, and the influence of noise level and mobility is also investigated. For the spherical interface, it is also shown that a lognormal distribution fits the growth rate well. PMID:28878994

Communication: Limitations of the stochastic quasi-steady-state approximation in open biochemical reaction networks

NASA Astrophysics Data System (ADS)

Thomas, Philipp; Straube, Arthur V.; Grima, Ramon

2011-11-01

It is commonly believed that, whenever timescale separation holds, the predictions of reduced chemical master equations obtained using the stochastic quasi-steady-state approximation are in very good agreement with the predictions of the full master equations. We use the linear noise approximation to obtain a simple formula for the relative error between the predictions of the two master equations for the Michaelis-Menten reaction with substrate input. The reduced approach is predicted to overestimate the variance of the substrate concentration fluctuations by as much as 30%. The theoretical results are validated by stochastic simulations using experimental parameter values for enzymes involved in proteolysis, gluconeogenesis, and fermentation.

Motion estimation under location uncertainty for turbulent fluid flows

NASA Astrophysics Data System (ADS)

Cai, Shengze; Mémin, Etienne; Dérian, Pierre; Xu, Chao

2018-01-01

In this paper, we propose a novel optical flow formulation for estimating two-dimensional velocity fields from an image sequence depicting the evolution of a passive scalar transported by a fluid flow. This motion estimator relies on a stochastic representation of the flow allowing to incorporate naturally a notion of uncertainty in the flow measurement. In this context, the Eulerian fluid flow velocity field is decomposed into two components: a large-scale motion field and a small-scale uncertainty component. We define the small-scale component as a random field. Subsequently, the data term of the optical flow formulation is based on a stochastic transport equation, derived from the formalism under location uncertainty proposed in Mémin (Geophys Astrophys Fluid Dyn 108(2):119-146, 2014) and Resseguier et al. (Geophys Astrophys Fluid Dyn 111(3):149-176, 2017a). In addition, a specific regularization term built from the assumption of constant kinetic energy involves the very same diffusion tensor as the one appearing in the data transport term. Opposite to the classical motion estimators, this enables us to devise an optical flow method dedicated to fluid flows in which the regularization parameter has now a clear physical interpretation and can be easily estimated. Experimental evaluations are presented on both synthetic and real world image sequences. Results and comparisons indicate very good performance of the proposed formulation for turbulent flow motion estimation.

Design flow duration curves for environmental flows estimation in Damodar River Basin, India

NASA Astrophysics Data System (ADS)

Verma, Ravindra Kumar; Murthy, Shankar; Verma, Sangeeta; Mishra, Surendra Kumar

2017-06-01

In this study, environmental flows (EFs) are estimated for six watersheds of Damodar River Basin (DRB) using flow duration curve (FDC) derived using two approaches: (a) period of record and (b) stochastic approaches for daily, 7-, 30-, 60-day moving averages, and 7-daily mean annual flows observed at Tenughat dam, Konar dam, Maithon dam, Panchet dam, Damodar bridge, Burnpur during 1981-2010 and at Phusro during 1988-2010. For stochastic FDCs, 7-day FDCs for 10, 20-, 50- and 100-year return periods were derived for extraction of discharge values at every 5% probability of exceedance. FDCs derived using the first approach show high probability of exceedance (5-75%) for the same discharge values. Furthermore, discharge values of 60-day mean are higher than those derived using daily, 7-, and 30-day mean values. The discharge values of 95% probability of exceedance (Q95) derived from 7Q10 (ranges from 2.04 to 5.56 cumec) and 7Q100 (ranges from 3.4 to 31.48 cumec) FDCs using the second approach are found more appropriate as EFs during drought/low flow and normal precipitation years.

Robust stochastic Turing patterns in the development of a one-dimensional cyanobacterial organism.

PubMed

Di Patti, Francesca; Lavacchi, Laura; Arbel-Goren, Rinat; Schein-Lubomirsky, Leora; Fanelli, Duccio; Stavans, Joel

2018-05-01

Under nitrogen deprivation, the one-dimensional cyanobacterial organism Anabaena sp. PCC 7120 develops patterns of single, nitrogen-fixing cells separated by nearly regular intervals of photosynthetic vegetative cells. We study a minimal, stochastic model of developmental patterns in Anabaena that includes a nondiffusing activator, two diffusing inhibitor morphogens, demographic fluctuations in the number of morphogen molecules, and filament growth. By tracking developing filaments, we provide experimental evidence for different spatiotemporal roles of the two inhibitors during pattern maintenance and for small molecular copy numbers, justifying a stochastic approach. In the deterministic limit, the model yields Turing patterns within a region of parameter space that shrinks markedly as the inhibitor diffusivities become equal. Transient, noise-driven, stochastic Turing patterns are produced outside this region, which can then be fixed by downstream genetic commitment pathways, dramatically enhancing the robustness of pattern formation, also in the biologically relevant situation in which the inhibitors' diffusivities may be comparable.

Recent progress in the joint velocity-scalar PDF method

NASA Technical Reports Server (NTRS)

Anand, M. S.

1995-01-01

This viewgraph presentation discusses joint velocity-scalar PDF method; turbulent combustion modeling issues for gas turbine combustors; PDF calculations for a recirculating flow; stochastic dissipation model; joint PDF calculations for swirling flows; spray calculations; reduced kinetics/manifold methods; parallel processing; and joint PDF focus areas.

Multilevel Monte Carlo for two phase flow and Buckley–Leverett transport in random heterogeneous porous media

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

Müller, Florian, E-mail: florian.mueller@sam.math.ethz.ch; Jenny, Patrick, E-mail: jenny@ifd.mavt.ethz.ch; Meyer, Daniel W., E-mail: meyerda@ethz.ch

2013-10-01

Monte Carlo (MC) is a well known method for quantifying uncertainty arising for example in subsurface flow problems. Although robust and easy to implement, MC suffers from slow convergence. Extending MC by means of multigrid techniques yields the multilevel Monte Carlo (MLMC) method. MLMC has proven to greatly accelerate MC for several applications including stochastic ordinary differential equations in finance, elliptic stochastic partial differential equations and also hyperbolic problems. In this study, MLMC is combined with a streamline-based solver to assess uncertain two phase flow and Buckley–Leverett transport in random heterogeneous porous media. The performance of MLMC is compared tomore » MC for a two dimensional reservoir with a multi-point Gaussian logarithmic permeability field. The influence of the variance and the correlation length of the logarithmic permeability on the MLMC performance is studied.« less

Short Term Rain Prediction For Sustainability of Tanks in the Tropic Influenced by Shadow Rains

NASA Astrophysics Data System (ADS)

Suresh, S.

2007-07-01

Rainfall and flow prediction, adapting the Venkataraman single time series approach and Wiener multiple time series approach were conducted for Aralikottai tank system, and Kothamangalam tank system, Tamilnadu, India. The results indicated that the raw prediction of daily values is closer to actual values than trend identified predictions. The sister seasonal time series were more amenable for prediction than whole parent time series. Venkataraman single time approach was more suited for rainfall prediction. Wiener approach proved better for daily prediction of flow based on rainfall. The major conclusion is that the sister seasonal time series of rain and flow have their own identities even though they form part of the whole parent time series. Further studies with other tropical small watersheds are necessary to establish this unique characteristic of independent but not exclusive behavior of seasonal stationary stochastic processes as compared to parent non stationary stochastic processes.

Stochastic collocation using Kronrod-Patterson-Hermite quadrature with moderate delay for subsurface flow and transport

NASA Astrophysics Data System (ADS)

Liao, Q.; Tchelepi, H.; Zhang, D.

2015-12-01

Uncertainty quantification aims at characterizing the impact of input parameters on the output responses and plays an important role in many areas including subsurface flow and transport. In this study, a sparse grid collocation approach, which uses a nested Kronrod-Patterson-Hermite quadrature rule with moderate delay for Gaussian random parameters, is proposed to quantify the uncertainty of model solutions. The conventional stochastic collocation method serves as a promising non-intrusive approach and has drawn a great deal of interests. The collocation points are usually chosen to be Gauss-Hermite quadrature nodes, which are naturally unnested. The Kronrod-Patterson-Hermite nodes are shown to be more efficient than the Gauss-Hermite nodes due to nestedness. We propose a Kronrod-Patterson-Hermite rule with moderate delay to further improve the performance. Our study demonstrates the effectiveness of the proposed method for uncertainty quantification through subsurface flow and transport examples.

Investigating the Structures of Turbulence in a Multi-Stream, Rectangular, Supersonic Jet

NASA Astrophysics Data System (ADS)

Magstadt, Andrew S.

Supersonic flight has become a standard for military aircraft, and is being seriously reconsidered for commercial applications. Engine technologies, enabling increased mission capabilities and vehicle performance, have evolved nozzles into complex geometries with intricate flow features. These engineering solutions have advanced at a faster rate than the understanding of the flow physics, however. The full consequences of the flow are thus not known, and using predictive tools becomes exceedingly difficult. Additionally, the increasing velocities associated with supersonic flight exacerbate the preexisting jet noise problem, which has troubled the engineering community for nearly 65 years. Even in the simplest flows, the full consequences of turbulence, e.g. noise production, are not fully understood. For composite flows, the fluid mechanics and acoustic properties have been studied even less sufficiently. Before considering the aeroacoustic problem, the development, structure, and evolution of the turbulent flow-field must be considered. This has prompted an investigation into the compressible flow of a complex nozzle. Experimental evidence is sought to explain the stochastic processes of the turbulent flow issuing from a complex geometry. Before considering the more complicated configuration, an experimental campaign of an axisymmetric jet is conducted. The results from this study are presented, and guide research of the primary flow under investigation. The design of a nozzle representative of future engine technologies is then discussed. Characteristics of this multi-stream rectangular supersonic nozzle are studied via time-resolved schlieren imaging, stereo PIV measurements, dynamic pressure transducers, and far-field acoustics. Experiments are carried out in the anechoic chamber at Syracuse University, and focus primarily on the flow-field. An extensive data set is generated, which reveals a detailed view of a very complex flow. Shear, shock waves, unequal entrainment, compressibility, and geometric features of the nozzle heavily influence the development of this jet plume. In the far-field, the acoustic radiation is found to be highly directional. Noise spectra contain high-frequency tonal signatures, and relations to the turbulent structures are made in an effort to explain the physics responsible for such acoustic generation. Analysis of the flow is made possible by the carefully planned experiments. By acquiring a large number of simultaneous data points, the stochastic processes are studied through statistical approaches. First- and second-order moments are used to describe the steady-state behavior of the flow. The wide array of sensors used in the tests allows for cross-moments to be computed, which provide evidence linking different phenomena. Proper orthogonal decomposition (POD) is used to separate flow-field quantities into temporal and spatial pieces, which are then further utilized in conjunction with other sensors. Through these methods, a high-frequency instability is discovered in the near-field of the jet, which pervades the flow-field and propagates ubiquitously throughout the acoustic domain. Additionally, the complex shock structure is found to play a vital role in redistributing disturbances throughout the flow. Finally, several POD modes in the side shear layer of the jet are found to be correlated with acoustic production.

A simplified model to evaluate the effect of fluid rheology on non-Newtonian flow in variable aperture fractures

NASA Astrophysics Data System (ADS)

Felisa, Giada; Ciriello, Valentina; Longo, Sandro; Di Federico, Vittorio

2017-04-01

Modeling of non-Newtonian flow in fractured media is essential in hydraulic fracturing operations, largely used for optimal exploitation of oil, gas and thermal reservoirs. Complex fluids interact with pre-existing rock fractures also during drilling operations, enhanced oil recovery, environmental remediation, and other natural phenomena such as magma and sand intrusions, and mud volcanoes. A first step in the modeling effort is a detailed understanding of flow in a single fracture, as the fracture aperture is typically spatially variable. A large bibliography exists on Newtonian flow in single, variable aperture fractures. Ultimately, stochastic modeling of aperture variability at the single fracture scale leads to determination of the flowrate under a given pressure gradient as a function of the parameters describing the variability of the aperture field and the fluid rheological behaviour. From the flowrate, a flow, or 'hydraulic', aperture can then be derived. The equivalent flow aperture for non-Newtonian fluids of power-law nature in single, variable aperture fractures has been obtained in the past both for deterministic and stochastic variations. Detailed numerical modeling of power-law fluid flow in a variable aperture fracture demonstrated that pronounced channelization effects are associated to a nonlinear fluid rheology. The availability of an equivalent flow aperture as a function of the parameters describing the fluid rheology and the aperture variability is enticing, as it allows taking their interaction into account when modeling flow in fracture networks at a larger scale. A relevant issue in non-Newtonian fracture flow is the rheological nature of the fluid. The constitutive model routinely used for hydro-fracturing modeling is the simple, two-parameter power-law. Yet this model does not characterize real fluids at low and high shear rates, as it implies, for shear-thinning fluids, an apparent viscosity which becomes unbounded for zero shear rate and tends to zero for infinite shear rate. On the contrary, the four-parameter Carreau constitutive equation includes asymptotic values of the apparent viscosity at those limits; in turn, the Carreau rheological equation is well approximated by the more tractable truncated power-law model. Results for flow of such fluids between parallel walls are already available. This study extends the adoption of the truncated power-law model to variable aperture fractures, with the aim of understanding the joint influence of rheology and aperture spatial variability. The aperture variation, modeled within a stochastic or deterministic framework, is taken to be one-dimensional and perpendicular to the flow direction; for stochastic modeling, the influence of different distribution functions is examined. Results are then compared with those obtained for pure power-law fluids for different combinations of model parameters. It is seen that the adoption of the pure power law model leads to significant overestimation of the flowrate with respect to the truncated model, more so for large external pressure gradient and/or aperture variability.

Stochastic differential equations and turbulent dispersion

NASA Technical Reports Server (NTRS)

Durbin, P. A.

1983-01-01

Aspects of the theory of continuous stochastic processes that seem to contribute to an understanding of turbulent dispersion are introduced and the theory and philosophy of modelling turbulent transport is emphasized. Examples of eddy diffusion examined include shear dispersion, the surface layer, and channel flow. Modeling dispersion with finite-time scale is considered including the Langevin model for homogeneous turbulence, dispersion in nonhomogeneous turbulence, and the asymptotic behavior of the Langevin model for nonhomogeneous turbulence.

Disentangling the stochastic behavior of complex time series

NASA Astrophysics Data System (ADS)

Anvari, Mehrnaz; Tabar, M. Reza Rahimi; Peinke, Joachim; Lehnertz, Klaus

2016-10-01

Complex systems involving a large number of degrees of freedom, generally exhibit non-stationary dynamics, which can result in either continuous or discontinuous sample paths of the corresponding time series. The latter sample paths may be caused by discontinuous events - or jumps - with some distributed amplitudes, and disentangling effects caused by such jumps from effects caused by normal diffusion processes is a main problem for a detailed understanding of stochastic dynamics of complex systems. Here we introduce a non-parametric method to address this general problem. By means of a stochastic dynamical jump-diffusion modelling, we separate deterministic drift terms from different stochastic behaviors, namely diffusive and jumpy ones, and show that all of the unknown functions and coefficients of this modelling can be derived directly from measured time series. We demonstrate appli- cability of our method to empirical observations by a data-driven inference of the deterministic drift term and of the diffusive and jumpy behavior in brain dynamics from ten epilepsy patients. Particularly these different stochastic behaviors provide extra information that can be regarded valuable for diagnostic purposes.

Qualitative modeling of normal blood coagulation and its pathological states using stochastic activity networks.

PubMed

Mounts, W M; Liebman, M N

1997-07-01

We have developed a method for representing biological pathways and simulating their behavior based on the use of stochastic activity networks (SANs). SANs, an extension of the original Petri net, have been used traditionally to model flow systems including data-communications networks and manufacturing processes. We apply the methodology to the blood coagulation cascade, a biological flow system, and present the representation method as well as results of simulation studies based on published experimental data. In addition to describing the dynamic model, we also present the results of its utilization to perform simulations of clinical states including hemophilia's A and B as well as sensitivity analysis of individual factors and their impact on thrombin production.

Stochastic Theory for the Clustering of Rapidly Settling, Low-Inertia Particle Pairs in Isotropic Turbulence - I

NASA Astrophysics Data System (ADS)

Gupta, Vijay; Rani, Sarma; Koch, Donald

2017-11-01

A stochastic theory is developed to predict the Radial Distribution Function (RDF) of monodisperse, rapidly settling, low-inertia particle pairs in isotropic turbulence. The theory is based on approximating the turbulent flow in a reference frame following an aerosol particle as a locally linear velocity field. In the first version of the theory (referred to as T1), the fluid velocity gradient tensor ``seen'' by the primary aerosol particle is further assumed to be Gaussian. Analytical closures are then derived for the drift and diffusive fluxes controling the RDF, in the asymptotic limits of small particle Stokes number (St =τp /τη << 1), and large dimensionless settling velocity (Sv = gτp /uη >> 1). It is seen that the RDF for rapidly settling pairs has an inverse power dependency on pair separation r with an exponent, c1, that is proportional to St2 . However, the c1 predicted by T1 for Sv >> 1 particles is higher than the c1 of even non-settling (Sv = 0) particles obtained from DNS of particle-laden isotropic turbulence. Thus, the Gaussian velocity gradient in T1 leads to the unphysical effect that gravity enhances pair clustering. To address this inconsistency, a second version (T2) was developed. Funding from the CBET Division of the National Science Foundation is gratefully acknowledged.

Stochastic modeling of neurobiological time series: Power, coherence, Granger causality, and separation of evoked responses from ongoing activity

NASA Astrophysics Data System (ADS)

Chen, Yonghong; Bressler, Steven L.; Knuth, Kevin H.; Truccolo, Wilson A.; Ding, Mingzhou

2006-06-01

In this article we consider the stochastic modeling of neurobiological time series from cognitive experiments. Our starting point is the variable-signal-plus-ongoing-activity model. From this model a differentially variable component analysis strategy is developed from a Bayesian perspective to estimate event-related signals on a single trial basis. After subtracting out the event-related signal from recorded single trial time series, the residual ongoing activity is treated as a piecewise stationary stochastic process and analyzed by an adaptive multivariate autoregressive modeling strategy which yields power, coherence, and Granger causality spectra. Results from applying these methods to local field potential recordings from monkeys performing cognitive tasks are presented.

Unsteady three-dimensional flow separation

NASA Technical Reports Server (NTRS)

Hui, W. H.

1988-01-01

A concise mathematical framework is constructed to study the topology of steady 3-D separated flows of an incompressible, or a compressible viscous fluid. Flow separation is defined by the existence of a stream surface which intersects with the body surface. The line of separation is itself a skin-friction line. Flow separation is classified as being either regular or singular, depending respectively on whether the line of separation contains only a finite number of singular points or is a singular line of the skin-friction field. The special cases of 2-D and axisymmetric flow separation are shown to be of singular type. In regular separation it is shown that a line of separation originates from a saddle point of separation of the skin-friction field and ends at nodal points of separation. Unsteady flow separation is defined relative to a coordinate system fixed to the body surface. It is shown that separation of an unsteady 3-D incompressible viscous flow at time t, when viewed from such a frame of reference, is topologically the same as that of the fictitious steady flow obtained by freezing the unsteady flow at the instant t. Examples are given showing effects of various forms of flow unsteadiness on flow separation.

The slow-scale linear noise approximation: an accurate, reduced stochastic description of biochemical networks under timescale separation conditions

PubMed Central

2012-01-01

Background It is well known that the deterministic dynamics of biochemical reaction networks can be more easily studied if timescale separation conditions are invoked (the quasi-steady-state assumption). In this case the deterministic dynamics of a large network of elementary reactions are well described by the dynamics of a smaller network of effective reactions. Each of the latter represents a group of elementary reactions in the large network and has associated with it an effective macroscopic rate law. A popular method to achieve model reduction in the presence of intrinsic noise consists of using the effective macroscopic rate laws to heuristically deduce effective probabilities for the effective reactions which then enables simulation via the stochastic simulation algorithm (SSA). The validity of this heuristic SSA method is a priori doubtful because the reaction probabilities for the SSA have only been rigorously derived from microscopic physics arguments for elementary reactions. Results We here obtain, by rigorous means and in closed-form, a reduced linear Langevin equation description of the stochastic dynamics of monostable biochemical networks in conditions characterized by small intrinsic noise and timescale separation. The slow-scale linear noise approximation (ssLNA), as the new method is called, is used to calculate the intrinsic noise statistics of enzyme and gene networks. The results agree very well with SSA simulations of the non-reduced network of elementary reactions. In contrast the conventional heuristic SSA is shown to overestimate the size of noise for Michaelis-Menten kinetics, considerably under-estimate the size of noise for Hill-type kinetics and in some cases even miss the prediction of noise-induced oscillations. Conclusions A new general method, the ssLNA, is derived and shown to correctly describe the statistics of intrinsic noise about the macroscopic concentrations under timescale separation conditions. The ssLNA provides a simple and accurate means of performing stochastic model reduction and hence it is expected to be of widespread utility in studying the dynamics of large noisy reaction networks, as is common in computational and systems biology. PMID:22583770

Stochastic model for simulating Souris River Basin precipitation, evapotranspiration, and natural streamflow

USGS Publications Warehouse

Kolars, Kelsey A.; Vecchia, Aldo V.; Ryberg, Karen R.

2016-02-24

The Souris River Basin is a 61,000-square-kilometer basin in the Provinces of Saskatchewan and Manitoba and the State of North Dakota. In May and June of 2011, record-setting rains were seen in the headwater areas of the basin. Emergency spillways of major reservoirs were discharging at full or nearly full capacity, and extensive flooding was seen in numerous downstream communities. To determine the probability of future extreme floods and droughts, the U.S. Geological Survey, in cooperation with the North Dakota State Water Commission, developed a stochastic model for simulating Souris River Basin precipitation, evapotranspiration, and natural (unregulated) streamflow. Simulations from the model can be used in future studies to simulate regulated streamflow, design levees, and other structures; and to complete economic cost/benefit analyses.Long-term climatic variability was analyzed using tree-ring chronologies to hindcast precipitation to the early 1700s and compare recent wet and dry conditions to earlier extreme conditions. The extended precipitation record was consistent with findings from the Devils Lake and Red River of the North Basins (southeast of the Souris River Basin), supporting the idea that regional climatic patterns for many centuries have consisted of alternating wet and dry climate states.A stochastic climate simulation model for precipitation, temperature, and potential evapotranspiration for the Souris River Basin was developed using recorded meteorological data and extended precipitation records provided through tree-ring analysis. A significant climate transition was seen around1970, with 1912–69 representing a dry climate state and 1970–2011 representing a wet climate state. Although there were some distinct subpatterns within the basin, the predominant differences between the two states were higher spring through early fall precipitation and higher spring potential evapotranspiration for the wet compared to the dry state.A water-balance model was developed for simulating monthly natural (unregulated) mean streamflow based on precipitation, temperature, and potential evapotranspiration at select streamflow-gaging stations. The model was calibrated using streamflow data from the U.S. Geological Survey and Environment Canada, along with natural (unregulated) streamflow data from the U.S. Army Corps of Engineers. Correlation coefficients between simulated and natural (unregulated) flows generally were high (greater than 0.8), and the seasonal means and standard deviations of the simulated flows closely matched the means and standard deviations of the natural (unregulated) flows. After calibrating the model for a monthly time step, monthly streamflow for each subbasin was disaggregated into three values per month, or an approximately 10-day time step, and a separate routing model was developed for simulating 10-day streamflow for downstream gages.The stochastic climate simulation model for precipitation, temperature, and potential evapotranspiration was combined with the water-balance model to simulate potential future sequences of 10-day mean streamflow for each of the streamflow-gaging station locations. Flood risk, as determined by equilibrium flow-frequency distributions for the dry (1912–69) and wet (1970–2011) climate states, was considerably higher for the wet state compared to the dry state. Future flood risk will remain high until the wet climate state ends, and for several years after that, because there may be a long lag-time between the return of drier conditions and the onset of a lower soil-moisture storage equilibrium.

A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

NASA Astrophysics Data System (ADS)

Babaee, Hessam; Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em

2017-09-01

We develop a new robust methodology for the stochastic Navier-Stokes equations based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) methods [1-3]. Both approaches are variants of a generalized Karhunen-Loève (KL) expansion in which both the stochastic coefficients and the spatial basis evolve according to system dynamics, hence, capturing the low-dimensional structure of the solution. The DO and BO formulations are mathematically equivalent [3], but they exhibit computationally complimentary properties. Specifically, the BO formulation may fail due to crossing of the eigenvalues of the covariance matrix, while both BO and DO become unstable when there is a high condition number of the covariance matrix or zero eigenvalues. To this end, we combine the two methods into a robust hybrid framework and in addition we employ a pseudo-inverse technique to invert the covariance matrix. The robustness of the proposed method stems from addressing the following issues in the DO/BO formulation: (i) eigenvalue crossing: we resolve the issue of eigenvalue crossing in the BO formulation by switching to the DO near eigenvalue crossing using the equivalence theorem and switching back to BO when the distance between eigenvalues is larger than a threshold value; (ii) ill-conditioned covariance matrix: we utilize a pseudo-inverse strategy to invert the covariance matrix; (iii) adaptivity: we utilize an adaptive strategy to add/remove modes to resolve the covariance matrix up to a threshold value. In particular, we introduce a soft-threshold criterion to allow the system to adapt to the newly added/removed mode and therefore avoid repetitive and unnecessary mode addition/removal. When the total variance approaches zero, we show that the DO/BO formulation becomes equivalent to the evolution equation of the Optimally Time-Dependent modes [4]. We demonstrate the capability of the proposed methodology with several numerical examples, namely (i) stochastic Burgers equation: we analyze the performance of the method in the presence of eigenvalue crossing and zero eigenvalues; (ii) stochastic Kovasznay flow: we examine the method in the presence of a singular covariance matrix; and (iii) we examine the adaptivity of the method for an incompressible flow over a cylinder where for large stochastic forcing thirteen DO/BO modes are active.

Assessment of system reliability for a stochastic-flow distribution network with the spoilage property

NASA Astrophysics Data System (ADS)

Lin, Yi-Kuei; Huang, Cheng-Fu; Yeh, Cheng-Ta

2016-04-01

In supply chain management, satisfying customer demand is the most concerned for the manager. However, the goods may rot or be spoilt during delivery owing to natural disasters, inclement weather, traffic accidents, collisions, and so on, such that the intact goods may not meet market demand. This paper concentrates on a stochastic-flow distribution network (SFDN), in which a node denotes a supplier, a transfer station, or a market, while a route denotes a carrier providing the delivery service for a pair of nodes. The available capacity of the carrier is stochastic because the capacity may be partially reserved by other customers. The addressed problem is to evaluate the system reliability, the probability that the SFDN can satisfy the market demand with the spoilage rate under the budget constraint from multiple suppliers to the customer. An algorithm is developed in terms of minimal paths to evaluate the system reliability along with a numerical example to illustrate the solution procedure. A practical case of fruit distribution is presented accordingly to emphasise the management implication of the system reliability.

A coupled stochastic inverse-management framework for dealing with nonpoint agriculture pollution under groundwater parameter uncertainty

NASA Astrophysics Data System (ADS)

Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.

2014-04-01

In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.

Evaluation of Foreign Investment in Power Plants using Real Options

NASA Astrophysics Data System (ADS)

Kato, Moritoshi; Zhou, Yicheng

This paper proposes new methods for evaluating foreign investment in power plants under market uncertainty using a real options approach. We suppose a thermal power plant project in a deregulated electricity market. One of our proposed methods is that we calculate the cash flow generated by the project in a reference year using actual market data to incorporate periodic characteristics of energy prices into a yearly cash flow model. We make the stochastic yearly cash flow model with the initial value which is the cash flow in the reference year, and certain trend and volatility. Then we calculate the real options value (ROV) of the project which has abandonment options using the yearly cash flow model. Another our proposed method is that we evaluate foreign currency/domestic currency exchange rate risk by representing ROV in foreign currency as yearly pay off and exchanging it to ROV in domestic currency using a stochastic exchange rate model. We analyze the effect of the heat rate and operation and maintenance costs of the power plant on ROV, and evaluate exchange rate risk through numerical examples. Our proposed method will be useful for the risk management of foreign investment in power plants.

Steepest Ascent Low/Non-Low-Frequency Ratio in Empirical Mode Decomposition to Separate Deterministic and Stochastic Velocities From a Single Lagrangian Drifter

NASA Astrophysics Data System (ADS)

Chu, Peter C.

2018-03-01

SOund Fixing And Ranging (RAFOS) floats deployed by the Naval Postgraduate School (NPS) in the California Current system from 1992 to 2001 at depth between 150 and 600 m (http://www.oc.nps.edu/npsRAFOS/) are used to study 2-D turbulent characteristics. Each drifter trajectory is adaptively decomposed using the empirical mode decomposition (EMD) into a series of intrinsic mode functions (IMFs) with corresponding specific scale for each IMF. A new steepest ascent low/non-low-frequency ratio is proposed in this paper to separate a Lagrangian trajectory into low-frequency (nondiffusive, i.e., deterministic) and high-frequency (diffusive, i.e., stochastic) components. The 2-D turbulent (or called eddy) diffusion coefficients are calculated on the base of the classical turbulent diffusion with mixing length theory from stochastic component of a single drifter. Statistical characteristics of the calculated 2-D turbulence length scale, strength, and diffusion coefficients from the NPS RAFOS data are presented with the mean values (over the whole drifters) of the 2-D diffusion coefficients comparable to the commonly used diffusivity tensor method.

Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation.

PubMed

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.

Boson Hamiltonians and stochasticity for the vorticity equation

NASA Technical Reports Server (NTRS)

Shen, Hubert H.

1990-01-01

The evolution of the vorticity in time for two-dimensional inviscid flow and in Lagrangian time for three-dimensional viscous flow is written in Hamiltonian form by introducing Bose operators. The addition of the viscous and convective terms, respectively, leads to an interpretation of the Hamiltonian contribution to the evolution as Langevin noise.

Studying Turbulence Using Numerical Simulation Databases. Proceedings of the 1987 Summer Program

NASA Technical Reports Server (NTRS)

Moin, Parviz (Editor); Reynolds, William C. (Editor); Kim, John (Editor)

1987-01-01

The focus was on the use of databases obtained from direct numerical simulations of turbulent flows, for study of turbulence physics and modeling. Topics addressed included: stochastic decomposition/chaos/bifurcation; two-point closure (or k-space) modeling; scalar transport/reacting flows; Reynolds stress modeling; and structure of turbulent boundary layers.

Bayesian Lagrangian Data Assimilation and Drifter Deployment Strategies

NASA Astrophysics Data System (ADS)

Dutt, A.; Lermusiaux, P. F. J.

2017-12-01

Ocean currents transport a variety of natural (e.g. water masses, phytoplankton, zooplankton, sediments, etc.) and man-made materials and other objects (e.g. pollutants, floating debris, search and rescue, etc.). Lagrangian Coherent Structures (LCSs) or the most influential/persistent material lines in a flow, provide a robust approach to characterize such Lagrangian transports and organize classic trajectories. Using the flow-map stochastic advection and a dynamically-orthogonal decomposition, we develop uncertainty prediction schemes for both Eulerian and Lagrangian variables. We then extend our Bayesian Gaussian Mixture Model (GMM)-DO filter to a joint Eulerian-Lagrangian Bayesian data assimilation scheme. The resulting nonlinear filter allows the simultaneous non-Gaussian estimation of Eulerian variables (e.g. velocity, temperature, salinity, etc.) and Lagrangian variables (e.g. drifter/float positions, trajectories, LCSs, etc.). Its results are showcased using a double-gyre flow with a random frequency, a stochastic flow past a cylinder, and realistic ocean examples. We further show how our Bayesian mutual information and adaptive sampling equations provide a rigorous efficient methodology to plan optimal drifter deployment strategies and predict the optimal times, locations, and types of measurements to be collected.

Schlieren visualization of flow-field modification over an airfoil by near-surface gas-density perturbations generated by a nanosecond-pulse-driven plasma actuator

NASA Astrophysics Data System (ADS)

Komuro, Atsushi; Takashima, Keisuke; Konno, Kaiki; Tanaka, Naoki; Nonomura, Taku; Kaneko, Toshiro; Ando, Akira; Asai, Keisuke

2017-06-01

Gas-density perturbations near an airfoil surface generated by a nanosecond dielectric-barrier-discharge plasma actuator (ns-DBDPA) are visualized using a high-speed Schlieren imaging method. Wind-tunnel experiments are conducted for a wind speed of 20 m s-1 with an NACA0015 airfoil whose chord length is 100 mm. The results show that the ns-DBDPA first generates a pressure wave and then stochastic perturbations of the gas density near the leading edge of the airfoil. Two structures with different characteristics are observed in the stochastic perturbations. One structure propagates along the boundary between the shear layer and the main flow at a speed close to that of the main flow. The other propagates more slowly on the surface of the airfoil and causes mixing between the main and shear flows. It is observed that these two heated structures interact with each other, resulting in a recovery in the negative pressure coefficient at the leading edge of the airfoil.

Stochasticity in staged models of epidemics: quantifying the dynamics of whooping cough

PubMed Central

Black, Andrew J.; McKane, Alan J.

2010-01-01

Although many stochastic models can accurately capture the qualitative epidemic patterns of many childhood diseases, there is still considerable discussion concerning the basic mechanisms generating these patterns; much of this stems from the use of deterministic models to try to understand stochastic simulations. We argue that a systematic method of analysing models of the spread of childhood diseases is required in order to consistently separate out the effects of demographic stochasticity, external forcing and modelling choices. Such a technique is provided by formulating the models as master equations and using the van Kampen system-size expansion to provide analytical expressions for quantities of interest. We apply this method to the susceptible–exposed–infected–recovered (SEIR) model with distributed exposed and infectious periods and calculate the form that stochastic oscillations take on in terms of the model parameters. With the use of a suitable approximation, we apply the formalism to analyse a model of whooping cough which includes seasonal forcing. This allows us to more accurately interpret the results of simulations and to make a more quantitative assessment of the predictions of the model. We show that the observed dynamics are a result of a macroscopic limit cycle induced by the external forcing and resonant stochastic oscillations about this cycle. PMID:20164086

Stochastic effects in EUV lithography: random, local CD variability, and printing failures

NASA Astrophysics Data System (ADS)

De Bisschop, Peter

2017-10-01

Stochastic effects in lithography are usually quantified through local CD variability metrics, such as line-width roughness or local CD uniformity (LCDU), and these quantities have been measured and studied intensively, both in EUV and optical lithography. Next to the CD-variability, stochastic effects can also give rise to local, random printing failures, such as missing contacts or microbridges in spaces. When these occur, there often is no (reliable) CD to be measured locally, and then such failures cannot be quantified with the usual CD-measuring techniques. We have developed algorithms to detect such stochastic printing failures in regular line/space (L/S) or contact- or dot-arrays from SEM images, leading to a stochastic failure metric that we call NOK (not OK), which we consider a complementary metric to the CD-variability metrics. This paper will show how both types of metrics can be used to experimentally quantify dependencies of stochastic effects to, e.g., CD, pitch, resist, exposure dose, etc. As it is also important to be able to predict upfront (in the OPC verification stage of a production-mask tape-out) whether certain structures in the layout are likely to have a high sensitivity to stochastic effects, we look into the feasibility of constructing simple predictors, for both stochastic CD-variability and printing failure, that can be calibrated for the process and exposure conditions used and integrated into the standard OPC verification flow. Finally, we briefly discuss the options to reduce stochastic variability and failure, considering the entire patterning ecosystem.

Interscale energy transfer in the merger of wakes of a multiscale array of rectangular cylinders

NASA Astrophysics Data System (ADS)

Baj, Pawel; Buxton, Oliver R. H.

2017-11-01

The near wake of a flow past a multiscale array of bars is studied by means of particle image velocimetry (PIV). The aim of this research is to understand the nature of multiscale flows, where multiple coherent motions of nonuniform sizes and characteristic frequencies (i.e., sheddings of particular bars in our considered case) interact with each other. The velocity fields acquired from the experiments are triple decomposed into their mean, a number of coherent fluctuations, and their stochastic part according to a triple decomposition technique introduced recently by Baj et al., Phys. Fluids 27, 075104 (2015), 10.1063/1.4923744. This nonstandard approach allows us to monitor the interactions between different coherent fluctuations representative of sheddings of the particular bars. Further, additional equations governing the kinetic energy of the recognized velocity components are derived to provide better insight into the dynamics of these interactions. Interestingly, apart from the coherent fluctuations associated with sheddings, some additional, secondary coherent fluctuations are also recognized. These seem to appear as a result of nonlinear triadic interactions between the primary shedding modes when the two shedding structures of different characteristic frequencies are in close proximity to one another. The secondary coherent motions are almost exclusively supplied with energy by the primary coherent motions, whereas the latter are driven by the mean flow. It is also found that the coherent fluctuations play an important role in exciting the stochastic fluctuations, as the energy is not fed to the stochastic fluctuations directly from the mean flow but rather through the coherent modes.

Kinematic dynamo, supersymmetry breaking, and chaos

NASA Astrophysics Data System (ADS)

Ovchinnikov, Igor V.; Enßlin, Torsten A.

2016-04-01

The kinematic dynamo (KD) describes the growth of magnetic fields generated by the flow of a conducting medium in the limit of vanishing backaction of the fields onto the flow. The KD is therefore an important model system for understanding astrophysical magnetism. Here, the mathematical correspondence between the KD and a specific stochastic differential equation (SDE) viewed from the perspective of the supersymmetric theory of stochastics (STS) is discussed. The STS is a novel, approximation-free framework to investigate SDEs. The correspondence reported here permits insights from the STS to be applied to the theory of KD and vice versa. It was previously known that the fast KD in the idealistic limit of no magnetic diffusion requires chaotic flows. The KD-STS correspondence shows that this is also true for the diffusive KD. From the STS perspective, the KD possesses a topological supersymmetry, and the dynamo effect can be viewed as its spontaneous breakdown. This supersymmetry breaking can be regarded as the stochastic generalization of the concept of dynamical chaos. As this supersymmetry breaking happens in both the diffusive and the nondiffusive cases, the necessity of the underlying SDE being chaotic is given in either case. The observed exponentially growing and oscillating KD modes prove physically that dynamical spectra of the STS evolution operator that break the topological supersymmetry exist with both real and complex ground state eigenvalues. Finally, we comment on the nonexistence of dynamos for scalar quantities.

Resource Allocation and Outpatient Appointment Scheduling Using Simulation Optimization

PubMed Central

Ling, Teresa Wai Ching; Yeung, Wing Kwan

2017-01-01

This paper studies the real-life problems of outpatient clinics having the multiple objectives of minimizing resource overtime, patient waiting time, and waiting area congestion. In the clinic, there are several patient classes, each of which follows different treatment procedure flow paths through a multiphase and multiserver queuing system with scarce staff and limited space. We incorporate the stochastic factors for the probabilities of the patients being diverted into different flow paths, patient punctuality, arrival times, procedure duration, and the number of accompanied visitors. We present a novel two-stage simulation-based heuristic algorithm to assess various tactical and operational decisions for optimizing the multiple objectives. In stage I, we search for a resource allocation plan, and in stage II, we determine a block appointment schedule by patient class and a service discipline for the daily operational level. We also explore the effects of the separate strategies and their integration to identify the best possible combination. The computational experiments are designed on the basis of data from a study of an ophthalmology clinic in a public hospital. Results show that our approach significantly mitigates the undesirable outcomes by integrating the strategies and increasing the resource flexibility at the bottleneck procedures without adding resources. PMID:29104748

Resource Allocation and Outpatient Appointment Scheduling Using Simulation Optimization.

PubMed

Lin, Carrie Ka Yuk; Ling, Teresa Wai Ching; Yeung, Wing Kwan

2017-01-01

This paper studies the real-life problems of outpatient clinics having the multiple objectives of minimizing resource overtime, patient waiting time, and waiting area congestion. In the clinic, there are several patient classes, each of which follows different treatment procedure flow paths through a multiphase and multiserver queuing system with scarce staff and limited space. We incorporate the stochastic factors for the probabilities of the patients being diverted into different flow paths, patient punctuality, arrival times, procedure duration, and the number of accompanied visitors. We present a novel two-stage simulation-based heuristic algorithm to assess various tactical and operational decisions for optimizing the multiple objectives. In stage I, we search for a resource allocation plan, and in stage II, we determine a block appointment schedule by patient class and a service discipline for the daily operational level. We also explore the effects of the separate strategies and their integration to identify the best possible combination. The computational experiments are designed on the basis of data from a study of an ophthalmology clinic in a public hospital. Results show that our approach significantly mitigates the undesirable outcomes by integrating the strategies and increasing the resource flexibility at the bottleneck procedures without adding resources.

Go with the flow or solitary confinement: a look inside the single-cell toolbox for isolation of rare and uncultured microbes.

PubMed

Huys, Geert Rb; Raes, Jeroen

2018-06-13

With the vast majority of the microbial world still considered unculturable or undiscovered, microbiologists not only require more fundamental insights concerning microbial growth requirements but also need to implement miniaturized, versatile and high-throughput technologies to upscale current microbial isolation strategies. In this respect, single-cell-based approaches are increasingly finding their way to the microbiology lab. A number of recent studies have demonstrated that analysis and separation of free microbial cells by flow-based sorting as well as physical stochastic confinement of individual cells in microenvironment compartments can facilitate the isolation of previously uncultured species and the discovery of novel microbial taxa. Still, while most of these methods give immediate access to downstream whole genome sequencing, upscaling to higher cell densities as required for metabolic readouts and preservation purposes can remain challenging. Provided that these and other technological challenges are addressed in future innovation rounds, integration of single-cell tools in commercially available benchtop instruments and service platforms is expected to trigger more targeted explorations in the microbial dark matter at a depth comparable to metagenomics. Copyright © 2018 Elsevier Ltd. All rights reserved.

Analytical determination of the heat transfer coefficient for gas, liquid and liquid metal flows in the tube based on stochastic equations and equivalence of measures for continuum

NASA Astrophysics Data System (ADS)

Dmitrenko, Artur V.

2017-11-01

The stochastic equations of continuum are used for determining the heat transfer coefficients. As a result, the formulas for Nusselt (Nu) number dependent on the turbulence intensity and scale instead of only on the Reynolds (Peclet) number are proposed for the classic flows of a nonisothermal fluid in a round smooth tube. It is shown that the new expressions for the classical heat transfer coefficient Nu, which depend only on the Reynolds number, should be obtained from these new general formulas if to use the well-known experimental data for the initial turbulence. It is found that the limitations of classical empirical and semiempirical formulas for heat transfer coefficients and their deviation from the experimental data depend on different parameters of initial fluctuations in the flow for different experiments in a wide range of Reynolds or Peclet numbers. Based on these new dependences, it is possible to explain that the differences between the experimental results for the fixed Reynolds or Peclet numbers are caused by the difference in values of flow fluctuations for each experiment instead of only due to the systematic error in the experiment processing. Accordingly, the obtained general dependences of Nu for a smooth round tube can serve as the basis for clarifying the experimental results and empirical formulas used for continuum flows in various power devices. Obtained results show that both for isothermal and for nonisothermal flows, the reason for the process of transition from a deterministic state into a turbulent one is determined by the physical law of equivalence of measures between them. Also the theory of stochastic equations and the law of equivalence of measures could determine mechanics which is basis in different phenomena of self-organization and chaos theory.

Appropriate Domain Size for Groundwater Flow Modeling with a Discrete Fracture Network Model.

PubMed

Ji, Sung-Hoon; Koh, Yong-Kwon

2017-01-01

When a discrete fracture network (DFN) is constructed from statistical conceptualization, uncertainty in simulating the hydraulic characteristics of a fracture network can arise due to the domain size. In this study, the appropriate domain size, where less significant uncertainty in the stochastic DFN model is expected, was suggested for the Korea Atomic Energy Research Institute Underground Research Tunnel (KURT) site. The stochastic DFN model for the site was established, and the appropriate domain size was determined with the density of the percolating cluster and the percolation probability using the stochastically generated DFNs for various domain sizes. The applicability of the appropriate domain size to our study site was evaluated by comparing the statistical properties of stochastically generated fractures of varying domain sizes and estimating the uncertainty in the equivalent permeability of the generated DFNs. Our results show that the uncertainty of the stochastic DFN model is acceptable when the modeling domain is larger than the determined appropriate domain size, and the appropriate domain size concept is applicable to our study site. © 2016, National Ground Water Association.

The use of imprecise processing to improve accuracy in weather & climate prediction

NASA Astrophysics Data System (ADS)

Düben, Peter D.; McNamara, Hugh; Palmer, T. N.

2014-08-01

The use of stochastic processing hardware and low precision arithmetic in atmospheric models is investigated. Stochastic processors allow hardware-induced faults in calculations, sacrificing bit-reproducibility and precision in exchange for improvements in performance and potentially accuracy of forecasts, due to a reduction in power consumption that could allow higher resolution. A similar trade-off is achieved using low precision arithmetic, with improvements in computation and communication speed and savings in storage and memory requirements. As high-performance computing becomes more massively parallel and power intensive, these two approaches may be important stepping stones in the pursuit of global cloud-resolving atmospheric modelling. The impact of both hardware induced faults and low precision arithmetic is tested using the Lorenz '96 model and the dynamical core of a global atmosphere model. In the Lorenz '96 model there is a natural scale separation; the spectral discretisation used in the dynamical core also allows large and small scale dynamics to be treated separately within the code. Such scale separation allows the impact of lower-accuracy arithmetic to be restricted to components close to the truncation scales and hence close to the necessarily inexact parametrised representations of unresolved processes. By contrast, the larger scales are calculated using high precision deterministic arithmetic. Hardware faults from stochastic processors are emulated using a bit-flip model with different fault rates. Our simulations show that both approaches to inexact calculations do not substantially affect the large scale behaviour, provided they are restricted to act only on smaller scales. By contrast, results from the Lorenz '96 simulations are superior when small scales are calculated on an emulated stochastic processor than when those small scales are parametrised. This suggests that inexact calculations at the small scale could reduce computation and power costs without adversely affecting the quality of the simulations. This would allow higher resolution models to be run at the same computational cost.

Hybrid approaches for multiple-species stochastic reaction-diffusion models

NASA Astrophysics Data System (ADS)

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen

2015-10-01

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction-diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model.

Hybrid approaches for multiple-species stochastic reaction-diffusion models.

PubMed

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K; Byrne, Helen

2015-10-15

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction-diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model.

Hybrid approaches for multiple-species stochastic reaction–diffusion models

PubMed Central

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen

2015-01-01

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. PMID:26478601

Thermal and Driven Stochastic Growth of Langmuir Waves in the Solar Wind and Earth's Foreshock

NASA Technical Reports Server (NTRS)

Cairns, Iver H.; Robinson, P. A.; Anderson, R. R.

2000-01-01

Statistical distributions of Langmuir wave fields in the solar wind and the edge of Earth's foreshock are analyzed and compared with predictions for stochastic growth theory (SGT). SGT quantitatively explains the solar wind, edge, and deep foreshock data as pure thermal waves, driven thermal waves subject to net linear growth and stochastic effects, and as waves in a pure SGT state, respectively, plus radiation near the plasma frequency f(sub p). These changes are interpreted in terms of spatial variations in the beam instability's growth rate and evolution toward a pure SGT state. SGT analyses of field distributions are shown to provide a viable alternative to thermal noise spectroscopy for wave instruments with coarse frequency resolution, and to separate f(sub p) radiation from Langmuir waves.

Self-Tuning Methods for Multiple-Controller Systems.

DTIC Science & Technology

1981-08-01

the model. The plant is governed by y(t) + Aly (t-l) - B 0u(t-l) + e(t) - where -0.99101 8.80512 x 103 A1 i.. "+-0.80610 -0.77089 -0.89889 -4.59328 x 10...AC-19, No. 5, Oct. 1974, pp. 518-524. [8 Bar- Shalom , Y. and Tse, E., "Dual Effect, Certainty Equivalence and Separation in Stochastic Control," IEEE...Trans. on Automatic Control, Vol. AC-19, No. 5, Oct. 1974, pp. 494-500. [9) Bar- Shalom , Y. and Tse, E., "Concepts and Methods in Stochastic Control

GTC Turbulence Simulations near H-mode Pedestal with Resonant Magnetic Perturbations

NASA Astrophysics Data System (ADS)

Shi, Lei; Ferraro, Nathaniel; Taimourzadeh, Sam; Fu, Jingyuan; Lin, Zhihong; Nazikian, Raffi

2017-10-01

Full plasma responses to Resonant Magnetic Perturbations (RMPs) as provided by the resistive MHD code M3D-C1 are implemented into Gyrokinetic Toroidal Code (GTC) to study the effect of magnetic islands and stochastic field regions on microturbulence in realistic DIII-D geometry. Electrostatic turbulence simulations with adiabatic electrons show no significant increase of the saturated ion heat conductivity in the presence of RMP-induced islands. However, electron response to zonal flow in the presence of magnetic islands and stochastic fields can drastically increase zonal flow dielectric constant for long wavelength fluctuations. Zonal flow generation can then be reduced and the microturbulence can be enhanced greatly. Furthermore, because the RMP magnetic island size is comparable to the ion banana width, electron and ion responses to these islands may be fundamentally different, which could drive non-ambipolar particles fluxes leading to changes of the radial electric field shear. This work is supported by General Atomics subcontract.

Stochastic simulation of uranium migration at the Hanford 300 Area.

PubMed

Hammond, Glenn E; Lichtner, Peter C; Rockhold, Mark L

2011-03-01

This work focuses on the quantification of groundwater flow and subsequent U(VI) transport uncertainty due to heterogeneity in the sediment permeability at the Hanford 300 Area. U(VI) migration at the site is simulated with multiple realizations of stochastically-generated high resolution permeability fields and comparisons are made of cumulative water and U(VI) flux to the Columbia River. The massively parallel reactive flow and transport code PFLOTRAN is employed utilizing 40,960 processor cores on DOE's petascale Jaguar supercomputer to simultaneously execute 10 transient, variably-saturated groundwater flow and U(VI) transport simulations within 3D heterogeneous permeability fields using the code's multi-realization simulation capability. Simulation results demonstrate that the cumulative U(VI) flux to the Columbia River is less responsive to fine scale heterogeneity in permeability and more sensitive to the distribution of permeability within the river hyporheic zone and mean permeability of larger-scale geologic structures at the site. Copyright © 2010 Elsevier B.V. All rights reserved.

Nonequilibrium Langevin dynamics: A demonstration study of shear flow fluctuations in a simple fluid

NASA Astrophysics Data System (ADS)

Belousov, Roman; Cohen, E. G. D.; Rondoni, Lamberto

2017-08-01

The present paper is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the related deterministic parameters of the Langevin equation for a Couette flow in a microscopic molecular dynamics model of a simple fluid. In this paper we find all the remaining constants of the stochastic dynamics, which then is simulated numerically and compared directly with the original physical system. By using these data, we study in detail the accuracy and precision of a second-order Langevin model for nonequilibrium physical systems theoretically and computationally. We find an intriguing relation between an applied external force and cumulants of the resulting flow fluctuations. This is characterized by a linear dependence of an athermal cumulant ratio, an apposite quantity introduced here. In addition, we discuss how the order of a given Langevin dynamics can be raised systematically by introducing colored noise.

Experimental studies on flow visualization and velocity field of compression ramp with different incoming boundary layers

NASA Astrophysics Data System (ADS)

Wu, Yu; Yi, Shi-He; He, Lin; Chen, Zhi; Zhu, Yang-Zhu

2014-11-01

Experimental studies which focus on flow visualization and the velocity field of a supersonic laminar/turbulent flow over a compression ramp were carried out in a Mach 3.0 wind tunnel. Fine flow structures and velocity field structures were obtained via NPLS (nanoparticle-tracer planar laser scattering) and PIV (particle image velocimetry) techniques, time-averaged flow structures were researched, and spatiotemporal evolutions of transient flow structures were analyzed. The flow visualization results indicated that when the ramp angles were 25°, a typical separation occurred in the laminar flow, some typical flow structures such as shock induced by the boundary layer, separation shock, reversed flow and reattachment shock were visible clearly. While a certain extent separation occurred in turbulent flow, the separation region was much smaller. When the ramp angles were 28°, laminar flow separated further, and the separation region expanded evidently, flow structures in the separation region were complex. While a typical separation occurred in turbulent flow, reversed flow structures were significant, flow structures in the separation region were relatively simple. The experimental results of velocity field were corresponding to flow visualization, and the velocity field structures of both compression ramp flows agreed with the flow structures well. There were three layered structures in the U component velocity, and the V component velocity appeared like an oblique “v”. Some differences between these two compression ramp flows can be observed in the velocity profiles of the shear layer and the shearing intensity.

Status of flow separation prediction in liquid propellant rocket nozzles

NASA Technical Reports Server (NTRS)

Schmucker, R. H.

1974-01-01

Flow separation which plays an important role in the design of a rocket engine nozzle is discussed. For a given ambient pressure, the condition of no flow separation limits the area ratio and, therefore, the vacuum performance. Avoidance of performance loss due to area ratio limitation requires a correct prediction of the flow separation conditions. To provide a better understanding of the flow separation process, the principal behavior of flow separation in a supersonic overexpanded rocket nozzle is described. The hot firing separation tests from various sources are summarized, and the applicability and accuracy of the measurements are described. A comparison of the different data points allows an evaluation of the parameters that affect flow separation. The pertinent flow separation predicting methods, which are divided into theoretical and empirical correlations, are summarized and the numerical results are compared with the experimental points.

From medium heterogeneity to flow and transport: A time-domain random walk approach

NASA Astrophysics Data System (ADS)

Hakoun, V.; Comolli, A.; Dentz, M.

2017-12-01

The prediction of flow and transport processes in heterogeneous porous media is based on the qualitative and quantitative understanding of the interplay between 1) spatial variability of hydraulic conductivity, 2) groundwater flow and 3) solute transport. Using a stochastic modeling approach, we study this interplay through direct numerical simulations of Darcy flow and advective transport in heterogeneous media. First, we study flow in correlated hydraulic permeability fields and shed light on the relationship between the statistics of log-hydraulic conductivity, a medium attribute, and the flow statistics. Second, we determine relationships between Eulerian and Lagrangian velocity statistics, this means, between flow and transport attributes. We show how Lagrangian statistics and thus transport behaviors such as late particle arrival times are influenced by the medium heterogeneity on one hand and the initial particle velocities on the other. We find that equidistantly sampled Lagrangian velocities can be described by a Markov process that evolves on the characteristic heterogeneity length scale. We employ a stochastic relaxation model for the equidistantly sampled particle velocities, which is parametrized by the velocity correlation length. This description results in a time-domain random walk model for the particle motion, whose spatial transitions are characterized by the velocity correlation length and temporal transitions by the particle velocities. This approach relates the statistical medium and flow properties to large scale transport, and allows for conditioning on the initial particle velocities and thus to the medium properties in the injection region. The approach is tested against direct numerical simulations.

Predator-prey model for the self-organization of stochastic oscillators in dual populations

NASA Astrophysics Data System (ADS)

Moradi, Sara; Anderson, Johan; Gürcan, Ozgur D.

A predator-prey model of dual populations with stochastic oscillators is presented. A linear cross-coupling between the two populations is introduced that follows the coupling between the motions of a Wilberforce pendulum in two dimensions: one in the longitudinal and the other in torsional plain. Within each population a Kuramoto type competition between the phases is assumed. Thus, the synchronization state of the whole system is controlled by these two types of competitions. The results of the numerical simulations show that by adding the linear cross-coupling interactions predator-prey oscillations between the two populations appear which results in self-regulation of the system by a transfer of synchrony between the two populations. The model represents several important features of the dynamical interplay between the drift wave and zonal flow turbulence in magnetically confined plasmas, and a novel interpretation of the coupled dynamics of drift wave-zonal flow turbulence using synchronization of stochastic oscillator is discussed. Sara Moradi has benefited from a mobility grant funded by the Belgian Federal Science Policy Office and the MSCA of the European Commission (FP7-PEOPLE-COFUND-2008 nº 246540).

The Influence of Turbulent Coherent Structure on Suspended Sediment Transport

NASA Astrophysics Data System (ADS)

Huang, S. H.; Tsai, C.

2017-12-01

The anomalous diffusion of turbulent sedimentation has received more and more attention in recent years. With the advent of new instruments and technologies, researchers have found that sediment behavior may deviate from Fickian assumptions when particles are heavier. In particle-laden flow, bursting phenomena affects instantaneous local concentrations, and seems to carry suspended particles for a longer distance. Instead of the pure diffusion process in an analogy to Brownian motion, Levy flight which allows particles to move in response to bursting phenomena is suspected to be more suitable for describing particle movement in turbulence. And the fractional differential equation is a potential candidate to improve the concentration profile. However, stochastic modeling (the Differential Chapmen-Kolmogorov Equation) also provides an alternative mathematical framework to describe system transits between different states through diffusion/the jump processes. Within this framework, the stochastic particle tracking model linked with advection diffusion equation is a powerful tool to simulate particle locations in the flow field. By including the jump process to this model, a more comprehensive description for suspended sediment transport can be provided with a better physical insight. This study also shows the adaptability and expandability of the stochastic particle tracking model for suspended sediment transport modeling.

Stochastic Modeling of Direct Radiation Transmission in Particle-Laden Turbulent Flows

NASA Astrophysics Data System (ADS)

Banko, Andrew; Villafane, Laura; Kim, Ji Hoon; Esmaily Moghadam, Mahdi; Eaton, John K.

2017-11-01

Direct radiation transmission in turbulent flows laden with heavy particles plays a fundamental role in systems such as clouds, spray combustors, and particle-solar-receivers. Owing to their inertia, the particles preferentially concentrate and the resulting voids and clusters lead to deviations in mean transmission from the classical Beer-Lambert law for exponential extinction. Additionally, the transmission fluctuations can exceed those of Poissonian media by an order of magnitude, which implies a gross misprediction in transmission statistics if the correlations in particle positions are neglected. On the other hand, tracking millions of particles in a turbulence simulation can be prohibitively expensive. This work presents stochastic processes as computationally cheap reduced order models for the instantaneous particle number density field and radiation transmission therein. Results from the stochastic processes are compared to Monte Carlo Ray Tracing (MCRT) simulations using the particle positions obtained from the point-particle DNS of isotropic turbulence at a Taylor Reynolds number of 150. Accurate transmission statistics are predicted with respect to MCRT by matching the mean, variance, and correlation length of DNS number density fields. Funded by the U.S. Department of Energy under Grant No. DE-NA0002373-1 and the National Science Foundation under Grant No. DGE-114747.

Traffic flow behavior at a single-lane urban roundabout

NASA Astrophysics Data System (ADS)

Lakouari, N.; Oubram, O.; Ez-Zahraouy, H.; Cisneros-Villalobos, L.; Velásquez-Aguilar, J. G.

In this paper, we propose a stochastic cellular automata model to study the traffic behavior at a single-lane roundabout. Vehicles can enter the interior lane or exit from it via N intersecting lane, the boundary conditions are stochastic. The traffic is controlled by a self-organized scheme. It has turned out that depending on the rules of insertion to the roundabout, five distinct traffic phases can appear, namely, free flow, congestion, maximum current, jammed and gridlock. The transition between the free flow and the gridlock is forbidden. The density profiles are used to study the traffic pattern at the interior lane of the roundabout. In order to quantify the interactions between vehicles in the interior lane of the roundabout, the velocity correlation coefficient (VCC) is also studied. Besides, the spatiotemporal diagrams corresponding to the entry/exit lanes are derived numerically. Furthermore, we have investigated the effect of displaying signal (PIn), as the PIn decreases, the maximum current increases at the expense of the free flow and the jamming phase. Finally, we have investigated the effect of the braking probability P on the interior lane of the roundabout. We have found that the increase of P raises the spontaneous jam formation on the ring. Thus, enlarges the maximum current and the jamming phase while the free flow phase decreases.

Information flow and causality as rigorous notions ab initio

NASA Astrophysics Data System (ADS)

Liang, X. San

2016-11-01

Information flow or information transfer the widely applicable general physics notion can be rigorously derived from first principles, rather than axiomatically proposed as an ansatz. Its logical association with causality is firmly rooted in the dynamical system that lies beneath. The principle of nil causality that reads, an event is not causal to another if the evolution of the latter is independent of the former, which transfer entropy analysis and Granger causality test fail to verify in many situations, turns out to be a proven theorem here. Established in this study are the information flows among the components of time-discrete mappings and time-continuous dynamical systems, both deterministic and stochastic. They have been obtained explicitly in closed form, and put to applications with the benchmark systems such as the Kaplan-Yorke map, Rössler system, baker transformation, Hénon map, and stochastic potential flow. Besides unraveling the causal relations as expected from the respective systems, some of the applications show that the information flow structure underlying a complex trajectory pattern could be tractable. For linear systems, the resulting remarkably concise formula asserts analytically that causation implies correlation, while correlation does not imply causation, providing a mathematical basis for the long-standing philosophical debate over causation versus correlation.

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.

Trend assessment: applications for hydrology and climate research

NASA Astrophysics Data System (ADS)

Kallache, M.; Rust, H. W.; Kropp, J.

2005-02-01

The assessment of trends in climatology and hydrology still is a matter of debate. Capturing typical properties of time series, like trends, is highly relevant for the discussion of potential impacts of global warming or flood occurrences. It provides indicators for the separation of anthropogenic signals and natural forcing factors by distinguishing between deterministic trends and stochastic variability. In this contribution river run-off data from gauges in Southern Germany are analysed regarding their trend behaviour by combining a deterministic trend component and a stochastic model part in a semi-parametric approach. In this way the trade-off between trend and autocorrelation structure can be considered explicitly. A test for a significant trend is introduced via three steps: First, a stochastic fractional ARIMA model, which is able to reproduce short-term as well as long-term correlations, is fitted to the empirical data. In a second step, wavelet analysis is used to separate the variability of small and large time-scales assuming that the trend component is part of the latter. Finally, a comparison of the overall variability to that restricted to small scales results in a test for a trend. The extraction of the large-scale behaviour by wavelet analysis provides a clue concerning the shape of the trend.

Stochastic theory of size exclusion chromatography by the characteristic function approach.

PubMed

Dondi, Francesco; Cavazzini, Alberto; Remelli, Maurizio; Felinger, Attila; Martin, Michel

2002-01-18

A general stochastic theory of size exclusion chromatography (SEC) able to account for size dependence on both pore ingress and egress processes, moving zone dispersion and pore size distribution, was developed. The relationship between stochastic-chromatographic and batch equilibrium conditions are discussed and the fundamental role of the 'ergodic' hypothesis in establishing a link between them is emphasized. SEC models are solved by means of the characteristic function method and chromatographic parameters like plate height, peak skewness and excess are derived. The peak shapes are obtained by numerical inversion of the characteristic function under the most general conditions of the exploited models. Separate size effects on pore ingress and pore egress processes are investigated and their effects on both retention selectivity and efficiency are clearly shown. The peak splitting phenomenon and peak tailing due to incomplete sample sorption near to the exclusion limit is discussed. An SEC model for columns with two types of pores is discussed and several effects on retention selectivity and efficiency coming from pore size differences and their relative abundance are singled out. The relevance of moving zone dispersion on separation is investigated. The present approach proves to be general and able to account for more complex SEC conditions such as continuous pore size distributions and mixed retention mechanism.

Separating the optical contributions to line-edge roughness in EUV lithography using stochastic simulations

NASA Astrophysics Data System (ADS)

Chunder, Anindarupa; Latypov, Azat; Chen, Yulu; Biafore, John J.; Levinson, Harry J.; Bailey, Todd

2017-03-01

Minimization and control of line-edge roughness (LER) and contact-edge roughness (CER) is one of the current challenges limiting EUV line-space and contact hole printability. One significant contributor to feature roughness and CD variability in EUV is photon shot noise (PSN); others are the physical and chemical processes in photoresists, known as resist stochastic effect. Different approaches are available to mitigate each of these contributions. In order to facilitate this mitigation, it is important to assess the magnitude of each of these contributions separately from others. In this paper, we present and test a computational approach based on the concept of an `ideal resist'. An ideal resist is assumed to be devoid of all resist stochastic effects. Hence, such an ideal resist can only be simulated as an `ideal resist model' (IRM) through explicit utilization of the Poisson statistics of PSN2 or direct Monte Carlo simulation of photon absorption in resist. LER estimated using IRM, thus quantifies the exclusive contribution of PSN to LER. The result of the simulation study done using IRM indicates higher magnitude of contribution (60%) from PSN to LER with respect to total or final LER for a sufficiently optimized high dose `state of the art' EUV chemically amplified resist (CAR) model.

Content analysis in information flows

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

Grusho, Alexander A.; Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow; Grusho, Nick A.

The paper deals with architecture of content recognition system. To analyze the problem the stochastic model of content recognition in information flows was built. We proved that under certain conditions it is possible to solve correctly a part of the problem with probability 1, viewing a finite section of the information flow. That means that good architecture consists of two steps. The first step determines correctly certain subsets of contents, while the second step may demand much more time for true decision.

Zonostrophic instability driven by discrete particle noise

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

St-Onge, D. A.; Krommes, J. A.

The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just below the threshold for linear instability. The scenario provides a new interpretation of the random forcing that is ubiquitously invoked in stochastic models such as the second-order cumulant expansion or stochastic structural instability theory; neither intrinsic turbulence nor coupling to extrinsic turbulence is required. A representative calculation of the zonostrophic neutral curve is made for a simple two-field model of toroidal ion-temperature-gradient-driven modes. To themore » extent that the damping of zonal flows is controlled by the ion-ion collision rate, the point of zonostrophic instability is independent of that rate. Published by AIP Publishing.« less

Zonostrophic instability driven by discrete particle noise

DOE PAGES

St-Onge, D. A.; Krommes, J. A.

2017-04-01

The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just below the threshold for linear instability. The scenario provides a new interpretation of the random forcing that is ubiquitously invoked in stochastic models such as the second-order cumulant expansion or stochastic structural instability theory; neither intrinsic turbulence nor coupling to extrinsic turbulence is required. A representative calculation of the zonostrophic neutral curve is made for a simple two-field model of toroidal ion-temperature-gradient-driven modes. To themore » extent that the damping of zonal flows is controlled by the ion-ion collision rate, the point of zonostrophic instability is independent of that rate. Published by AIP Publishing.« less

Stochastic empirical loading and dilution model for analysis of flows, concentrations, and loads of highway runoff constituents

USGS Publications Warehouse

Granato, Gregory E.; Jones, Susan C.

2014-01-01

In cooperation with FHWA, the U.S. Geological Survey developed the stochastic empirical loading and dilution model (SELDM) to supersede the 1990 FHWA runoff quality model. The SELDM tool is designed to transform disparate and complex scientific data into meaningful information about the adverse risks of runoff on receiving waters, the potential need for mitigation measures, and the potential effectiveness of such measures for reducing such risks. The SELDM tool is easy to use because much of the information and data needed to run it are embedded in the model and obtained by defining the site location and five simple basin properties. Information and data from thousands of sites across the country were compiled to facilitate the use of the SELDM tool. A case study illustrates how to use the SELDM tool for conducting the types of sensitivity analyses needed to properly assess water quality risks. For example, the use of deterministic values to model upstream stormflows instead of representative variations in prestorm flow and runoff may substantially overestimate the proportion of highway runoff in downstream flows. Also, the risks for total phosphorus excursions are substantially affected by the selected criteria and the modeling methods used. For example, if a single deterministic concentration is used rather than a stochastic population of values to model upstream concentrations, then the percentage of water quality excursions in the downstream receiving waters may depend entirely on the selected upstream concentration.

High-resolution stochastic generation of extreme rainfall intensity for urban drainage modelling applications

NASA Astrophysics Data System (ADS)

Peleg, Nadav; Blumensaat, Frank; Molnar, Peter; Fatichi, Simone; Burlando, Paolo

2016-04-01

Urban drainage response is highly dependent on the spatial and temporal structure of rainfall. Therefore, measuring and simulating rainfall at a high spatial and temporal resolution is a fundamental step to fully assess urban drainage system reliability and related uncertainties. This is even more relevant when considering extreme rainfall events. However, the current space-time rainfall models have limitations in capturing extreme rainfall intensity statistics for short durations. Here, we use the STREAP (Space-Time Realizations of Areal Precipitation) model, which is a novel stochastic rainfall generator for simulating high-resolution rainfall fields that preserve the spatio-temporal structure of rainfall and its statistical characteristics. The model enables a generation of rain fields at 102 m and minute scales in a fast and computer-efficient way matching the requirements for hydrological analysis of urban drainage systems. The STREAP model was applied successfully in the past to generate high-resolution extreme rainfall intensities over a small domain. A sub-catchment in the city of Luzern (Switzerland) was chosen as a case study to: (i) evaluate the ability of STREAP to disaggregate extreme rainfall intensities for urban drainage applications; (ii) assessing the role of stochastic climate variability of rainfall in flow response and (iii) evaluate the degree of non-linearity between extreme rainfall intensity and system response (i.e. flow) for a small urban catchment. The channel flow at the catchment outlet is simulated by means of a calibrated hydrodynamic sewer model.

Tularosa Basin Play Fairway Analysis: Methodology Flow Charts

DOE Data Explorer

Adam Brandt

2015-11-15

These images show the comprehensive methodology used for creation of a Play Fairway Analysis to explore the geothermal resource potential of the Tularosa Basin, New Mexico. The deterministic methodology was originated by the petroleum industry, but was custom-modified to function as a knowledge-based geothermal exploration tool. The stochastic PFA flow chart uses weights of evidence, and is data-driven.

Flow processes in overexpanded chemical rocket nozzles. Part 1: Flow separation

NASA Technical Reports Server (NTRS)

Schmucker, R. H.

1984-01-01

An investigation was made of published nozzle flow separation data in order to determine the parameters which affect the separation conditions. A comparison of experimental data with empirical and theoretical separation prediction methods leads to the selection of suitable equations for the separation criterion. The results were used to predict flow separation of the main space shuttle engine.

Flow processes in overexpanded chemical rocket nozzles. Part 1: Flow separation

NASA Technical Reports Server (NTRS)

Schmucker, R. H.

1973-01-01

An investigation was made of published nozzle flow separation data in order to determine the parameters which affect the separation condition. A comparison of experimental data with empirical and theoretical separation prediction methods leads to the selection of suitable equations for the separation criterion. The results were used to predict flow separation of the main space shuttle engine.

A FRAMEWORK FOR ATTRIBUTE-BASED COMMUNITY DETECTION WITH APPLICATIONS TO INTEGRATED FUNCTIONAL GENOMICS.

PubMed

Yu, Han; Hageman Blair, Rachael

2016-01-01

Understanding community structure in networks has received considerable attention in recent years. Detecting and leveraging community structure holds promise for understanding and potentially intervening with the spread of influence. Network features of this type have important implications in a number of research areas, including, marketing, social networks, and biology. However, an overwhelming majority of traditional approaches to community detection cannot readily incorporate information of node attributes. Integrating structural and attribute information is a major challenge. We propose a exible iterative method; inverse regularized Markov Clustering (irMCL), to network clustering via the manipulation of the transition probability matrix (aka stochastic flow) corresponding to a graph. Similar to traditional Markov Clustering, irMCL iterates between "expand" and "inflate" operations, which aim to strengthen the intra-cluster flow, while weakening the inter-cluster flow. Attribute information is directly incorporated into the iterative method through a sigmoid (logistic function) that naturally dampens attribute influence that is contradictory to the stochastic flow through the network. We demonstrate advantages and the exibility of our approach using simulations and real data. We highlight an application that integrates breast cancer gene expression data set and a functional network defined via KEGG pathways reveal significant modules for survival.

Protein labeling reactions in electrochemical microchannel flow: Numerical simulation and uncertainty propagation

NASA Astrophysics Data System (ADS)

Debusschere, Bert J.; Najm, Habib N.; Matta, Alain; Knio, Omar M.; Ghanem, Roger G.; Le Maître, Olivier P.

2003-08-01

This paper presents a model for two-dimensional electrochemical microchannel flow including the propagation of uncertainty from model parameters to the simulation results. For a detailed representation of electroosmotic and pressure-driven microchannel flow, the model considers the coupled momentum, species transport, and electrostatic field equations, including variable zeta potential. The chemistry model accounts for pH-dependent protein labeling reactions as well as detailed buffer electrochemistry in a mixed finite-rate/equilibrium formulation. Uncertainty from the model parameters and boundary conditions is propagated to the model predictions using a pseudo-spectral stochastic formulation with polynomial chaos (PC) representations for parameters and field quantities. Using a Galerkin approach, the governing equations are reformulated into equations for the coefficients in the PC expansion. The implementation of the physical model with the stochastic uncertainty propagation is applied to protein-labeling in a homogeneous buffer, as well as in two-dimensional electrochemical microchannel flow. The results for the two-dimensional channel show strong distortion of sample profiles due to ion movement and consequent buffer disturbances. The uncertainty in these results is dominated by the uncertainty in the applied voltage across the channel.

Stochastic Rotation Dynamics simulations of wetting multi-phase flows

NASA Astrophysics Data System (ADS)

Hiller, Thomas; Sanchez de La Lama, Marta; Brinkmann, Martin

2016-06-01

Multi-color Stochastic Rotation Dynamics (SRDmc) has been introduced by Inoue et al. [1,2] as a particle based simulation method to study the flow of emulsion droplets in non-wetting microchannels. In this work, we extend the multi-color method to also account for different wetting conditions. This is achieved by assigning the color information not only to fluid particles but also to virtual wall particles that are required to enforce proper no-slip boundary conditions. To extend the scope of the original SRDmc algorithm to e.g. immiscible two-phase flow with viscosity contrast we implement an angular momentum conserving scheme (SRD+mc). We perform extensive benchmark simulations to show that a mono-phase SRDmc fluid exhibits bulk properties identical to a standard SRD fluid and that SRDmc fluids are applicable to a wide range of immiscible two-phase flows. To quantify the adhesion of a SRD+mc fluid in contact to the walls we measure the apparent contact angle from sessile droplets in mechanical equilibrium. For a further verification of our wettability implementation we compare the dewetting of a liquid film from a wetting stripe to experimental and numerical studies of interfacial morphologies on chemically structured surfaces.

Gyrotactic swimmer dispersion in pipe flow: testing the theory

NASA Astrophysics Data System (ADS)

Croze, Ottavio A.; Bearon, Rachel N.; Bees, Martin A.

2017-04-01

Suspensions of microswimmers are a rich source of fascinating new fluid mechanics. Recently we predicted the active pipe flow dispersion of gyrotactic microalgae, whose orientation is biased by gravity and flow shear. Analytical theory predicts that these active swimmers disperse in a markedly distinct manner from passive tracers (Taylor dispersion). Dispersing swimmers display nonzero drift and effective diffusivity that is non-monotonic with P$\\'e$clet number. Such predictions agree with numerical simulations, but hitherto have not been tested experimentally. Here, to facilitate comparison, we obtain new solutions of the axial dispersion theory accounting both for swimmer negative buoyancy and a local nonlinear response of swimmers to shear, provided by two alternative microscopic stochastic descriptions. We obtain new predictions for suspensions of the model swimming alga $\\it Dunaliella\\,salina$, whose motility and buoyant mass we parametrise using tracking video microscopy. We then present a new experimental method to measure gyrotactic dispersion using fluorescently stained $\\it D. salina$ and provide a preliminary comparison with predictions of a nonzero drift above the mean flow for each microscopic stochastic description. Finally, we propose further experiments for a full experimental characterisation of gyrotactic dispersion measures and discuss implications of our results for algal dispersion in industrial photobioreactors.

Flow Topology Transition via Global Bifurcation in Thermally Driven Turbulence

NASA Astrophysics Data System (ADS)

Xie, Yi-Chao; Ding, Guang-Yu; Xia, Ke-Qing

2018-05-01

We report an experimental observation of a flow topology transition via global bifurcation in a turbulent Rayleigh-Bénard convection. This transition corresponds to a spontaneous symmetry breaking with the flow becomes more turbulent. Simultaneous measurements of the large-scale flow (LSF) structure and the heat transport show that the LSF bifurcates from a high heat transport efficiency quadrupole state to a less symmetric dipole state with a lower heat transport efficiency. In the transition zone, the system switches spontaneously and stochastically between the two long-lived metastable states.

Dynamically Consistent Parameterization of Mesoscale Eddies This work aims at parameterization of eddy effects for use in non-eddy-resolving ocean models and focuses on the effect of the stochastic part of the eddy forcing that backscatters and induces eastward jet extension of the western boundary currents and its adjacent recirculation zones.

NASA Astrophysics Data System (ADS)

Berloff, P. S.

2016-12-01

This work aims at developing a framework for dynamically consistent parameterization of mesoscale eddy effects for use in non-eddy-resolving ocean circulation models. The proposed eddy parameterization framework is successfully tested on the classical, wind-driven double-gyre model, which is solved both with explicitly resolved vigorous eddy field and in the non-eddy-resolving configuration with the eddy parameterization replacing the eddy effects. The parameterization focuses on the effect of the stochastic part of the eddy forcing that backscatters and induces eastward jet extension of the western boundary currents and its adjacent recirculation zones. The parameterization locally approximates transient eddy flux divergence by spatially localized and temporally periodic forcing, referred to as the plunger, and focuses on the linear-dynamics flow solution induced by it. The nonlinear self-interaction of this solution, referred to as the footprint, characterizes and quantifies the induced eddy forcing exerted on the large-scale flow. We find that spatial pattern and amplitude of each footprint strongly depend on the underlying large-scale flow, and the corresponding relationships provide the basis for the eddy parameterization and its closure on the large-scale flow properties. Dependencies of the footprints on other important parameters of the problem are also systematically analyzed. The parameterization utilizes the local large-scale flow information, constructs and scales the corresponding footprints, and then sums them up over the gyres to produce the resulting eddy forcing field, which is interactively added to the model as an extra forcing. Thus, the assumed ensemble of plunger solutions can be viewed as a simple model for the cumulative effect of the stochastic eddy forcing. The parameterization framework is implemented in the simplest way, but it provides a systematic strategy for improving the implementation algorithm.

Analysis of fluid flow and solute transport through a single fracture with variable apertures intersecting a canister: Comparison between fractal and Gaussian fractures

NASA Astrophysics Data System (ADS)

Liu, L.; Neretnieks, I.

Canisters with spent nuclear fuel will be deposited in fractured crystalline rock in the Swedish concept for a final repository. The fractures intersect the canister holes at different angles and they have variable apertures and therefore locally varying flowrates. Our previous model with fractures with a constant aperture and a 90° intersection angle is now extended to arbitrary intersection angles and stochastically variable apertures. It is shown that the previous basic model can be simply amended to account for these effects. More importantly, it has been found that the distributions of the volumetric and the equivalent flow rates are all close to the Normal for both fractal and Gaussian fractures, with the mean of the distribution of the volumetric flow rate being determined solely by the hydraulic aperture, and that of the equivalent flow rate being determined by the mechanical aperture. Moreover, the standard deviation of the volumetric flow rates of the many realizations increases with increasing roughness and spatial correlation length of the aperture field, and so does that of the equivalent flow rates. Thus, two simple statistical relations can be developed to describe the stochastic properties of fluid flow and solute transport through a single fracture with spatially variable apertures. This obviates, then, the need to simulate each fracture that intersects a canister in great detail, and allows the use of complex fractures also in very large fracture network models used in performance assessment.

Fractional Brownian motors and stochastic resonance

NASA Astrophysics Data System (ADS)

Goychuk, Igor; Kharchenko, Vasyl

2012-05-01

We study fluctuating tilt Brownian ratchets based on fractional subdiffusion in sticky viscoelastic media characterized by a power law memory kernel. Unlike the normal diffusion case, the rectification effect vanishes in the adiabatically slow modulation limit and optimizes in a driving frequency range. It is shown also that the anomalous rectification effect is maximal (stochastic resonance effect) at optimal temperature and can be of surprisingly good quality. Moreover, subdiffusive current can flow in the counterintuitive direction upon a change of temperature or driving frequency. The dependence of anomalous transport on load exhibits a remarkably simple universality.

Analysis of Flow and Transport in non-Gaussian Heterogeneous Formations Using a Generalized Sub-Gaussian Model

NASA Astrophysics Data System (ADS)

Guadagnini, A.; Riva, M.; Neuman, S. P.

2016-12-01

Environmental quantities such as log hydraulic conductivity (or transmissivity), Y(x) = ln K(x), and their spatial (or temporal) increments, ΔY, are known to be generally non-Gaussian. Documented evidence of such behavior includes symmetry of increment distributions at all separation scales (or lags) between incremental values of Y with sharp peaks and heavy tails that decay asymptotically as lag increases. This statistical scaling occurs in porous as well as fractured media characterized by either one or a hierarchy of spatial correlation scales. In hierarchical media one observes a range of additional statistical ΔY scaling phenomena, all of which are captured comprehensibly by a novel generalized sub-Gaussian (GSG) model. In this model Y forms a mixture Y(x) = U(x) G(x) of single- or multi-scale Gaussian processes G having random variances, U being a non-negative subordinator independent of G. Elsewhere we developed ways to generate unconditional and conditional random realizations of isotropic or anisotropic GSG fields which can be embedded in numerical Monte Carlo flow and transport simulations. Here we present and discuss expressions for probability distribution functions of Y and ΔY as well as their lead statistical moments. We then focus on a simple flow setting of mean uniform steady state flow in an unbounded, two-dimensional domain, exploring ways in which non-Gaussian heterogeneity affects stochastic flow and transport descriptions. Our expressions represent (a) lead order autocovariance and cross-covariance functions of hydraulic head, velocity and advective particle displacement as well as (b) analogues of preasymptotic and asymptotic Fickian dispersion coefficients. We compare them with corresponding expressions developed in the literature for Gaussian Y.

A dynamical framework for integrated corridor management.

DOT National Transportation Integrated Search

2016-01-11

We develop analysis and control synthesis tools for dynamic traffic flow over networks. Our analysis : relies on exploiting monotonicity properties of the dynamics, and on adapting relevant tools from : stochastic queuing networks. We develop proport...

Simultaneous Neutron and X-ray Tomography for Quantitative analysis of Geological Samples

NASA Astrophysics Data System (ADS)

LaManna, J.; Hussey, D. S.; Baltic, E.; Jacobson, D. L.

2016-12-01

Multiphase flow is a critical area of research for shale gas, oil recovery, underground CO2 sequestration, geothermal power, and aquifer management. It is critical to understand the porous structure of the geological formations in addition to the fluid/pore and fluid/fluid interactions. Difficulties for analyzing flow characteristics of rock cores are in obtaining 3D distribution information on the fluid flow and maintaining the cores in a state for other analysis methods. Two powerful non-destructive methods for obtaining 3D structural and compositional information are X-ray and neutron tomography. X-ray tomography produces information on density and structure while neutrons excel at acquiring the liquid phase and produces compositional information. These two methods can offer strong complementary information but are typically conducted at separate times and often at different facilities. This poses issues for obtaining dynamic and stochastic information as the sample will change between analysis modes. To address this, NIST has developed a system that allows for multimodal, simultaneous tomography using thermal neutrons and X-rays by placing a 90 keVp micro-focus X-ray tube 90° to the neutron beam. High pressure core holders that simulate underground conditions have been developed to facilitate simultaneous tomography. These cells allow for the control of confining pressure, axial load, temperature, and fluid flow through the core. This talk will give an overview the simultaneous neutron and x-ray tomography capabilities at NIST, the benefits of multimodal imaging, environmental equipment for geology studies, and several case studies that have been conducted at NIST.

The historical biogeography of two Caribbean butterflies (Lepidoptera: Heliconiidae) as inferred from genetic variation at multiple loci.

PubMed

Davies, Neil; Bermingham, Eldredge

2002-03-01

Mitochondrial DNA and allozyme variation was examined in populations of two Neotropical butterflies, Heliconius charithonia and Dryas iulia. On the mainland, both species showed evidence of considerable gene flow over huge distances. The island populations, however, revealed significant genetic divergence across some, but not all, ocean passages. Despite the phylogenetic relatedness and broadly similar ecologies of these two butterflies, their intraspecific biogeography clearly differed. Phylogenetic analyses of mitochondrial DNA sequences revealed that populations of D. iulia north of St. Vincent are monophyletic and were probably derived from South America. By contrast, the Jamaican subspecies of H. charithonia rendered West Indian H. charithonia polyphyletic with respect to the mainland populations; thus, H. charithonia seems to have colonized the Greater Antilles on at least two separate occasions from Central America. Colonization velocity does not correlate with subsequent levels of gene flow in either species. Even where range expansion seems to have been instantaneous on a geological timescale, significant allele frequency differences at allozyme loci demonstrate that gene flow is severely curtailed across narrow ocean passages. Stochastic extinction, rapid (re)colonization, but low gene flow probably explain why, in the same species, some islands support genetically distinct and nonexpanding populations, while nearby a single lineage is distributed across several islands. Despite the differences, some common biogeographic patterns were evident between these butterflies and other West Indian taxa; such congruence suggests that intraspecific evolution in the West Indies has been somewhat constrained by earth history events, such as changes in sea level.

Effective long wavelength scalar dynamics in de Sitter

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

Moss, Ian; Rigopoulos, Gerasimos, E-mail: ian.moss@newcastle.ac.uk, E-mail: gerasimos.rigopoulos@ncl.ac.uk

We discuss the effective infrared theory governing a light scalar's long wavelength dynamics in de Sitter spacetime. We show how the separation of scales around the physical curvature radius k / a ∼ H can be performed consistently with a window function and how short wavelengths can be integrated out in the Schwinger-Keldysh path integral formalism. At leading order, and for time scales Δ t >> H {sup −1}, this results in the well-known Starobinsky stochastic evolution. However, our approach allows for the computation of quantum UV corrections, generating an effective potential on which the stochastic dynamics takes place. Themore » long wavelength stochastic dynamical equations are now second order in time, incorporating temporal scales Δ t ∼ H {sup −1} and resulting in a Kramers equation for the probability distribution—more precisely the Wigner function—in contrast to the more usual Fokker-Planck equation. This feature allows us to non-perturbatively evaluate, within the stochastic formalism, not only expectation values of field correlators, but also the stress-energy tensor of φ.« less

Nonequilibrium steady state in open quantum systems: Influence action, stochastic equation and power balance

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

Hsiang, J.-T., E-mail: cosmology@gmail.com; Department of Physics, National Dong Hwa University, Hualien 97401, Taiwan; Hu, B.L.

2015-11-15

The existence and uniqueness of a steady state for nonequilibrium systems (NESS) is a fundamental subject and a main theme of research in statistical mechanics for decades. For Gaussian systems, such as a chain of classical harmonic oscillators connected at each end to a heat bath, and for classical anharmonic oscillators under specified conditions, definitive answers exist in the form of proven theorems. Answering this question for quantum many-body systems poses a challenge for the present. In this work we address this issue by deriving the stochastic equations for the reduced system with self-consistent backaction from the two baths, calculatingmore » the energy flow from one bath to the chain to the other bath, and exhibiting a power balance relation in the total (chain + baths) system which testifies to the existence of a NESS in this system at late times. Its insensitivity to the initial conditions of the chain corroborates to its uniqueness. The functional method we adopt here entails the use of the influence functional, the coarse-grained and stochastic effective actions, from which one can derive the stochastic equations and calculate the average values of physical variables in open quantum systems. This involves both taking the expectation values of quantum operators of the system and the distributional averages of stochastic variables stemming from the coarse-grained environment. This method though formal in appearance is compact and complete. It can also easily accommodate perturbative techniques and diagrammatic methods from field theory. Taken all together it provides a solid platform for carrying out systematic investigations into the nonequilibrium dynamics of open quantum systems and quantum thermodynamics. -- Highlights: •Nonequilibrium steady state (NESS) for interacting quantum many-body systems. •Derivation of stochastic equations for quantum oscillator chain with two heat baths. •Explicit calculation of the energy flow from one bath to the chain to the other bath. •Power balance relation shows the existence of NESS insensitive to initial conditions. •Functional method as a viable platform for issues in quantum thermodynamics.« less

Representation of spatial cross correlations in large stochastic seasonal streamflow models

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

Oliveira, G.C.; Kelman, J.; Pereira, M.V.F.

1988-05-01

Pereira et al. (1984) presented a special disaggregation procedure for generating cross-correlated monthly flows at many sites while using what are essentially univariate disaggregation models for the flows at each site. This was done by using a nonparametric procedure for constructing residual innovations or noise vectors with cross-correlated components. This note considers the theoretical underpinnings of that streamflow disaggregation procedure and a proposed variation and their ability to reproduce the observed historical cross correlations among concurrent monthly flows at nine Brazilian stations.

A well-posed and stable stochastic Galerkin formulation of the incompressible Navier–Stokes equations with random data

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

Pettersson, Per, E-mail: per.pettersson@uib.no; Nordström, Jan, E-mail: jan.nordstrom@liu.se; Doostan, Alireza, E-mail: alireza.doostan@colorado.edu

2016-02-01

We present a well-posed stochastic Galerkin formulation of the incompressible Navier–Stokes equations with uncertainty in model parameters or the initial and boundary conditions. The stochastic Galerkin method involves representation of the solution through generalized polynomial chaos expansion and projection of the governing equations onto stochastic basis functions, resulting in an extended system of equations. A relatively low-order generalized polynomial chaos expansion is sufficient to capture the stochastic solution for the problem considered. We derive boundary conditions for the continuous form of the stochastic Galerkin formulation of the velocity and pressure equations. The resulting problem formulation leads to an energy estimatemore » for the divergence. With suitable boundary data on the pressure and velocity, the energy estimate implies zero divergence of the velocity field. Based on the analysis of the continuous equations, we present a semi-discretized system where the spatial derivatives are approximated using finite difference operators with a summation-by-parts property. With a suitable choice of dissipative boundary conditions imposed weakly through penalty terms, the semi-discrete scheme is shown to be stable. Numerical experiments in the laminar flow regime corroborate the theoretical results and we obtain high-order accurate results for the solution variables and the velocity divergence converges to zero as the mesh is refined.« less

Stochastic inflation in phase space: is slow roll a stochastic attractor?

NASA Astrophysics Data System (ADS)

Grain, Julien; Vennin, Vincent

2017-05-01

An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ``slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue. The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.

A comparison of two- and three-dimensional stochastic models of regional solute movement

USGS Publications Warehouse

Shapiro, A.M.; Cvetkovic, V.D.

1990-01-01

Recent models of solute movement in porous media that are based on a stochastic description of the porous medium properties have been dedicated primarily to a three-dimensional interpretation of solute movement. In many practical problems, however, it is more convenient and consistent with measuring techniques to consider flow and solute transport as an areal, two-dimensional phenomenon. The physics of solute movement, however, is dependent on the three-dimensional heterogeneity in the formation. A comparison of two- and three-dimensional stochastic interpretations of solute movement in a porous medium having a statistically isotropic hydraulic conductivity field is investigated. To provide an equitable comparison between the two- and three-dimensional analyses, the stochastic properties of the transmissivity are defined in terms of the stochastic properties of the hydraulic conductivity. The variance of the transmissivity is shown to be significantly reduced in comparison to that of the hydraulic conductivity, and the transmissivity is spatially correlated over larger distances. These factors influence the two-dimensional interpretations of solute movement by underestimating the longitudinal and transverse growth of the solute plume in comparison to its description as a three-dimensional phenomenon. Although this analysis is based on small perturbation approximations and the special case of a statistically isotropic hydraulic conductivity field, it casts doubt on the use of a stochastic interpretation of the transmissivity in describing regional scale movement. However, by assuming the transmissivity to be the vertical integration of the hydraulic conductivity field at a given position, the stochastic properties of the hydraulic conductivity can be estimated from the stochastic properties of the transmissivity and applied to obtain a more accurate interpretation of solute movement. ?? 1990 Kluwer Academic Publishers.

Internal cycle modeling and environmental assessment of multiple cycle consumer products

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

Tsiliyannis, C.A., E-mail: anion@otenet.gr

2012-01-15

Highlights: Black-Right-Pointing-Pointer Dynamic flow models are presented for remanufactured, reused or recycled products. Black-Right-Pointing-Pointer Early loss and stochastic return are included for fast and slow cycling products. Black-Right-Pointing-Pointer The reuse-to-input flow ratio (Internal Cycle Factor, ICF) is determined. Black-Right-Pointing-Pointer The cycle rate, which is increasing with the ICF, monitors eco-performance. Black-Right-Pointing-Pointer Early internal cycle losses diminish the ICF, the cycle rate and performance. - Abstract: Dynamic annual flow models incorporating consumer discard and usage loss and featuring deterministic and stochastic end-of-cycle (EOC) return by the consumer are developed for reused or remanufactured products (multiple cycle products, MCPs), including fast andmore » slow cycling, short and long-lived products. It is shown that internal flows (reuse and overall consumption) increase proportionally to the dimensionless internal cycle factor (ICF) which is related to environmental impact reduction factors. The combined reuse/recycle (or cycle) rate is shown capable for shortcut, albeit effective, monitoring of environmental performance in terms of waste production, virgin material extraction and manufacturing impacts of all MCPs, a task, which physical variables (lifetime, cycling frequency, mean or total number of return trips) and conventional rates, via which environmental policy has been officially implemented (e.g. recycling rate) cannot accomplish. The cycle rate is shown to be an increasing (hyperbolic) function of ICF. The impact of the stochastic EOC return characteristics on total reuse and consumption flows, as well as on eco-performance, is assessed: symmetric EOC return has a small, positive effect on performance compared to deterministic, while early shifted EOC return is more beneficial. In order to be efficient, environmental policy should set higher minimum reuse targets for higher trippage MCPs. The results may serve for monitoring, flow accounting and comparative eco-assessment of MCPs. They may be useful in identifying reachable and efficient reuse/recycle targets for consumer products and in planning return via appropriate labelling and digital coding for enhancing environmental performance, while satisfying consumer demand.« less

Indeterminism in Classical Dynamics of Particle Motion

NASA Astrophysics Data System (ADS)

Eyink, Gregory; Vishniac, Ethan; Lalescu, Cristian; Aluie, Hussein; Kanov, Kalin; Burns, Randal; Meneveau, Charles; Szalay, Alex

2013-03-01

We show that ``God plays dice'' not only in quantum mechanics but also in the classical dynamics of particles advected by turbulent fluids. With a fixed deterministic flow velocity and an exactly known initial position, the particle motion is nevertheless completely unpredictable! In analogy with spontaneous magnetization in ferromagnets which persists as external field is taken to zero, the particle trajectories in turbulent flow remain random as external noise vanishes. The necessary ingredient is a rough advecting field with a power-law energy spectrum extending to smaller scales as noise is taken to zero. The physical mechanism of ``spontaneous stochasticity'' is the explosive dispersion of particle pairs proposed by L. F. Richardson in 1926, so the phenomenon should be observable in laboratory and natural turbulent flows. We present here the first empirical corroboration of these effects in high Reynolds-number numerical simulations of hydrodynamic and magnetohydrodynamic fluid turbulence. Since power-law spectra are seen in many other systems in condensed matter, geophysics and astrophysics, the phenomenon should occur rather widely. Fast reconnection in solar flares and other astrophysical systems can be explained by spontaneous stochasticity of magnetic field-line motion

Mesoscopic Modeling of Blood Clotting: Coagulation Cascade and Platelets Adhesion

NASA Astrophysics Data System (ADS)

Yazdani, Alireza; Li, Zhen; Karniadakis, George

2015-11-01

The process of clot formation and growth at a site on a blood vessel wall involve a number of multi-scale simultaneous processes including: multiple chemical reactions in the coagulation cascade, species transport and flow. To model these processes we have incorporated advection-diffusion-reaction (ADR) of multiple species into an extended version of Dissipative Particle Dynamics (DPD) method which is considered as a coarse-grained Molecular Dynamics method. At the continuum level this is equivalent to the Navier-Stokes equation plus one advection-diffusion equation for each specie. The chemistry of clot formation is now understood to be determined by mechanisms involving reactions among many species in dilute solution, where reaction rate constants and species diffusion coefficients in plasma are known. The role of blood particulates, i.e. red cells and platelets, in the clotting process is studied by including them separately and together in the simulations. An agonist-induced platelet activation mechanism is presented, while platelets adhesive dynamics based on a stochastic bond formation/dissociation process is included in the model.

Stochastic modeling of total suspended solids (TSS) in urban areas during rain events.

PubMed

Rossi, Luca; Krejci, Vladimir; Rauch, Wolfgang; Kreikenbaum, Simon; Fankhauser, Rolf; Gujer, Willi

2005-10-01

The load of total suspended solids (TSS) is one of the most important parameters for evaluating wet-weather pollution in urban sanitation systems. In fact, pollutants such as heavy metals, polycyclic aromatic hydrocarbons (PAHs), phosphorous and organic compounds are adsorbed onto these particles so that a high TSS load indicates the potential impact on the receiving waters. In this paper, a stochastic model is proposed to estimate the TSS load and its dynamics during rain events. Information on the various simulated processes was extracted from different studies of TSS in urban areas. The model thus predicts the probability of TSS loads arising from combined sewer overflows (CSOs) in combined sewer systems as well as from stormwater in separate sewer systems in addition to the amount of TSS retained in treatment devices in both sewer systems. The results of this TSS model illustrate the potential of the stochastic modeling approach for assessing environmental problems.

The impact of trade costs on rare earth exports : a stochastic frontier estimation approach.

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

Sanyal, Prabuddha; Brady, Patrick Vane; Vugrin, Eric D.

The study develops a novel stochastic frontier modeling approach to the gravity equation for rare earth element (REE) trade between China and its trading partners between 2001 and 2009. The novelty lies in differentiating betweenbehind the border' trade costs by China and theimplicit beyond the border costs' of China's trading partners. Results indicate that the significance level of the independent variables change dramatically over the time period. While geographical distance matters for trade flows in both periods, the effect of income on trade flows is significantly attenuated, possibly capturing the negative effects of financial crises in the developed world. Second,more » the total export losses due tobehind the border' trade costs almost tripled over the time period. Finally, looking atimplicit beyond the border' trade costs, results show China gaining in some markets, although it is likely that some countries are substituting away from Chinese REE exports.« less

An Analysis of Polynomial Chaos Approximations for Modeling Single-Fluid-Phase Flow in Porous Medium Systems

PubMed Central

Rupert, C.P.; Miller, C.T.

2008-01-01

We examine a variety of polynomial-chaos-motivated approximations to a stochastic form of a steady state groundwater flow model. We consider approaches for truncating the infinite dimensional problem and producing decoupled systems. We discuss conditions under which such decoupling is possible and show that to generalize the known decoupling by numerical cubature, it would be necessary to find new multivariate cubature rules. Finally, we use the acceleration of Monte Carlo to compare the quality of polynomial models obtained for all approaches and find that in general the methods considered are more efficient than Monte Carlo for the relatively small domains considered in this work. A curse of dimensionality in the series expansion of the log-normal stochastic random field used to represent hydraulic conductivity provides a significant impediment to efficient approximations for large domains for all methods considered in this work, other than the Monte Carlo method. PMID:18836519

Nonperturbative renormalization group study of the stochastic Navier-Stokes equation.

PubMed

Mejía-Monasterio, Carlos; Muratore-Ginanneschi, Paolo

2012-07-01

We study the renormalization group flow of the average action of the stochastic Navier-Stokes equation with power-law forcing. Using Galilean invariance, we introduce a nonperturbative approximation adapted to the zero-frequency sector of the theory in the parametric range of the Hölder exponent 4-2ε of the forcing where real-space local interactions are relevant. In any spatial dimension d, we observe the convergence of the resulting renormalization group flow to a unique fixed point which yields a kinetic energy spectrum scaling in agreement with canonical dimension analysis. Kolmogorov's -5/3 law is, thus, recovered for ε = 2 as also predicted by perturbative renormalization. At variance with the perturbative prediction, the -5/3 law emerges in the presence of a saturation in the ε dependence of the scaling dimension of the eddy diffusivity at ε = 3/2 when, according to perturbative renormalization, the velocity field becomes infrared relevant.

Descent graphs in pedigree analysis: applications to haplotyping, location scores, and marker-sharing statistics.

PubMed Central

Sobel, E.; Lange, K.

1996-01-01

The introduction of stochastic methods in pedigree analysis has enabled geneticists to tackle computations intractable by standard deterministic methods. Until now these stochastic techniques have worked by running a Markov chain on the set of genetic descent states of a pedigree. Each descent state specifies the paths of gene flow in the pedigree and the founder alleles dropped down each path. The current paper follows up on a suggestion by Elizabeth Thompson that genetic descent graphs offer a more appropriate space for executing a Markov chain. A descent graph specifies the paths of gene flow but not the particular founder alleles traveling down the paths. This paper explores algorithms for implementing Thompson's suggestion for codominant markers in the context of automatic haplotyping, estimating location scores, and computing gene-clustering statistics for robust linkage analysis. Realistic numerical examples demonstrate the feasibility of the algorithms. PMID:8651310

Unified superresolution experiments and stochastic theory provide mechanistic insight into protein ion-exchange adsorptive separations

PubMed Central

Kisley, Lydia; Chen, Jixin; Mansur, Andrea P.; Shuang, Bo; Kourentzi, Katerina; Poongavanam, Mohan-Vivekanandan; Chen, Wen-Hsiang; Dhamane, Sagar; Willson, Richard C.; Landes, Christy F.

2014-01-01

Chromatographic protein separations, immunoassays, and biosensing all typically involve the adsorption of proteins to surfaces decorated with charged, hydrophobic, or affinity ligands. Despite increasingly widespread use throughout the pharmaceutical industry, mechanistic detail about the interactions of proteins with individual chromatographic adsorbent sites is available only via inference from ensemble measurements such as binding isotherms, calorimetry, and chromatography. In this work, we present the direct superresolution mapping and kinetic characterization of functional sites on ion-exchange ligands based on agarose, a support matrix routinely used in protein chromatography. By quantifying the interactions of single proteins with individual charged ligands, we demonstrate that clusters of charges are necessary to create detectable adsorption sites and that even chemically identical ligands create adsorption sites of varying kinetic properties that depend on steric availability at the interface. Additionally, we relate experimental results to the stochastic theory of chromatography. Simulated elution profiles calculated from the molecular-scale data suggest that, if it were possible to engineer uniform optimal interactions into ion-exchange systems, separation efficiencies could be improved by as much as a factor of five by deliberately exploiting clustered interactions that currently dominate the ion-exchange process only accidentally. PMID:24459184

Unified superresolution experiments and stochastic theory provide mechanistic insight into protein ion-exchange adsorptive separations.

PubMed

Kisley, Lydia; Chen, Jixin; Mansur, Andrea P; Shuang, Bo; Kourentzi, Katerina; Poongavanam, Mohan-Vivekanandan; Chen, Wen-Hsiang; Dhamane, Sagar; Willson, Richard C; Landes, Christy F

2014-02-11

Chromatographic protein separations, immunoassays, and biosensing all typically involve the adsorption of proteins to surfaces decorated with charged, hydrophobic, or affinity ligands. Despite increasingly widespread use throughout the pharmaceutical industry, mechanistic detail about the interactions of proteins with individual chromatographic adsorbent sites is available only via inference from ensemble measurements such as binding isotherms, calorimetry, and chromatography. In this work, we present the direct superresolution mapping and kinetic characterization of functional sites on ion-exchange ligands based on agarose, a support matrix routinely used in protein chromatography. By quantifying the interactions of single proteins with individual charged ligands, we demonstrate that clusters of charges are necessary to create detectable adsorption sites and that even chemically identical ligands create adsorption sites of varying kinetic properties that depend on steric availability at the interface. Additionally, we relate experimental results to the stochastic theory of chromatography. Simulated elution profiles calculated from the molecular-scale data suggest that, if it were possible to engineer uniform optimal interactions into ion-exchange systems, separation efficiencies could be improved by as much as a factor of five by deliberately exploiting clustered interactions that currently dominate the ion-exchange process only accidentally.

An analytical model for highly seperated flow on airfoils at low speeds

NASA Technical Reports Server (NTRS)

Zunnalt, G. W.; Naik, S. N.

1977-01-01

A computer program was developed to solve the low speed flow around airfoils with highly separated flow. A new flow model included all of the major physical features in the separated region. Flow visualization tests also were made which gave substantiation to the validity of the model. The computation involves the matching of the potential flow, boundary layer and flows in the separated regions. Head's entrainment theory was used for boundary layer calculations and Korst's jet mixing analysis was used in the separated regions. A free stagnation point aft of the airfoil and a standing vortex in the separated region were modelled and computed.

Influence analysis of fluctuation parameters on flow stability based on uncertainty method

NASA Astrophysics Data System (ADS)

Meng, Tao; Fan, Shangchun; Wang, Chi; Shi, Huichao

2018-05-01

The relationship between flow fluctuation and pressure in a flow facility is studied theoretically and experimentally in this paper, and a method for measuring the flow fluctuation is proposed. According to the synchronicity of pressure and flow fluctuation, the amplitude of the flow fluctuation is calculated using the pressure measured in the flow facility and measurement of the flow fluctuation in a wide range of frequency is realized. Based on the method proposed, uncertainty analysis is used to evaluate the influences of different parameters on the flow fluctuation by the help of a sample-based stochastic model established and the parameters that have great influence are found, which can be a reference for the optimization design and the stability improvement of the flow facility.

Variation in the local population dynamics of the short-lived Opuntia macrorhiza (Cactaceae).

PubMed

Haridas, C V; Keeler, Kathleen H; Tenhumberg, Brigitte

2015-03-01

Spatiotemporal variation in demographic rates can have profound effects for population persistence, especially for dispersal-limited species living in fragmented landscapes. Long-term studies of plants in such habitats help with understanding the impacts of fragmentation on population persistence but such studies are rare. In this work, we reanalyzed demographic data from seven years of the short-lived cactus Opuntia macrorhiza var. macrorhiza at five plots in Boulder, Colorado. Previous work combining data from all years and all plots predicted a stable population (deterministic log lamda approximately 0). This approach assumed that all five plots were part of a single population. Since the plots were located in a suburban-agricultural interface separated by highways, grazing lands, and other barriers, and O. macrorhiza is likely dispersal limited, we analyzed the dynamics of each plot separately using stochastic matrix models assuming each plot represented a separate population. We found that the stochastic population growth rate log lamdaS varied widely between populations (log lamdaS = 0.1497, 0.0774, -0.0230, -0.2576, -0.4989). The three populations with the highest growth rates were located close together in space, while the two most isolated populations had the lowest growth rates suggesting that dispersal between populations is critical for the population viability of O. macrorhiza. With one exception, both our prospective (stochastic elasticity) and retrospective (stochastic life table response experiments) analysis suggested that means of stasis and growth, especially of smaller plants, were most important for population growth rate. This is surprising because recruitment is typically the most important vital rate in a short-lived species such as O. macrorhiza. We found that elasticity to the variance was mostly negligible, suggesting that O. macrorhiza populations are buffered against large temporal variation. Finally, single-year elasticities to means of transitions to the smallest stage (mostly due to reproduction) and growth differed considerably from their long-term elasticities. It is important to be aware of this difference when using models to predict the effect of manipulating plant vital rates within the time frame of typical plant demographic studies.

Stochastic thermodynamics of a chemical nanomachine: The channeling enzyme tryptophan synthase.

PubMed

Loutchko, Dimitri; Eisbach, Maximilian; Mikhailov, Alexander S

2017-01-14

The enzyme tryptophan synthase is characterized by a complex pattern of allosteric interactions that regulate the catalytic activity of its two subunits and opening or closing of their ligand gates. As a single macromolecule, it implements 13 different reaction steps, with an intermediate product directly channeled from one subunit to another. Based on experimental data, a stochastic model for the operation of tryptophan synthase has been earlier constructed [D. Loutchko, D. Gonze, and A. S. Mikhailov, J. Phys. Chem. B 120, 2179 (2016)]. Here, this model is used to consider stochastic thermodynamics of such a chemical nanomachine. The Gibbs energy landscape of the internal molecular states is determined, the production of entropy and its flow within the enzyme are analyzed, and the information exchange between the subunits resulting from allosteric cross-regulations and channeling is discussed.

Energy-optimal path planning by stochastic dynamically orthogonal level-set optimization

NASA Astrophysics Data System (ADS)

Subramani, Deepak N.; Lermusiaux, Pierre F. J.

2016-04-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. Based on partial differential equations, the methodology rigorously leverages the level-set equation that governs time-optimal reachability fronts for a given relative vehicle-speed function. To set up the energy optimization, the relative vehicle-speed and headings are considered to be stochastic and new stochastic Dynamically Orthogonal (DO) level-set equations are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. Numerical schemes to solve the reduced stochastic DO level-set equations are obtained, and accuracy and efficiency considerations are discussed. These reduced equations are first shown to be efficient at solving the governing stochastic level-sets, in part by comparisons with direct Monte Carlo simulations. To validate the methodology and illustrate its accuracy, comparisons with semi-analytical energy-optimal path solutions are then completed. In particular, we consider the energy-optimal crossing of a canonical steady front and set up its semi-analytical solution using a energy-time nested nonlinear double-optimization scheme. We then showcase the inner workings and nuances of the energy-optimal path planning, considering different mission scenarios. Finally, we study and discuss results of energy-optimal missions in a wind-driven barotropic quasi-geostrophic double-gyre ocean circulation.

An efficient distribution method for nonlinear transport problems in highly heterogeneous stochastic porous media

NASA Astrophysics Data System (ADS)

Ibrahima, Fayadhoi; Meyer, Daniel; Tchelepi, Hamdi

2016-04-01

Because geophysical data are inexorably sparse and incomplete, stochastic treatments of simulated responses are crucial to explore possible scenarios and assess risks in subsurface problems. In particular, nonlinear two-phase flows in porous media are essential, yet challenging, in reservoir simulation and hydrology. Adding highly heterogeneous and uncertain input, such as the permeability and porosity fields, transforms the estimation of the flow response into a tough stochastic problem for which computationally expensive Monte Carlo (MC) simulations remain the preferred option.We propose an alternative approach to evaluate the probability distribution of the (water) saturation for the stochastic Buckley-Leverett problem when the probability distributions of the permeability and porosity fields are available. We give a computationally efficient and numerically accurate method to estimate the one-point probability density (PDF) and cumulative distribution functions (CDF) of the (water) saturation. The distribution method draws inspiration from a Lagrangian approach of the stochastic transport problem and expresses the saturation PDF and CDF essentially in terms of a deterministic mapping and the distribution and statistics of scalar random fields. In a large class of applications these random fields can be estimated at low computational costs (few MC runs), thus making the distribution method attractive. Even though the method relies on a key assumption of fixed streamlines, we show that it performs well for high input variances, which is the case of interest. Once the saturation distribution is determined, any one-point statistics thereof can be obtained, especially the saturation average and standard deviation. Moreover, the probability of rare events and saturation quantiles (e.g. P10, P50 and P90) can be efficiently derived from the distribution method. These statistics can then be used for risk assessment, as well as data assimilation and uncertainty reduction in the prior knowledge of input distributions. We provide various examples and comparisons with MC simulations to illustrate the performance of the method.

Water outlet control mechanism for fuel cell system operation in variable gravity environments

NASA Technical Reports Server (NTRS)

Vasquez, Arturo (Inventor); McCurdy, Kerri L. (Inventor); Bradley, Karla F. (Inventor)

2007-01-01

A self-regulated water separator provides centrifugal separation of fuel cell product water from oxidant gas. The system uses the flow energy of the fuel cell's two-phase water and oxidant flow stream and a regulated ejector or other reactant circulation pump providing the two-phase fluid flow. The system further uses a means of controlling the water outlet flow rate away from the water separator that uses both the ejector's or reactant pump's supply pressure and a compressibility sensor to provide overall control of separated water flow either back to the separator or away from the separator.

Searching for stochastic gravitational waves using data from the two colocated LIGO Hanford detectors

NASA Astrophysics Data System (ADS)

Aasi, J.; Abadie, J.; Abbott, B. P.; Abbott, R.; Abbott, T.; Abernathy, M. R.; Accadia, T.; Acernese, F.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Affeldt, C.; Agathos, M.; Aggarwal, N.; Aguiar, O. D.; Ajith, P.; Allen, B.; Allocca, A.; Amador Ceron, E.; Amariutei, D.; Anderson, R. A.; Anderson, S. B.; Anderson, W. G.; Arai, K.; Araya, M. C.; Arceneaux, C.; Areeda, J.; Ast, S.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; Austin, L.; Aylott, B. E.; Babak, S.; Baker, P. T.; Ballardin, G.; Ballmer, S. W.; Barayoga, J. C.; Barker, D.; Barnum, S. H.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barton, M. A.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J.; Bauchrowitz, J.; Bauer, Th. S.; Bebronne, M.; Behnke, B.; Bejger, M.; Beker, M. G.; Bell, A. S.; Bell, C.; Belopolski, I.; Bergmann, G.; Berliner, J. M.; Bersanetti, D.; Bertolini, A.; Bessis, D.; Betzwieser, J.; Beyersdorf, P. T.; Bhadbhade, T.; Bilenko, I. A.; Billingsley, G.; Birch, J.; Biscans, S.; Bitossi, M.; Bizouard, M. A.; Black, E.; Blackburn, J. K.; Blackburn, L.; Blair, D.; Blom, M.; Bock, O.; Bodiya, T. P.; Boer, M.; Bogan, C.; Bond, C.; Bondu, F.; Bonelli, L.; Bonnand, R.; Bork, R.; Born, M.; Boschi, V.; Bose, S.; Bosi, L.; Bowers, J.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brannen, C. A.; Brau, J. E.; Breyer, J.; Briant, T.; Bridges, D. O.; Brillet, A.; Brinkmann, M.; Brisson, V.; Britzger, M.; Brooks, A. F.; Brown, D. A.; Brown, D. D.; Brückner, F.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cadonati, L.; Cagnoli, G.; Calderón Bustillo, J.; Calloni, E.; Camp, J. B.; Campsie, P.; Cannon, K. C.; Canuel, B.; Cao, J.; Capano, C. D.; Carbognani, F.; Carbone, L.; Caride, S.; Castiglia, A.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C.; Cesarini, E.; Chakraborty, R.; Chalermsongsak, T.; Chao, S.; Charlton, P.; Chassande-Mottin, E.; Chen, X.; Chen, Y.; Chincarini, A.; Chiummo, A.; Cho, H. S.; Chow, J.; Christensen, N.; Chu, Q.; Chua, S. S. Y.; Chung, S.; Ciani, G.; Clara, F.; Clark, D. E.; Clark, J. A.; Cleva, F.; Coccia, E.; Cohadon, P.-F.; Colla, A.; Colombini, M.; Constancio, M.; Conte, A.; Cook, D.; Corbitt, T. R.; Cordier, M.; Cornish, N.; Corsi, A.; Costa, C. A.; Coughlin, M. W.; Coulon, J.-P.; Countryman, S.; Couvares, P.; Coward, D. M.; Cowart, M.; Coyne, D. C.; Craig, K.; Creighton, J. D. E.; Creighton, T. D.; Crowder, S. G.; Cumming, A.; Cunningham, L.; Cuoco, E.; Dahl, K.; Dal Canton, T.; Damjanic, M.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Dattilo, V.; Daudert, B.; Daveloza, H.; Davier, M.; Davies, G. S.; Daw, E. J.; Day, R.; Dayanga, T.; Debreczeni, G.; Degallaix, J.; Deleeuw, E.; Deléglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dereli, H.; Dergachev, V.; DeRosa, R. T.; De Rosa, R.; DeSalvo, R.; Dhurandhar, S.; Díaz, M.; Dietz, A.; Di Fiore, L.; Di Lieto, A.; Di Palma, I.; Di Virgilio, A.; Dmitry, K.; Donovan, F.; Dooley, K. L.; Doravari, S.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Du, Z.; Dumas, J.-C.; Dwyer, S.; Eberle, T.; Edwards, M.; Effler, A.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Endrőczi, G.; Essick, R.; Etzel, T.; Evans, K.; Evans, M.; Evans, T.; Factourovich, M.; Fafone, V.; Fairhurst, S.; Fang, Q.; Farr, B.; Farr, W.; Favata, M.; Fazi, D.; Fehrmann, H.; Feldbaum, D.; Ferrante, I.; Ferrini, F.; Fidecaro, F.; Finn, L. S.; Fiori, I.; Fisher, R.; Flaminio, R.; Foley, E.; Foley, S.; Forsi, E.; Fotopoulos, N.; Fournier, J.-D.; Franco, S.; Frasca, S.; Frasconi, F.; Frede, M.; Frei, M.; Frei, Z.; Freise, A.; Frey, R.; Fricke, T. T.; Fritschel, P.; Frolov, V. V.; Fujimoto, M.-K.; Fulda, P.; Fyffe, M.; Gair, J.; Gammaitoni, L.; Garcia, J.; Garufi, F.; Gehrels, N.; Gemme, G.; Genin, E.; Gennai, A.; Gergely, L.; Ghosh, S.; Giaime, J. A.; Giampanis, S.; Giardina, K. D.; Giazotto, A.; Gil-Casanova, S.; Gill, C.; Gleason, J.; Goetz, E.; Goetz, R.; Gondan, L.; González, G.; Gordon, N.; Gorodetsky, M. L.; Gossan, S.; Goßler, S.; Gouaty, R.; Graef, C.; Graff, P. B.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greenhalgh, R. J. S.; Gretarsson, A. M.; Griffo, C.; Grote, H.; Grover, K.; Grunewald, S.; Guidi, G. M.; Guido, C.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hall, B.; Hall, E.; Hammer, D.; Hammond, G.; Hanke, M.; Hanks, J.; Hanna, C.; Hanson, J.; Harms, J.; Harry, G. M.; Harry, I. W.; Harstad, E. D.; Hartman, M. T.; Haughian, K.; Hayama, K.; Heefner, J.; Heidmann, A.; Heintze, M.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hoak, D.; Hodge, K. A.; Holt, K.; Hong, T.; Hooper, S.; Horrom, T.; Hosken, D. J.; Hough, J.; Howell, E. J.; Hu, Y.; Hua, Z.; Huang, V.; Huerta, E. A.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh, M.; Huynh-Dinh, T.; Iafrate, J.; Ingram, D. R.; Inta, R.; Isogai, T.; Ivanov, A.; Iyer, B. R.; Izumi, K.; Jacobson, M.; James, E.; Jang, H.; Jang, Y. J.; Jaranowski, P.; Jiménez-Forteza, F.; Johnson, W. W.; Jones, D. I.; Jones, D.; Jones, R.; Jonker, R. J. G.; Ju, L.; Haris, K.; Kalmus, P.; Kalogera, V.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Kasprzack, M.; Kasturi, R.; Katsavounidis, E.; Katzman, W.; Kaufer, H.; Kaufman, K.; Kawabe, K.; Kawamura, S.; Kawazoe, F.; Kéfélian, F.; Keitel, D.; Kelley, D. B.; Kells, W.; Keppel, D. G.; Khalaidovski, A.; Khalili, F. Y.; Khazanov, E. A.; Kim, B. K.; Kim, C.; Kim, K.; Kim, N.; Kim, W.; Kim, Y.-M.; King, E.; King, P. J.; Kinzel, D. L.; Kissel, J. S.; Klimenko, S.; Kline, J.; Koehlenbeck, S.; Kokeyama, K.; Kondrashov, V.; Koranda, S.; Korth, W. Z.; Kowalska, I.; Kozak, D.; Kremin, A.; Kringel, V.; Krishnan, B.; Królak, A.; Kucharczyk, C.; Kudla, S.; Kuehn, G.; Kumar, A.; Kumar, D. Nanda; Kumar, P.; Kumar, R.; Kurdyumov, R.; Kwee, P.; Landry, M.; Lantz, B.; Larson, S.; Lasky, P. D.; Lawrie, C.; Lazzarini, A.; Leaci, P.; Lebigot, E. O.; Lee, C.-H.; Lee, H. K.; Lee, H. M.; Lee, J. J.; Lee, J.; Leonardi, M.; Leong, J. R.; Le Roux, A.; Leroy, N.; Letendre, N.; Levine, B.; Lewis, J. B.; Lhuillier, V.; Li, T. G. F.; Lin, A. C.; Littenberg, T. B.; Litvine, V.; Liu, F.; Liu, H.; Liu, Y.; Liu, Z.; Lloyd, D.; Lockerbie, N. A.; Lockett, V.; Lodhia, D.; Loew, K.; Logue, J.; Lombardi, A. L.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J.; Luan, J.; Lubinski, M. J.; Lück, H.; Lundgren, A. P.; Macarthur, J.; Macdonald, E.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magana-Sandoval, F.; Mageswaran, M.; Mailand, K.; Majorana, E.; Maksimovic, I.; Malvezzi, V.; Man, N.; Manca, G. M.; Mandel, I.; Mandic, V.; Mangano, V.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markosyan, A.; Maros, E.; Marque, J.; Martelli, F.; Martellini, L.; Martin, I. W.; Martin, R. M.; Martini, G.; Martynov, D.; Marx, J. N.; Mason, K.; Masserot, A.; Massinger, T. J.; Matichard, F.; Matone, L.; Matzner, R. A.; Mavalvala, N.; May, G.; Mazumder, N.; Mazzolo, G.; McCarthy, R.; McClelland, D. E.; McGuire, S. C.; McIntyre, G.; McIver, J.; Meacher, D.; Meadors, G. D.; Mehmet, M.; Meidam, J.; Meier, T.; Melatos, A.; Mendell, G.; Mercer, R. A.; Meshkov, S.; Messenger, C.; Meyer, M. S.; Miao, H.; Michel, C.; Mikhailov, E.; Milano, L.; Miller, J.; Minenkov, Y.; Mingarelli, C. M. F.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moe, B.; Mohan, M.; Mohapatra, S. R. P.; Mokler, F.; Moraru, D.; Moreno, G.; Morgado, N.; Mori, T.; Morriss, S. R.; Mossavi, K.; Mours, B.; Mow-Lowry, C. M.; Mueller, C. L.; Mueller, G.; Mukherjee, S.; Mullavey, A.; Munch, J.; Murphy, D.; Murray, P. G.; Mytidis, A.; Nagy, M. F.; Nardecchia, I.; Nash, T.; Naticchioni, L.; Nayak, R.; Necula, V.; Neri, I.; Neri, M.; Newton, G.; Nguyen, T.; Nishida, E.; Nishizawa, A.; Nitz, A.; Nocera, F.; Nolting, D.; Normandin, M. E.; Nuttall, L. K.; Ochsner, E.; O'Dell, J.; Oelker, E.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Oppermann, P.; O'Reilly, B.; Ortega Larcher, W.; O'Shaughnessy, R.; Osthelder, C.; Ottaway, D. J.; Ottens, R. S.; Ou, J.; Overmier, H.; Owen, B. J.; Padilla, C.; Pai, A.; Palomba, C.; Pan, Y.; Pankow, C.; Paoletti, F.; Paoletti, R.; Paris, H.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Pedraza, M.; Peiris, P.; Penn, S.; Perreca, A.; Phelps, M.; Pichot, M.; Pickenpack, M.; Piergiovanni, F.; Pierro, V.; Pinard, L.; Pindor, B.; Pinto, I. M.; Pitkin, M.; Poeld, J.; Poggiani, R.; Poole, V.; Postiglione, F.; Poux, C.; Predoi, V.; Prestegard, T.; Price, L. R.; Prijatelj, M.; Privitera, S.; Prodi, G. A.; Prokhorov, L.; Puncken, O.; Punturo, M.; Puppo, P.; Quetschke, V.; Quintero, E.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Rácz, I.; Radkins, H.; Raffai, P.; Raja, S.; Rajalakshmi, G.; Rakhmanov, M.; Ramet, C.; Rapagnani, P.; Raymond, V.; Re, V.; Reed, C. M.; Reed, T.; Regimbau, T.; Reid, S.; Reitze, D. H.; Ricci, F.; Riesen, R.; Riles, K.; Robertson, N. A.; Robinet, F.; Rocchi, A.; Roddy, S.; Rodriguez, C.; Rodruck, M.; Roever, C.; Rolland, L.; Rollins, J. G.; Romano, J. D.; Romano, R.; Romanov, G.; Romie, J. H.; Rosińska, D.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Ryan, K.; Salemi, F.; Sammut, L.; Sandberg, V.; Sanders, J.; Sannibale, V.; Santiago-Prieto, I.; Saracco, E.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Savage, R.; Schilling, R.; Schnabel, R.; Schofield, R. M. S.; Schreiber, E.; Schuette, D.; Schulz, B.; Schutz, B. F.; Schwinberg, P.; Scott, J.; Scott, S. M.; Seifert, F.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Shaddock, D.; Shah, S.; Shahriar, M. S.; Shaltev, M.; Shapiro, B.; Shawhan, P.; Shoemaker, D. H.; Sidery, T. L.; Siellez, K.; Siemens, X.; Sigg, D.; Simakov, D.; Singer, A.; Singer, L.; Sintes, A. M.; Skelton, G. R.; Slagmolen, B. J. J.; Slutsky, J.; Smith, J. R.; Smith, M. R.; Smith, R. J. E.; Smith-Lefebvre, N. D.; Soden, K.; Son, E. J.; Sorazu, B.; Souradeep, T.; Sperandio, L.; Staley, A.; Steinert, E.; Steinlechner, J.; Steinlechner, S.; Steplewski, S.; Stevens, D.; Stochino, A.; Stone, R.; Strain, K. A.; Straniero, N.; Strigin, S.; Stroeer, A. S.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Susmithan, S.; Sutton, P. J.; Swinkels, B.; Szeifert, G.; Tacca, M.; Talukder, D.; Tang, L.; Tanner, D. B.; Tarabrin, S. P.; Taylor, R.; ter Braack, A. P. M.; Thirugnanasambandam, M. P.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thorne, K. S.; Thrane, E.; Tiwari, V.; Tokmakov, K. V.; Tomlinson, C.; Toncelli, A.; Tonelli, M.; Torre, O.; Torres, C. V.; Torrie, C. I.; Travasso, F.; Traylor, G.; Tse, M.; Ugolini, D.; Unnikrishnan, C. S.; Vahlbruch, H.; Vajente, G.; Vallisneri, M.; van den Brand, J. F. J.; Van Den Broeck, C.; van der Putten, S.; van der Sluys, M. V.; van Heijningen, J.; van Veggel, A. A.; Vass, S.; Vasúth, M.; Vaulin, R.; Vecchio, A.; Vedovato, G.; Veitch, P. J.; Veitch, J.; Venkateswara, K.; Verkindt, D.; Verma, S.; Vetrano, F.; Viceré, A.; Vincent-Finley, R.; Vinet, J.-Y.; Vitale, S.; Vitale, S.; Vlcek, B.; Vo, T.; Vocca, H.; Vorvick, C.; Vousden, W. D.; Vrinceanu, D.; Vyachanin, S. P.; Wade, A.; Wade, L.; Wade, M.; Waldman, S. J.; Walker, M.; Wallace, L.; Wan, Y.; Wang, J.; Wang, M.; Wang, X.; Wanner, A.; Ward, R. L.; Was, M.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Welborn, T.; Wen, L.; Wessels, P.; West, M.; Westphal, T.; Wette, K.; Whelan, J. T.; White, D. J.; Whiting, B. F.; Wibowo, S.; Wiesner, K.; Wilkinson, C.; Williams, L.; Williams, R.; Williams, T.; Willis, J. L.; Willke, B.; Wimmer, M.; Winkelmann, L.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Worden, J.; Yablon, J.; Yakushin, I.; Yamamoto, H.; Yancey, C. C.; Yang, H.; Yeaton-Massey, D.; Yoshida, S.; Yum, H.; Yvert, M.; ZadroŻny, A.; Zanolin, M.; Zendri, J.-P.; Zhang, F.; Zhang, L.; Zhao, C.; Zhu, H.; Zhu, X. J.; Zotov, N.; Zucker, M. E.; Zweizig, J.; LIGO Scientific Collaboration; Virgo Collaboration

2015-01-01

Searches for a stochastic gravitational-wave background (SGWB) using terrestrial detectors typically involve cross-correlating data from pairs of detectors. The sensitivity of such cross-correlation analyses depends, among other things, on the separation between the two detectors: the smaller the separation, the better the sensitivity. Hence, a colocated detector pair is more sensitive to a gravitational-wave background than a noncolocated detector pair. However, colocated detectors are also expected to suffer from correlated noise from instrumental and environmental effects that could contaminate the measurement of the background. Hence, methods to identify and mitigate the effects of correlated noise are necessary to achieve the potential increase in sensitivity of colocated detectors. Here we report on the first SGWB analysis using the two LIGO Hanford detectors and address the complications arising from correlated environmental noise. We apply correlated noise identification and mitigation techniques to data taken by the two LIGO Hanford detectors, H1 and H2, during LIGO's fifth science run. At low frequencies, 40-460 Hz, we are unable to sufficiently mitigate the correlated noise to a level where we may confidently measure or bound the stochastic gravitational-wave signal. However, at high frequencies, 460-1000 Hz, these techniques are sufficient to set a 95% confidence level upper limit on the gravitational-wave energy density of Ω (f )<7.7 ×1 0-4(f /900 Hz )3 , which improves on the previous upper limit by a factor of ˜180 . In doing so, we demonstrate techniques that will be useful for future searches using advanced detectors, where correlated noise (e.g., from global magnetic fields) may affect even widely separated detectors.

Searching for Stochastic Gravitational Waves Using Data from the Two Co-Located LIGO Hanford Detectors

NASA Technical Reports Server (NTRS)

Aasi, J.; Abadie, J.; Abbott, B. P.; Abbott, R.; Abbott, T.; Abernathy, M. R.; Accadia, T.; Acernese, F.; Adams, C.; Adams, T.;

Brownian dynamics without Green's functions

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

Delong, Steven; Donev, Aleksandar, E-mail: donev@courant.nyu.edu; Usabiaga, Florencio Balboa

2014-04-07

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

The Stochastic Dynamics of Filopodial Growth

NASA Astrophysics Data System (ADS)

Papoian, Garegin A.; Lan, Yueheng; Zhuravlev, Pavel

2008-03-01

A filopodium is a cytoplasmic projection, exquisitely built and regulated, which extends from the leading edge of the migrating cell, exploring the cell's neighborhood. Commonly, filopodia grow and retract after their initiation, exhibiting rich dynamical behaviors. We model the growth of a filopodium based on a stochastic description which incorporates mechanical, physical and biochemical components. Our model provides a full stochastic treatment of the actin monomer diffusion and polymerization of each individual actin filament under stress of the fluctuating membrane. We have investigated the length distribution of individual filaments in a growing filopodium and studied how it depends on various physical parameters. The distribution of filament lengths turned out to be narrow, which we explained by the negative feedback created by the membrane load and monomeric G-actin gradient. We also discovered that filopodial growth is strongly diminished upon increasing retrograde flow, suggesting that regulating the retrograde flow rate would be a highly efficient way to control filopodial extension dynamics. The filopodial length increases as the membrane fluctuations decrease, which we attributed to the unequal loading of the mem- brane force among individual filaments, which, in turn, results in larger average polymerization rates. We also observed significant diffusional noise of G-actin monomers, which leads to smaller G-actin flux along the filopodial tube compared with the prediction using the diffusion equation.

AGN jet-driven stochastic cold accretion in cluster cores

NASA Astrophysics Data System (ADS)

Prasad, Deovrat; Sharma, Prateek; Babul, Arif

2017-10-01

Several arguments suggest that stochastic condensation of cold gas and its accretion on to the central supermassive black hole (SMBH) is essential for active galactic nuclei (AGNs) feedback to work in the most massive galaxies that lie at the centres of galaxy clusters. Our 3-D hydrodynamic AGN jet-ICM (intracluster medium) simulations, looking at the detailed angular momentum distribution of cold gas and its time variability for the first time, show that the angular momentum of the cold gas crossing ≲1 kpc is essentially isotropic. With almost equal mass in clockwise and counterclockwise orientations, we expect a cancellation of the angular momentum on roughly the dynamical time. This means that a compact accretion flow with a short viscous time ought to form, through which enough accretion power can be channeled into jet mechanical energy sufficiently quickly to prevent a cooling flow. The inherent stochasticity, expected in feedback cycles driven by cold gas condensation, gives rise to a large variation in the cold gas mass at the centres of galaxy clusters, for similar cluster and SMBH masses, in agreement with the observations. Such correlations are expected to be much tighter for the smoother hot/Bondi accretion. The weak correlation between cavity power and Bondi power obtained from our simulations also matches observations.

Zonal flow as pattern formation

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

Parker, Jeffrey B.; Krommes, John A.

2013-10-15

Zonal flows are well known to arise spontaneously out of turbulence. We show that for statistically averaged equations of the stochastically forced generalized Hasegawa-Mima model, steady-state zonal flows, and inhomogeneous turbulence fit into the framework of pattern formation. There are many implications. First, the wavelength of the zonal flows is not unique. Indeed, in an idealized, infinite system, any wavelength within a certain continuous band corresponds to a solution. Second, of these wavelengths, only those within a smaller subband are linearly stable. Unstable wavelengths must evolve to reach a stable wavelength; this process manifests as merging jets.

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

Faranda, Davide, E-mail: davide.faranda@cea.fr; Dubrulle, Bérengère; Daviaud, François

We introduce a novel way to extract information from turbulent datasets by applying an Auto Regressive Moving Average (ARMA) statistical analysis. Such analysis goes well beyond the analysis of the mean flow and of the fluctuations and links the behavior of the recorded time series to a discrete version of a stochastic differential equation which is able to describe the correlation structure in the dataset. We introduce a new index Υ that measures the difference between the resulting analysis and the Obukhov model of turbulence, the simplest stochastic model reproducing both Richardson law and the Kolmogorov spectrum. We test themore » method on datasets measured in a von Kármán swirling flow experiment. We found that the ARMA analysis is well correlated with spatial structures of the flow, and can discriminate between two different flows with comparable mean velocities, obtained by changing the forcing. Moreover, we show that the Υ is highest in regions where shear layer vortices are present, thereby establishing a link between deviations from the Kolmogorov model and coherent structures. These deviations are consistent with the ones observed by computing the Hurst exponents for the same time series. We show that some salient features of the analysis are preserved when considering global instead of local observables. Finally, we analyze flow configurations with multistability features where the ARMA technique is efficient in discriminating different stability branches of the system.« less

Inverse modeling of hydraulic tests in fractured crystalline rock based on a transition probability geostatistical approach

NASA Astrophysics Data System (ADS)

Blessent, Daniela; Therrien, René; Lemieux, Jean-Michel

2011-12-01

This paper presents numerical simulations of a series of hydraulic interference tests conducted in crystalline bedrock at Olkiluoto (Finland), a potential site for the disposal of the Finnish high-level nuclear waste. The tests are in a block of crystalline bedrock of about 0.03 km3 that contains low-transmissivity fractures. Fracture density, orientation, and fracture transmissivity are estimated from Posiva Flow Log (PFL) measurements in boreholes drilled in the rock block. On the basis of those data, a geostatistical approach relying on a transitional probability and Markov chain models is used to define a conceptual model based on stochastic fractured rock facies. Four facies are defined, from sparsely fractured bedrock to highly fractured bedrock. Using this conceptual model, three-dimensional groundwater flow is then simulated to reproduce interference pumping tests in either open or packed-off boreholes. Hydraulic conductivities of the fracture facies are estimated through automatic calibration using either hydraulic heads or both hydraulic heads and PFL flow rates as targets for calibration. The latter option produces a narrower confidence interval for the calibrated hydraulic conductivities, therefore reducing the associated uncertainty and demonstrating the usefulness of the measured PFL flow rates. Furthermore, the stochastic facies conceptual model is a suitable alternative to discrete fracture network models to simulate fluid flow in fractured geological media.

Stochastic Simulation of Lagrangian Particle Transport in Turbulent Flows

NASA Astrophysics Data System (ADS)

Sun, Guangyuan

This dissertation presents the development and validation of the One Dimensional Turbulence (ODT) multiphase model in the Lagrangian reference frame. ODT is a stochastic model that captures the full range of length and time scales and provides statistical information on fine-scale turbulent-particle mixing and transport at low computational cost. The flow evolution is governed by a deterministic solution of the viscous processes and a stochastic representation of advection through stochastic domain mapping processes. The three algorithms for Lagrangian particle transport are presented within the context of the ODT approach. The Type-I and -C models consider the particle-eddy interaction as instantaneous and continuous change of the particle position and velocity, respectively. The Type-IC model combines the features of the Type-I and -C models. The models are applied to the multi-phase flows in the homogeneous decaying turbulence and turbulent round jet. Particle dispersion, dispersion coefficients, and velocity statistics are predicted and compared with experimental data. The models accurately reproduces the experimental data sets and capture particle inertial effects and trajectory crossing effect. A new adjustable particle parameter is introduced into the ODT model, and sensitivity analysis is performed to facilitate parameter estimation and selection. A novel algorithm of the two-way momentum coupling between the particle and carrier phases is developed in the ODT multiphase model. Momentum exchange between the phases is accounted for through particle source terms in the viscous diffusion. The source term is implemented in eddy events through a new kernel transformation and an iterative procedure is required for eddy selection. This model is applied to a particle-laden turbulent jet flow, and simulation results are compared with experimental measurements. The effect of particle addition on the velocities of the gas phase is investigated. The development of particle velocity and particle number distribution are illustrated. The simulation results indicate that the model qualitatively captures the turbulent modulation with the presence of difference particle classes with different solid loadings. The model is then extended to simulate temperature evolution of the particles in a nonisothermal hot jet, in which heat transfer between the particles and gas is considered. The flow is bounded by a wall on the one side of the domain. The simulations are performed over a range of particle inertia and thermal relaxation time scales and different initial particle locations. The present study investigates the post-blast-phase mixing between the particles, the environment that is intended to heat them up, and the ambient environment that dilutes the jet flow. The results indicate that the model can qualitatively predict the important particle statistics in jet flame.

Review Article: Advances in modeling of bed particle entrainment sheared by turbulent flow

NASA Astrophysics Data System (ADS)

Dey, Subhasish; Ali, Sk Zeeshan

2018-06-01

Bed particle entrainment by turbulent wall-shear flow is a key topic of interest in hydrodynamics because it plays a major role to govern the planetary morphodynamics. In this paper, the state-of-the-art review of the essential mechanisms governing the bed particle entrainment by turbulent wall-shear flow and their mathematical modeling is presented. The paper starts with the appraisal of the earlier multifaceted ideas in modeling the particle entrainment highlighting the rolling, sliding, and lifting modes of entrainment. Then, various modeling approaches of bed particle entrainment, such as deterministic, stochastic, and spatiotemporal approaches, are critically analyzed. The modeling criteria of particle entrainment are distinguished for hydraulically smooth, transitional, and rough flow regimes. In this context, the responses of particle size, particle exposure, and packing condition to the near-bed turbulent flow that shears the particles to entrain are discussed. From the modern experimental outcomes, the conceptual mechanism of particle entrainment from the viewpoint of near-bed turbulent coherent structures is delineated. As the latest advancement of the subject, the paper sheds light on the origin of the primitive empirical formulations of bed particle entrainment deriving the scaling laws of threshold flow velocity of bed particle motion from the perspective of the phenomenological theory of turbulence. Besides, a model framework that provides a new look on the bed particle entrainment phenomenon stemming from the stochastic-cum-spatiotemporal approach is introduced. Finally, the future scope of research is articulated with open questions.

A comparison of numerical solutions of partial differential equations with probabilistic and possibilistic parameters for the quantification of uncertainty in subsurface solute transport.

PubMed

Zhang, Kejiang; Achari, Gopal; Li, Hua

2009-11-03

Traditionally, uncertainty in parameters are represented as probabilistic distributions and incorporated into groundwater flow and contaminant transport models. With the advent of newer uncertainty theories, it is now understood that stochastic methods cannot properly represent non random uncertainties. In the groundwater flow and contaminant transport equations, uncertainty in some parameters may be random, whereas those of others may be non random. The objective of this paper is to develop a fuzzy-stochastic partial differential equation (FSPDE) model to simulate conditions where both random and non random uncertainties are involved in groundwater flow and solute transport. Three potential solution techniques namely, (a) transforming a probability distribution to a possibility distribution (Method I) then a FSPDE becomes a fuzzy partial differential equation (FPDE), (b) transforming a possibility distribution to a probability distribution (Method II) and then a FSPDE becomes a stochastic partial differential equation (SPDE), and (c) the combination of Monte Carlo methods and FPDE solution techniques (Method III) are proposed and compared. The effects of these three methods on the predictive results are investigated by using two case studies. The results show that the predictions obtained from Method II is a specific case of that got from Method I. When an exact probabilistic result is needed, Method II is suggested. As the loss or gain of information during a probability-possibility (or vice versa) transformation cannot be quantified, their influences on the predictive results is not known. Thus, Method III should probably be preferred for risk assessments.

Active control of Boundary Layer Separation & Flow Distortion in Adverse Pressure Gradient Flows via Supersonic Microjets

NASA Technical Reports Server (NTRS)

Alvi, Farrukh S.; Gorton, Susan (Technical Monitor)

2005-01-01

Inlets to aircraft propulsion systems must supply flow to the compressor with minimal pressure loss, flow distortion or unsteadiness. Flow separation in internal flows such as inlets and ducts in aircraft propulsion systems and external flows such as over aircraft wings, is undesirable as it reduces the overall system performance. The aim of this research has been to understand the nature of separation and more importantly, to explore techniques to actively control this flow separation. In particular, the use of supersonic microjets as a means of controlling boundary layer separation was explored. The geometry used for the early part of this study was a simple diverging Stratford ramp, equipped with arrays of supersonic microjets. Initial results, based on the mean surface pressure distribution, surface flow visualization and Planar Laser Scattering (PLS) indicated a reverse flow region. We implemented supersonic microjets to control this separation and flow visualization results appeared to suggest that microjets have a favorable effect, at least to a certain extent. However, the details of the separated flow field were difficult to determine based on surface pressure distribution, surface flow patterns and PLS alone. It was also difficult to clearly determine the exact influence of the supersonic microjets on this flow. In the latter part of this study, the properties of this flow-field and the effect of supersonic microjets on its behavior were investigated in further detail using 2-component (planar) Particle Image Velocimetry (PIV). The results clearly show that the activation of microjets eliminated flow separation and resulted in a significant increase in the momentum of the fluid near the ramp surface. Also notable is the fact that the gain in momentum due to the elimination of flow separation is at least an order of magnitude larger (two orders of magnitude larger in most cases) than the momentum injected by the microjets and is accomplished with very little mass flow through the microjets.

Topology of Flow Separation on Three-Dimensional Bodies

NASA Technical Reports Server (NTRS)

Chapman, Gary T.; Yates, Leslie A.

1991-01-01

In recent years there has been extensive research on three-dimensional flow separation. There are two different approaches: the phenomenological approach and a mathematical approach using topology. These two approaches are reviewed briefly and the shortcomings of some of the past works are discussed. A comprehensive approach applicable to incompressible and compressible steady-state flows as well as incompressible unsteady flow is then presented. The approach is similar to earlier topological approaches to separation but is more complete and in some cases adds more emphasis to certain points than in the past. To assist in the classification of various types of flow, nomenclature is introduced to describe the skin-friction portraits on the surface. This method of classification is then demonstrated on several categories of flow to illustrate particular points as well as the diversity of flow separation. The categories include attached, two-dimensional separation and three different types of simple, three-dimensional primary separation, secondary separation, and compound separation. Hypothetical experiments are utilized to illustrate the topological terminology and its role in characterizing these flows. These hypothetical experiments use colored oil injected onto the surface at singular points in the skin-friction portrait. Actual flow-visualization information, if available, is used to corroborate the hypothetical examples.

Stochastic Representations of Seismic Anisotropy: Verification of Effective Media Models and Application to the Continental Crust

NASA Astrophysics Data System (ADS)

Song, X.; Jordan, T. H.

2017-12-01

The seismic anisotropy of the continental crust is dominated by two mechanisms: the local (intrinsic) anisotropy of crustal rocks caused by the lattice-preferred orientation of their constituent minerals, and the geometric (extrinsic) anisotropy caused by the alignment and layering of elastic heterogeneities by sedimentation and deformation. To assess the relative importance of these mechanisms, we have applied Jordan's (GJI, 2015) self-consistent, second-order theory to compute the effective elastic parameters of stochastic media with hexagonal local anisotropy and small-scale 3D heterogeneities that have transversely isotropic (TI) statistics. The theory pertains to stochastic TI media in which the eighth-order covariance tensor of the elastic moduli can be separated into a one-point variance tensor that describes the local anisotropy in terms of a anisotropy orientation ratio (ξ from 0 to ∞), and a two-point correlation function that describes the geometric anisotropy in terms of a heterogeneity aspect ratio (η from 0 to ∞). If there is no local anisotropy, then, in the limiting case of a horizontal stochastic laminate (η→∞), the effective-medium equations reduce to the second-order equations derived by Backus (1962) for a stochastically layered medium. This generalization of the Backus equations to 3D stochastic media, as well as the introduction of local, stochastically rotated anisotropy, provides a powerful theory for interpreting the anisotropic signatures of sedimentation and deformation in continental environments; in particular, the parameterizations that we propose are suitable for tomographic inversions. We have verified this theory through a series high-resolution numerical experiments using both isotropic and anisotropic wave-propagation codes.

Study of vortex generator influence on the flow in the wake of high-lift system wing

NASA Astrophysics Data System (ADS)

Bragin, N. N.; Ryabov, D. I.; Skomorokhov, S. I.; Slitinskaya, A. Yu.

2016-10-01

Passive vortex generators (VG) are known as one of the ways to improve the flow of the wings and other surfaces in the presence of flow separation. In particular, the VG are installed on the wings and nacelles of many foreign airplanes, including the most recent ones (for example, Boeing 787, Airbus A-350). The principle of the passive VG effects on flow is to transfer the kinetic energy of the external flow separation region by the vortices system arising from the flow VG themselves. For example, by increasing the angle of attack of the wing separation it is highly three-dimensional picture of the flow and sufficiently sensitive to external influences. Thus separated flow can be controlled when using the VG destroy large separation vortices. The VG effectiveness depends on many parameters. This is primarily the relative position of the second harmonic and the separation region on the wing and their size and position relative to each other, the orientation of the second harmonic relative to the local flow direction of the external flow, etc. Obviously, the VG effect will depend essentially on the intensity ratio of the second harmonic vortexes and nature of flow separation in the separation area. In the presence of intense flow separation the effect of conventional VG may be reduced or not occur at all. Until recently, investigations and selection of position of conventional VG were made only experimentally. Currently, the possibilities of calculation methods allow estimating the VG effect on the flow in the separation area. However, due to the phenomenon complexity the accuracy of these calculations is low. The experimental data are required to validate the computational methods, including information not only about the total impact, but also about the flow structure in the separation area. To obtain such information is the subject of this paper. In the test model of high-lift devices swept wing with modern supercritical profile the parametric studies were performed on the VG effects on the flow in the intensive separation zone on flaps. A number of VG types is considered that differ by configuration, size, location in relation to the area of flow separation on the flap, as well as the orientation relative to the incoming flow. The major part of standard of VG positions is investigated. The VG influence on head velocity loss and the characteristics of the amplitude-frequency spectra of pressure fluctuations in the wake of the wing are obtained, as well as the flow spectra are obtained by means of fluorescent mini-tufts.

Continuous particle separation using pressure-driven flow-induced miniaturizing free-flow electrophoresis (PDF-induced μ-FFE).

PubMed

Jeon, Hyungkook; Kim, Youngkyu; Lim, Geunbae

2016-01-28

In this paper, we introduce pressure-driven flow-induced miniaturizing free-flow electrophoresis (PDF-induced μ-FFE), a novel continuous separation method. In our separation system, the external flow and electric field are applied to particles, such that particle movement is affected by pressure-driven flow, electroosmosis, and electrophoresis. We then analyzed the hydrodynamic drag force and electrophoretic force applied to the particles in opposite directions. Based on this analysis, micro- and nano-sized particles were separated according to their electrophoretic mobilities with high separation efficiency. Because the separation can be achieved in a simple T-shaped microchannel, without the use of internal electrodes, it offers the advantages of low-cost, simple device fabrication and bubble-free operation, compared with conventional μ-FFE methods. Therefore, we expect the proposed separation method to have a wide range of filtering/separation applications in biochemical analysis.

Continuous particle separation using pressure-driven flow-induced miniaturizing free-flow electrophoresis (PDF-induced μ-FFE)

PubMed Central

Jeon, Hyungkook; Kim, Youngkyu; Lim, Geunbae

2016-01-01

In this paper, we introduce pressure-driven flow-induced miniaturizing free-flow electrophoresis (PDF-induced μ-FFE), a novel continuous separation method. In our separation system, the external flow and electric field are applied to particles, such that particle movement is affected by pressure-driven flow, electroosmosis, and electrophoresis. We then analyzed the hydrodynamic drag force and electrophoretic force applied to the particles in opposite directions. Based on this analysis, micro- and nano-sized particles were separated according to their electrophoretic mobilities with high separation efficiency. Because the separation can be achieved in a simple T-shaped microchannel, without the use of internal electrodes, it offers the advantages of low-cost, simple device fabrication and bubble-free operation, compared with conventional μ-FFE methods. Therefore, we expect the proposed separation method to have a wide range of filtering/separation applications in biochemical analysis. PMID:26819221

Role of secondary flows on flow separation induced by shock/boundary layer interaction in supersonic inlets

NASA Astrophysics Data System (ADS)

Morajkar, Rohan

Flow separation in the scramjet air intakes is one of the reasons of failure of these engines which rely on shock waves to achieve flow compression. The shock waves interact with the boundary layers (Shock/ Boundary Layer Interaction or SBLI) on the intake walls inducing adverse pressure gradients causing flow separation. In this experimental study we investigate the role of secondary flows associated with the corners of ducted flows and identify the mechanisms by which they affect flow separation induced by a shock wave interacting with the boundary layers developing along supersonic inlets. The coupling between flow three-dimensionality, shock waves and secondary flows is in fact a key aspect that limits the performance and control of supersonic inlets. The study is conducted at the University of Michigan Glass Supersonic Wind Tunnel (GSWT). This facility replicates some of the features of the three-dimensional (3D) flow-field in a low aspect ratio supersonic inlet. The study uses stereoscopic particle image velocimetry (SPIV) to measure the three-component (3C) velocity field on several orthogonal planes, and thus allows us to identify the length scales of separation, its locations and statistical properties. Furthermore, these measurements allow us to extract the 3D structure of the underlying vortical features, which are important in determining the overall structure of separated regions and their dynamics. The measurements and tools developed are used to study flow fields of three cases: (1) Moderately strong SBLI (Mach 2.75 with 6° deflection), (2) weak SBLI (Mach 2.75 with 4.6° deflection) and (3) secondary corner flows in empty channels. In the configuration of the initial work (moderately strong SBLI), the shock wave system interacts with the boundary layers on the sidewall and the floor of the duct (inlet), thus generating both a swept-shock and an incident-shock interactions. Furthermore, the swept-shock interaction taking place on the sidewalls interacts with the secondary flows in the corners of the tunnel, which are prone to separation. This interaction causes major flow separation on the sidewall as fluid is swept from the sidewall. Flow separation on the floor should be expected given the strength of the SBLI (moderately strong case), but it is instead not observed in the mean flow fields. Our hypothesis is that interacting secondary flows are one of the factors responsible for the sidewall separation and directing the incoming flow towards the center-plane to stabilize and energize the flow on the center of the duct, thus preventing or at least reducing, flow separation on the floor. The secondary flows in an empty tunnel are then investigated to study their evolution and effects on the primary flow field to identify potential separation sites. The results from the empty tunnel experiments are then used to predict locations of flow separations in the moderately strong and weak SBLIs. The predictions were found to be in agreement with the observations.

Stochastic Approaches to Understanding Dissociations in Inflectional Morphology

ERIC Educational Resources Information Center

Plunkett, Kim; Bandelow, Stephan

2006-01-01

Computer modelling research has undermined the view that double dissociations in behaviour are sufficient to infer separability in the cognitive mechanisms underlying those behaviours. However, all these models employ "multi-modal" representational schemes, where functional specialisation of processing emerges from the training process.…

Hybrid Stochastic Forecasting Model for Management of Large Open Water Reservoir with Storage Function

NASA Astrophysics Data System (ADS)

Kozel, Tomas; Stary, Milos

2017-12-01

The main advantage of stochastic forecasting is fan of possible value whose deterministic method of forecasting could not give us. Future development of random process is described better by stochastic then deterministic forecasting. Discharge in measurement profile could be categorized as random process. Content of article is construction and application of forecasting model for managed large open water reservoir with supply function. Model is based on neural networks (NS) and zone models, which forecasting values of average monthly flow from inputs values of average monthly flow, learned neural network and random numbers. Part of data was sorted to one moving zone. The zone is created around last measurement average monthly flow. Matrix of correlation was assembled only from data belonging to zone. The model was compiled for forecast of 1 to 12 month with using backward month flows (NS inputs) from 2 to 11 months for model construction. Data was got ridded of asymmetry with help of Box-Cox rule (Box, Cox, 1964), value r was found by optimization. In next step were data transform to standard normal distribution. The data were with monthly step and forecast is not recurring. 90 years long real flow series was used for compile of the model. First 75 years were used for calibration of model (matrix input-output relationship), last 15 years were used only for validation. Outputs of model were compared with real flow series. For comparison between real flow series (100% successfully of forecast) and forecasts, was used application to management of artificially made reservoir. Course of water reservoir management using Genetic algorithm (GE) + real flow series was compared with Fuzzy model (Fuzzy) + forecast made by Moving zone model. During evaluation process was founding the best size of zone. Results show that the highest number of input did not give the best results and ideal size of zone is in interval from 25 to 35, when course of management was almost same for all numbers from interval. Resulted course of management was compared with course, which was obtained from using GE + real flow series. Comparing results showed that fuzzy model with forecasted values has been able to manage main malfunction and artificially disorders made by model were founded essential, after values of water volume during management were evaluated. Forecasting model in combination with fuzzy model provide very good results in management of water reservoir with storage function and can be recommended for this purpose.

Calculating the Malliavin derivative of some stochastic mechanics problems

PubMed Central

Hauseux, Paul; Hale, Jack S.

2017-01-01

The Malliavin calculus is an extension of the classical calculus of variations from deterministic functions to stochastic processes. In this paper we aim to show in a practical and didactic way how to calculate the Malliavin derivative, the derivative of the expectation of a quantity of interest of a model with respect to its underlying stochastic parameters, for four problems found in mechanics. The non-intrusive approach uses the Malliavin Weight Sampling (MWS) method in conjunction with a standard Monte Carlo method. The models are expressed as ODEs or PDEs and discretised using the finite difference or finite element methods. Specifically, we consider stochastic extensions of; a 1D Kelvin-Voigt viscoelastic model discretised with finite differences, a 1D linear elastic bar, a hyperelastic bar undergoing buckling, and incompressible Navier-Stokes flow around a cylinder, all discretised with finite elements. A further contribution of this paper is an extension of the MWS method to the more difficult case of non-Gaussian random variables and the calculation of second-order derivatives. We provide open-source code for the numerical examples in this paper. PMID:29261776

Stochastic simulation of biological reactions, and its applications for studying actin polymerization.

PubMed

Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

2010-11-30

Molecular events in biological cells occur in local subregions, where the molecules tend to be small in number. The cytoskeleton, which is important for both the structural changes of cells and their functions, is also a countable entity because of its long fibrous shape. To simulate the local environment using a computer, stochastic simulations should be run. We herein report a new method of stochastic simulation based on random walk and reaction by the collision of all molecules. The microscopic reaction rate P(r) is calculated from the macroscopic rate constant k. The formula involves only local parameters embedded for each molecule. The results of the stochastic simulations of simple second-order, polymerization, Michaelis-Menten-type and other reactions agreed quite well with those of deterministic simulations when the number of molecules was sufficiently large. An analysis of the theory indicated a relationship between variance and the number of molecules in the system, and results of multiple stochastic simulation runs confirmed this relationship. We simulated Ca²(+) dynamics in a cell by inward flow from a point on the cell surface and the polymerization of G-actin forming F-actin. Our results showed that this theory and method can be used to simulate spatially inhomogeneous events.

Understanding performance measures of reservoirs

NASA Astrophysics Data System (ADS)

McMahon, Thomas A.; Adeloye, Adebayo J.; Zhou, Sen-Lin

2006-06-01

This paper examines 10 reservoir performance metrics including time and volume based reliability, several measures of resilience and vulnerability, drought risk index and sustainability. Both historical and stochastically generated streamflows are considered as inflows to a range of hypothetical storage on four rivers—Earn river in the United Kingdom, Hatchie river in the United States, Richmond river in Australia and the Vis river in South Africa. The monthly stochastic sequences were generated applying an autoregressive lag one model to Box-Cox transformed annual streamflows incorporating parameter uncertainty by the Stedinger-Taylor method and the annual flows disaggregated by the method of fragments.

Effects of Swirler Shape on Two-Phase Swirling Flow in a Steam Separator

NASA Astrophysics Data System (ADS)

Kataoka, Hironobu; Shinkai, Yusuke; Tomiyama, Akio

Experiments on two-phase swirling flow in a separator are carried out using several swirlers having different vane angles, different hub diameters and different number of vanes to seek a way for improving steam separators of uprated boiling water reactors. Ratios of the separated liquid flow rate to the total liquid flow rate, flow patterns, liquid film thicknesses and pressure drops are measured to examine the effects of swirler shape on air-water two-phase swirling annular flows in a one-fifth scale model of the separator. As a result, the following conclusions are obtained for the tested swirlers: (1) swirler shape scarcely affects the pressure drop in the barrel of the separator, (2) decreasing the vane angle is an effective way for reducing the pressure drop in the diffuser of the separator, and (3) the film thickness at the inlet of the pick-off-ring of the separator is not sensitive to swirler shape, which explains the reason why the separator performance does not depend on swirler shape.

Stochastic Individual-Based Modeling of Bacterial Growth and Division Using Flow Cytometry.

PubMed

García, Míriam R; Vázquez, José A; Teixeira, Isabel G; Alonso, Antonio A

2017-01-01

A realistic description of the variability in bacterial growth and division is critical to produce reliable predictions of safety risks along the food chain. Individual-based modeling of bacteria provides the theoretical framework to deal with this variability, but it requires information about the individual behavior of bacteria inside populations. In this work, we overcome this problem by estimating the individual behavior of bacteria from population statistics obtained with flow cytometry. For this objective, a stochastic individual-based modeling framework is defined based on standard assumptions during division and exponential growth. The unknown single-cell parameters required for running the individual-based modeling simulations, such as cell size growth rate, are estimated from the flow cytometry data. Instead of using directly the individual-based model, we make use of a modified Fokker-Plank equation. This only equation simulates the population statistics in function of the unknown single-cell parameters. We test the validity of the approach by modeling the growth and division of Pediococcus acidilactici within the exponential phase. Estimations reveal the statistics of cell growth and division using only data from flow cytometry at a given time. From the relationship between the mother and daughter volumes, we also predict that P. acidilactici divide into two successive parallel planes.

River water quality management considering agricultural return flows: application of a nonlinear two-stage stochastic fuzzy programming.

PubMed

Tavakoli, Ali; Nikoo, Mohammad Reza; Kerachian, Reza; Soltani, Maryam

2015-04-01

In this paper, a new fuzzy methodology is developed to optimize water and waste load allocation (WWLA) in rivers under uncertainty. An interactive two-stage stochastic fuzzy programming (ITSFP) method is utilized to handle parameter uncertainties, which are expressed as fuzzy boundary intervals. An iterative linear programming (ILP) is also used for solving the nonlinear optimization model. To accurately consider the impacts of the water and waste load allocation strategies on the river water quality, a calibrated QUAL2Kw model is linked with the WWLA optimization model. The soil, water, atmosphere, and plant (SWAP) simulation model is utilized to determine the quantity and quality of each agricultural return flow. To control pollution loads of agricultural networks, it is assumed that a part of each agricultural return flow can be diverted to an evaporation pond and also another part of it can be stored in a detention pond. In detention ponds, contaminated water is exposed to solar radiation for disinfecting pathogens. Results of applying the proposed methodology to the Dez River system in the southwestern region of Iran illustrate its effectiveness and applicability for water and waste load allocation in rivers. In the planning phase, this methodology can be used for estimating the capacities of return flow diversion system and evaporation and detention ponds.

Investigation of Flow Separation in a Transonic-fan Linear Cascade Using Visualization Methods

NASA Technical Reports Server (NTRS)

Lepicovsky, Jan; Chima, Rodrick V.; Jett, Thomas A.; Bencic, Timothy J.; Weiland, Kenneth E.

2000-01-01

An extensive study into the nature of the separated flows on the suction side of modem transonic fan airfoils at high incidence is described in the paper. Suction surface.flow separation is an important flow characteristic that may significantly contribute to stall flutter in transonic fans. Flutter in axial turbomachines is a highly undesirable and dangerous self-excited mode of blade oscillations that can result in high cycle fatigue blade failure. The study basically focused on two visualization techniques: surface flow visualization using dye oils, and schlieren (and shadowgraph) flow visualization. The following key observations were made during the study. For subsonic inlet flow, the flow on the suction side of the blade is separated over a large portion of the blade, and the separated area increases with increasing inlet Mach number. For the supersonic inlet flow condition, the flow is attached from the leading edge up to the point where a bow shock from the upper neighboring blade hits the blade surface. Low cascade solidity, for the subsonic inlet flow, results in an increased area of separated flow. For supersonic flow conditions, a low solidity results in an improvement in flow over the suction surface. Finally, computational results modeling the transonic cascade flowfield illustrate our ability to simulate these flows numerically.

Stochastic inflation in phase space: is slow roll a stochastic attractor?

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

Grain, Julien; Vennin, Vincent, E-mail: julien.grain@ias.u-psud.fr, E-mail: vincent.vennin@port.ac.uk

An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ''slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue.more » The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.« less

Challenges in Scale-Resolving Simulations of turbulent wake flows with coherent structures

NASA Astrophysics Data System (ADS)

Pereira, Filipe S.; Eça, Luís; Vaz, Guilherme; Girimaji, Sharath S.

2018-06-01

The objective of this work is to investigate the challenges encountered in Scale-Resolving Simulations (SRS) of turbulent wake flows driven by spatially-developing coherent structures. SRS of practical interest are expressly intended for efficiently computing such flows by resolving only the most important features of the coherent structures and modelling the remainder as stochastic field. The success of SRS methods depends upon three important factors: i) ability to identify key flow mechanisms responsible for the generation of coherent structures; ii) determine the optimum range of resolution required to adequately capture key elements of coherent structures; and iii) ensure that the modelled part is comprised nearly exclusively of fully-developed stochastic turbulence. This study considers the canonical case of the flow around a circular cylinder to address the aforementioned three key issues. It is first demonstrated using experimental evidence that the vortex-shedding instability and flow-structure development involves four important stages. A series of SRS computations of progressively increasing resolution (decreasing cut-off length) are performed. An a priori basis for locating the origin of the coherent structures development is proposed and examined. The criterion is based on the fact that the coherent structures are generated by the Kelvin-Helmholtz (KH) instability. The most important finding is that the key aspects of coherent structures can be resolved only if the effective computational Reynolds number (based on total viscosity) exceeds the critical value of the KH instability in laminar flows. Finally, a quantitative criterion assessing the nature of the unresolved field based on the strain-rate ratio of mean and unresolved fields is examined. The two proposed conditions and rationale offer a quantitative basis for developing "good practice" guidelines for SRS of complex turbulent wake flows with coherent structures.

Uncertainty of simulated groundwater levels arising from stochastic transient climate change scenarios

NASA Astrophysics Data System (ADS)

Goderniaux, Pascal; Brouyère, Serge; Blenkinsop, Stephen; Burton, Aidan; Fowler, Hayley; Dassargues, Alain

2010-05-01

The evaluation of climate change impact on groundwater reserves represents a difficult task because both hydrological and climatic processes are complex and difficult to model. In this study, we present an innovative methodology that combines the use of integrated surface - subsurface hydrological models with advanced stochastic transient climate change scenarios. This methodology is applied to the Geer basin (480 km²) in Belgium, which is intensively exploited to supply the city of Liège (Belgium) with drinking water. The physically-based, spatially-distributed, surface-subsurface flow model has been developed with the finite element model HydroGeoSphere . The simultaneous solution of surface and subsurface flow equations in HydroGeoSphere, as well as the internal calculation of the actual evapotranspiration as a function of the soil moisture at each node of the evaporative zone, enables a better representation of interconnected processes in all domains of the catchment (fully saturated zone, partially saturated zone, surface). Additionally, the use of both surface and subsurface observed data to calibrate the model better constrains the calibration of the different water balance terms. Crucially, in the context of climate change impacts on groundwater resources, the evaluation of groundwater recharge is improved. . This surface-subsurface flow model is combined with advanced climate change scenarios for the Geer basin. Climate change simulations were obtained from six regional climate model (RCM) scenarios assuming the SRES A2 greenhouse gases emission (medium-high) scenario. These RCM scenarios were statistically downscaled using a transient stochastic weather generator technique, combining 'RainSim' and the 'CRU weather generator' for temperature and evapotranspiration time series. This downscaling technique exhibits three advantages compared with the 'delta change' method usually used in groundwater impact studies. (1) Corrections to climate model output are applied not only to the mean of climatic variables, but also across the statistical distributions of these variables. This is important as these distributions are expected to change in the future, with more extreme rainfall events, separated by longer dry periods. (2) The novel approach used in this study can simulate transient climate change from 2010 to 2085, rather than time series representative of a stationary climate for the period 2071-2100. (3) The weather generator is used to generate a large number of equiprobable climate change scenarios for each RCM, representative of the natural variability of the weather. All of these scenarios are applied as input to the Geer basin model to assess the projected impact of climate change on groundwater levels, the uncertainty arising for different RCM projections and the uncertainty linked to natural climatic variability. Using the output results from all scenarios, 95% confidence intervals are calculated for each year and month between 2010 and 2085. The climate change scenarios for the Geer basin model predict hotter and drier summers and warmer and wetter winters. Considering the results of this study, it is very likely that groundwater levels and surface flow rates in the Geer basin will decrease by the end of the century. This is of concern because it also means that groundwater quantities available for abstraction will also decrease. However, this study also shows that the uncertainty of these projections is relatively large compared to the projected changes so that it remains difficult to confidently determine the magnitude of the decrease. The use and combination of an integrated surface - subsurface model and stochastic climate change scenarios has never been used in previous climate change impact studies on groundwater resources. It constitutes an innovation and is an important tool for helping water managers to take decisions.

Contribution to the theory of stationary separation areas

NASA Technical Reports Server (NTRS)

Taganov, G. I.

1985-01-01

An attempt is made to determine the region of existence of possible steady flows with a closed separation area in a range of Reynolds numbers such that flow in the viscous mixing area can be described by the Prandtl's equations. The boundary conditions for the flow in the separation region are selected so as to simplify the flow pattern in this region, making it possible to use the methods of hydrodynamic analysis. A rule for determining stable steady flows with separation areas is formulated which is well suited for analyzing laminar flows and can be applied to turbulent flows in some areas.

Control of flow separation in a turbulent boundary layer

NASA Astrophysics Data System (ADS)

Cho, Minjeong; Choi, Sangho; Choi, Haecheon

2015-11-01

Towards the development of successful control methods for separation delay in a turbulent boundary layer, we adopt a model flow field, in which a turbulent separation occurs above a flat plate (Na and Moin 1998 JFM), and apply controls to this flow for reducing the size of the separation bubble and investigating the interaction between the forcing and flow near the separation bubble. We provide a single-frequency forcing with zero net mass flow rate at the upstream of the separation bubble. At low forcing frequencies, spanwise vortices are generated and travel downstream, bringing high momentum toward the wall and reducing the size of the separation bubble. Also, these vortices cause the separation and reattachment points to travel downstream. On the other hand, at high forcing frequencies, the size of the separation bubble becomes smaller and larger in time, respectively, due to the pressure gradient alternating favorably and adversely in time. Supported by NRF-2011-0028032 and 2014048162.

Numerical Schemes and Computational Studies for Dynamically Orthogonal Equations (Multidisciplinary Simulation, Estimation, and Assimilation Systems: Reports in Ocean Science and Engineering)

DTIC Science & Technology

2011-08-01

heat transfers [49, 52]. However, the DO method has not yet been applied to Boussinesq flows, and the numerical challenges of the DO decomposition for...used a PCE scheme to study mixing in a two-dimensional (2D) microchannel and improved the efficiency of their solution scheme by decoupling the...to several Navier-Stokes flows and their stochastic dynamics has been studied, including mean-mode and mode-mode energy transfers for 2D flows and

Computational simulations of vocal fold vibration: Bernoulli versus Navier-Stokes.

PubMed

Decker, Gifford Z; Thomson, Scott L

2007-05-01

The use of the mechanical energy (ME) equation for fluid flow, an extension of the Bernoulli equation, to predict the aerodynamic loading on a two-dimensional finite element vocal fold model is examined. Three steady, one-dimensional ME flow models, incorporating different methods of flow separation point prediction, were compared. For two models, determination of the flow separation point was based on fixed ratios of the glottal area at separation to the minimum glottal area; for the third model, the separation point determination was based on fluid mechanics boundary layer theory. Results of flow rate, separation point, and intraglottal pressure distribution were compared with those of an unsteady, two-dimensional, finite element Navier-Stokes model. Cases were considered with a rigid glottal profile as well as with a vibrating vocal fold. For small glottal widths, the three ME flow models yielded good predictions of flow rate and intraglottal pressure distribution, but poor predictions of separation location. For larger orifice widths, the ME models were poor predictors of flow rate and intraglottal pressure, but they satisfactorily predicted separation location. For the vibrating vocal fold case, all models resulted in similar predictions of mean intraglottal pressure, maximum orifice area, and vibration frequency, but vastly different predictions of separation location and maximum flow rate.

Passive Flap Actuation by Reversing Flow in Laminar Boundary Layer Separation

NASA Astrophysics Data System (ADS)

Parsons, Chase; Lang, Amy; Santos, Leo; Bonacci, Andrew

2017-11-01

Reducing the flow separation is of great interest in the field of fluid mechanics in order to reduce drag and improve the overall efficiency of aircraft. This project seeks to investigate passive flow control using shark inspired microflaps in laminar boundary layer separation. This study aims to show that whether a flow is laminar or turbulent, laminar and 2D or turbulent and 3D, microflaps actuated by reversing flow is a robust means of controlling flow separation. In order to generate a controlled adverse pressure gradient, a rotating cylinder induces separation at a chosen location on a flat plate boundary layer with Re above 10000. Within this thick boundary layer, digital particle image velocimetry is used to map the flow. This research can be used in the future to better understand the nature of the bristling shark scales and its ability to passively control separation. Results show that microflaps successfully actuated due to backflow and that this altered the formation of flow separation. I would like to thank the NSF for REU Grant EEC 1659710 and the Army Research Office for funding this project.

Some observations of separated flow on finite wings

NASA Technical Reports Server (NTRS)

Winkelmann, A. E.; Ngo, H. T.; De Seife, R. C.

1982-01-01

Wind tunnel test results for aspects of flow over airfoils exhibiting single and multiple trailing edge stall 'mushroom' cells are reported. Rectangular wings with aspect ratios of 4.0 and 9.0 were tested at Reynolds numbers of 480,000 and 257,000, respectively. Surface flow patterns were visualized by means of a fluorescent oil flow technique, separated flow was observed with a tuft wand and a water probe, spanwise flow was studied with hot-wire anemometry, smoke flow and an Ar laser illuminated the centerplane flow, and photographs were made of the oil flow patterns. Swirl patterns on partially and fully stalled wings suggested vortex flow attachments in those regions, and a saddle point on the fully stalled AR=4.0 wing indicated a secondary vortex flow at the forward region of the separation bubble. The separation wake decayed downstream, while the tip vortex interacted with the separation bubble on the fully stalled wing. Three mushroom cells were observed on the AR=9.0 wing.

Method of model reduction and multifidelity models for solute transport in random layered porous media

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

Xu, Zhijie; Tartakovsky, Alexandre M.

This work presents a hierarchical model for solute transport in bounded layered porous media with random permeability. The model generalizes the Taylor-Aris dispersion theory to stochastic transport in random layered porous media with a known velocity covariance function. In the hierarchical model, we represent (random) concentration in terms of its cross-sectional average and a variation function. We derive a one-dimensional stochastic advection-dispersion-type equation for the average concentration and a stochastic Poisson equation for the variation function, as well as expressions for the effective velocity and dispersion coefficient. We observe that velocity fluctuations enhance dispersion in a non-monotonic fashion: the dispersionmore » initially increases with correlation length λ, reaches a maximum, and decreases to zero at infinity. Maximum enhancement can be obtained at the correlation length about 0.25 the size of the porous media perpendicular to flow.« less

Isotropic stochastic rotation dynamics

NASA Astrophysics Data System (ADS)

Mühlbauer, Sebastian; Strobl, Severin; Pöschel, Thorsten

2017-12-01

Stochastic rotation dynamics (SRD) is a widely used method for the mesoscopic modeling of complex fluids, such as colloidal suspensions or multiphase flows. In this method, however, the underlying Cartesian grid defining the coarse-grained interaction volumes induces anisotropy. We propose an isotropic, lattice-free variant of stochastic rotation dynamics, termed iSRD. Instead of Cartesian grid cells, we employ randomly distributed spherical interaction volumes. This eliminates the requirement of a grid shift, which is essential in standard SRD to maintain Galilean invariance. We derive analytical expressions for the viscosity and the diffusion coefficient in relation to the model parameters, which show excellent agreement with the results obtained in iSRD simulations. The proposed algorithm is particularly suitable to model systems bound by walls of complex shape, where the domain cannot be meshed uniformly. The presented approach is not limited to SRD but is applicable to any other mesoscopic method, where particles interact within certain coarse-grained volumes.

Separation Dynamics of Controlled Internal Flow in an Adverse Pressure Gradient

NASA Astrophysics Data System (ADS)

Peterson, C. J.; Vukasinovic, B.; Glezer, A.

2017-11-01

The effects of fluidic actuation on the dynamic evolution of aggressive internal flow separation is investigated at speeds up to M = 0.4 within a constant-width diffuser branching off of a primary flow duct. It is shown that a spanwise array of fluidic actuators upstream of the separation actively controls the flow constriction (and losses) within the diffuser and consequently the local pressure gradient at its entrance. The effectiveness of the actuation, as may be measured by the increased flow rate that is diverted through the diffuser, scales with its flow rate coefficient. In the presence of actuation (0.7% mass fraction), the mass flow rate in the primary duct increases by 10% while the fraction of the diverted mass flow rate in the diffuser increases by more than 45%. The flow dynamics near separation in the absence and presence of actuation are characterized using high speed particle image velocimetry and analyzed using proper orthogonal and spectral decompositions. In particular, the spectral contents of the incipient boundary layer separation are compared in the absence and presence of actuation with emphasis on the changes in local dynamics near separation as the characteristic cross stream scale of the boundary layer increases with separation delay.

Improving the flow representation in a stochastic programming model for hydropower operations in Chile

NASA Astrophysics Data System (ADS)

Morales, Y.; Olivares, M. A.; Vargas, X.

2015-12-01

This research aims to improve the representation of stochastic water inflows to hydropower plants used in a grid-wide, power production scheduling model in central Chile. The model prescribes the operation of every plant in the system, including hydropower plants located in several basins, and uses stochastic dual dynamic programming (SDDP) with possible inflow scenarios defined from historical records. Each year of record is treated as a sample of weekly inflows to power plants, assuming this intrinsically incorporates spatial and temporal correlations, without any further autocorrelation analysis of the hydrological time series. However, standard good practice suggests the use of synthetic flows instead of raw historical records.The proposed approach generates synthetic inflow scenarios based on hydrological modeling of a few basins in the system and transposition of flows with other basins within so-called homogeneous zones. Hydrologic models use precipitation and temperature as inputs, and therefore this approach requires producing samples of those variables. Development and calibration of these models imply a greater demand of time compared to the purely statistical approach to synthetic flows. This approach requires consideration of the main uses in the basins: agriculture and hydroelectricity. Moreover a geostatistical analysis of the area is analyzed to generate a map that identifies the relationship between the points where the hydrological information is generated and other points of interest within the power system. Consideration of homogeneous zones involves a decrease in the effort required for generation of information compared with hydrological modeling of every point of interest. It is important to emphasize that future scenarios are derived through a probabilistic approach that incorporates the features of the hydrological year type (dry, normal or wet), covering the different possibilities in terms of availability of water resources. We present the results for Maule basin in Chile's Central Interconnected System (SIC).

Approximation methods for stochastic petri nets

NASA Technical Reports Server (NTRS)

Jungnitz, Hauke Joerg

1992-01-01

Stochastic Marked Graphs are a concurrent decision free formalism provided with a powerful synchronization mechanism generalizing conventional Fork Join Queueing Networks. In some particular cases the analysis of the throughput can be done analytically. Otherwise the analysis suffers from the classical state explosion problem. Embedded in the divide and conquer paradigm, approximation techniques are introduced for the analysis of stochastic marked graphs and Macroplace/Macrotransition-nets (MPMT-nets), a new subclass introduced herein. MPMT-nets are a subclass of Petri nets that allow limited choice, concurrency and sharing of resources. The modeling power of MPMT is much larger than that of marked graphs, e.g., MPMT-nets can model manufacturing flow lines with unreliable machines and dataflow graphs where choice and synchronization occur. The basic idea leads to the notion of a cut to split the original net system into two subnets. The cuts lead to two aggregated net systems where one of the subnets is reduced to a single transition. A further reduction leads to a basic skeleton. The generalization of the idea leads to multiple cuts, where single cuts can be applied recursively leading to a hierarchical decomposition. Based on the decomposition, a response time approximation technique for the performance analysis is introduced. Also, delay equivalence, which has previously been introduced in the context of marked graphs by Woodside et al., Marie's method and flow equivalent aggregation are applied to the aggregated net systems. The experimental results show that response time approximation converges quickly and shows reasonable accuracy in most cases. The convergence of Marie's method and flow equivalent aggregation are applied to the aggregated net systems. The experimental results show that response time approximation converges quickly and shows reasonable accuracy in most cases. The convergence of Marie's is slower, but the accuracy is generally better. Delay equivalence often fails to converge, while flow equivalent aggregation can lead to potentially bad results if a strong dependence of the mean completion time on the interarrival process exists.

A continuous stochastic model for non-equilibrium dense gases

NASA Astrophysics Data System (ADS)

Sadr, M.; Gorji, M. H.

2017-12-01

While accurate simulations of dense gas flows far from the equilibrium can be achieved by direct simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order to cope with that, an efficient yet accurate solution algorithm based on the Fokker-Planck approximation of the Enskog equation is devised in this paper; the approximation is very much associated with the Fokker-Planck model derived from the Boltzmann equation by Jenny et al. ["A solution algorithm for the fluid dynamic equations based on a stochastic model for molecular motion," J. Comput. Phys. 229, 1077-1098 (2010)] and Gorji et al. ["Fokker-Planck model for computational studies of monatomic rarefied gas flows," J. Fluid Mech. 680, 574-601 (2011)]. The idea behind these Fokker-Planck descriptions is to project the dynamics of discrete collisions implied by the molecular encounters into a set of continuous Markovian processes subject to the drift and diffusion. Thereby, the evolution of particles representing the governing stochastic process becomes independent from each other and thus very efficient numerical schemes can be constructed. By close inspection of the Enskog operator, it is observed that the dense gas effects contribute further to the advection of molecular quantities. That motivates a modelling approach where the dense gas corrections can be cast in the extra advection of particles. Therefore, the corresponding Fokker-Planck approximation is derived such that the evolution in the physical space accounts for the dense effects present in the pressure, stress tensor, and heat fluxes. Hence the consistency between the devised Fokker-Planck approximation and the Enskog operator is shown for the velocity moments up to the heat fluxes. For validation studies, a homogeneous gas inside a box besides Fourier, Couette, and lid-driven cavity flow setups is considered. The results based on the Fokker-Planck model are compared with respect to benchmark simulations, where good agreement is found for the flow field along with the transport properties.

Blessing of dimensionality: mathematical foundations of the statistical physics of data.

PubMed

Gorban, A N; Tyukin, I Y

2018-04-28

The concentrations of measure phenomena were discovered as the mathematical background to statistical mechanics at the end of the nineteenth/beginning of the twentieth century and have been explored in mathematics ever since. At the beginning of the twenty-first century, it became clear that the proper utilization of these phenomena in machine learning might transform the curse of dimensionality into the blessing of dimensionality This paper summarizes recently discovered phenomena of measure concentration which drastically simplify some machine learning problems in high dimension, and allow us to correct legacy artificial intelligence systems. The classical concentration of measure theorems state that i.i.d. random points are concentrated in a thin layer near a surface (a sphere or equators of a sphere, an average or median-level set of energy or another Lipschitz function, etc.). The new stochastic separation theorems describe the thin structure of these thin layers: the random points are not only concentrated in a thin layer but are all linearly separable from the rest of the set, even for exponentially large random sets. The linear functionals for separation of points can be selected in the form of the linear Fisher's discriminant. All artificial intelligence systems make errors. Non-destructive correction requires separation of the situations (samples) with errors from the samples corresponding to correct behaviour by a simple and robust classifier. The stochastic separation theorems provide us with such classifiers and determine a non-iterative (one-shot) procedure for their construction.This article is part of the theme issue 'Hilbert's sixth problem'. © 2018 The Author(s).

Blessing of dimensionality: mathematical foundations of the statistical physics of data

NASA Astrophysics Data System (ADS)

Gorban, A. N.; Tyukin, I. Y.

2018-04-01

The concentrations of measure phenomena were discovered as the mathematical background to statistical mechanics at the end of the nineteenth/beginning of the twentieth century and have been explored in mathematics ever since. At the beginning of the twenty-first century, it became clear that the proper utilization of these phenomena in machine learning might transform the curse of dimensionality into the blessing of dimensionality. This paper summarizes recently discovered phenomena of measure concentration which drastically simplify some machine learning problems in high dimension, and allow us to correct legacy artificial intelligence systems. The classical concentration of measure theorems state that i.i.d. random points are concentrated in a thin layer near a surface (a sphere or equators of a sphere, an average or median-level set of energy or another Lipschitz function, etc.). The new stochastic separation theorems describe the thin structure of these thin layers: the random points are not only concentrated in a thin layer but are all linearly separable from the rest of the set, even for exponentially large random sets. The linear functionals for separation of points can be selected in the form of the linear Fisher's discriminant. All artificial intelligence systems make errors. Non-destructive correction requires separation of the situations (samples) with errors from the samples corresponding to correct behaviour by a simple and robust classifier. The stochastic separation theorems provide us with such classifiers and determine a non-iterative (one-shot) procedure for their construction. This article is part of the theme issue `Hilbert's sixth problem'.

Glow Discharge Plasma Demonstrated for Separation Control in the Low-Pressure Turbine

NASA Technical Reports Server (NTRS)

Ashpis, David e.; Hultgren, Lennart S.

2004-01-01

Flow separation in the low-pressure turbine (LPT) is a major barrier that limits further improvements of aerodynamic designs of turbine airfoils. The separation is responsible for performance degradation, and it prevents the design of highly loaded airfoils. The separation can be delayed, reduced, or eliminated completely if flow control techniques are used. Successful flow control technology will enable breakthrough improvements in gas turbine performance and design. The focus of this research project was the development and experimental demonstration of active separation control using glow discharge plasma (GDP) actuators in flow conditions simulating the LPT. The separation delay was shown to be successful, laying the foundation for further development of the technologies to practical application in the LPT. In a fluid mechanics context, the term "flow control" means a technology by which a very small input results in a very large effect on the flow. In this project, the interest is to eliminate or delay flow separation on LPT airfoils by using an active flow control approach, in which disturbances are dynamically inserted into the flow, they interact with the flow, and they delay separation. The disturbances can be inserted using a localized, externally powered, actuating device, examples are acoustic, pneumatic, or mechanical devices that generate vibrations, flow oscillations, or pulses. A variety of flow control devices have been demonstrated in recent years in the context of the external aerodynamics of aircraft wings and airframes, where the incoming flow is quiescent or of a very low turbulence level. However, the flow conditions in the LPT are significantly different because there are high levels of disturbances in the incoming flow that are characterized by high free-stream turbulence intensity. In addition, the Reynolds number, which characterizes the viscous forces in the flow and is related to the flow speed, is very low in the LPT passages.

DNS, LES and Stochastic Modeling of Turbulent Reacting Flows

DTIC Science & Technology

1994-03-01

NY, 1972. 3 [181 Miller , R. S., Frankel, S. H., Madnia, C. K., and Givi, P., Johnson-Edgeworth Trans- lation for Probability Modeling of Binary Mixing...Givi, " Modeling of Isotropic are also grateful to Richard Miller for many useful discussions. This Reacting Turbulence by a Hybrid Mapping-EDQNM...United State of America * Johnson-Edgeworth Translation for Probability Modeling of Binary Scalar Mixing in Turbulent Flows I R. S. MILLER , S. H

Drop Breakup in Fixed Bed Flows as Model Stochastic Flow Fields

NASA Technical Reports Server (NTRS)

Shaqfeh, Eric S. G.; Mosler, Alisa B.; Patel, Prateek

1999-01-01

We examine drop breakup in a class of stochastic flow fields as a model for the flow through fixed fiber beds and to elucidate the general mechanisms whereby drops breakup in disordered, Lagrangian unsteady flows. Our study consists of two parallel streams of investigation. First, large scale numerical simulations of drop breakup in a class of anisotropic Gaussian fields will be presented. These fields are generated spectrally and have been shown in a previous publication to be exact representations of the flow in a dilute disordered bed of fibers if close interactions between the fibers and the drops are dynamically unimportant. In these simulations the drop shape is represented by second and third order small deformation theories which have been shown to be excellent for the prediction of drop breakup in steady strong flows. We show via these simulations that the mechanisms of drop breakup in these flows are quite different than in steady flows. The predominant mechanism of breakup appears to be very short lived twist breakups. Moreover, the occurrence of breakup events is poorly predicted by either the strength of the local flow in which the drop finds itself at breakup, or the degree of deformation that the drop achieves prior to breakup. It is suggested that a correlation function of both is necessary to be predictive of breakup events. In the second part of our research experiments are presented where the drop deformation and breakup in PDMS/polyisobutylene emulsions is considered. We consider very dilute emulsions such that coalescence is unimportant. The flows considered are simple shear and the flow through fixed fiber beds. Turbidity, small angle light scattering, dichroism and microscopy are used to interrogate the drop deformation process in both flows. It is demonstrated that breakup at very low capillary numbers occurs in both flows but larger drop deformation occurs in the fixed bed flow. Moreover, it is witnessed that breakup in the bed occurs continuously during flow and apparently with uniform probability through the bed length. The drop deformations witnessed in our experiments are larger than those predicted by the numerical simulations, and future plans to investigate these differences are discussed.

Sheathless Size-Based Acoustic Particle Separation

PubMed Central

Guldiken, Rasim; Jo, Myeong Chan; Gallant, Nathan D.; Demirci, Utkan; Zhe, Jiang

2012-01-01

Particle separation is of great interest in many biological and biomedical applications. Flow-based methods have been used to sort particles and cells. However, the main challenge with flow based particle separation systems is the need for a sheath flow for successful operation. Existence of the sheath liquid dilutes the analyte, necessitates precise flow control between sample and sheath flow, requires a complicated design to create sheath flow and separation efficiency depends on the sheath liquid composition. In this paper, we present a microfluidic platform for sheathless particle separation using standing surface acoustic waves. In this platform, particles are first lined up at the center of the channel without introducing any external sheath flow. The particles are then entered into the second stage where particles are driven towards the off-center pressure nodes for size based separation. The larger particles are exposed to more lateral displacement in the channel due to the acoustic force differences. Consequently, different-size particles are separated into multiple collection outlets. The prominent feature of the present microfluidic platform is that the device does not require the use of the sheath flow for positioning and aligning of particles. Instead, the sheathless flow focusing and separation are integrated within a single microfluidic device and accomplished simultaneously. In this paper, we demonstrated two different particle size-resolution separations; (1) 3 μm and 10 μm and (2) 3 μm and 5 μm. Also, the effects of the input power, the flow rate, and particle concentration on the separation efficiency were investigated. These technologies have potential to impact broadly various areas including the essential microfluidic components for lab-on-a-chip system and integrated biological and biomedical applications. PMID:22368502

Impact of non-ideal analyte behavior on the separation of protein aggregates by asymmetric flow field-flow fractionation.

PubMed

Boll, Björn; Josse, Lena; Heubach, Anja; Hochenauer, Sophie; Finkler, Christof; Huwyler, Jörg; Koulov, Atanas V

2018-04-25

Asymmetric flow field-flow fractionation is a valuable tool for the characterization of protein aggregates in biotechnology owing to its broad size range and unique separation principle. However, in practice asymmetric flow field-flow fractionation is non-trivial to use due to the major deviations from theory and the influence on separation by various factors that are not fully understood. Here we report methods to assess the non-ideal effects that influence asymmetric flow field-flow fractionation separation and for the first time identify experimentally the main factors that impact it. Furthermore, we propose new approaches to minimize such non-ideal behavior, showing that by adjusting the mobile phase composition (pH and ionic strength) the resolution of asymmetric flow field-flow fractionation separation can be drastically improved. Additionally, we propose a best practice method for new proteins. This article is protected by copyright. All rights reserved. This article is protected by copyright. All rights reserved.

Stochastic Simulation of Complex Fluid Flows

DTIC Science & Technology

The PI has developed novel numerical algorithms and computational codes to simulate the Brownian motion of rigidparticles immersed in a viscous fluid...processes and to the design of novel nanofluid materials. Therandom Brownian motion of particles in fluid can be accounted for in fluid-structure

Phase separation of self-propelled ballistic particles

NASA Astrophysics Data System (ADS)

Bruss, Isaac R.; Glotzer, Sharon C.

2018-04-01

Self-propelled particles phase-separate into coexisting dense and dilute regions above a critical density. The statistical nature of their stochastic motion lends itself to various theories that predict the onset of phase separation. However, these theories are ill-equipped to describe such behavior when noise becomes negligible. To overcome this limitation, we present a predictive model that relies on two density-dependent timescales: τF, the mean time particles spend between collisions; and τC, the mean lifetime of a collision. We show that only when τF<τC do collisions last long enough to develop a growing cluster and initiate phase separation. Using both analytical calculations and active particle simulations, we measure these timescales and determine the critical density for phase separation in both two and three dimensions.

Use of exhaust gas as sweep flow to enhance air separation membrane performance

DOEpatents

Dutart, Charles H.; Choi, Cathy Y.

2003-01-01

An intake air separation system for an internal combustion engine is provided with purge gas or sweep flow on the permeate side of separation membranes in the air separation device. Exhaust gas from the engine is used as a purge gas flow, to increase oxygen flux in the separation device without increasing the nitrogen flux.

Variance reduction for Fokker–Planck based particle Monte Carlo schemes

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

Gorji, M. Hossein, E-mail: gorjih@ifd.mavt.ethz.ch; Andric, Nemanja; Jenny, Patrick

Recently, Fokker–Planck based particle Monte Carlo schemes have been proposed and evaluated for simulations of rarefied gas flows [1–3]. In this paper, the variance reduction for particle Monte Carlo simulations based on the Fokker–Planck model is considered. First, deviational based schemes were derived and reviewed, and it is shown that these deviational methods are not appropriate for practical Fokker–Planck based rarefied gas flow simulations. This is due to the fact that the deviational schemes considered in this study lead either to instabilities in the case of two-weight methods or to large statistical errors if the direct sampling method is applied.more » Motivated by this conclusion, we developed a novel scheme based on correlated stochastic processes. The main idea here is to synthesize an additional stochastic process with a known solution, which is simultaneously solved together with the main one. By correlating the two processes, the statistical errors can dramatically be reduced; especially for low Mach numbers. To assess the methods, homogeneous relaxation, planar Couette and lid-driven cavity flows were considered. For these test cases, it could be demonstrated that variance reduction based on parallel processes is very robust and effective.« less

Stochastic transport models for mixing in variable-density turbulence

NASA Astrophysics Data System (ADS)

Bakosi, J.; Ristorcelli, J. R.

2011-11-01

In variable-density (VD) turbulent mixing, where very-different- density materials coexist, the density fluctuations can be an order of magnitude larger than their mean. Density fluctuations are non-negligible in the inertia terms of the Navier-Stokes equation which has both quadratic and cubic nonlinearities. Very different mixing rates of different materials give rise to large differential accelerations and some fundamentally new physics that is not seen in constant-density turbulence. In VD flows material mixing is active in a sense far stronger than that applied in the Boussinesq approximation of buoyantly-driven flows: the mass fraction fluctuations are coupled to each other and to the fluid momentum. Statistical modeling of VD mixing requires accounting for basic constraints that are not important in the small-density-fluctuation passive-scalar-mixing approximation: the unit-sum of mass fractions, bounded sample space, and the highly skewed nature of the probability densities become essential. We derive a transport equation for the joint probability of mass fractions, equivalent to a system of stochastic differential equations, that is consistent with VD mixing in multi-component turbulence and consistently reduces to passive scalar mixing in constant-density flows.

Cellular Structures in the Flow Over the Flap of a Two-Element Wing

NASA Technical Reports Server (NTRS)

Yon, Steven A.; Katz, Joseph

1997-01-01

Flow visualization information and time dependent pressure coefficients were recorded for the flow over a two-element wing. The investigation focused on the stall onset; particularly at a condition where the flow is attached on the main element but separated on the flap. At this condition, spanwise separation cells were visible in the flow over the flap, and time dependent pressure data was measured along the centerline of the separation cell. The flow visualizations indicated that the spanwise occurrence of the separation cells depends on the flap (and not wing) aspect ratio.

Velocity-Field Measurements of an Axisymmetric Separated Flow Subjected to Amplitude-Modulated Excitation

NASA Technical Reports Server (NTRS)

Trosin, Barry James

2007-01-01

Active flow control was applied at the point of separation of an axisymmetric, backward-facing-step flow. The control was implemented by employing a Helmholtz resonator that was externally driven by an amplitude-modulated, acoustic disturbance from a speaker located upstream of the wind tunnel. The velocity field of the separating/reattaching flow region downstream of the step was characterized using hotwire velocity measurements with and without flow control. Conventional statistics of the data reveal that the separating/reattaching flow is affected by the imposed forcing. Triple decomposition along with conditional averaging was used to distinguish periodic disturbances from random turbulence in the fluctuating velocity component. A significant outcome of the present study is that it demonstrates that amplitude-modulated forcing of the separated flow alters the flow in the same manner as the more conventional method of periodic excitation.

Separated flow over bodies of revolution using an unsteady discrete-vorticity cross wake. Part 1: Theory and application

NASA Technical Reports Server (NTRS)

Marshall, F. J.; Deffenbaugh, F. D.

1974-01-01

A method is developed to determine the flow field of a body of revolution in separated flow. The technique employed is the use of the computer to integrate various solutions and solution properties of the sub-flow fields which made up the entire flow field without resorting to a finite difference solution to the complete Navier-Stokes equations. The technique entails the use of the unsteady cross flow analogy and a new solution to the required two-dimensional unsteady separated flow problem based upon an unsteady, discrete-vorticity wake. Data for the forces and moments on aerodynamic bodies at low speeds and high angle of attack (outside the range of linear inviscid theories) such that the flow is substantially separated are produced which compare well with experimental data. In addition, three dimensional steady separation regions and wake vortex patterns are determined.

Separated flow over bodies of revolution using an unsteady discrete-vorticity cross wake. Part 2: Computer program description

NASA Technical Reports Server (NTRS)

Marshall, F. J.; Deffenbaugh, F. D.

1974-01-01

A method is developed to determine the flow field of a body of revolution in separated flow. The computer was used to integrate various solutions and solution properties of the sub-flow fields which made up the entire flow field without resorting to a finite difference solution to the complete Navier-Stokes equations. The technique entails the use of the unsteady cross flow analogy and a new solution to the two-dimensional unsteady separated flow problem based upon an unsteady, discrete-vorticity wake. Data for the forces and moments on aerodynamic bodies at low speeds and high angle of attack (outside the range of linear inviscid theories) such that the flow is substantially separated are produced which compare well with experimental data. In addition, three dimensional steady separated regions and wake vortex patterns are determined. The computer program developed to perform the numerical calculations is described.

Assessing flow paths in a karst aquifer based on multiple dye tracing tests using stochastic simulation and the MODFLOW-CFP code

NASA Astrophysics Data System (ADS)

Assari, Amin; Mohammadi, Zargham

2017-09-01

Karst systems show high spatial variability of hydraulic parameters over small distances and this makes their modeling a difficult task with several uncertainties. Interconnections of fractures have a major role on the transport of groundwater, but many of the stochastic methods in use do not have the capability to reproduce these complex structures. A methodology is presented for the quantification of tortuosity using the single normal equation simulation (SNESIM) algorithm and a groundwater flow model. A training image was produced based on the statistical parameters of fractures and then used in the simulation process. The SNESIM algorithm was used to generate 75 realizations of the four classes of fractures in a karst aquifer in Iran. The results from six dye tracing tests were used to assign hydraulic conductivity values to each class of fractures. In the next step, the MODFLOW-CFP and MODPATH codes were consecutively implemented to compute the groundwater flow paths. The 9,000 flow paths obtained from the MODPATH code were further analyzed to calculate the tortuosity factor. Finally, the hydraulic conductivity values calculated from the dye tracing experiments were refined using the actual flow paths of groundwater. The key outcomes of this research are: (1) a methodology for the quantification of tortuosity; (2) hydraulic conductivities, that are incorrectly estimated (biased low) with empirical equations that assume Darcian (laminar) flow with parallel rather than tortuous streamlines; and (3) an understanding of the scale-dependence and non-normal distributions of tortuosity.

The stochastic dynamics of intermittent porescale particle motion

NASA Astrophysics Data System (ADS)

Dentz, Marco; Morales, Veronica; Puyguiraud, Alexandre; Gouze, Philippe; Willmann, Matthias; Holzner, Markus

2017-04-01

Numerical and experimental data for porescale particle dynamics show intermittent patterns in Lagrangian velocities and accelerations, which manifest in long time intervals of low and short durations of high velocities [1, 2]. This phenomenon is due to the spatial persistence of particle velocities on characteristic heterogeneity length scales. In order to systematically quantify these behaviors and extract the stochastic dynamics of particle motion, we focus on the analysis of Lagrangian velocities sampled equidistantly along trajectories [3]. This method removes the intermittency observed under isochrone sampling. The space-Lagrangian velocity series can be quantified by a Markov process that is continuous in distance along streamline. It is fully parameterized in terms of the flux-weighted Eulerian velocity PDF and the characteristic pore-length. The resulting stochastic particle motion describes a continuous time random walk (CTRW). This approach allows for the process based interpretation of experimental and numerical porescale velocity, acceleration and displacement data. It provides a framework for the characterization and upscaling of particle transport and dispersion from the pore to the Darcy-scale based on the medium geometry and Eulerian flow attributes. [1] P. De Anna, T. Le Borgne, M. Dentz, A.M. Tartakovsky, D. Bolster, and P. Davy, "Flow intermittency, dispersion, and correlated continuous time random walks in porous media," Phys. Rev. Lett. 110, 184502 (2013). [2] M. Holzner, V. L. Morales, M. Willmann, and M. Dentz, "Intermittent Lagrangian velocities and accelerations in three- dimensional porous medium flow," Phys. Rev. E 92, 013015 (2015). [3] M. Dentz, P. K. Kang, A. Comolli, T. Le Borgne, and D. R. Lester, "Continuous time random walks for the evolution of Lagrangian velocities," Phys. Rev. Fluids (2016).

Stochastic and cyclic deposition of multiple subannual laminae in an urban lake (Twin Lake, Golden Valley, Minnesota, USA)

NASA Astrophysics Data System (ADS)

Myrbo, A.; Ustipak, K.; Demet, B.

2013-12-01

Twin Lake, a small, deep, meromictic urban lake in Minneapolis, Minnesota, annually deposits two to 10 laminae that are distinguished from one another by composition and resulting color. Sediment sources are both autochthonous and allochthonous, including pure and mixed laminae of authigenic calcite, algal organic matter, and diatoms, as well as at least three distinct types of sediment gravity flow deposits. Diagenetic iron sulfide and iron phosphate phases are minor components, but can affect color out of proportion to their abundance. We used L*a*b* color from digital images of a freeze core slab, and petrographic smear slides of individual laminae, to categorize 1080 laminae deposited between 1963 and 2010 CE (based on lead-210 dating). Some causal relationships exist between the ten categories identified: diatom blooms often occur directly above the debris of gravity flows that probably disrupt the phosphate-rich monimolomnion and fertilize the surface waters; calcite whitings only occur after diatom blooms that increase calcite saturation. Stochastic events, as represented by laminae rich in siliciclastics and other terrigenous material, or shallow-water microfossils and carbonate morphologies, are the dominant sediment source. The patterns of cyclic deposition (e.g., summer and winter sedimentation) that produce 'normal' varve couplets in some lakes are continually interrupted by these stochastic events, to such an extent that spectral analysis finds only a weak one-year cycle. Sediments deposited before about 1900, and extending through the entire Holocene sequence (~10m) are varve couplets interrupted by thick (20-90 cm) debris layers, indicating that gravity flows were lower in frequency but greater in magnitude before the historical period, probably due to an increased frequency of disturbance under urban land-use.

Application of stochastic inversion in auroral tomography

NASA Astrophysics Data System (ADS)

Nygrén, T.; Markkanen, M.; Lehtinen, M.; Kaila, K.

1996-11-01

A software package originally developed for satellite radio tomography is briefly introduced and its use in two-dimensional auroral tomography is described. The method is based on stochastic inversion, i.e. finding the most probable values of the unknown volume emission rates once the optical measurements are made using either a scanning photometer or an auroral camera. A set of simulation results is shown for a different number and separations of optical instruments at ground level. It is observed that arcs with a thickness of a few kilometers and separated by a few tens of kilometers are easily reconstructed. The maximum values of the inversion results, however, are often weaker than in the model. The most obvious reason for this is the grid size, which cannot be much smaller than the arc thickness. The grid necessarily generates a spatial averaging effect broadening the arc cross-sections and reducing the peak values. Finally, results from TV-camera observations at Tromsø and Esrange are shown. Although these sites are separated by more than 200 km, arcs close to Tromsø have been successfully reconstructed. Acknowledgements. The work done by P. Henelius and E. Vilenius in programme development is gratefully acknowledged. Topical Editor D. Alcayde thanks I. Pryse and A. Vallance-Jones for their help in evaluating this paper.--> Correspondence to: T. Nygrén-->

Visualization of entry flow separation for oscillating flow in tubes

NASA Technical Reports Server (NTRS)

Qiu, Songgang; Simon, Terence W.

1992-01-01

Neutrally buoyant helium-filled soap bubbles with laser illumination are used to document entry flow separation for oscillating flow in tubes. For a symmetric entry case, the size of the separation zone appears to mildly depend on Reynolds number in the acceleration phase, but is roughly Reynolds number independent in the deceleration phase. For the asymmetric entry case, the separation zone was larger and appeared to grow somewhat during the deceleration phase. The separation zones for both entry geometry cases remain relatively small throughout the cycle. This is different from what would be observed in all-laminar, oscillator flows and is probably due to the high turbulence of the flow, particularly during the deceleration phase of the cycle.

A nonparametric stochastic method for generating daily climate-adjusted streamflows

NASA Astrophysics Data System (ADS)

Stagge, J. H.; Moglen, G. E.

2013-10-01

A daily stochastic streamflow generation model is presented, which successfully replicates statistics of the historical streamflow record and can produce climate-adjusted daily time series. A monthly climate model relates general circulation model (GCM)-scale climate indicators to discrete climate-streamflow states, which in turn control parameters in a daily streamflow generation model. Daily flow is generated by a two-state (increasing/decreasing) Markov chain, with rising limb increments randomly sampled from a Weibull distribution and the falling limb modeled as exponential recession. When applied to the Potomac River, a 38,000 km2 basin in the Mid-Atlantic United States, the model reproduces the daily, monthly, and annual distribution and dynamics of the historical streamflow record, including extreme low flows. This method can be used as part of water resources planning, vulnerability, and adaptation studies and offers the advantage of a parsimonious model, requiring only a sufficiently long historical streamflow record and large-scale climate data. Simulation of Potomac streamflows subject to the Special Report on Emissions Scenarios (SRES) A1b, A2, and B1 emission scenarios predict a slight increase in mean annual flows over the next century, with the majority of this increase occurring during the winter and early spring. Conversely, mean summer flows are projected to decrease due to climate change, caused by a shift to shorter, more sporadic rain events. Date of the minimum annual flow is projected to shift 2-5 days earlier by the 2070-2099 period.

Surface flow visualization of separated flows on the forebody of an F-18 aircraft and wind-tunnel model

NASA Technical Reports Server (NTRS)

Fisher, David F.; Richwine, David M.; Banks, Daniel W.

1988-01-01

A method of in-flight surface flow visualization similar to wind-tunnel-model oil flows is described for cases where photo-chase planes or onboard photography are not practical. This method, used on an F-18 aircraft in flight at high angles of attack, clearly showed surface flow streamlines in the fuselage forebody. Vortex separation and reattachment lines were identified with this method and documented using postflight photography. Surface flow angles measured at the 90 and 270 degrees meridians show excellent agreement with the wind tunnel data for a pointed tangent ogive with an aspect ratio of 3.5. The separation and reattachment line locations were qualitatively similar to the F-18 wind-tunnel-model oil flows but neither the laminar separation bubble nor the boundary-layer transition on the wind tunnel model were evident in the flight surface flows. The separation and reattachment line locations were in fair agreement with the wind tunnel data for the 3.5 ogive. The elliptical forebody shape of the F-18 caused the primary separation lines to move toward the leeward meridian. Little effect of angle of attack on the separation locations was noted for the range reported.

A novel mechanical model for phase-separation in debris flows

NASA Astrophysics Data System (ADS)

Pudasaini, Shiva P.

2015-04-01

Understanding the physics of phase-separation between solid and fluid phases as a two-phase mass moves down slope is a long-standing challenge. Here, I propose a fundamentally new mechanism, called 'separation-flux', that leads to strong phase-separation in avalanche and debris flows. This new model extends the general two-phase debris flow model (Pudasaini, 2012) to include a separation-flux mechanism. The new flux separation mechanism is capable of describing and controlling the dynamically evolving phase-separation, segregation, and/or levee formation in a real two-phase, geometrically three-dimensional debris flow motion and deposition. These are often observed phenomena in natural debris flows and industrial processes that involve the transportation of particulate solid-fluid mixture material. The novel separation-flux model includes several dominant physical and mechanical aspects that result in strong phase-separation (segregation). These include pressure gradients, volume fractions of solid and fluid phases and their gradients, shear-rates, flow depth, material friction, viscosity, material densities, boundary structures, gravity and topographic constraints, grain shape, size, etc. Due to the inherent separation mechanism, as the mass moves down slope, more and more solid particles are brought to the front, resulting in a solid-rich and mechanically strong frontal surge head followed by a weak tail largely consisting of the viscous fluid. The primary frontal surge head followed by secondary surge is the consequence of the phase-separation. Such typical and dominant phase-separation phenomena are revealed here for the first time in real two-phase debris flow modeling and simulations. However, these phenomena may depend on the bulk material composition and the applied forces. Reference: Pudasaini, Shiva P. (2012): A general two-phase debris flow model. J. Geophys. Res., 117, F03010, doi: 10.1029/2011JF002186.

SMD-based numerical stochastic perturbation theory

NASA Astrophysics Data System (ADS)

Dalla Brida, Mattia; Lüscher, Martin

2017-05-01

The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schrödinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit.

Splitting nodes and linking channels: A method for assembling biocircuits from stochastic elementary units

NASA Astrophysics Data System (ADS)

Ferwerda, Cameron; Lipan, Ovidiu

2016-11-01

Akin to electric circuits, we construct biocircuits that are manipulated by cutting and assembling channels through which stochastic information flows. This diagrammatic manipulation allows us to create a method which constructs networks by joining building blocks selected so that (a) they cover only basic processes; (b) it is scalable to large networks; (c) the mean and variance-covariance from the Pauli master equation form a closed system; and (d) given the initial probability distribution, no special boundary conditions are necessary to solve the master equation. The method aims to help with both designing new synthetic signaling pathways and quantifying naturally existing regulatory networks.

Determination of relative phase permeabilities in stochastic model of pore channel distribution by diameter

NASA Astrophysics Data System (ADS)

Zemenkova, M. Y.; Shabarov, A.; Shatalov, A.; Puldas, L.

2018-05-01

The problem of the pore space description and the calculation of relative phase permeabilities (RPP) for two-phase filtration is considered. A technique for constructing a pore-network structure for constant and variable channel diameters is proposed. A description of the design model of RPP based on the capillary pressure curves is presented taking into account the variability of diameters along the length of pore channels. By the example of the calculation analysis for the core samples of the Urnenskoye and Verkhnechonskoye deposits, the possibilities of calculating RPP are shown when using the stochastic distribution of pores by diameters and medium-flow diameters.

Stochastic correlative firing for figure-ground segregation.

PubMed

Chen, Zhe

2005-03-01

Segregation of sensory inputs into separate objects is a central aspect of perception and arises in all sensory modalities. The figure-ground segregation problem requires identifying an object of interest in a complex scene, in many cases given binaural auditory or binocular visual observations. The computations required for visual and auditory figure-ground segregation share many common features and can be cast within a unified framework. Sensory perception can be viewed as a problem of optimizing information transmission. Here we suggest a stochastic correlative firing mechanism and an associative learning rule for figure-ground segregation in several classic sensory perception tasks, including the cocktail party problem in binaural hearing, binocular fusion of stereo images, and Gestalt grouping in motion perception.

Mixed-mode oscillations and interspike interval statistics in the stochastic FitzHugh-Nagumo model

NASA Astrophysics Data System (ADS)

Berglund, Nils; Landon, Damien

2012-08-01

We study the stochastic FitzHugh-Nagumo equations, modelling the dynamics of neuronal action potentials in parameter regimes characterized by mixed-mode oscillations. The interspike time interval is related to the random number of small-amplitude oscillations separating consecutive spikes. We prove that this number has an asymptotically geometric distribution, whose parameter is related to the principal eigenvalue of a substochastic Markov chain. We provide rigorous bounds on this eigenvalue in the small-noise regime and derive an approximation of its dependence on the system's parameters for a large range of noise intensities. This yields a precise description of the probability distribution of observed mixed-mode patterns and interspike intervals.

Rationale for two phase polymer system microgravity separation experiments

NASA Technical Reports Server (NTRS)

Brooks, D. E.; Bamberger, S. B.; Harris, J. M.; Vanalstine, J.

1984-01-01

The two-phase systems that result when aqueous solutions of dextran and poly(ethylene glycol) are mixed at concentrations above a few percent are discussed. They provide useful media for the partition and isolation of macromolecules and cell subpopulations. By manipulating their composition, separations based on a variety of molecular and surface properties are achieved, including membrane hydrophobic properties, cell surface charge, and membrane antigenicity. Work on the mechanism of cell partition shows there is a randomizing, nonthermal energy present which reduces separation resolution. This stochastic energy is probably associated with hydrodynamic interactions present during separation. Because such factors should be markedly reduced in microgravity, a series of shuttle experiments to indicate approaches to increasing the resolution of the procedure are planned.

Fuel cell repeater unit including frame and separator plate

DOEpatents

Yamanis, Jean; Hawkes, Justin R; Chiapetta, Jr., Louis; Bird, Connie E; Sun, Ellen Y; Croteau, Paul F

2013-11-05

An example fuel cell repeater includes a separator plate and a frame establishing at least a portion of a flow path that is operative to communicate fuel to or from at least one fuel cell held by the frame relative to the separator plate. The flow path has a perimeter and any fuel within the perimeter flow across the at least one fuel cell in a first direction. The separator plate, the frame, or both establish at least one conduit positioned outside the flow path perimeter. The conduit is outside of the flow path perimeter and is configured to direct flow in a second, different direction. The conduit is fluidly coupled with the flow path.

Vorticity Distributions in Unsteady Flow Separation

DTIC Science & Technology

1988-11-08

a significant result, which was presented at the Unsteady Separated Flow Workshop at the Air Force Academy last July, and which is ready for...i~~A’I C amsi4 61102F 2307 A2 11 Ti-,LE (Incluce Security Claw fication) Vorticity Distributions in Unsteady Flow Separation 12 PERSONAL AUTHOR(S...LSIIAINO HSPG / UNCLASSIFIED Report MEUA-IT-88-2 VORTICITY DISTRIBUTIONS IN UNSTEADY FLOW SEPARATION Frederick S. Sherman Department of Mechanical

Thermal conductivity of heterogeneous mixtures and lunar soils

NASA Technical Reports Server (NTRS)

Vachon, R. I.; Prakouras, A. G.; Crane, R.; Khader, M. S.

1973-01-01

The theoretical evaluation of the effective thermal conductivity of granular materials is discussed with emphasis upon the heat transport properties of lunar soil. The following types of models are compared: probabilistic, parallel isotherm, stochastic, lunar, and a model based on nonlinear heat flow system synthesis.

Network reliability maximization for stochastic-flow network subject to correlated failures using genetic algorithm and tabu\\xA0search

NASA Astrophysics Data System (ADS)

Yeh, Cheng-Ta; Lin, Yi-Kuei; Yang, Jo-Yun

2018-07-01

Network reliability is an important performance index for many real-life systems, such as electric power systems, computer systems and transportation systems. These systems can be modelled as stochastic-flow networks (SFNs) composed of arcs and nodes. Most system supervisors respect the network reliability maximization by finding the optimal multi-state resource assignment, which is one resource to each arc. However, a disaster may cause correlated failures for the assigned resources, affecting the network reliability. This article focuses on determining the optimal resource assignment with maximal network reliability for SFNs. To solve the problem, this study proposes a hybrid algorithm integrating the genetic algorithm and tabu search to determine the optimal assignment, called the hybrid GA-TS algorithm (HGTA), and integrates minimal paths, recursive sum of disjoint products and the correlated binomial distribution to calculate network reliability. Several practical numerical experiments are adopted to demonstrate that HGTA has better computational quality than several popular soft computing algorithms.

Stochastic production phase design for an open pit mining complex with multiple processing streams

NASA Astrophysics Data System (ADS)

Asad, Mohammad Waqar Ali; Dimitrakopoulos, Roussos; van Eldert, Jeroen

2014-08-01

In a mining complex, the mine is a source of supply of valuable material (ore) to a number of processes that convert the raw ore to a saleable product or a metal concentrate for production of the refined metal. In this context, expected variation in metal content throughout the extent of the orebody defines the inherent uncertainty in the supply of ore, which impacts the subsequent ore and metal production targets. Traditional optimization methods for designing production phases and ultimate pit limit of an open pit mine not only ignore the uncertainty in metal content, but, in addition, commonly assume that the mine delivers ore to a single processing facility. A stochastic network flow approach is proposed that jointly integrates uncertainty in supply of ore and multiple ore destinations into the development of production phase design and ultimate pit limit. An application at a copper mine demonstrates the intricacies of the new approach. The case study shows a 14% higher discounted cash flow when compared to the traditional approach.

Activation rates for nonlinear stochastic flows driven by non-Gaussian noise

NASA Astrophysics Data System (ADS)

van den Broeck, C.; Hänggi, P.

1984-11-01

Activation rates are calculated for stochastic bistable flows driven by asymmetric dichotomic Markov noise (a two-state Markov process). This noise contains as limits both a particular type of non-Gaussian white shot noise and white Gaussian noise. Apart from investigating the role of colored noise on the escape rates, one can thus also study the influence of the non-Gaussian nature of the noise on these rates. The rate for white shot noise differs in leading order (Arrhenius factor) from the corresponding rate for white Gaussian noise of equal strength. In evaluating the rates we demonstrate the advantage of using transport theory over a mean first-passage time approach for cases with generally non-white and non-Gaussian noise sources. For white shot noise with exponentially distributed weights we succeed in evaluating the mean first-passage time of the corresponding integro-differential master-equation dynamics. The rate is shown to coincide in the weak noise limit with the inverse mean first-passage time.

A stochastic vortex structure method for interacting particles in turbulent shear flows

NASA Astrophysics Data System (ADS)

Dizaji, Farzad F.; Marshall, Jeffrey S.; Grant, John R.

2018-01-01

In a recent study, we have proposed a new synthetic turbulence method based on stochastic vortex structures (SVSs), and we have demonstrated that this method can accurately predict particle transport, collision, and agglomeration in homogeneous, isotropic turbulence in comparison to direct numerical simulation results. The current paper extends the SVS method to non-homogeneous, anisotropic turbulence. The key element of this extension is a new inversion procedure, by which the vortex initial orientation can be set so as to generate a prescribed Reynolds stress field. After validating this inversion procedure for simple problems, we apply the SVS method to the problem of interacting particle transport by a turbulent planar jet. Measures of the turbulent flow and of particle dispersion, clustering, and collision obtained by the new SVS simulations are shown to compare well with direct numerical simulation results. The influence of different numerical parameters, such as number of vortices and vortex lifetime, on the accuracy of the SVS predictions is also examined.

40 CFR 98.443 - Calculating CO2 geologic sequestration.

Code of Federal Regulations, 2011 CFR

2011-07-01

... each gas-liquid separator for which flow is measured using a mass flow meter, you must calculate...) For each gas-liquid separator for which flow is measured using a volumetric flow meter, you must...) To aggregate production data, you must sum the mass of all of the CO2 separated at each gas-liquid...

A new flow model for highly separated airfoil flows at low speeds

NASA Technical Reports Server (NTRS)

Zumwalt, G. W.; Naik, S. N.

1979-01-01

An analytical model for separated airfoil flows is presented which is based on experimentally observed physical phenomena. These include a free stagnation point aft of the airfoil and a standing vortex in the separated region. A computer program is described which iteratively matches the outer potential flow, the airfoil turbulent boundary layer, the separated jet entrainment, mass conservation in the separated bubble, and the rear stagnation pressure. Separation location and pressure are not specified a priori. Results are presented for surface pressure coefficient and compared with experiment for three angles of attack for a GA(W)-1, 17% thick airfoil.

High-Fidelity Thermal Radiation Models and Measurements for High-Pressure Reacting Laminar and Turbulent Flows

DTIC Science & Technology

2013-06-26

flow code used ( OpenFOAM ) to include differential diffusion and cell-based stochastic RTE solvers. The models were validated by simulation of laminar...wavenumber selection is improved about by a factor of 10. (5) OpenFOAM Improvements for Laminar Flames A laminar-diffusion combustion solver, taking into...account the effects of differential diffusion, was developed within the open source CFD package OpenFOAM [18]. In addition, OpenFOAM was augmented to take

Evaluation of the path integral for flow through random porous media

NASA Astrophysics Data System (ADS)

Westbroek, Marise J. E.; Coche, Gil-Arnaud; King, Peter R.; Vvedensky, Dimitri D.

2018-04-01

We present a path integral formulation of Darcy's equation in one dimension with random permeability described by a correlated multivariate lognormal distribution. This path integral is evaluated with the Markov chain Monte Carlo method to obtain pressure distributions, which are shown to agree with the solutions of the corresponding stochastic differential equation for Dirichlet and Neumann boundary conditions. The extension of our approach to flow through random media in two and three dimensions is discussed.

Impact of a Stochastic Parameterization Scheme on El Nino-Southern Oscillation in the Community Climate System Model

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Berner, J.; Sardeshmukh, P. D.

2017-12-01

Stochastic parameterizations have been used for more than a decade in atmospheric models. They provide a way to represent model uncertainty through representing the variability of unresolved sub-grid processes, and have been shown to have a beneficial effect on the spread and mean state for medium- and extended-range forecasts. There is increasing evidence that stochastic parameterization of unresolved processes can improve the bias in mean and variability, e.g. by introducing a noise-induced drift (nonlinear rectification), and by changing the residence time and structure of flow regimes. We present results showing the impact of including the Stochastically Perturbed Parameterization Tendencies scheme (SPPT) in coupled runs of the National Center for Atmospheric Research (NCAR) Community Atmosphere Model, version 4 (CAM4) with historical forcing. SPPT results in a significant improvement in the representation of the El Nino-Southern Oscillation in CAM4, improving the power spectrum, as well as both the inter- and intra-annual variability of tropical pacific sea surface temperatures. We use a Linear Inverse Modelling framework to gain insight into the mechanisms by which SPPT has improved ENSO-variability.

Stochastic simulation for the propagation of high-frequency acoustic waves through a random velocity field

NASA Astrophysics Data System (ADS)

Lu, B.; Darmon, M.; Leymarie, N.; Chatillon, S.; Potel, C.

2012-05-01

In-service inspection of Sodium-Cooled Fast Reactors (SFR) requires the development of non-destructive techniques adapted to the harsh environment conditions and the examination complexity. From past experiences, ultrasonic techniques are considered as suitable candidates. The ultrasonic telemetry is a technique used to constantly insure the safe functioning of reactor inner components by determining their exact position: it consists in measuring the time of flight of the ultrasonic response obtained after propagation of a pulse emitted by a transducer and its interaction with the targets. While in-service the sodium flow creates turbulences that lead to temperature inhomogeneities, which translates into ultrasonic velocity inhomogeneities. These velocity variations could directly impact the accuracy of the target locating by introducing time of flight variations. A stochastic simulation model has been developed to calculate the propagation of ultrasonic waves in such an inhomogeneous medium. Using this approach, the travel time is randomly generated by a stochastic process whose inputs are the statistical moments of travel times known analytically. The stochastic model predicts beam deviations due to velocity inhomogeneities, which are similar to those provided by a determinist method, such as the ray method.

Stochastic global identification of a bio-inspired self-sensing composite UAV wing via wind tunnel experiments

NASA Astrophysics Data System (ADS)

Kopsaftopoulos, Fotios; Nardari, Raphael; Li, Yu-Hung; Wang, Pengchuan; Chang, Fu-Kuo

2016-04-01

In this work, the system design, integration, and wind tunnel experimental evaluation are presented for a bioinspired self-sensing intelligent composite unmanned aerial vehicle (UAV) wing. A total of 148 micro-sensors, including piezoelectric, strain, and temperature sensors, in the form of stretchable sensor networks are embedded in the layup of a composite wing in order to enable its self-sensing capabilities. Novel stochastic system identification techniques based on time series models and statistical parameter estimation are employed in order to accurately interpret the sensing data and extract real-time information on the coupled air flow-structural dynamics. Special emphasis is given to the wind tunnel experimental assessment under various flight conditions defined by multiple airspeeds and angles of attack. A novel modeling approach based on the recently introduced Vector-dependent Functionally Pooled (VFP) model structure is employed for the stochastic identification of the "global" coupled airflow-structural dynamics of the wing and their correlation with dynamic utter and stall. The obtained results demonstrate the successful system-level integration and effectiveness of the stochastic identification approach, thus opening new perspectives for the state sensing and awareness capabilities of the next generation of "fly-by-fee" UAVs.

Boundary layer separation and reattachment detection on airfoils by thermal flow sensors.

PubMed

Sturm, Hannes; Dumstorff, Gerrit; Busche, Peter; Westermann, Dieter; Lang, Walter

2012-10-24

A sensor concept for detection of boundary layer separation (flow separation, stall) and reattachment on airfoils is introduced in this paper. Boundary layer separation and reattachment are phenomena of fluid mechanics showing characteristics of extinction and even inversion of the flow velocity on an overflowed surface. The flow sensor used in this work is able to measure the flow velocity in terms of direction and quantity at the sensor's position and expected to determine those specific flow conditions. Therefore, an array of thermal flow sensors has been integrated (flush-mounted) on an airfoil and placed in a wind tunnel for measurement. Sensor signals have been recorded at different wind speeds and angles of attack for different positions on the airfoil. The sensors used here are based on the change of temperature distribution on a membrane (calorimetric principle). Thermopiles are used as temperature sensors in this approach offering a baseline free sensor signal, which is favorable for measurements at zero flow. Measurement results show clear separation points (zero flow) and even negative flow values (back flow) for all sensor positions. In addition to standard silicon-based flow sensors, a polymer-based flexible approach has been tested showing similar results.

Boundary Layer Separation and Reattachment Detection on Airfoils by Thermal Flow Sensors

PubMed Central

Sturm, Hannes; Dumstorff, Gerrit; Busche, Peter; Westermann, Dieter; Lang, Walter

2012-01-01

A sensor concept for detection of boundary layer separation (flow separation, stall) and reattachment on airfoils is introduced in this paper. Boundary layer separation and reattachment are phenomena of fluid mechanics showing characteristics of extinction and even inversion of the flow velocity on an overflowed surface. The flow sensor used in this work is able to measure the flow velocity in terms of direction and quantity at the sensor's position and expected to determine those specific flow conditions. Therefore, an array of thermal flow sensors has been integrated (flush-mounted) on an airfoil and placed in a wind tunnel for measurement. Sensor signals have been recorded at different wind speeds and angles of attack for different positions on the airfoil. The sensors used here are based on the change of temperature distribution on a membrane (calorimetric principle). Thermopiles are used as temperature sensors in this approach offering a baseline free sensor signal, which is favorable for measurements at zero flow. Measurement results show clear separation points (zero flow) and even negative flow values (back flow) for all sensor positions. In addition to standard silicon-based flow sensors, a polymer-based flexible approach has been tested showing similar results. PMID:23202160

Experimental Study of Unsteady Flow Separation in a Laminar Boundary Layer

NASA Astrophysics Data System (ADS)

Bonacci, Andrew; Lang, Amy; Wahidi, Redha; Santos, Leonardo

2017-11-01

Flow separation, caused by an adverse pressure gradient, is a major problem in many applications. Reversing flow near the wall is the first sign of incipient separation and can bristle shark scales which may be linked to a passive, flow actuated separation control mechanism. An investigation of how this backflow forms and how it interacts with shark skin is of interest due to the fact that this could be used as a bioinspired means of initiating flow control. A water tunnel experiment aims to study unsteady separation with a focus on the reversing flow development near the wall within a flat plate laminar boundary layer (Re on order of 105) as an increasing adverse pressure gradient is induced by a rotating cylinder. Unsteady reversing flow development is documented using DPIV. Funding was provided by the National Science Foundation under the Research Experience for Undergraduates (REU) program (EEC 1659710) and the Army Research Office.

Modeling of confined turbulent fluid-particle flows using Eulerian and Lagrangian schemes

NASA Technical Reports Server (NTRS)

Adeniji-Fashola, A.; Chen, C. P.

1990-01-01

Two important aspects of fluid-particulate interaction in dilute gas-particle turbulent flows (the turbulent particle dispersion and the turbulence modulation effects) are addressed, using the Eulerian and Lagrangian modeling approaches to describe the particulate phase. Gradient-diffusion approximations are employed in the Eulerian formulation, while a stochastic procedure is utilized to simulate turbulent dispersion in the Lagrangina formulation. The k-epsilon turbulence model is used to characterize the time and length scales of the continuous phase turbulence. Models proposed for both schemes are used to predict turbulent fully-developed gas-solid vertical pipe flow with reasonable accuracy.

Enhancing resolution of free-flow zone electrophoresis via a simple sheath-flow sample injection.

PubMed

Yang, Ying; Kong, Fan-Zhi; Liu, Ji; Li, Jun-Min; Liu, Xiao-Ping; Li, Guo-Qing; Wang, Ju-Fang; Xiao, Hua; Fan, Liu-Yin; Cao, Cheng-Xi; Li, Shan

2016-07-01

In this work, a simple and novel sheath-flow sample injection method (SFSIM) is introduced to reduce the band broadening of free-flow zone electrophoresis separation in newly developed self-balance free-flow electrophoresis instrument. A needle injector was placed in the center of the separation inlet, into which the BGE and sample solution were pumped simultaneously. BGE formed sheath flow outside the sample stream, resulting in less band broadening related to hydrodynamics and electrodynamics. Hemoglobin and C-phycocyanin were successfully separated by the proposed method in contrast to the poor separation of free-flow electrophoresis with the traditional injection method without sheath flow. About 3.75 times resolution enhancement could be achieved by sheath-flow sample injection method. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Debates—Stochastic subsurface hydrology from theory to practice: A geologic perspective

NASA Astrophysics Data System (ADS)

Fogg, Graham E.; Zhang, Yong

2016-12-01

A geologic perspective on stochastic subsurface hydrology offers insights on representativeness of prominent field experiments and their general relevance to other hydrogeologic settings. Although the gains in understanding afforded by some 30 years of research in stochastic hydrogeology have been important and even essential, adoption of the technologies and insights by practitioners has been limited, due in part to a lack of geologic context in both the field and theoretical studies. In general, unintentional, biased sampling of hydraulic conductivity (K) using mainly hydrologic, well-based methods has resulted in the tacit assumption by many in the community that the subsurface is much less heterogeneous than in reality. Origins of the bias range from perspectives that are limited by scale and the separation of disciplines (geology, soils, aquifer hydrology, groundwater hydraulics, etc.). Consequences include a misfit between stochastic hydrogeology research results and the needs of, for example, practitioners who are dealing with local plume site cleanup that is often severely hampered by very low velocities in the very aquitard facies that are commonly overlooked or missing from low-variance stochastic models or theories. We suggest that answers to many of the problems exposed by stochastic hydrogeology research can be found through greater geologic integration into the analyses, including the recognition of not only the nearly ubiquitously high variances of K but also the strong tendency for the good connectivity of the high-K facies when spatially persistent geologic unconformities are absent. We further suggest that although such integration may appear to make the contaminant transport problem more complex, expensive and intractable, it may in fact lead to greater simplification and more reliable, less expensive site characterizations and models.

Species Associations in a Species-Rich Subtropical Forest Were Not Well-Explained by Stochastic Geometry of Biodiversity

PubMed Central

Wang, Qinggang; Bao, Dachuan; Guo, Yili; Lu, Junmeng; Lu, Zhijun; Xu, Yaozhan; Zhang, Kuihan; Liu, Haibo; Meng, Hongjie; Jiang, Mingxi; Qiao, Xiujuan; Huang, Handong

2014-01-01

The stochastic dilution hypothesis has been proposed to explain species coexistence in species-rich communities. The relative importance of the stochastic dilution effects with respect to other effects such as competition and habitat filtering required to be tested. In this study, using data from a 25-ha species-rich subtropical forest plot with a strong topographic structure at Badagongshan in central China, we analyzed overall species associations and fine-scale species interactions between 2,550 species pairs. The result showed that: (1) the proportion of segregation in overall species association analysis at 2 m neighborhood in this plot followed the prediction of the stochastic dilution hypothesis that segregations should decrease with species richness but that at 10 m neighborhood was higher than the prediction. (2) The proportion of no association type was lower than the expectation of stochastic dilution hypothesis. (3) Fine-scale species interaction analyses using Heterogeneous Poisson processes as null models revealed a high proportion (47%) of significant species effects. However, the assumption of separation of scale of this method was not fully met in this plot with a strong fine-scale topographic structure. We also found that for species within the same families, fine-scale positive species interactions occurred more frequently and negative ones occurred less frequently than expected by chance. These results suggested effects of environmental filtering other than species interaction in this forest. (4) We also found that arbor species showed a much higher proportion of significant fine-scale species interactions (66%) than shrub species (18%). We concluded that the stochastic dilution hypothesis only be partly supported and environmental filtering left discernible spatial signals in the spatial associations between species in this species-rich subtropical forest with a strong topographic structure. PMID:24824996

Species associations in a species-rich subtropical forest were not well-explained by stochastic geometry of biodiversity.

PubMed

Wang, Qinggang; Bao, Dachuan; Guo, Yili; Lu, Junmeng; Lu, Zhijun; Xu, Yaozhan; Zhang, Kuihan; Liu, Haibo; Meng, Hongjie; Jiang, Mingxi; Qiao, Xiujuan; Huang, Handong

2014-01-01

The stochastic dilution hypothesis has been proposed to explain species coexistence in species-rich communities. The relative importance of the stochastic dilution effects with respect to other effects such as competition and habitat filtering required to be tested. In this study, using data from a 25-ha species-rich subtropical forest plot with a strong topographic structure at Badagongshan in central China, we analyzed overall species associations and fine-scale species interactions between 2,550 species pairs. The result showed that: (1) the proportion of segregation in overall species association analysis at 2 m neighborhood in this plot followed the prediction of the stochastic dilution hypothesis that segregations should decrease with species richness but that at 10 m neighborhood was higher than the prediction. (2) The proportion of no association type was lower than the expectation of stochastic dilution hypothesis. (3) Fine-scale species interaction analyses using Heterogeneous Poisson processes as null models revealed a high proportion (47%) of significant species effects. However, the assumption of separation of scale of this method was not fully met in this plot with a strong fine-scale topographic structure. We also found that for species within the same families, fine-scale positive species interactions occurred more frequently and negative ones occurred less frequently than expected by chance. These results suggested effects of environmental filtering other than species interaction in this forest. (4) We also found that arbor species showed a much higher proportion of significant fine-scale species interactions (66%) than shrub species (18%). We concluded that the stochastic dilution hypothesis only be partly supported and environmental filtering left discernible spatial signals in the spatial associations between species in this species-rich subtropical forest with a strong topographic structure.

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.

Impact of correlated magnetic noise on the detection of stochastic gravitational waves: Estimation based on a simple analytical model

NASA Astrophysics Data System (ADS)

Himemoto, Yoshiaki; Taruya, Atsushi

2017-07-01

After the first direct detection of gravitational waves (GW), detection of the stochastic background of GWs is an important next step, and the first GW event suggests that it is within the reach of the second-generation ground-based GW detectors. Such a GW signal is typically tiny and can be detected by cross-correlating the data from two spatially separated detectors if the detector noise is uncorrelated. It has been advocated, however, that the global magnetic fields in the Earth-ionosphere cavity produce the environmental disturbances at low-frequency bands, known as Schumann resonances, which potentially couple with GW detectors. In this paper, we present a simple analytical model to estimate its impact on the detection of stochastic GWs. The model crucially depends on the geometry of the detector pair through the directional coupling, and we investigate the basic properties of the correlated magnetic noise based on the analytic expressions. The model reproduces the major trend of the recently measured global correlation between the GW detectors via magnetometer. The estimated values of the impact of correlated noise also match those obtained from the measurement. Finally, we give an implication to the detection of stochastic GWs including upcoming detectors, KAGRA and LIGO India. The model suggests that LIGO Hanford-Virgo and Virgo-KAGRA pairs are possibly less sensitive to the correlated noise and can achieve a better sensitivity to the stochastic GW signal in the most pessimistic case.

Impact of L/D on 90 Degree Sharp-Edge Orifice Flow with Manifold Passage Cross Flow (Preprint)

DTIC Science & Technology

2007-04-30

that are observed by measurement as the flow transitions from non-cavitation to cavitation (turbulent flow), supercavitation , and finally separation in...include inception of cavitation, supercavitation , and separation. 15. SUBJECT TERMS 16. SECURITY CLASSIFICATION OF: 17. LIMITATION OF...cavitation to cavitation (turbulent flow), supercavitation , and finally separation in sharp-edge 90 degree orifices. This study includes orifice L/D from

Features of separating turbulent boundary layers

NASA Technical Reports Server (NTRS)

Nagabushana, K. A.; Agarwal, Naval K.; Simpson, Roger L.

1988-01-01

In the present study of two strong adverse pressure gradient flows, mean flow and turbulence characteristics are measured, together with frequency spectra, using hot-wire and laser anemometry. In these separating flows, reattachment occurs over a shorter distance than separation. It is noted that the outer flow variables form a unique set of scaling parameters for streamwise power spectra in adverse pressure gradient flows. The inner flow scaling of Perry et al. (1985) for streamwise spectra does not hold in the backflow region unless the value of the downstream-upstream intermittency in the flow is unity.

Low speed streak formation in a separating turbulent boundary layer

NASA Astrophysics Data System (ADS)

Santos, Leonardo; Lang, Amy; Wahidi, Redha; Bonacci, Andrew

2017-11-01

Separation control mechanisms present on the skin of the shortfin mako shark may permit higher swimming speeds. The morphology of the scales varies over the entire body, with maximum scale flexibility found on the flank region with an adverse pressure gradient(APG). It is hypothesized that reversing flow close the skin bristles the scales inhibiting further flow reversal and controlling flow separation. Experiments are conducted in water tunnel facility and the flow field of a separating turbulent boundary layer(TBL) is measured using DPIV and Insight V3V. Flow separation is induced by a rotating cylinder which generates a controlled APG over a flat plate (Re = 510000 and 620000). Specifically, the low speed streak(LSS) formation is documented and matches predicted sizing based on viscous length scale calculations. It is surmised that shark scale width corresponds to this LSS sizing for real swimming TBL conditions. However, flow separation control has been demonstrated over real skin specimens under much lower speed conditions which indicates the mechanism is fairly Re independent if multiple scales are bristled as the width of the LSS increases. The formation of reversing flow within the streaks is studied specifically to better understand the process by which this flow initiates scale bristling on shortfin mako skin as a passive, flow actuated separation control mechanism. The authors would like to greatefully acknowledge the Army Research Office for funding this project.

Characteristics of Evaporator with a Lipuid-Vapor Separator

NASA Astrophysics Data System (ADS)

Ikeguchi, Masaki; Tanaka, Naoki; Yumikura, Tsuneo

Flow pattern of refrigerant in a heat exchanger tube changes depending on vapor quality, tube diameter, refrigerant flow rate and refrigerant properties. High flow rate causes mist flow where the quality is from 0.8 to 1.0. 1n this flow pattern, the liquid film detaches from the tube wall so that the heat flow is intervened. The heat transfer coefficient generally increases with the flow rate. But the pressure drop of refrigerant flow simultaneously increases and the region of the mist flow enlarges. In order to reduce the pressure drop and suppress the mist flow, we have developped a small liquid-vapor separator that removes the vapor from the evaporating refrigerant flow. This separator is equipped in the middle of the evaporator where the flow pattern is annular. The experiments to evaluate the effect of this separator were carried out and the following conclutions were obtained. (1) Average heat transfer coefficient increases by 30-60 %. (2) Pressure drop reduces by 20-30 %. (3) Cooling Capacity increases by 2-9 %.

Electrohydrodynamic effects in continuous flow electrophoresis

NASA Technical Reports Server (NTRS)

Rhodes, P. H.; Snyder, R. S.; Roberts, G. O.; Baygents, J. C.

1991-01-01

We demonstrate experimentally and theoretically the importance of electrohydrodynamic (EHD) flows in continuous-flow electrophoresis (CFE) separations. These flows are associated with variations in the conductivity or dielectric constant, and are quadratic in the field strength. They appear to be the main cause of extraneous and undesired flows in CFE which have degraded separation performance and have until now not been explained. We discuss the importance of EHD flows relative to other effects. We also describe possible techniques for reducing the associated degradation of CFE separations.

Evolution of the Climate Continuum from the Mid-Miocene Climatic Optimum to the Present

NASA Astrophysics Data System (ADS)

Aswasereelert, W.; Meyers, S. R.; Hinnov, L. A.; Kelly, D.

2011-12-01

The recognition of orbital rhythms in paleoclimate data has led to a rich understanding of climate evolution during the Neogene and Quaternary. In contrast, changes in stochastic variability associated with the transition from unipolar to bipolar glaciation have received less attention, although the stochastic component likely preserves key insights about climate. In this study, we seek to evaluate the dominance and character of stochastic climate energy since the Middle Miocene Climatic Optimum (~17 Ma). These analyses extend a previous study that suggested diagnostic stochastic responses associated with Northern Hemisphere ice sheet development during the Plio-Pleistocene (Meyers and Hinnov, 2010). A critical and challenging step necessary to conduct the work is the conversion of depth data to time data. We investigate climate proxy datasets using multiple time scale hypotheses, including depth-derived time scales, sedimentologic/geochemical "tuning", minimal orbital tuning, and comprehensive orbital tuning. To extract the stochastic component of climate, and also explore potential relationships between the orbital parameters and paleoclimate response, a number of approaches rooted in Thomson's (1982) multi-taper spectral method (MTM) are applied. Importantly, the MTM technique is capable of separating the spectral "continuum" - a measure of stochastic variability - from the deterministic periodic orbital signals (spectral "lines") preserved in proxy data. Time series analysis of the proxy records using different chronologic approaches allows us to evaluate the sensitivity of our conclusion about stochastic and deterministic orbital processes during the Middle Miocene to present. Moreover, comparison of individual records permits examination of the spatial dependence of the identified climate responses. Meyers, S.R., and Hinnov, L.A. (2010), Northern Hemisphere glaciation and the evolution of Plio-Pleistocene climate noise: Paleoceanography, 25, PA3207, doi:10.1029/2009PA001834. Thomson, D.J. (1982), Spectrum estimation and harmonic analysis: IEEE Proceedings, v. 70, p. 1055-1096.

Effects of Wall-Normal and Angular Momentum Injections in Airfoil Separation Control

NASA Astrophysics Data System (ADS)

Munday, Phillip M.; Taira, Kunihiko

2018-05-01

The objective of this computational study is to quantify the influence of wall-normal and angular momentum injections in suppressing laminar flow separation over a canonical airfoil. Open-loop control of fully separated, incompressible flow over a NACA 0012 airfoil at $\\alpha = 9^\\circ$ and $Re = 23,000$ is examined with large-eddy simulations. This study independently introduces wall-normal momentum and angular momentum into the separated flow using swirling jets through model boundary conditions. The response of the flow field and the surface vorticity fluxes to various combinations of actuation inputs are examined in detail. It is observed that the addition of angular momentum input to wall-normal momentum injection enhances the suppression of flow separation. Lift enhancement and suppression of separation with the wall-normal and angular momentum inputs are characterized by modifying the standard definition of the coefficient of momentum. The effect of angular momentum is incorporated into the modified coefficient of momentum by introducing a characteristic swirling jet velocity based on the non-dimensional swirl number. With this single modified coefficient of momentum, we are able to categorize each controlled flow into separated, transitional, and attached flows.

Very high pressure liquid chromatography using core-shell particles: quantitative analysis of fast gradient separations without post-run times.

PubMed

Stankovich, Joseph J; Gritti, Fabrice; Stevenson, Paul G; Beaver, Lois A; Guiochon, Georges

2014-01-17

Five methods for controlling the mobile phase flow rate for gradient elution analyses using very high pressure liquid chromatography (VHPLC) were tested to determine thermal stability of the column during rapid gradient separations. To obtain rapid separations, instruments are operated at high flow rates and high inlet pressure leading to uneven thermal effects across columns and additional time needed to restore thermal equilibrium between successive analyses. The purpose of this study is to investigate means to minimize thermal instability and obtain reliable results by measuring the reproducibility of the results of six replicate gradient separations of a nine component RPLC standard mixture under various experimental conditions with no post-run times. Gradient separations under different conditions were performed: constant flow rates, two sets of constant pressure operation, programmed flow constant pressure operation, and conditions which theoretically should yield a constant net heat loss at the column's wall. The results show that using constant flow rates, programmed flow constant pressures, and constant heat loss at the column's wall all provide reproducible separations. However, performing separations using a high constant pressure with programmed flow reduces the analysis time by 16% compared to constant flow rate methods. For the constant flow rate, programmed flow constant pressure, and constant wall heat experiments no equilibration time (post-run time) was required to obtain highly reproducible data. Copyright © 2013 Elsevier B.V. All rights reserved.

Assessing predictability of a hydrological stochastic-dynamical system

NASA Astrophysics Data System (ADS)

Gelfan, Alexander

2014-05-01

The water cycle includes the processes with different memory that creates potential for predictability of hydrological system based on separating its long and short memory components and conditioning long-term prediction on slower evolving components (similar to approaches in climate prediction). In the face of the Panta Rhei IAHS Decade questions, it is important to find a conceptual approach to classify hydrological system components with respect to their predictability, define predictable/unpredictable patterns, extend lead-time and improve reliability of hydrological predictions based on the predictable patterns. Representation of hydrological systems as the dynamical systems subjected to the effect of noise (stochastic-dynamical systems) provides possible tool for such conceptualization. A method has been proposed for assessing predictability of hydrological system caused by its sensitivity to both initial and boundary conditions. The predictability is defined through a procedure of convergence of pre-assigned probabilistic measure (e.g. variance) of the system state to stable value. The time interval of the convergence, that is the time interval during which the system losses memory about its initial state, defines limit of the system predictability. The proposed method was applied to assess predictability of soil moisture dynamics in the Nizhnedevitskaya experimental station (51.516N; 38.383E) located in the agricultural zone of the central European Russia. A stochastic-dynamical model combining a deterministic one-dimensional model of hydrothermal regime of soil with a stochastic model of meteorological inputs was developed. The deterministic model describes processes of coupled heat and moisture transfer through unfrozen/frozen soil and accounts for the influence of phase changes on water flow. The stochastic model produces time series of daily meteorological variables (precipitation, air temperature and humidity), whose statistical properties are similar to those of the corresponding series of the actual data measured at the station. Beginning from the initial conditions and being forced by Monte-Carlo generated synthetic meteorological series, the model simulated diverging trajectories of soil moisture characteristics (water content of soil column, moisture of different soil layers, etc.). Limit of predictability of the specific characteristic was determined through time of stabilization of variance of the characteristic between the trajectories, as they move away from the initial state. Numerical experiments were carried out with the stochastic-dynamical model to analyze sensitivity of the soil moisture predictability assessments to uncertainty in the initial conditions, to determine effects of the soil hydraulic properties and processes of soil freezing on the predictability. It was found, particularly, that soil water content predictability is sensitive to errors in the initial conditions and strongly depends on the hydraulic properties of soil under both unfrozen and frozen conditions. Even if the initial conditions are "well-established", the assessed predictability of water content of unfrozen soil does not exceed 30-40 days, while for frozen conditions it may be as long as 3-4 months. The latter creates opportunity for utilizing the autumn water content of soil as the predictor for spring snowmelt runoff in the region under consideration.

Comparative study of MacCormack and TVD MacCormack schemes for three-dimensional separation at wing/body junctions in supersonic flows

NASA Technical Reports Server (NTRS)

Lakshmanan, Balakrishnan; Tiwari, Surendra N.

1992-01-01

A robust, discontinuity-resolving TVD MacCormack scheme containing no dependent parameters requiring adjustment is presently used to investigate the 3D separation of wing/body junction flows at supersonic speeds. Many production codes employing MacCormack schemes can be adapted to use this method. A numerical simulation of laminar supersonic junction flow is found to yield improved separation location predictions, as well as the axial velocity profiles in the separated flow region.

Integrated turbomachine oxygen plant

DOEpatents

Anand, Ashok Kumar; DePuy, Richard Anthony; Muthaiah, Veerappan

2014-06-17

An integrated turbomachine oxygen plant includes a turbomachine and an air separation unit. One or more compressor pathways flow compressed air from a compressor through one or more of a combustor and a turbine expander to cool the combustor and/or the turbine expander. An air separation unit is operably connected to the one or more compressor pathways and is configured to separate the compressed air into oxygen and oxygen-depleted air. A method of air separation in an integrated turbomachine oxygen plant includes compressing a flow of air in a compressor of a turbomachine. The compressed flow of air is flowed through one or more of a combustor and a turbine expander of the turbomachine to cool the combustor and/or the turbine expander. The compressed flow of air is directed to an air separation unit and is separated into oxygen and oxygen-depleted air.

Visualization of Flow Separation Around an Atmospheric Entry Capsule at Low-Subsonic Mach Number Using Background-Oriented Schlieren (BOS)

NASA Technical Reports Server (NTRS)

Mizukaki, Toshiharu; Borg, Stephen E.; Danehy, Paul M.; Murman, Scott M.

2014-01-01

This paper presents the results of visualization of separated flow around a generic entry capsule that resembles the Apollo Command Module (CM) and the Orion Multi-Purpose Crew Vehicle (MPCV). The model was tested at flow speeds up to Mach 0.4 at a single angle of attack of 28 degrees. For manned spacecraft using capsule-shaped vehicles, certain flight operations such as emergency abort maneuvers soon after launch and flight just prior to parachute deployment during the final stages of entry, the command module may fly at low Mach number. Under these flow conditions, the separated flow generated from the heat-shield surface on both windward and leeward sides of the capsule dominates the wake flow downstream of the capsule. In this paper, flow visualization of the separated flow was conducted using the background-oriented schlieren (BOS) method, which has the capability of visualizing significantly separated wake flows without the particle seeding required by other techniques. Experimental results herein show that BOS has detection capability of density changes on the order of 10(sup-5).

A study of the laminar separation bubble on an airfoil at low Reynolds numbers using flow visualization techniques

NASA Technical Reports Server (NTRS)

Schmidt, Gordon S.; Mueller, Thomas J.

1987-01-01

The use of flow visualization to study separation bubbles is evaluated. The wind tunnel, two NACA 66(3)-018 airfoil models, and kerosene vapor, titanium tetrachloride, and surface flow visualizations techniques are described. The application of the three visualization techniques to the two airfoil models reveals that the smoke and vapor techniques provide data on the location of laminar separation and the onset of transition, and the surface method produces information about the location of turbulent boundary layer separation. The data obtained with the three flow visualization techniques are compared to pressure distribution data and good correlation is detected. It is noted that flow visualization is an effective technique for examining separation bubbles.

Flow control of micro-ramps on supersonic forward-facing step flow

NASA Astrophysics Data System (ADS)

Qing-Hu, Zhang; Tao, Zhu; Shihe, Yi; Anping, Wu

2016-05-01

The effects of the micro-ramps on supersonic turbulent flow over a forward-facing step (FFS) was experimentally investigated in a supersonic low-noise wind tunnel at Mach number 3 using nano-tracer planar laser scattering (NPLS) and particle image velocimetry (PIV) techniques. High spatiotemporal resolution images and velocity fields of supersonic flow over the testing model were captured. The fine structures and their spatial evolutionary characteristics without and with the micro-ramps were revealed and compared. The large-scale structures generated by the micro-ramps can survive the downstream FFS flowfield. The micro-ramps control on the flow separation and the separation shock unsteadiness was investigated by PIV results. With the micro-ramps, the reduction in the range of the reversal flow zone in streamwise direction is 50% and the turbulence intensity is also reduced. Moreover, the reduction in the average separated region and in separation shock unsteadiness are 47% and 26%, respectively. The results indicate that the micro-ramps are effective in reducing the flow separation and the separation shock unsteadiness. Project supported by the National Natural Science Foundation of China (Grant Nos. 11172326 and 11502280).

Open Source Tools for Numerical Simulation of Urban Greenhouse Gas Emissions

NASA Astrophysics Data System (ADS)

Nottrott, A.; Tan, S. M.; He, Y.

2016-12-01

There is a global movement toward urbanization. Approximately 7% of the global population lives in just 28 megacities, occupying less than 0.1% of the total land area used by human activity worldwide. These cities contribute a significant fraction of the global budget of anthropogenic primary pollutants and greenhouse gasses. The 27 largest cities consume 9.9%, 9.3%, 6.7% and 3.0% of global gasoline, electricity, energy and water use, respectively. This impact motivates novel approaches to quantify and mitigate the growing contribution of megacity emissions to global climate change. Cities are characterized by complex topography, inhomogeneous turbulence, and variable pollutant source distributions. These features create a scale separation between local sources and urban scale emissions estimates known as the Grey-Zone. Modern computational fluid dynamics (CFD) techniques provide a quasi-deterministic, physically based toolset to bridge the scale separation gap between source level dynamics, local measurements, and urban scale emissions inventories. CFD has the capability to represent complex building topography and capture detailed 3D turbulence fields in the urban boundary layer. This presentation discusses the application of OpenFOAM to urban CFD simulations of natural gas leaks in cities. OpenFOAM is an open source software for advanced numerical simulation of engineering and environmental fluid flows. When combined with free or low cost computer aided drawing and GIS, OpenFOAM generates a detailed, 3D representation of urban wind fields. OpenFOAM was applied to model methane (CH4) emissions from various components of the natural gas distribution system, to investigate the impact of urban meteorology on mobile CH4 measurements. The numerical experiments demonstrate that CH4 concentration profiles are highly sensitive to the relative location of emission sources and buildings. Sources separated by distances of 5-10 meters showed significant differences in vertical dispersion of the plume due to building wake effects. The OpenFOAM flow fields were combined with an inverse, stochastic dispersion model to quantify and visualize the sensitivity of point sensors to upwind sources in various built environments.

Computation of viscous flows over airfoils, including separation, with a coupling approach

NASA Technical Reports Server (NTRS)

Leballeur, J. C.

1983-01-01

Viscous incompressible flows over single or multiple airfoils, with or without separation, were computed using an inviscid flow calculation, with modified boundary conditions, and by a method providing calculation and coupling for boundary layers and wakes, within conditions of strong viscous interaction. The inviscid flow is calculated with a method of singularities, the numerics of which were improved by using both source and vortex distributions over profiles, associated with regularity conditions for the fictitious flows inside of the airfoils. The viscous calculation estimates the difference between viscous flow and inviscid interacting flow, with a direct or inverse integral method, laminar or turbulent, with or without reverse flow. The numerical method for coupling determines iteratively the boundary conditions for the inviscid flow. For attached viscous layers regions, an underrelaxation is locally calculated to insure stability. For separated or separating regions, a special semi-inverse algorithm is used. Comparisons with experiments are presented.

Flow separation in a computational oscillating vocal fold model

NASA Astrophysics Data System (ADS)

Alipour, Fariborz; Scherer, Ronald C.

2004-09-01

A finite-volume computational model that solves the time-dependent glottal airflow within a forced-oscillation model of the glottis was employed to study glottal flow separation. Tracheal input velocity was independently controlled with a sinusoidally varying parabolic velocity profile. Control parameters included flow rate (Reynolds number), oscillation frequency and amplitude of the vocal folds, and the phase difference between the superior and inferior glottal margins. Results for static divergent glottal shapes suggest that velocity increase caused glottal separation to move downstream, but reduction in velocity increase and velocity decrease moved the separation upstream. At the fixed frequency, an increase of amplitude of the glottal walls moved the separation further downstream during glottal closing. Increase of Reynolds number caused the flow separation to move upstream in the glottis. The flow separation cross-sectional ratio ranged from approximately 1.1 to 1.9 (average of 1.47) for the divergent shapes. Results suggest that there may be a strong interaction of rate of change of airflow, inertia, and wall movement. Flow separation appeared to be ``delayed'' during the vibratory cycle, leading to movement of the separation point upstream of the glottal end only after a significant divergent angle was reached, and to persist upstream into the convergent phase of the cycle.

Prediction of soot and thermal radiation in a model gas turbine combustor burning kerosene fuel spray at different swirl levels

NASA Astrophysics Data System (ADS)

Ghose, Prakash; Patra, Jitendra; Datta, Amitava; Mukhopadhyay, Achintya

2016-05-01

Combustion of kerosene fuel spray has been numerically simulated in a laboratory scale combustor geometry to predict soot and the effects of thermal radiation at different swirl levels of primary air flow. The two-phase motion in the combustor is simulated using an Eulerian-Lagragian formulation considering the stochastic separated flow model. The Favre-averaged governing equations are solved for the gas phase with the turbulent quantities simulated by realisable k-ɛ model. The injection of the fuel is considered through a pressure swirl atomiser and the combustion is simulated by a laminar flamelet model with detailed kinetics of kerosene combustion. Soot formation in the flame is predicted using an empirical model with the model parameters adjusted for kerosene fuel. Contributions of gas phase and soot towards thermal radiation have been considered to predict the incident heat flux on the combustor wall and fuel injector. Swirl in the primary flow significantly influences the flow and flame structures in the combustor. The stronger recirculation at high swirl draws more air into the flame region, reduces the flame length and peak flame temperature and also brings the soot laden zone closer to the inlet plane. As a result, the radiative heat flux on the peripheral wall decreases at high swirl and also shifts closer to the inlet plane. However, increased swirl increases the combustor wall temperature due to radial spreading of the flame. The high incident radiative heat flux and the high surface temperature make the fuel injector a critical item in the combustor. The injector peak temperature increases with the increase in swirl flow mainly because the flame is located closer to the inlet plane. On the other hand, a more uniform temperature distribution in the exhaust gas can be attained at the combustor exit at high swirl condition.

Role of phase synchronisation in turbulence

NASA Astrophysics Data System (ADS)

Moradi, Sara; Teaca, Bogdan; Anderson, Johan

2017-11-01

The role of the phase dynamics in turbulence is investigated. As a demonstration of the importance of the phase dynamics, a simplified system is used, namely the one-dimensional Burgers equation, which is evolved numerically. The system is forced via a known external force, with two components that are added into the evolution equations of the amplitudes and the phase of the Fourier modes, separately. In this way, we are able to control the impact of the force on the dynamics of the phases. In the absence of the direct forcing in the phase equation, it is observed that the phases are not stochastic as assumed in the Random Phase Approximation (RPA) models, and in contrast, the non-linear couplings result in intermittent locking of the phases to ± π/2. The impact of the force, applied purely on the phases, is to increase the occurrence of the phase locking events in which the phases of the modes in a wide k range are now locked to ± π/2, leading to a change in the dynamics of both phases and amplitudes, with a significant localization of the real space flow structures.

Stochastic cycle selection in active flow networks.

PubMed

Woodhouse, Francis G; Forrow, Aden; Fawcett, Joanna B; Dunkel, Jörn

2016-07-19

Active biological flow networks pervade nature and span a wide range of scales, from arterial blood vessels and bronchial mucus transport in humans to bacterial flow through porous media or plasmodial shuttle streaming in slime molds. Despite their ubiquity, little is known about the self-organization principles that govern flow statistics in such nonequilibrium networks. Here we connect concepts from lattice field theory, graph theory, and transition rate theory to understand how topology controls dynamics in a generic model for actively driven flow on a network. Our combined theoretical and numerical analysis identifies symmetry-based rules that make it possible to classify and predict the selection statistics of complex flow cycles from the network topology. The conceptual framework developed here is applicable to a broad class of biological and nonbiological far-from-equilibrium networks, including actively controlled information flows, and establishes a correspondence between active flow networks and generalized ice-type models.

Stochastic cycle selection in active flow networks

NASA Astrophysics Data System (ADS)

Woodhouse, Francis; Forrow, Aden; Fawcett, Joanna; Dunkel, Jorn

2016-11-01

Active biological flow networks pervade nature and span a wide range of scales, from arterial blood vessels and bronchial mucus transport in humans to bacterial flow through porous media or plasmodial shuttle streaming in slime molds. Despite their ubiquity, little is known about the self-organization principles that govern flow statistics in such non-equilibrium networks. By connecting concepts from lattice field theory, graph theory and transition rate theory, we show how topology controls dynamics in a generic model for actively driven flow on a network. Through theoretical and numerical analysis we identify symmetry-based rules to classify and predict the selection statistics of complex flow cycles from the network topology. Our conceptual framework is applicable to a broad class of biological and non-biological far-from-equilibrium networks, including actively controlled information flows, and establishes a new correspondence between active flow networks and generalized ice-type models.

Stochastic cycle selection in active flow networks

PubMed Central

Woodhouse, Francis G.; Forrow, Aden; Fawcett, Joanna B.; Dunkel, Jörn

2016-01-01

Active biological flow networks pervade nature and span a wide range of scales, from arterial blood vessels and bronchial mucus transport in humans to bacterial flow through porous media or plasmodial shuttle streaming in slime molds. Despite their ubiquity, little is known about the self-organization principles that govern flow statistics in such nonequilibrium networks. Here we connect concepts from lattice field theory, graph theory, and transition rate theory to understand how topology controls dynamics in a generic model for actively driven flow on a network. Our combined theoretical and numerical analysis identifies symmetry-based rules that make it possible to classify and predict the selection statistics of complex flow cycles from the network topology. The conceptual framework developed here is applicable to a broad class of biological and nonbiological far-from-equilibrium networks, including actively controlled information flows, and establishes a correspondence between active flow networks and generalized ice-type models. PMID:27382186

Experimental Study of Unsteady Separation in a Laminar Boundary Layer

NASA Astrophysics Data System (ADS)

Bonacci, Andrew; Lang, Amy; Wahidi, Redha; Santos, Leo

2016-11-01

Separation, caused by an adverse pressure gradient, can be a major problem to aircraft. Reversing flow occurs in separated regions and an investigation of how this backflow forms is of interest due to the fact that this could be used as a means of initiating flow control. Specifically, backflow can bristle shark scales which may be linked to a passive, flow actuated separation control mechanism. An experiment was conducted in a water tunnel to replicate separation, with a focus on the reversing flow development near the wall within a laminar boundary layer. Using a rotating cylinder, an adverse pressure gradient was induced creating a separated region over a flat plate. In this experiment the boundary layer grows to sizes great enough that the scale of the flow is increased, making it more measurable to DPIV. In the future, this research can be utilized to better understand flow control mechanisms such as those enabled by shark skin. Funding from Army Research Office and NSF REU site Grant EEC 1358991 is greatly appreciated.

Measurement of flow separation in a human vocal folds model

NASA Astrophysics Data System (ADS)

Šidlof, Petr; Doaré, Olivier; Cadot, Olivier; Chaigne, Antoine

2011-07-01

The paper provides experimental data on flow separation from a model of the human vocal folds. Data were measured on a four times scaled physical model, where one vocal fold was fixed and the other oscillated due to fluid-structure interaction. The vocal folds were fabricated from silicone rubber and placed on elastic support in the wall of a transparent wind tunnel. A PIV system was used to visualize the flow fields immediately downstream of the glottis and to measure the velocity fields. From the visualizations, the position of the flow separation point was evaluated using a semiautomatic procedure and plotted for different airflow velocities. The separation point position was quantified relative to the orifice width separately for the left and right vocal folds to account for flow asymmetry. The results indicate that the flow separation point remains close to the narrowest cross-section during most of the vocal fold vibration cycle, but moves significantly further downstream shortly prior to and after glottal closure.

Internal energy fluctuations of a granular gas under steady uniform shear flow.

PubMed

Brey, J Javier; García de Soria, M I; Maynar, P

2012-09-01

The stochastic properties of the total internal energy of a dilute granular gas in the steady uniform shear flow state are investigated. A recent theory formulated for fluctuations about the homogeneous cooling state is extended by analogy with molecular systems. The theoretical predictions are compared with molecular dynamics simulation results. Good agreement is found in the limit of weak inelasticity, while systematic and relevant discrepancies are observed when the inelasticity increases. The origin of this behavior is discussed.

Active-Adaptive Control of Inlet Separation Using Supersonic Microjets

NASA Technical Reports Server (NTRS)

Alvi, Farrukh S.

2007-01-01

Flow separation in internal and external flows generally results in a significant degradation in aircraft performance. For internal flows, such as inlets and transmission ducts in aircraft propulsion systems, separation is undesirable as it reduces the overall system performance. The aim of this research has been to understand the nature of separation and more importantly, to explore techniques to actively control it. In this research, we extended our investigation of active separation control (under a previous NASA grant) where we explored the use of microjets for the control of boundary layer separation. The geometry used for the initial study was a simple diverging Stratford ramp, equipped with arrays of microjets. These early results clearly show that the activation of microjets eliminated flow separation. Furthermore, the velocity-field measurements, using PIV, also demonstrate that the gain in momentum due to the elimination of separation is at least an order of magnitude larger (two orders of magnitude larger in most cases) than the momentum injected by the microjets and is accomplished with very little mass flow through the microjets. Based on our initial promising results this research was continued under the present grant, using a more flexible model. This model allows for the magnitude and extent of separation as well as the microjet parameters to be independently varied. The results, using this model were even more encouraging and demonstrated that microjet control completely eliminated significant regions of flow separation over a wide range of conditions with almost negligible mass flow. Detailed studies of the flowfield and its response to microjets were further examined using 3-component PIV and unsteady pressure measurements, among others. As the results presented this report will show, microjets were successfully used to control the separation of a much larger extent and magnitude than demonstrated in our earlier experiments. In fact, using the appropriate combination of control parameters (microjet, location, angle and pressure) separation was completely eliminated for the largest separated flowfield we could generate with the present model. Separation control also resulted in a significant reduction in the unsteady pressures in the flow where the unsteady pressure field was found to be directly responsive to the state of the flow above the surface. Hence, our study indicates that the unsteady pressure signature is a strong candidate for a flow state sensor , which can be used to estimate the location, magnitude and other properties of the separated flowfield. Once better understood and properly utilized, this behavior can be of significant practical importance for developing and implementing online control.

Experiments on an unsteady, three-dimensional separation

NASA Technical Reports Server (NTRS)

Henk, R. W.; Reynolds, W. C.; Reed, H. L.

1992-01-01

Unsteady, three-dimensional flow separation occurs in a variety of technical situations including turbomachinery and low-speed aircraft. An experimental program at Stanford in unsteady, three-dimensional, pressure-driven laminar separation has investigated the structure and time-scaling of these flows; of particular interest is the development, washout, and control of flow separation. Results reveal that a two-dimensional, laminar boundary layer passes through several stages on its way to a quasi-steady three-dimensional separation. The quasi-steady state of the separation embodies a complex, unsteady, vortical structure.

A multiple-point geostatistical method for characterizing uncertainty of subsurface alluvial units and its effects on flow and transport

USGS Publications Warehouse

Cronkite-Ratcliff, C.; Phelps, G.A.; Boucher, A.

2012-01-01

This report provides a proof-of-concept to demonstrate the potential application of multiple-point geostatistics for characterizing geologic heterogeneity and its effect on flow and transport simulation. The study presented in this report is the result of collaboration between the U.S. Geological Survey (USGS) and Stanford University. This collaboration focused on improving the characterization of alluvial deposits by incorporating prior knowledge of geologic structure and estimating the uncertainty of the modeled geologic units. In this study, geologic heterogeneity of alluvial units is characterized as a set of stochastic realizations, and uncertainty is indicated by variability in the results of flow and transport simulations for this set of realizations. This approach is tested on a hypothetical geologic scenario developed using data from the alluvial deposits in Yucca Flat, Nevada. Yucca Flat was chosen as a data source for this test case because it includes both complex geologic and hydrologic characteristics and also contains a substantial amount of both surface and subsurface geologic data. Multiple-point geostatistics is used to model geologic heterogeneity in the subsurface. A three-dimensional (3D) model of spatial variability is developed by integrating alluvial units mapped at the surface with vertical drill-hole data. The SNESIM (Single Normal Equation Simulation) algorithm is used to represent geologic heterogeneity stochastically by generating 20 realizations, each of which represents an equally probable geologic scenario. A 3D numerical model is used to simulate groundwater flow and contaminant transport for each realization, producing a distribution of flow and transport responses to the geologic heterogeneity. From this distribution of flow and transport responses, the frequency of exceeding a given contaminant concentration threshold can be used as an indicator of uncertainty about the location of the contaminant plume boundary.

Mastodon

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

Coleman, Justin Leigh; Veeraraghavan, Swetha; Bolisetti, Chandrakanth

MASTODON has the capability to model stochastic nonlinear soil-structure interaction (NLSSI) in a dynamic probabilistic risk assessment framework. The NLSSI simulations include structural dynamics, time integration, dynamic porous media flow, nonlinear hysteretic soil constitutive models, geometric nonlinearities (gapping, sliding, and uplift). MASTODON is also the MOOSE based master application for dynamic PRA of external hazards.

Linear kinetic theory and particle transport in stochastic mixtures

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

Pomraning, G.C.

We consider the formulation of linear transport and kinetic theory describing energy and particle flow in a random mixture of two or more immiscible materials. Following an introduction, we summarize early and fundamental work in this area, and we conclude with a brief discussion of recent results.

Reversing flow causes passive shark scale actuation in a separating turbulent boundary layer

NASA Astrophysics Data System (ADS)

Lang, Amy; Gemmell, Bradford; Motta, Phil; Habegger, Laura; Du Clos, Kevin; Devey, Sean; Stanley, Caleb; Santos, Leo

2017-11-01

Control of flow separation by shortfin mako skin in experiments has been demonstrated, but the mechanism is still poorly understood yet must be to some extent Re independent. The hypothesized mechanisms inherent in the shark skin for controlling flow separation are: (1) the scales, which are capable of being bristled only by reversing flow, inhibit flow reversal events from further development into larger-scale separation and (2) the cavities formed when scales bristle induces mixing of high momentum flow towards the wall thus energizing the flow close to the surface. Two studies were carried out to measure passive scale actuation caused by reversing flow. A small flow channel induced an unsteady, wake flow over the scales prompting reversing flow events and scale actuation. To resolve the flow and scale movements simultaneously we used specialized optics at high magnification (1 mm field of view) at 50,000 fps. In another study, 3D printed models of shark scales, or microflaps (bristling capability up to 50 degrees), were set into a flat plate. Using a tripped, turbulent boundary layer grown over the long flat plate and a localized adverse pressure gradient, a separation bubble was generated within which the microflaps were placed. Passive flow actuation of both shark scales and microflaps by reversing flow was observed. Funding from Army Research Office and NSF REU site Grant.

Non-intrusive uncertainty quantification of computational fluid dynamics simulations: notes on the accuracy and efficiency

NASA Astrophysics Data System (ADS)

Zimoń, Małgorzata; Sawko, Robert; Emerson, David; Thompson, Christopher

2017-11-01

Uncertainty quantification (UQ) is increasingly becoming an indispensable tool for assessing the reliability of computational modelling. Efficient handling of stochastic inputs, such as boundary conditions, physical properties or geometry, increases the utility of model results significantly. We discuss the application of non-intrusive generalised polynomial chaos techniques in the context of fluid engineering simulations. Deterministic and Monte Carlo integration rules are applied to a set of problems, including ordinary differential equations and the computation of aerodynamic parameters subject to random perturbations. In particular, we analyse acoustic wave propagation in a heterogeneous medium to study the effects of mesh resolution, transients, number and variability of stochastic inputs. We consider variants of multi-level Monte Carlo and perform a novel comparison of the methods with respect to numerical and parametric errors, as well as computational cost. The results provide a comprehensive view of the necessary steps in UQ analysis and demonstrate some key features of stochastic fluid flow systems.

A dual theory of price and value in a meso-scale economic model with stochastic profit rate

NASA Astrophysics Data System (ADS)

Greenblatt, R. E.

2014-12-01

The problem of commodity price determination in a market-based, capitalist economy has a long and contentious history. Neoclassical microeconomic theories are based typically on marginal utility assumptions, while classical macroeconomic theories tend to be value-based. In the current work, I study a simplified meso-scale model of a commodity capitalist economy. The production/exchange model is represented by a network whose nodes are firms, workers, capitalists, and markets, and whose directed edges represent physical or monetary flows. A pair of multivariate linear equations with stochastic input parameters represent physical (supply/demand) and monetary (income/expense) balance. The input parameters yield a non-degenerate profit rate distribution across firms. Labor time and price are found to be eigenvector solutions to the respective balance equations. A simple relation is derived relating the expected value of commodity price to commodity labor content. Results of Monte Carlo simulations are consistent with the stochastic price/labor content relation.

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

DOE PAGES

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

2017-10-26

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

Stochastic stability of sigma-point Unscented Predictive Filter.

PubMed

Cao, Lu; Tang, Yu; Chen, Xiaoqian; Zhao, Yong

2015-07-01

In this paper, the Unscented Predictive Filter (UPF) is derived based on unscented transformation for nonlinear estimation, which breaks the confine of conventional sigma-point filters by employing Kalman filter as subject investigated merely. In order to facilitate the new method, the algorithm flow of UPF is given firstly. Then, the theoretical analyses demonstrate that the estimate accuracy of the model error and system for the UPF is higher than that of the conventional PF. Moreover, the authors analyze the stochastic boundedness and the error behavior of Unscented Predictive Filter (UPF) for general nonlinear systems in a stochastic framework. In particular, the theoretical results present that the estimation error remains bounded and the covariance keeps stable if the system׳s initial estimation error, disturbing noise terms as well as the model error are small enough, which is the core part of the UPF theory. All of the results have been demonstrated by numerical simulations for a nonlinear example system. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

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

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

Forecasting the stochastic demand for inpatient care: the case of the Greek national health system.

PubMed

Boutsioli, Zoe

2010-08-01

The aim of this study is to estimate the unexpected demand of Greek public hospitals. A multivariate model with four explanatory variables is used. These are as follows: the weekend effect, the duty effect, the summer holiday and the official holiday. The method of the ordinary least squares is used to estimate the impact of these variables on the daily hospital emergency admissions series. The forecasted residuals of hospital regressions for each year give the estimated stochastic demand. Daily emergency admissions decline during weekends, summer months and official holidays, and increase on duty hospital days. Stochastic hospital demand varies both among hospitals and over the five-year time period under investigation. Variations among hospitals are larger than time variations. Hospital managers and health policy-makers can be availed by forecasting the future flows of emergent patients. The benefit can be both at managerial and economical level. More advanced models including additional daily variables such as the weather forecasts could provide more accurate estimations.

A generic methodology for the optimisation of sewer systems using stochastic programming and self-optimizing control.

PubMed

Mauricio-Iglesias, Miguel; Montero-Castro, Ignacio; Mollerup, Ane L; Sin, Gürkan

2015-05-15

The design of sewer system control is a complex task given the large size of the sewer networks, the transient dynamics of the water flow and the stochastic nature of rainfall. This contribution presents a generic methodology for the design of a self-optimising controller in sewer systems. Such controller is aimed at keeping the system close to the optimal performance, thanks to an optimal selection of controlled variables. The definition of an optimal performance was carried out by a two-stage optimisation (stochastic and deterministic) to take into account both the overflow during the current rain event as well as the expected overflow given the probability of a future rain event. The methodology is successfully applied to design an optimising control strategy for a subcatchment area in Copenhagen. The results are promising and expected to contribute to the advance of the operation and control problem of sewer systems. Copyright © 2015 Elsevier Ltd. All rights reserved.

An inventory-theory-based interval-parameter two-stage stochastic programming model for water resources management

NASA Astrophysics Data System (ADS)

Suo, M. Q.; Li, Y. P.; Huang, G. H.

2011-09-01

In this study, an inventory-theory-based interval-parameter two-stage stochastic programming (IB-ITSP) model is proposed through integrating inventory theory into an interval-parameter two-stage stochastic optimization framework. This method can not only address system uncertainties with complex presentation but also reflect transferring batch (the transferring quantity at once) and period (the corresponding cycle time) in decision making problems. A case of water allocation problems in water resources management planning is studied to demonstrate the applicability of this method. Under different flow levels, different transferring measures are generated by this method when the promised water cannot be met. Moreover, interval solutions associated with different transferring costs also have been provided. They can be used for generating decision alternatives and thus help water resources managers to identify desired policies. Compared with the ITSP method, the IB-ITSP model can provide a positive measure for solving water shortage problems and afford useful information for decision makers under uncertainty.

The Dynamics of Controlled Flow Separation within a Diverter Duct Diffuser

NASA Astrophysics Data System (ADS)

Peterson, C. J.; Vukasinovic, B.; Glezer, A.

2016-11-01

The evolution and receptivity to fluidic actuation of the flow separation within a rectangular, constant-width, diffuser that is branched off of a primary channel is investigated experimentally at speeds up to M = 0.4. The coupling between the diffuser's adverse pressure gradient and the internal separation that constricts nearly half of the flow passage through the duct is controlled using a spanwise array of fluidic actuators on the surface upstream of the diffuser's inlet plane. The dynamics of the separating surface vorticity layer in the absence and presence of actuation are investigated using high-speed particle image velocimetry combined with surface pressure measurements and total pressure distributions at the primary channel's exit plane. It is shown that the actuation significantly alters the incipient dynamics of the separating vorticity layer as the characteristic cross stream scales of the boundary layer upstream of separation and of the ensuing vorticity concentrations within the separated flow increase progressively with actuation level. It is argued that the dissipative (high frequency) actuation alters the balance between large- and small-scale motions near separation by intensifying the large-scale motions and limiting the small-scale dynamics. Controlling separation within the diffuser duct also has a profound effect on the global flow. In the presence of actuation, the mass flow rate in the primary duct increases 10% while the fraction of the diverted mass flow rate in the diffuser increases by more than 45% at 0.7% actuation mass fraction. Supported by the Boeing Company.

Analysis of stochastic characteristics of the Benue River flow process

NASA Astrophysics Data System (ADS)

Otache, Martins Y.; Bakir, Mohammad; Li, Zhijia

2008-05-01

Stochastic characteristics of the Benue River streamflow process are examined under conditions of data austerity. The streamflow process is investigated for trend, non-stationarity and seasonality for a time period of 26 years. Results of trend analyses with Mann-Kendall test show that there is no trend in the annual mean discharges. Monthly flow series examined with seasonal Kendall test indicate the presence of positive change in the trend for some months, especially the months of August, January, and February. For the stationarity test, daily and monthly flow series appear to be stationary whereas at 1%, 5%, and 10% significant levels, the stationarity alternative hypothesis is rejected for the annual flow series. Though monthly flow appears to be stationary going by this test, because of high seasonality, it could be said to exhibit periodic stationarity based on the seasonality analysis. The following conclusions are drawn: (1) There is seasonality in both the mean and variance with unimodal distribution. (2) Days with high mean also have high variance. (3) Skewness coefficients for the months within the dry season period are greater than those of the wet season period, and seasonal autocorrelations for streamflow during dry season are generally larger than those of the wet season. Precisely, they are significantly different for most of the months. (4) The autocorrelation functions estimated “over time” are greater in the absolute value for data that have not been deseasonalised but were initially normalised by logarithmic transformation only, while autocorrelation functions for i = 1, 2, ..., 365 estimated “over realisations” have their coefficients significantly different from other coefficients.

Experimental investigations on airfoils with different geometries in the domain of high angles of attack-flow separation

NASA Technical Reports Server (NTRS)

Keil, J.

1985-01-01

Wind tunnel tests were conducted on airfoil models in order to study the flow separation phenomena occurring for high angles of attack. Pressure distribution on wings of different geometries were measured. Results show that for three-dimensional airfoils layout and span lift play a role. Separation effects on airfoils with moderate extension are three-dimensional. The flow domains separated from the air foil must be treated three-dimensionally. The rolling-up of separated vortex layers increases with angle in intensity and induction effect and shows strong nonlinearities. Boundary layer material moves perpendicularly to the flow direction due to the pressure gradients at the airfoil; this has a stabilizing effect. The separation starts earlier with increasing pointed profiles.

Closed Loop Active Flow Separation Detection and Control in a Multistage Compressor

NASA Technical Reports Server (NTRS)

Bright, Michelle M.; Culley, Dennis E.; Braunscheidel, Edward P.; Welch, Gerard E.

2005-01-01

Active closed loop flow control was successfully demonstrated on a full annulus of stator vanes in a low speed axial compressor. Two independent methods of detecting separated flow conditions on the vane suction surface were developed. The first technique detects changes in static pressure along the vane suction surface, while the second method monitors variation in the potential field of the downstream rotor. Both methods may feasibly be used in future engines employing embedded flow control technology. In response to the detection of separated conditions, injection along the suction surface of each vane was used. Injected mass flow on the suction surface of stator vanes is known to reduce separation and the resulting limitation on static pressure rise due to lowered diffusion in the vane passage. A control algorithm was developed which provided a proportional response of the injected mass flow to the degree of separation, thereby minimizing the performance penalty on the compressor system.

Fluctuation correlation models for receptor immobilization

NASA Astrophysics Data System (ADS)

Fourcade, B.

2017-12-01

Nanoscale dynamics with cycles of receptor diffusion and immobilization by cell-external-or-internal factors is a key process in living cell adhesion phenomena at the origin of a plethora of signal transduction pathways. Motivated by modern correlation microscopy approaches, the receptor correlation functions in physical models based on diffusion-influenced reaction is studied. Using analytical and stochastic modeling, this paper focuses on the hybrid regime where diffusion and reaction are not truly separable. The time receptor autocorrelation functions are shown to be indexed by different time scales and their asymptotic expansions are given. Stochastic simulations show that this analysis can be extended to situations with a small number of molecules. It is also demonstrated that this analysis applies when receptor immobilization is coupled to environmental noise.

Effective Stochastic Model for Reactive Transport

NASA Astrophysics Data System (ADS)

Tartakovsky, A. M.; Zheng, B.; Barajas-Solano, D. A.

2017-12-01

We propose an effective stochastic advection-diffusion-reaction (SADR) model. Unlike traditional advection-dispersion-reaction models, the SADR model describes mechanical and diffusive mixing as two separate processes. In the SADR model, the mechanical mixing is driven by random advective velocity with the variance given by the coefficient of mechanical dispersion. The diffusive mixing is modeled as a fickian diffusion with the effective diffusion coefficient. Both coefficients are given in terms of Peclet number (Pe) and the coefficient of molecular diffusion. We use the experimental results of to demonstrate that for transport and bimolecular reactions in porous media the SADR model is significantly more accurate than the traditional dispersion model, which overestimates the mass of the reaction product by as much as 25%.

Dynamics of near-surface electric discharges and mechanisms of their interaction with the airflow

NASA Astrophysics Data System (ADS)

Leonov, Sergey B.; Adamovich, Igor V.; Soloviev, Victor R.

2016-12-01

The main focus of the review is on dynamics and kinetics of near-surface discharge plasmas, such as surface dielectric barrier discharges sustained by AC and repetitively pulsed waveforms, pulsed DC discharges, and quasi-DC discharges, generated in quiescent air and in the airflow. A number of technical issues related to plasma flow control applications are discussed in detail, including discharge development via surface ionization waves, charge transport and accumulation on dielectric surface, discharge contraction, different types of flow perturbations generated by surface discharges, and effect of high-speed flow on discharge dynamics. In the first part of the manuscript, plasma morphology and results of electrical and optical emission spectroscopy measurements are discussed. Particular attention is paid to dynamics of surface charge accumulation and dissipation, both in diffuse discharges and during development of ionization instabilities resulting in discharge contraction. Contraction leads to significant increase of both the surface area of charge accumulation and the energy coupled to the plasma. The use of alternating polarity pulse waveforms accelerates contraction of surface dielectric barrier discharges and formation of filamentary plasmas. The second part discusses the interaction of discharge plasmas with quiescent air and the external airflow. Four major types of flow perturbations have been identified: (1) low-speed near-surface jets generated by electrohydrodynamic interaction (ion wind); (2) spanwise and streamwise vortices formed by both electrohydrodynamic and thermal effects; (3) weak shock waves produced by rapid heating in pulsed discharges on sub-microsecond time scale; and (4) near-surface localized stochastic perturbations, on sub-millisecond time, detected only recently. The mechanism of plasma-flow interaction remains not fully understood, especially in filamentary surface dielectric barrier discharges. Localized quasi-DC surface discharges sustained in a high-speed flow are discussed in the third part of the review. Although dynamics of this type of the discharge is highly transient, due to its strong interaction with the flow, the resultant flow structure is stationary, including the oblique shock and the flow separation region downstream of the discharge. The oblique shock is attached to a time-averaged, wedge-shaped, near-wall plasma layer, with the shock angle controlled by the discharge power, which makes possible changing the flow structure and parameters in a controlled way. Finally, unresolved and open-ended issues are discussed in the summary.

Statistical scaling of geometric characteristics in stochastically generated pore microstructures

DOE PAGES

Hyman, Jeffrey D.; Guadagnini, Alberto; Winter, C. Larrabee

2015-05-21

In this study, we analyze the statistical scaling of structural attributes of virtual porous microstructures that are stochastically generated by thresholding Gaussian random fields. Characterization of the extent at which randomly generated pore spaces can be considered as representative of a particular rock sample depends on the metrics employed to compare the virtual sample against its physical counterpart. Typically, comparisons against features and/patterns of geometric observables, e.g., porosity and specific surface area, flow-related macroscopic parameters, e.g., permeability, or autocorrelation functions are used to assess the representativeness of a virtual sample, and thereby the quality of the generation method. Here, wemore » rely on manifestations of statistical scaling of geometric observables which were recently observed in real millimeter scale rock samples [13] as additional relevant metrics by which to characterize a virtual sample. We explore the statistical scaling of two geometric observables, namely porosity (Φ) and specific surface area (SSA), of porous microstructures generated using the method of Smolarkiewicz and Winter [42] and Hyman and Winter [22]. Our results suggest that the method can produce virtual pore space samples displaying the symptoms of statistical scaling observed in real rock samples. Order q sample structure functions (statistical moments of absolute increments) of Φ and SSA scale as a power of the separation distance (lag) over a range of lags, and extended self-similarity (linear relationship between log structure functions of successive orders) appears to be an intrinsic property of the generated media. The width of the range of lags where power-law scaling is observed and the Hurst coefficient associated with the variables we consider can be controlled by the generation parameters of the method.« less

Active Flow Control and Global Stability Analysis of Separated Flow Over a NACA 0012 Airfoil

NASA Astrophysics Data System (ADS)

Munday, Phillip M.

The objective of this computational study is to examine and quantify the influence of fundamental flow control inputs in suppressing flow separation over a canonical airfoil. Most flow control studies to this date have relied on the development of actuator technology, and described the control input based on specific actuators. Taking advantage of a computational framework, we generalize the inputs to fundamental perturbations without restricting inputs to a particular actuator. Utilizing this viewpoint, generalized control inputs aim to aid in the quantification and support the design of separation control techniques. This study in particular independently introduces wall-normal momentum and angular momentum to the separated flow using swirling jets through model boundary conditions. The response of the flow field and the surface vorticity fluxes to various combinations of actuation inputs are examined in detail. By closely studying different variables, the influence of the wall-normal and angular momentum injections on separated flow is identified. As an example, open-loop control of fully separated, incompressible flow over a NACA 0012 airfoil at alpha = 6° and 9° with Re = 23,000 is examined with large-eddy simulations. For the shallow angle of attack alpha = 6°, the small recirculation region is primarily affected by wall-normal momentum injection. For a larger separation region at alpha = 9°, it is observed that the addition of angular momentum input to wall-normal momentum injection enhances the suppression of flow separation. Reducing the size of the separated flow region significantly impacts the forces, and in particular reduces drag and increases lift on the airfoil. It was found that the influence of flow control on the small recirculation region (alpha = 6°) can be sufficiently quantified with the traditional coefficient of momentum. At alpha = 9°, the effects of wall-normal and angular momentum inputs are captured by modifying the standard definition of the coefficient of momentum, which successfully characterizes suppression of separation and lift enhancement. The effect of angular momentum is incorporated into the modified coefficient of momentum by introducing a characteristic swirling jet velocity based on the non-dimensional swirl number. With the modified coefficient of momentum, this single value is able to categorize controlled flows into separated, transitional, and attached flows. With inadequate control input (separated flow regime), lift decreased compared to the baseline flow. Increasing the modified coefficient of momentum, flow transitions from separated to attached and accordingly results in improved aerodynamic forces. Modifying the spanwise spacing, it is shown that the minimum modified coefficient of momentum input required to begin transitioning the flow is dependent on actuator spacing. The growth (or decay) of perturbations can facilitate or inhibit the influence of flow control inputs. Biglobal stability analysis is considered to further analyze the behavior of control inputs on separated flow over a symmetric airfoil. Assuming a spanwise periodic waveform for the perturbations, the eigenvalues and eigenvectors about a base flow are solved to understand the influence of spanwise variation on the development of the flow. Two algorithms are developed and validated to solve for the eigenvalues of the flow: an algebraic eigenvalue solver (matrix based) and a time-stepping algorithm. The matrix based approach is formulated without ever storing the matrices, creating a computationally memory efficient algorithm. Increasing the Reynolds number to Re = 23,000 over a NACA 0012 airfoil, the time-stepper method is implemented due to rising computational cost of the matrix-based method. Stability analysis about the time-averaged flow is performed for spanwise wavenumbers of beta = 1/c, 10pi/ c and 20pi/c, which the latter two wavenumbers are representative of the spanwise spacing between the actuators. The largest spanwise wavelength (beta = 1/c) contained unstable modes that ranged from low to high frequency, and a particular unstable low-frequency mode corresponding to a frequency observed in the lift forces of the baseline large-eddy simulation. For the larger spanwise wavenumbers, beta = 10pi/ c (Lz/c = 0.2) and 20pi/c (Lz/c = 0.1), low-frequency modes were damped and only modes with f > 5were unstable. These results help us gain further insight into the influence of the flow control inputs. In conclusion, it was shown that the influence of wall-normal and angular momentum inputs on fully separated flow can adequately be described by the modified coefficient of momentum. Through further analysis and the development of a biglobal stability solver, spanwise spacing effects observed in the flow control study can be explained. The findings from this study should aid in the development of more intelligently designed flow control strategies and provide guidance in the selection of flow control actuators.

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.

Downstream Effects on Orbiter Leeside Flow Separation for Hypersonic Flows

NASA Technical Reports Server (NTRS)

Buck, Gregory M.; Pulsonetti, Maria V.; Weilmuenster, K. James

2005-01-01

Discrepancies between experiment and computation for shuttle leeside flow separation, which came to light in the Columbia accident investigation, are resolved. Tests were run in the Langley Research Center 20-Inch Hypersonic CF4 Tunnel with a baseline orbiter model and two extended trailing edge models. The extended trailing edges altered the wing leeside separation lines, moving the lines toward the fuselage, proving that wing trailing edge modeling does affect the orbiter leeside flow. Computations were then made with a wake grid. These calculations more closely matched baseline experiments. Thus, the present findings demonstrate that it is imperative to include the wake flow domain in CFD calculations in order to accurately predict leeside flow separation for hypersonic vehicles at high angles of attack.

Flow processes in overexpanded chemical rocket nozzles. Part 3: Methods for the aimed flow separation and side load reduction

NASA Technical Reports Server (NTRS)

Schmucker, R. H.

1983-01-01

Methods aimed at reduction of overexpansion and side load resulting from asymmetric flow separation for rocket nozzles with a high opening ratio are described. The methods employ additional measures for nozzles with a fixed opening ratio. The flow separation can be controlled by several types of nozzle inserts, the properties of which are discussed. Side loads and overexpansion can be reduced by adapting the shape of the nozzle and taking other additional measures for controlled separation of the boundary layer, such as trip wires.

Uncertainty and Sensitivity Analysis of Afterbody Radiative Heating Predictions for Earth Entry

NASA Technical Reports Server (NTRS)

West, Thomas K., IV; Johnston, Christopher O.; Hosder, Serhat

2016-01-01

The objective of this work was to perform sensitivity analysis and uncertainty quantification for afterbody radiative heating predictions of Stardust capsule during Earth entry at peak afterbody radiation conditions. The radiation environment in the afterbody region poses significant challenges for accurate uncertainty quantification and sensitivity analysis due to the complexity of the flow physics, computational cost, and large number of un-certain variables. In this study, first a sparse collocation non-intrusive polynomial chaos approach along with global non-linear sensitivity analysis was used to identify the most significant uncertain variables and reduce the dimensions of the stochastic problem. Then, a total order stochastic expansion was constructed over only the important parameters for an efficient and accurate estimate of the uncertainty in radiation. Based on previous work, 388 uncertain parameters were considered in the radiation model, which came from the thermodynamics, flow field chemistry, and radiation modeling. The sensitivity analysis showed that only four of these variables contributed significantly to afterbody radiation uncertainty, accounting for almost 95% of the uncertainty. These included the electronic- impact excitation rate for N between level 2 and level 5 and rates of three chemical reactions in uencing N, N(+), O, and O(+) number densities in the flow field.

Analysis and Reduction of Complex Networks Under Uncertainty.

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

Ghanem, Roger G

2014-07-31

This effort was a collaboration with Youssef Marzouk of MIT, Omar Knio of Duke University (at the time at Johns Hopkins University) and Habib Najm of Sandia National Laboratories. The objective of this effort was to develop the mathematical and algorithmic capacity to analyze complex networks under uncertainty. Of interest were chemical reaction networks and smart grid networks. The statements of work for USC focused on the development of stochastic reduced models for uncertain networks. The USC team was led by Professor Roger Ghanem and consisted of one graduate student and a postdoc. The contributions completed by the USC teammore » consisted of 1) methodology and algorithms to address the eigenvalue problem, a problem of significance in the stability of networks under stochastic perturbations, 2) methodology and algorithms to characterize probability measures on graph structures with random flows. This is an important problem in characterizing random demand (encountered in smart grid) and random degradation (encountered in infrastructure systems), as well as modeling errors in Markov Chains (with ubiquitous relevance !). 3) methodology and algorithms for treating inequalities in uncertain systems. This is an important problem in the context of models for material failure and network flows under uncertainty where conditions of failure or flow are described in the form of inequalities between the state variables.« less

A method for the stochastic modeling of karstic systems accounting for geophysical data: an example of application in the region of Tulum, Yucatan Peninsula (Mexico)

NASA Astrophysics Data System (ADS)

Vuilleumier, C.; Borghi, A.; Renard, P.; Ottowitz, D.; Schiller, A.; Supper, R.; Cornaton, F.

2013-05-01

The eastern coast of the Yucatan Peninsula, Mexico, contains one of the most developed karst systems in the world. This natural wonder is undergoing increasing pollution threat due to rapid economic development in the region of Tulum, together with a lack of wastewater treatment facilities. A preliminary numerical model has been developed to assess the vulnerability of the resource. Maps of explored caves have been completed using data from two airborne geophysical campaigns. These electromagnetic measurements allow for the mapping of unexplored karstic conduits. The completion of the network map is achieved through a stochastic pseudo-genetic karst simulator, previously developed but adapted as part of this study to account for the geophysical data. Together with the cave mapping by speleologists, the simulated networks are integrated into the finite-element flow-model mesh as pipe networks where turbulent flow is modeled. The calibration of the karstic network parameters (density, radius of the conduits) is conducted through a comparison with measured piezometric levels. Although the proposed model shows great uncertainty, it reproduces realistically the heterogeneous flow of the aquifer. Simulated velocities in conduits are greater than 1 cm s-1, suggesting that the reinjection of Tulum wastewater constitutes a pollution risk for the nearby ecosystems.

Use of DES in mildly separated internal flow: dimples in a turbulent channel

NASA Astrophysics Data System (ADS)

Tay, Chien Ming Jonathan; Khoo, Boo Cheong; Chew, Yong Tian

2017-12-01

Detached eddy simulation (DES) is investigated as a means to study an array of shallow dimples with depth to diameter ratios of 1.5% and 5% in a turbulent channel. The DES captures large-scale flow features relatively well, but is unable to predict skin friction accurately due to flow modelling near the wall. The current work instead relies on the accuracy of DES to predict large-scale flow features, as well as its well-documented reliability in predicting flow separation regions to support the proposed mechanism that dimples reduce drag by introducing spanwise flow components near the wall through the addition of streamwise vorticity. Profiles of the turbulent energy budget show the stabilising effect of the dimples on the flow. The presence of flow separation however modulates the net drag reduction. Increasing the Reynolds number can reduce the size of the separated region and experiments show that this increases the overall drag reduction.

Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction

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

Jiang, Lijian, E-mail: ljjiang@hnu.edu.cn; Li, Xinping, E-mail: exping@126.com

Stochastic multiscale modeling has become a necessary approach to quantify uncertainty and characterize multiscale phenomena for many practical problems such as flows in stochastic porous media. The numerical treatment of the stochastic multiscale models can be very challengeable as the existence of complex uncertainty and multiple physical scales in the models. To efficiently take care of the difficulty, we construct a computational reduced model. To this end, we propose a multi-element least square high-dimensional model representation (HDMR) method, through which the random domain is adaptively decomposed into a few subdomains, and a local least square HDMR is constructed in eachmore » subdomain. These local HDMRs are represented by a finite number of orthogonal basis functions defined in low-dimensional random spaces. The coefficients in the local HDMRs are determined using least square methods. We paste all the local HDMR approximations together to form a global HDMR approximation. To further reduce computational cost, we present a multi-element reduced least-square HDMR, which improves both efficiency and approximation accuracy in certain conditions. To effectively treat heterogeneity properties and multiscale features in the models, we integrate multiscale finite element methods with multi-element least-square HDMR for stochastic multiscale model reduction. This approach significantly reduces the original model's complexity in both the resolution of the physical space and the high-dimensional stochastic space. We analyze the proposed approach, and provide a set of numerical experiments to demonstrate the performance of the presented model reduction techniques. - Highlights: • Multi-element least square HDMR is proposed to treat stochastic models. • Random domain is adaptively decomposed into some subdomains to obtain adaptive multi-element HDMR. • Least-square reduced HDMR is proposed to enhance computation efficiency and approximation accuracy in certain conditions. • Integrating MsFEM and multi-element least square HDMR can significantly reduce computation complexity.« less

Electrophoresis device

NASA Technical Reports Server (NTRS)

Rhodes, P. H.; Snyder, R. S. (Inventor)

1982-01-01

A device for separating cellular particles of a sample substance into fractionated streams of different cellular species includes a casing having a distribution chamber, a separation chamber, and a collection chamber. The electrode chambers are separated from the separation chamber interior by means of passages such that flow variations and membrane variations around the slotted portion of the electrode chamber do not enduce flow perturbations into the laminar buffer curtain flowing in the separation chamber. The cellular particles of the sample are separated under the influence of the electrical field and the separation chamber into streams of different cellular species. The streams of separated cells enter a partition array in the collection chamber where they are fractionated and collected.

Particle Acceleration in Mildly Relativistic Shearing Flows: The Interplay of Systematic and Stochastic Effects, and the Origin of the Extended High-energy Emission in AGN Jets

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

Liu, Ruo-Yu; Rieger, F. M.; Aharonian, F. A., E-mail: ruoyu@mpi-hd.mpg.de, E-mail: frank.rieger@mpi-hd.mpg.de, E-mail: aharon@mpi-hd.mpg.de

The origin of the extended X-ray emission in the large-scale jets of active galactic nuclei (AGNs) poses challenges to conventional models of acceleration and emission. Although electron synchrotron radiation is considered the most feasible radiation mechanism, the formation of the continuous large-scale X-ray structure remains an open issue. As astrophysical jets are expected to exhibit some turbulence and shearing motion, we here investigate the potential of shearing flows to facilitate an extended acceleration of particles and evaluate its impact on the resultant particle distribution. Our treatment incorporates systematic shear and stochastic second-order Fermi effects. We show that for typical parametersmore » applicable to large-scale AGN jets, stochastic second-order Fermi acceleration, which always accompanies shear particle acceleration, can play an important role in facilitating the whole process of particle energization. We study the time-dependent evolution of the resultant particle distribution in the presence of second-order Fermi acceleration, shear acceleration, and synchrotron losses using a simple Fokker–Planck approach and provide illustrations for the possible emergence of a complex (multicomponent) particle energy distribution with different spectral branches. We present examples for typical parameters applicable to large-scale AGN jets, indicating the relevance of the underlying processes for understanding the extended X-ray emission and the origin of ultrahigh-energy cosmic rays.« less

Physical mechanisms in shock-induced turbulent separated flow

NASA Astrophysics Data System (ADS)

Dolling, D. S.

1987-12-01

It has been demonstrated that the flow downstream of the moving shock is separated and that the foot of the shock is effectively the instantaneous separation point. The shock induced turbulent separation is an intermittant process and the separation line indicated by surface tracer methods, such as kerosene-lampblack, is a downstream boundary of a region of intermittent separation.

On the applicability of low-dimensional models for convective flow reversals at extreme Prandtl numbers

NASA Astrophysics Data System (ADS)

Mannattil, Manu; Pandey, Ambrish; Verma, Mahendra K.; Chakraborty, Sagar

2017-12-01

Constructing simpler models, either stochastic or deterministic, for exploring the phenomenon of flow reversals in fluid systems is in vogue across disciplines. Using direct numerical simulations and nonlinear time series analysis, we illustrate that the basic nature of flow reversals in convecting fluids can depend on the dimensionless parameters describing the system. Specifically, we find evidence of low-dimensional behavior in flow reversals occurring at zero Prandtl number, whereas we fail to find such signatures for reversals at infinite Prandtl number. Thus, even in a single system, as one varies the system parameters, one can encounter reversals that are fundamentally different in nature. Consequently, we conclude that a single general low-dimensional deterministic model cannot faithfully characterize flow reversals for every set of parameter values.

Simultaneous Multiple-Location Separation Control

NASA Technical Reports Server (NTRS)

Greenblatt, David (Inventor)

2009-01-01

A method of controlling a shear layer for a fluid dynamic body introduces first periodic disturbances into the fluid medium at a first flow separation location. Simultaneously, second periodic disturbances are introduced into the fluid medium at a second flow separation location. A phase difference between the first and second periodic disturbances is adjusted to control flow separation of the shear layer as the fluid medium moves over the fluid dynamic body.

Parametric distribution approach for flow availability in small hydro potential analysis

NASA Astrophysics Data System (ADS)

Abdullah, Samizee; Basri, Mohd Juhari Mat; Jamaluddin, Zahrul Zamri; Azrulhisham, Engku Ahmad; Othman, Jamel

2016-10-01

Small hydro system is one of the important sources of renewable energy and it has been recognized worldwide as clean energy sources. Small hydropower generation system uses the potential energy in flowing water to produce electricity is often questionable due to inconsistent and intermittent of power generated. Potential analysis of small hydro system which is mainly dependent on the availability of water requires the knowledge of water flow or stream flow distribution. This paper presented the possibility of applying Pearson system for stream flow availability distribution approximation in the small hydro system. By considering the stochastic nature of stream flow, the Pearson parametric distribution approximation was computed based on the significant characteristic of Pearson system applying direct correlation between the first four statistical moments of the distribution. The advantage of applying various statistical moments in small hydro potential analysis will have the ability to analyze the variation shapes of stream flow distribution.

Model identification using stochastic differential equation grey-box models in diabetes.

PubMed

Duun-Henriksen, Anne Katrine; Schmidt, Signe; Røge, Rikke Meldgaard; Møller, Jonas Bech; Nørgaard, Kirsten; Jørgensen, John Bagterp; Madsen, Henrik

2013-03-01

The acceptance of virtual preclinical testing of control algorithms is growing and thus also the need for robust and reliable models. Models based on ordinary differential equations (ODEs) can rarely be validated with standard statistical tools. Stochastic differential equations (SDEs) offer the possibility of building models that can be validated statistically and that are capable of predicting not only a realistic trajectory, but also the uncertainty of the prediction. In an SDE, the prediction error is split into two noise terms. This separation ensures that the errors are uncorrelated and provides the possibility to pinpoint model deficiencies. An identifiable model of the glucoregulatory system in a type 1 diabetes mellitus (T1DM) patient is used as the basis for development of a stochastic-differential-equation-based grey-box model (SDE-GB). The parameters are estimated on clinical data from four T1DM patients. The optimal SDE-GB is determined from likelihood-ratio tests. Finally, parameter tracking is used to track the variation in the "time to peak of meal response" parameter. We found that the transformation of the ODE model into an SDE-GB resulted in a significant improvement in the prediction and uncorrelated errors. Tracking of the "peak time of meal absorption" parameter showed that the absorption rate varied according to meal type. This study shows the potential of using SDE-GBs in diabetes modeling. Improved model predictions were obtained due to the separation of the prediction error. SDE-GBs offer a solid framework for using statistical tools for model validation and model development. © 2013 Diabetes Technology Society.

Regional stochastic generation of streamflows using an ARIMA (1,0,1) process and disaggregation

USGS Publications Warehouse

Armbruster, Jeffrey T.

1979-01-01

An ARIMA (1,0,1) model was calibrated and used to generate long annual flow sequences at three sites in the Juniata River basin, Pennsylvania. The model preserves the mean, variance, and cross correlations of the observed station data. In addition, it has a desirable blend of both high and low frequency characteristics and therefore is capable of preserving the Hurst coefficient, h. The generated annual flows are disaggregated into monthly sequences using a modification of the Valencia-Schaake model. The low-flow frequency and flow duration characteristics of the generated monthly flows, with length equal to the historical data, compare favorably with the historical data. Once the models were verified, 100-year sequences were generated and analyzed for their low flow characteristics. One-, three- and six- month low-flow frequencies at recurrence intervals greater than 10 years are generally found to be lower than flow computed from the historical flows. A method is proposed for synthesizing flows at ungaged sites. (Kosco-USGS)

Experimental Study of Transitional Flow Behavior in a Simulated Low Pressure Turbine

NASA Technical Reports Server (NTRS)

Sohn, Ki Hyeon; DeWitt, Kenneth J.

1998-01-01

A detailed investigation of the flow physics occurring on the suction side of a simulated Low Pressure Turbine (LPT) blade was performed. A contoured upper wall was designed to simulate the pressure distribution of an actual LPT airfoil onto a flat lower plate. The experiments were carried out for the Reynolds numbers of 35,000, 70,000, 100,000 and 250,000 with four levels of freestream turbulence ranging from 1% to 4%. For the three lower Reynolds numbers, the boundary layer on the flat plate was separated and formed a bubble. The size of laminar separation bubble was measured to be inversely proportional to the freestream turbulence levels and Reynolds numbers. However, no separation was observed for the Re = 250,000 case. The transition on a separated flow was found to proceed through the formation of turbulent spots in the free shear layer as evidenced in the intermittency profiles for Re = 35,000, 70,000 and 100,000. Spectral data show no evidence of Kelvin-Helmholtz or Tollmien-Schlichting instability waves in the free shear layer over a separation bubble (bypass transition). However, the flow visualization revealed the large vortex structures just outside of the bubble and their development to turbulent flow for Re = 50,000, which is similar to that in the free shear layer (separated-flow transition). Therefore, it is fair to say that the bypass and separated-flow transition modes coexist in the transitional flows over the separation bubble for certain conditions. Transition onset and end locations and length determined from intermittency profiles decrease as Reynolds number and freestream turbulence levels increase.

Experimental Study of Transitional Flow Behavior in a Simulated Low Pressure Turbine

NASA Technical Reports Server (NTRS)

Sohn, Ki Hyeon; DeWitt, Kenneth J.

2007-01-01

A detailed investigation of the flow physics occurring on the suction side of a simulated Low Pressure Turbine (LPT) blade was performed. A contoured upper wall was designed to simulate the pressure distribution of an actual LPT airfoil onto a flat lower plate. The experiments were carried out for the Reynolds numbers of 35,000, 70,000, 100,000, and 250,000 with four levels of freestream turbulence ranging from 1 to 4 percent. For the three lower Reynolds numbers, the boundary layer on the flat plate was separated and formed a bubble. The size of laminar separation bubble was measured to be inversely proportional to the freestream turbulence levels and Reynolds numbers. However, no separation was observed for the Re = 250,000 case. The transition on a separated flow was found to proceed through the formation of turbulent spots in the free shear layer as evidenced in the intermittency profiles for Re = 35,000, 70,000, and 100,000. Spectral data show no evidence of Kelvin-Helmholtz of Tollmien-Schlichting instability waves in the free shear layer over a separation bubble (bypass transition). However, the flow visualization revealed the large vortex structures just outside of the bubble and their development to turbulent flow for Re = 50,000, which is similar to that in the free shear layer (separated-flow transition). Therefore, it is fair to say that the bypass and separated-flow transition modes coexist in the transition flows over the separation bubble of certain conditions. Transition onset and end locations and length determined from intermittency profiles decreased as Reynolds number and freestream turbulence levels increase.

Multifractal Modeling of Turbulent Mixing

NASA Astrophysics Data System (ADS)

Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M.

2017-11-01

Stochastic processes in random media are emerging as interesting tools for modeling anomalous transport phenomena. Applications include intermittent passive scalar transport with background noise in turbulent flows, which are observed in atmospheric boundary layers, turbulent mixing in reactive flows, and long-range dependent flow fields in disordered/fractal environments. In this work, we propose a nonlocal scalar transport equation involving the fractional Laplacian, where the corresponding fractional index is linked to the multifractal structure of the nonlinear passive scalar power spectrum. This work was supported by the AFOSR Young Investigator Program (YIP) award (FA9550-17-1-0150) and partially by MURI/ARO (W911NF-15-1-0562).

Complex groundwater flow systems as traveling agent models

PubMed Central

Padilla, Pablo; Escolero, Oscar; González, Tomas; Morales-Casique, Eric; Osorio-Olvera, Luis

2014-01-01

Analyzing field data from pumping tests, we show that as with many other natural phenomena, groundwater flow exhibits complex dynamics described by 1/f power spectrum. This result is theoretically studied within an agent perspective. Using a traveling agent model, we prove that this statistical behavior emerges when the medium is complex. Some heuristic reasoning is provided to justify both spatial and dynamic complexity, as the result of the superposition of an infinite number of stochastic processes. Even more, we show that this implies that non-Kolmogorovian probability is needed for its study, and provide a set of new partial differential equations for groundwater flow. PMID:25337455

On-chip free-flow magnetophoresis: continuous flow separation of magnetic particles and agglomerates.

PubMed

Pamme, Nicole; Manz, Andreas

2004-12-15

The separation of magnetic microparticles was achieved by on-chip free-flow magnetophoresis. In continuous flow, magnetic particles were deflected from the direction of laminar flow by a perpendicular magnetic field depending on their magnetic susceptibility and size and on the flow rate. Magnetic particles could thus be separated from each other and from nonmagnetic materials. Magnetic and nonmagnetic particles were introduced into a microfluidic separation chamber, and their deflection was studied under the microscope. The magnetic particles were 2.0 and 4.5 microm in diameter with magnetic susceptibilities of 1.12 x 10(-4) and 1.6 x 10(-4) m(3) kg(-1), respectively. The 4.5-microm particles with the larger susceptibility were deflected further from the direction of laminar flow than the 2.0-microm magnetic particles. Nonmagnetic 6-microm polystyrene beads, however, were not deflected at all. Furthermore, agglomerates of magnetic particles were found to be deflected to a larger extent than single magnetic particles. The applied flow rate and the strength and gradient of the applied magnetic field were the key parameters in controlling the deflection. This separation method has a wide applicability since magnetic particles are commonly used in bioanalysis as a solid support material for antigens, antibodies, DNA, and even cells. Free-flow magnetophoretic separations could be hyphenated with other microfluidic devices for reaction and analysis steps to form a micro total analysis system.

Bistable flow occurrence in the 2D model of a steam turbine valve

NASA Astrophysics Data System (ADS)

Pavel, Procházka; Václav, Uruba

2017-09-01

The internal flow inside a steam turbine valve was investigated experimentally using PIV measurement. The valve model was proposed to be two-dimensional. The model was connected to the blow-down wind tunnel. The flow conditions were set by the different position of the valve plug. Several angles of the diffuser by diverse radii were investigated concerning flow separation and flow dynamics. It was found that the flow takes one of two possible bistable modes. The first regime is characterized by a massive flow separation just at the beginning of the diffuser section on the one side. The second regime is axisymmetric and the flow separation is not detected at all.

Stochastic simulation of multiscale complex systems with PISKaS: A rule-based approach.

PubMed

Perez-Acle, Tomas; Fuenzalida, Ignacio; Martin, Alberto J M; Santibañez, Rodrigo; Avaria, Rodrigo; Bernardin, Alejandro; Bustos, Alvaro M; Garrido, Daniel; Dushoff, Jonathan; Liu, James H

2018-03-29

Computational simulation is a widely employed methodology to study the dynamic behavior of complex systems. Although common approaches are based either on ordinary differential equations or stochastic differential equations, these techniques make several assumptions which, when it comes to biological processes, could often lead to unrealistic models. Among others, model approaches based on differential equations entangle kinetics and causality, failing when complexity increases, separating knowledge from models, and assuming that the average behavior of the population encompasses any individual deviation. To overcome these limitations, simulations based on the Stochastic Simulation Algorithm (SSA) appear as a suitable approach to model complex biological systems. In this work, we review three different models executed in PISKaS: a rule-based framework to produce multiscale stochastic simulations of complex systems. These models span multiple time and spatial scales ranging from gene regulation up to Game Theory. In the first example, we describe a model of the core regulatory network of gene expression in Escherichia coli highlighting the continuous model improvement capacities of PISKaS. The second example describes a hypothetical outbreak of the Ebola virus occurring in a compartmentalized environment resembling cities and highways. Finally, in the last example, we illustrate a stochastic model for the prisoner's dilemma; a common approach from social sciences describing complex interactions involving trust within human populations. As whole, these models demonstrate the capabilities of PISKaS providing fertile scenarios where to explore the dynamics of complex systems. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

Slow-fast stochastic diffusion dynamics and quasi-stationarity for diploid populations with varying size.

PubMed

Coron, Camille

2016-01-01

We are interested in the long-time behavior of a diploid population with sexual reproduction and randomly varying population size, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with competition, weak cooperation and Mendelian reproduction. This stochastic process is indexed by a scaling parameter K that goes to infinity, following a large population assumption. When the individual birth and natural death rates are of order K, the sequence of stochastic processes indexed by K converges toward a new slow-fast dynamics with variable population size. We indeed prove the convergence toward 0 of a fast variable giving the deviation of the population from quasi Hardy-Weinberg equilibrium, while the sequence of slow variables giving the respective numbers of occurrences of each allele converges toward a 2-dimensional diffusion process that reaches (0,0) almost surely in finite time. The population size and the proportion of a given allele converge toward a Wright-Fisher diffusion with stochastically varying population size and diploid selection. We insist on differences between haploid and diploid populations due to population size stochastic variability. Using a non trivial change of variables, we study the absorption of this diffusion and its long time behavior conditioned on non-extinction. In particular we prove that this diffusion starting from any non-trivial state and conditioned on not hitting (0,0) admits a unique quasi-stationary distribution. We give numerical approximations of this quasi-stationary behavior in three biologically relevant cases: neutrality, overdominance, and separate niches.

Joint Stochastic Inversion of Pre-Stack 3D Seismic Data and Well Logs for High Resolution Hydrocarbon Reservoir Characterization

NASA Astrophysics Data System (ADS)

Torres-Verdin, C.

2007-05-01

This paper describes the successful implementation of a new 3D AVA stochastic inversion algorithm to quantitatively integrate pre-stack seismic amplitude data and well logs. The stochastic inversion algorithm is used to characterize flow units of a deepwater reservoir located in the central Gulf of Mexico. Conventional fluid/lithology sensitivity analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generates typical Class III AVA responses. On the other hand, layer- dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution. Accordingly, AVA stochastic inversion, which combines the advantages of AVA analysis with those of geostatistical inversion, provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties (P-velocity, S-velocity, density), and lithotype (sand- shale) distributions. The quantitative use of rock/fluid information through AVA seismic amplitude data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, yields accurate 3D models of petrophysical properties such as porosity and permeability. Finally, by fully integrating pre-stack seismic amplitude data and well logs, the vertical resolution of inverted products is higher than that of deterministic inversions methods.

Stochastic control of smart home energy management with plug-in electric vehicle battery energy storage and photovoltaic array

NASA Astrophysics Data System (ADS)

Wu, Xiaohua; Hu, Xiaosong; Moura, Scott; Yin, Xiaofeng; Pickert, Volker

2016-11-01

Energy management strategies are instrumental in the performance and economy of smart homes integrating renewable energy and energy storage. This article focuses on stochastic energy management of a smart home with PEV (plug-in electric vehicle) energy storage and photovoltaic (PV) array. It is motivated by the challenges associated with sustainable energy supplies and the local energy storage opportunity provided by vehicle electrification. This paper seeks to minimize a consumer's energy charges under a time-of-use tariff, while satisfying home power demand and PEV charging requirements, and accommodating the variability of solar power. First, the random-variable models are developed, including Markov Chain model of PEV mobility, as well as predictive models of home power demand and PV power supply. Second, a stochastic optimal control problem is mathematically formulated for managing the power flow among energy sources in the smart home. Finally, based on time-varying electricity price, we systematically examine the performance of the proposed control strategy. As a result, the electric cost is 493.6% less for a Tesla Model S with optimal stochastic dynamic programming (SDP) control relative to the no optimal control case, and it is by 175.89% for a Nissan Leaf.

Traffic jam dynamics in stochastic cellular automata

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

Nagel, K.; Schreckenberg, M.

1995-09-01

Simple models for particles hopping on a grid (cellular automata) are used to simulate (single lane) traffic flow. Despite their simplicity, these models are astonishingly realistic in reproducing start-stop-waves and realistic fundamental diagrams. One can use these models to investigate traffic phenomena near maximum flow. A so-called phase transition at average maximum flow is visible in the life-times of jams. The resulting dynamic picture is consistent with recent fluid-dynamical results by Kuehne/Kerner/Konhaeuser, and with Treiterer`s hysteresis description. This places CA models between car-following models and fluid-dynamical models for traffic flow. CA models are tested in projects in Los Alamos (USA)more » and in NRW (Germany) for large scale microsimulations of network traffic.« less

Control of Complex Dynamic Systems by Neural Networks

NASA Technical Reports Server (NTRS)

Spall, James C.; Cristion, John A.

1993-01-01

This paper considers the use of neural networks (NN's) in controlling a nonlinear, stochastic system with unknown process equations. The NN is used to model the resulting unknown control law. The approach here is based on using the output error of the system to train the NN controller without the need to construct a separate model (NN or other type) for the unknown process dynamics. To implement such a direct adaptive control approach, it is required that connection weights in the NN be estimated while the system is being controlled. As a result of the feedback of the unknown process dynamics, however, it is not possible to determine the gradient of the loss function for use in standard (back-propagation-type) weight estimation algorithms. Therefore, this paper considers the use of a new stochastic approximation algorithm for this weight estimation, which is based on a 'simultaneous perturbation' gradient approximation that only requires the system output error. It is shown that this algorithm can greatly enhance the efficiency over more standard stochastic approximation algorithms based on finite-difference gradient approximations.

Circulation Plasma Centrifuge with Product Flow

NASA Astrophysics Data System (ADS)

Borisevich, V. D.; Potanin, E. P.

2018-05-01

We have analyzed the isotope separation in a high-frequency plasma circulating centrifuge operating with a product flow. The rotation of a weakly ionized plasma is ensured by a rotating magnetic field, while the countercurrent flow (circulation) is produced by a traveling magnetic field. We have calculated the dependences of the enrichment factor and the separative power of the centrifuge on a product flow. The optimal characteristics of the separation unit have been determined.

Turbulence Simulation of Laboratory Wind-Wave Interaction in High Winds and Upscaling to Ocean Conditions

DTIC Science & Technology

2016-12-22

investigated air-sea fluxes characterized by strong air flow separation over a very steep wave field. We first investigated propagating steep wave...mechanisms for flow separation over rigid surfaces compared with unsteady surfaces with a boundary slip velocity. We investigated passive scalar fluxes. In...turbulent flow over steep stationary roughness, the primary mechanism for momentum flux is via pressure drag resulting from flow separation. However

Thin-layer approximation and algebraic model for separated turbulent flows

NASA Technical Reports Server (NTRS)

Baldwin, B.; Lomax, H.

1978-01-01

An algebraic turbulence model for two- and three-dimensional separated flows is specified that avoids the necessity for finding the edge of the boundary layer. Properties of the model are determined and comparisons made with experiment for an incident shock on a flat plate, separated flow over a compression corner, and transonic flow over an airfoil. Separation and reattachment points from numerical Navier-Stokes solutions agree with experiment within one boundary-layer thickness. Use of law-of-the-wall boundary conditions does not alter the predictions significantly. Applications of the model to other cases are contained in companion papers.

Corona anemometry for qualitative measurement of reversing surface flow with application to separation control by external excitation

NASA Technical Reports Server (NTRS)

Durbin, P. A.; Mckinzie, D. J.

1987-01-01

An corona anemometer which detects gas flow by the displacement of an ion beam is described, and experiments are performed using the anemometer to investigate the active control of diffusor separation by periodic forcing. The apparatus is applied to the separated flow over a rearward facing ramp. An oscillating vane is attached to the surface near the separation point. It is suggested that the enhancement in turbulent energy produced by the oscillating vane is due to drastic modification of the wake shear flow, and not to vane-produced turbulence.

A non-statistical regularization approach and a tensor product decomposition method applied to complex flow data

NASA Astrophysics Data System (ADS)

von Larcher, Thomas; Blome, Therese; Klein, Rupert; Schneider, Reinhold; Wolf, Sebastian; Huber, Benjamin

2016-04-01

Handling high-dimensional data sets like they occur e.g. in turbulent flows or in multiscale behaviour of certain types in Geosciences are one of the big challenges in numerical analysis and scientific computing. A suitable solution is to represent those large data sets in an appropriate compact form. In this context, tensor product decomposition methods currently emerge as an important tool. One reason is that these methods often enable one to attack high-dimensional problems successfully, another that they allow for very compact representations of large data sets. We follow the novel Tensor-Train (TT) decomposition method to support the development of improved understanding of the multiscale behavior and the development of compact storage schemes for solutions of such problems. One long-term goal of the project is the construction of a self-consistent closure for Large Eddy Simulations (LES) of turbulent flows that explicitly exploits the tensor product approach's capability of capturing self-similar structures. Secondly, we focus on a mixed deterministic-stochastic subgrid scale modelling strategy currently under development for application in Finite Volume Large Eddy Simulation (LES) codes. Advanced methods of time series analysis for the databased construction of stochastic models with inherently non-stationary statistical properties and concepts of information theory based on a modified Akaike information criterion and on the Bayesian information criterion for the model discrimination are used to construct surrogate models for the non-resolved flux fluctuations. Vector-valued auto-regressive models with external influences form the basis for the modelling approach [1], [2], [4]. Here, we present the reconstruction capabilities of the two modeling approaches tested against 3D turbulent channel flow data computed by direct numerical simulation (DNS) for an incompressible, isothermal fluid at Reynolds number Reτ = 590 (computed by [3]). References [1] I. Horenko. On identification of nonstationary factor models and its application to atmospherical data analysis. J. Atm. Sci., 67:1559-1574, 2010. [2] P. Metzner, L. Putzig and I. Horenko. Analysis of persistent non-stationary time series and applications. CAMCoS, 7:175-229, 2012. [3] M. Uhlmann. Generation of a temporally well-resolved sequence of snapshots of the flow-field in turbulent plane channel flow. URL: http://www-turbul.ifh.unikarlsruhe.de/uhlmann/reports/produce.pdf, 2000. [4] Th. von Larcher, A. Beck, R. Klein, I. Horenko, P. Metzner, M. Waidmann, D. Igdalov, G. Gassner and C.-D. Munz. Towards a Framework for the Stochastic Modelling of Subgrid Scale Fluxes for Large Eddy Simulation. Meteorol. Z., 24:313-342, 2015.

Flow separation of currents in shallow water

USGS Publications Warehouse

Signell, Richard P.

1989-01-01

Flow separation of currents in shallow coastal areas is investigated using a boundary layer model for two-dimensional (depth-averaged) tidal flow past an elliptic headland. If the shoaling region near the coast is narrow compared to the scale of the headland, bottom friction causes the flow to separate just downstream of the point where the pressure gradient switches from favoring to adverse. As long as the shoaling region at the coast is well resolved, the inclusion of eddy viscosity and a no-slip boundary condition have no effect on this result. An approximate analytic solution for the pressure gradient along the boundary is obtained by assuming the flow away from the immediate vicinity of the boundary is irrotational. On the basis of the pressure gradient obtained from the irrotational flow solution, flow separation is a strong function of the headland aspect ratio, an equivalent Reynolds number, and a Keulegan-Carpenter number.

Application of Sweeping Jet Actuators on the NASA Hump Model and Comparison with CFDVAL2004 Experiments

NASA Technical Reports Server (NTRS)

Koklu, Mehti

2017-01-01

Flow separation control over a wall-mounted hump model was studied experimentally to assess the performance of sweeping jet actuators. Results were compared to that of the 2004 CFD validation experiment (CFDVAL2004), which examined flow separation control with steady suction and unsteady zero-net-mass-flow actuators. Comparisons were carried out at low and high amplitude excitations. In addition to the active flow control methods, a passive flow control method (i.e., vortex generator) was used to complement the dataset. Steady/unsteady surface pressure measurements and surface oilflow visualization were used in the performance assessment of the actuators. The results indicated that the sweeping jet actuators are more effective than the steady suction and unsteady zero-net-mass-flow actuators. For the same momentum coefficient, the sweeping jet actuators produced more flow acceleration upstream of separation, more pressure recovery downstream, and consistently a smaller separation bubble.

Shortcuts to adiabaticity using flow fields

NASA Astrophysics Data System (ADS)

Patra, Ayoti; Jarzynski, Christopher

2017-12-01

A shortcut to adiabaticity is a recipe for generating adiabatic evolution at an arbitrary pace. Shortcuts have been developed for quantum, classical and (most recently) stochastic dynamics. A shortcut might involve a counterdiabatic (CD) Hamiltonian that causes a system to follow the adiabatic evolution at all times, or it might utilize a fast-forward (FF) potential, which returns the system to the adiabatic path at the end of the process. We develop a general framework for constructing shortcuts to adiabaticity from flow fields that describe the desired adiabatic evolution. Our approach encompasses quantum, classical and stochastic dynamics, and provides surprisingly compact expressions for both CD Hamiltonians and FF potentials. We illustrate our method with numerical simulations of a model system, and we compare our shortcuts with previously obtained results. We also consider the semiclassical connections between our quantum and classical shortcuts. Our method, like the FF approach developed by previous authors, is susceptible to singularities when applied to excited states of quantum systems; we propose a simple, intuitive criterion for determining whether these singularities will arise, for a given excited state.

A Backward-Lagrangian-Stochastic Footprint Model for the Urban Environment

NASA Astrophysics Data System (ADS)

Wang, Chenghao; Wang, Zhi-Hua; Yang, Jiachuan; Li, Qi

2018-02-01

Built terrains, with their complexity in morphology, high heterogeneity, and anthropogenic impact, impose substantial challenges in Earth-system modelling. In particular, estimation of the source areas and footprints of atmospheric measurements in cities requires realistic representation of the landscape characteristics and flow physics in urban areas, but has hitherto been heavily reliant on large-eddy simulations. In this study, we developed physical parametrization schemes for estimating urban footprints based on the backward-Lagrangian-stochastic algorithm, with the built environment represented by street canyons. The vertical profile of mean streamwise velocity is parametrized for the urban canopy and boundary layer. Flux footprints estimated by the proposed model show reasonable agreement with analytical predictions over flat surfaces without roughness elements, and with experimental observations over sparse plant canopies. Furthermore, comparisons of canyon flow and turbulence profiles and the subsequent footprints were made between the proposed model and large-eddy simulation data. The results suggest that the parametrized canyon wind and turbulence statistics, based on the simple similarity theory used, need to be further improved to yield more realistic urban footprint modelling.

Turbulent mixing noise from supersonic jets

NASA Technical Reports Server (NTRS)

Tam, Christopher K. W.; Chen, Ping

1994-01-01

There is now a substantial body of theoretical and experimental evidence that the dominant part of the turbulent noise of supersonic jets is generated directly by the large turbulence structures/instability waves of the jet flow. Earlier, Tam and Burton provided a description of the physical mechanism by which supersonically traveling instability waves can generate sound efficiently. They used the method of matched asymptotic expansions to construct an instability wave solution which is valid in the far field. The present work is an extension of the theory of Tam and Burton. It is argued that the instability wave spectrum of the jet may be regarded as generated by stochastic white noise excitation at the nozzle lip region. The reason why the excitation has white noise characteristics is that near the nozzle lip region the flow in the jet mixing layer has no intrinsic length and time scales. The present stochastic wave model theory of supersonic jet noise contains a single unknown multiplicative constant. Comparisons between the calculated noise directivities at selected Strouhal numbers and experimental measurements of a Mach 2 jet at different jet temperatures have been carried out. Favorable agreements are found.

Control of low-speed turbulent separated flow over a backward-facing ramp. Ph.D. Thesis - Old Dominion Univ.

NASA Technical Reports Server (NTRS)

Lin, John C.

1992-01-01

The relative performance and flow phenomena associated with several devices for controlling turbulent separated flow were investigated at low speeds. Relative performance of the devices was examined for flow over a curved, backward-facing ramp in a wind tunnel, and the flow phenomena were examined in a water tunnel using dye-flow visualization. Surface static pressure measurements and oil-flow visualization results from the wind tunnel tests indicated that transverse grooves, longitudinal grooves, submerged vortex generators, vortex generator jets (VGJ's), Viets' fluidic flappers, elongated arches at positive angle of attack, and large-eddy breakup devices (LEBU's) at positive angle of attack placed near the baseline separation location reduce flow separation and increase pressure recovery. Spanwise cylinders reduce flow separation but decrease pressure recovery downstream. Riblets, passive porous surfaces, swept grooves, Helmholtz resonators, and arches and LEBU's with angle of attack less than or = 0 degrees had no significant effect in reducing the extent of the separation region. Wall-cooling computations indicated that separation delay on a partially-cooled ramp is nearly the same as on a fully-cooled ramp, while minimizing the frictional drag increase associated with the wall cooling process. Dry-flow visualization tests in the water tunnel indicated that wishbone vortex generators in the forward orientation shed horseshoe vortices; wishbone vortex generators oriented in the reverse direction and doublet vortex generators shed streamwise counterrotating vortices; a spanewise cylinder located near the wall and LEBU's at angle of attack = -10 degrees produced eddies or transverse vortices which rotated with the same sign as the mean vorticity in a turbulent boundary layer; and the most effective VGJ's produced streamwise co-rotating vortices. Comparative wind-tunnel test results indicated that transferring momentum from the outer region of a turbulent boundary layer through the action of embedded streamwise vortices is more effective than by transverse vortices for the separation control application studied herein.

In-flight flow visualization results from the X-29A aircraft at high angles of attack

NASA Technical Reports Server (NTRS)

Delfrate, John H.; Saltzman, John A.

1992-01-01

Flow visualization techniques were used on the X-29A aircraft at high angles of attack to study the vortical flow off the forebody and the surface flow on the wing and tail. The forebody vortex system was studied because asymmetries in the vortex system were suspected of inducing uncommanded yawing moments at zero sideslip. Smoke enabled visualization of the vortex system and correlation of its orientation with flight yawing moment data. Good agreement was found between vortex system asymmetries and the occurrence of yawing moments. Surface flow on the forward-swept wing of the X-29A was studied using tufts and flow cones. As angle of attack increased, separated flow initiated at the root and spread outboard encompassing the full wing by 30 deg angle of attack. In general, the progression of the separated flow correlated well with subscale model lift data. Surface flow on the vertical tail was also studied using tufts and flow cones. As angle of attack increased, separated flow initiated at the root and spread upward. The area of separated flow on the vertical tail at angles of attack greater than 20 deg correlated well with the marked decrease in aircraft directional stability.

Flow control in a diffusing S-Duct

NASA Technical Reports Server (NTRS)

Vakili, A. D.; Wu, J. M.; Liver, P.; Bhat, M. K.

1985-01-01

Accurate measurements have been made of secondary flow in a 1.51 area ratio diffusing 30 deg - 30 deg S-Duct with circulair cross section. Turbulent flow was entering the duct at Mach number of 0.6, the boundary layer thickness at the duct entrance was ten percent of the duct inlet diameter. Through measurements made, local flow velocity vector as well as static and total pressures mapping of the flow at several stations were obtained. Strong secondary flow was measured in the first bend which continued into the second bend with new vorticity produced in there in the opposite direction. Surface oil flow visualization and wall pressures indicated a region of separated flow starting at theta approximately equal to 22 deg on the inside of the first bend up to theta approximately equal to 44 deg on the outside of the second bend. The flow separated in 'cyclone' form and never reattached in the duct. As a result of the secondary flow and the flow separation, significant total pressure distortion was observed at the exit of the duct. Using flow control devices the separation was eliminated while the exit distortion was improved.

High speed flow cytometric separation of viable cells

DOEpatents

Sasaki, D.T.; Van den Engh, G.J.; Buckie, A.M.

1995-11-14

Hematopoietic cell populations are separated to provide cell sets and subsets as viable cells with high purity and high yields, based on the number of original cells present in the mixture. High-speed flow cytometry is employed using light characteristics of the cells to separate the cells, where high flow speeds are used to reduce the sorting time.

High speed flow cytometric separation of viable cells

DOEpatents

Sasaki, Dennis T.; Van den Engh, Gerrit J.; Buckie, Anne-Marie

1995-01-01

Hematopoietic cell populations are separated to provide cell sets and subsets as viable cells with high purity and high yields, based on the number of original cells present in the mixture. High-speed flow cytometry is employed using light characteristics of the cells to separate the cells, where high flow speeds are used to reduce the sorting time.

Study of unsteady flow simulation of backward impeller with non-uniform casing

NASA Astrophysics Data System (ADS)

Swe, War War Min; Morimatsu, Hiroya; Hayashi, Hidechito; Okumura, Tetsuya; Oda, Ippei

2017-06-01

The flow characteristics of the centrifugal fans with different blade outlet angles are basically discussed on steady and unsteady simulations for a rectangular casing fan. The blade outlet angles of the impellers are 35° and 25° respectively. The unsteady flow behavior in the passage of the impeller 35° is quite different from that in the steady flow behavior. The large flow separation occurs in the steady flow field and unsteady flow field of the impeller 35°, the flow distribution in the circumferential direction varies remarkably and the flow separation on the blade occurs only at the back region of the fan; but the steady flow behavior in the impeller 25° is almost consistent with the unsteady flow behavior, the flow distribution of the circumferential direction doesn't vary much and the flow separation on the blade hardly occurs. When the circumferential variation of the flow in the impeller is large, the steady flow simulation is not coincident to the unsteady flow simulation.

Organization of supercoil domains and their reorganization by transcription

PubMed Central

Deng, Shuang; Stein, Richard A.; Higgins, N. Patrick

2006-01-01

Summary During a normal cell cycle, chromosomes are exposed to many biochemical reactions that require specific types of DNA movement. Separation forces move replicated chromosomes into separate sister cell compartments during cell division, and the contemporaneous acts of DNA replication, RNA transcription and cotranscriptional translation of membrane proteins cause specific regions of DNA to twist, writhe and expand or contract. Recent experiments indicate that a dynamic and stochastic mechanism creates supercoil DNA domains soon after DNA replication. Domain structure is subsequently reorganized by RNA transcription. Examples of transcription-dependent chromosome remodelling are also emerging from eukaryotic cell systems. PMID:16135220

Model of separation performance of bilinear gradients in scanning format counter-flow gradient electrofocusing techniques.

PubMed

Shameli, Seyed Mostafa; Glawdel, Tomasz; Ren, Carolyn L

2015-03-01

Counter-flow gradient electrofocusing allows the simultaneous concentration and separation of analytes by generating a gradient in the total velocity of each analyte that is the sum of its electrophoretic velocity and the bulk counter-flow velocity. In the scanning format, the bulk counter-flow velocity is varying with time so that a number of analytes with large differences in electrophoretic mobility can be sequentially focused and passed by a single detection point. Studies have shown that nonlinear (such as a bilinear) velocity gradients along the separation channel can improve both peak capacity and separation resolution simultaneously, which cannot be realized by using a single linear gradient. Developing an effective separation system based on the scanning counter-flow nonlinear gradient electrofocusing technique usually requires extensive experimental and numerical efforts, which can be reduced significantly with the help of analytical models for design optimization and guiding experimental studies. Therefore, this study focuses on developing an analytical model to evaluate the separation performance of scanning counter-flow bilinear gradient electrofocusing methods. In particular, this model allows a bilinear gradient and a scanning rate to be optimized for the desired separation performance. The results based on this model indicate that any bilinear gradient provides a higher separation resolution (up to 100%) compared to the linear case. This model is validated by numerical studies. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

The numerical calculation of laminar boundary-layer separation

NASA Technical Reports Server (NTRS)

Klineberg, J. M.; Steger, J. L.

1974-01-01

Iterative finite-difference techniques are developed for integrating the boundary-layer equations, without approximation, through a region of reversed flow. The numerical procedures are used to calculate incompressible laminar separated flows and to investigate the conditions for regular behavior at the point of separation. Regular flows are shown to be characterized by an integrable saddle-type singularity that makes it difficult to obtain numerical solutions which pass continuously into the separated region. The singularity is removed and continuous solutions ensured by specifying the wall shear distribution and computing the pressure gradient as part of the solution. Calculated results are presented for several separated flows and the accuracy of the method is verified. A computer program listing and complete solution case are included.

Stability of spanwise-modulated flows behind backward-facing steps

NASA Astrophysics Data System (ADS)

Boiko, A. V.; Dovgal, A. V.; Sorokin, A. M.

2017-10-01

An overview and synthesis of researches on development of local vortical disturbances in laminar separated flows downstream of backward-facing steps, in which the velocity field depends essentially on two variables are given. Peculiarities of transition to turbulence in such spatially inhomogeneous separated zones are discussed. The experimental data are supplemented by the linear stability characteristics of model velocity profiles of the separated flow computed using both the classical local formulation and the nonlocal approach based on the Floquet theory for partial differential equations with periodic coefficients. The results clarify the response of the local separated flows to their modulation with stationary geometrical and temperature inhomogeneities. The results can be useful for the development of new methods of laminar separation control.

Enhancement of microfluidic particle separation using cross-flow filters with hydrodynamic focusing

PubMed Central

Chiu, Yun-Yen; Huang, Chen-Kang

2016-01-01

A microfluidic chip is proposed to separate microparticles using cross-flow filtration enhanced with hydrodynamic focusing. By exploiting a buffer flow from the side, the microparticles in the sample flow are pushed on one side of the microchannels, lining up to pass through the filters. Meanwhile a larger pressure gradient in the filters is obtained to enhance separation efficiency. Compared with the traditional cross-flow filtration, our proposed mechanism has the buffer flow to create a moving virtual boundary for the sample flow to actively push all the particles to reach the filters for separation. It further allows higher flow rates. The device only requires soft lithograph fabrication to create microchannels and a novel pressurized bonding technique to make high-aspect-ratio filtration structures. A mixture of polystyrene microparticles with 2.7 μm and 10.6 μm diameters are successfully separated. 96.2 ± 2.8% of the large particle are recovered with a purity of 97.9 ± 0.5%, while 97.5 ± 0.4% of the small particle are depleted with a purity of 99.2 ± 0.4% at a sample throughput of 10 μl/min. The experiment is also conducted to show the feasibility of this mechanism to separate biological cells with the sample solutions of spiked PC3 cells in whole blood. By virtue of its high separation efficiency, our device offers a label-free separation technique and potential integration with other components, thereby serving as a promising tool for continuous cell filtration and analysis applications. PMID:26858812

Intrinsic periodic and aperiodic stochastic resonance in an electrochemical cell

NASA Astrophysics Data System (ADS)

Tiwari, Ishant; Phogat, Richa; Parmananda, P.; Ocampo-Espindola, J. L.; Rivera, M.

2016-08-01

In this paper we show the interaction of a composite of a periodic or aperiodic signal and intrinsic electrochemical noise with the nonlinear dynamics of an electrochemical cell configured to study the corrosion of iron in an acidic media. The anodic voltage setpoint (V0) in the cell is chosen such that the anodic current (I ) exhibits excitable fixed point behavior in the absence of noise. The subthreshold periodic (aperiodic) signal consists of a train of rectangular pulses with a fixed amplitude and width, separated by regular (irregular) time intervals. The irregular time intervals chosen are of deterministic and stochastic origins. The amplitude of the intrinsic internal noise, regulated by the concentration of chloride ions, is then monotonically increased, and the provoked dynamics are analyzed. The signal to noise ratio and the cross-correlation coefficient versus the chloride ions' concentration curves have a unimodal shape indicating the emergence of an intrinsic periodic or aperiodic stochastic resonance. The abscissa for the maxima of these unimodal curves correspond to the optimum value of intrinsic noise where maximum regularity of the invoked dynamics is observed. In the particular case of the intrinsic periodic stochastic resonance, the scanning electron microscope images for the electrode metal surfaces are shown for certain values of chloride ions' concentrations. These images, qualitatively, corroborate the emergence of order as a result of the interaction between the nonlinear dynamics and the composite signal.

Performance of Reynolds Averaged Navier-Stokes Models in Predicting Separated Flows: Study of the Hump Flow Model Problem

NASA Technical Reports Server (NTRS)

Cappelli, Daniele; Mansour, Nagi N.

2012-01-01

Separation can be seen in most aerodynamic flows, but accurate prediction of separated flows is still a challenging problem for computational fluid dynamics (CFD) tools. The behavior of several Reynolds Averaged Navier-Stokes (RANS) models in predicting the separated ow over a wall-mounted hump is studied. The strengths and weaknesses of the most popular RANS models (Spalart-Allmaras, k-epsilon, k-omega, k-omega-SST) are evaluated using the open source software OpenFOAM. The hump ow modeled in this work has been documented in the 2004 CFD Validation Workshop on Synthetic Jets and Turbulent Separation Control. Only the baseline case is treated; the slot flow control cases are not considered in this paper. Particular attention is given to predicting the size of the recirculation bubble, the position of the reattachment point, and the velocity profiles downstream of the hump.

Numerical Analysis of Incipient Separation on 53 Deg Swept Diamond Wing

NASA Technical Reports Server (NTRS)

Frink, Neal T.

2015-01-01

A systematic analysis of incipient separation and subsequent vortex formation from moderately swept blunt leading edges is presented for a 53 deg swept diamond wing. This work contributes to a collective body of knowledge generated within the NATO/STO AVT-183 Task Group titled 'Reliable Prediction of Separated Flow Onset and Progression for Air and Sea Vehicles'. The objective is to extract insights from the experimentally measured and numerically computed flow fields that might enable turbulence experts to further improve their models for predicting swept blunt leading-edge flow separation. Details of vortex formation are inferred from numerical solutions after establishing a good correlation of the global flow field and surface pressure distributions between wind tunnel measurements and computed flow solutions. From this, significant and sometimes surprising insights into the nature of incipient separation and part-span vortex formation are derived from the wealth of information available in the computational solutions.