Stochastic Modelling of Shiroro River Stream flow Process

OpenAIRE

Musa, J. J

2013-01-01

Economists, social scientists and engineers provide insights into the drivers of anthropogenic climate change and the options for adaptation and mitigation, and yet other scientists, including geographers and biologists, study the impacts of climate change. This project concentrates mainly on the discharge from the Shiroro River. A stochastic approach is presented for modeling a time series by an Autoregressive Moving Average model (ARMA). The development and use of a stochastic stream flow m...

Reserves and cash flows under stochastic retirement

DEFF Research Database (Denmark)

Gad, Kamille Sofie Tågholt; Nielsen, Jeppe Woetmann

2016-01-01

Uncertain time of retirement and uncertain structure of retirement benefits are risk factors for life insurance companies. Nevertheless, classical life insurance models assume these are deterministic. In this paper, we include the risk from stochastic time of retirement and stochastic benefit...... structure in a classical finite-state Markov model for a life insurance contract. We include discontinuities in the distribution of the retirement time. First, we derive formulas for appropriate scaling of the benefits according to the time of retirement and discuss the link between the scaling...... and the guarantees provided. Stochastic retirement creates a need to rethink the construction of disability products for high ages and ways to handle this are discussed. We show how to calculate market reserves and how to use modified transition probabilities to calculate expected cash flows without significantly...

Numerical schemes for dynamically orthogonal equations of stochastic fluid and ocean flows

International Nuclear Information System (INIS)

Ueckermann, M.P.; Lermusiaux, P.F.J.; Sapsis, T.P.

2013-01-01

The quantification of uncertainties is critical when systems are nonlinear and have uncertain terms in their governing equations or are constrained by limited knowledge of initial and boundary conditions. Such situations are common in multiscale, intermittent and non-homogeneous fluid and ocean flows. The dynamically orthogonal (DO) field equations provide an adaptive methodology to predict the probability density functions of such flows. The present work derives efficient computational schemes for the DO methodology applied to unsteady stochastic Navier–Stokes and Boussinesq equations, and illustrates and studies the numerical aspects of these schemes. Semi-implicit projection methods are developed for the mean and for the DO modes, and time-marching schemes of first to fourth order are used for the stochastic coefficients. Conservative second-order finite-volumes are employed in physical space with new advection schemes based on total variation diminishing methods. Other results include: (i) the definition of pseudo-stochastic pressures to obtain a number of pressure equations that is linear in the subspace size instead of quadratic; (ii) symmetric advection schemes for the stochastic velocities; (iii) the use of generalized inversion to deal with singular subspace covariances or deterministic modes; and (iv) schemes to maintain orthonormal modes at the numerical level. To verify our implementation and study the properties of our schemes and their variations, a set of stochastic flow benchmarks are defined including asymmetric Dirac and symmetric lock-exchange flows, lid-driven cavity flows, and flows past objects in a confined channel. Different Reynolds number and Grashof number regimes are employed to illustrate robustness. Optimal convergence under both time and space refinements is shown as well as the convergence of the probability density functions with the number of stochastic realizations.

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

Science.gov (United States)

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

Rough flows and homogenization in stochastic turbulence

OpenAIRE

Bailleul, I.; Catellier, R.

2016-01-01

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 tehcnology of rough flows. We illustrate the use of this setting on the example of stochastic turbulence.

Application of Stochastic Unsaturated Flow Theory, Numerical Simulations, and Comparisons to Field Observations

DEFF Research Database (Denmark)

Jensen, Karsten Høgh; Mantoglou, Aristotelis

1992-01-01

unsaturated flow equation representing the mean system behavior is solved using a finite difference numerical solution technique. The effective parameters are evaluated from the stochastic theory formulas before entering them into the numerical solution for each iteration. The stochastic model is applied...... seems to offer a rational framework for modeling large-scale unsaturated flow and estimating areal averages of soil-hydrological processes in spatially variable soils....

Scheduling stochastic two-machine flow shop problems to minimize expected makespan

Directory of Open Access Journals (Sweden)

Mehdi Heydari

2013-07-01

Full Text Available During the past few years, despite tremendous contribution on deterministic flow shop problem, there are only limited number of works dedicated on stochastic cases. This paper examines stochastic scheduling problems in two-machine flow shop environment for expected makespan minimization where processing times of jobs are normally distributed. Since jobs have stochastic processing times, to minimize the expected makespan, the expected sum of the second machine’s free times is minimized. In other words, by minimization waiting times for the second machine, it is possible to reach the minimum of the objective function. A mathematical method is proposed which utilizes the properties of the normal distributions. Furthermore, this method can be used as a heuristic method for other distributions, as long as the means and variances are available. The performance of the proposed method is explored using some numerical examples.

A stochastic multiscale framework for modeling flow through random heterogeneous porous media

International Nuclear Information System (INIS)

Ganapathysubramanian, B.; Zabaras, N.

2009-01-01

Flow through porous media is ubiquitous, occurring from large geological scales down to the microscopic scales. Several critical engineering phenomena like contaminant spread, nuclear waste disposal and oil recovery rely on accurate analysis and prediction of these multiscale phenomena. Such analysis is complicated by inherent uncertainties as well as the limited information available to characterize the system. Any realistic modeling of these transport phenomena has to resolve two key issues: (i) the multi-length scale variations in permeability that these systems exhibit, and (ii) the inherently limited information available to quantify these property variations that necessitates posing these phenomena as stochastic processes. A stochastic variational multiscale formulation is developed to incorporate uncertain multiscale features. A stochastic analogue to a mixed multiscale finite element framework is used to formulate the physical stochastic multiscale process. Recent developments in linear and non-linear model reduction techniques are used to convert the limited information available about the permeability variation into a viable stochastic input model. An adaptive sparse grid collocation strategy is used to efficiently solve the resulting stochastic partial differential equations (SPDEs). The framework is applied to analyze flow through random heterogeneous media when only limited statistics about the permeability variation are given

Stochastic flows in the Brownian web and net

Czech Academy of Sciences Publication Activity Database

Schertzer, E.; Sun, R.; Swart, Jan M.

2014-01-01

Roč. 227, č. 1065 (2014), s. 1-160 ISSN 0065-9266 R&D Projects: GA ČR GA201/07/0237; GA ČR GA201/09/1931 Institutional support: RVO:67985556 Keywords : Brownian web * Brownian net * stochastic flow of kernels * measure-valued process * Howitt-Warren flow * linear system * random walk in random environment * finite graph representation Subject RIV: BA - General Mathematics Impact factor: 1.727, year: 2014 http://library.utia.cas.cz/separaty/2013/SI/swart-0396636.pdf

Stochastic flow modeling : Quasi-Geostrophy, Taylor state and torsional wave excitation

DEFF Research Database (Denmark)

Gillet, Nicolas; Jault, D.; Finlay, Chris

We reconstruct the core flow evolution over the period 1840-2010 under the quasi-geostrophic assumption, from the stochastic magnetic field model COV-OBS and its full model error covariance matrix. We make use of a prior information on the flow temporal power spectrum compatible with that of obse......We reconstruct the core flow evolution over the period 1840-2010 under the quasi-geostrophic assumption, from the stochastic magnetic field model COV-OBS and its full model error covariance matrix. We make use of a prior information on the flow temporal power spectrum compatible....... Large length-scales flow features are naturally dominated by their equatorially symmetric component from about 1900 when the symmetry constraint is relaxed. Equipartition of the kinetic energy in both symmetries coincides with the poor prediction of decadal length-of-day changes in the XIXth century. We...... interpret this as an evidence for quasi-geostrophic rapid flow changes, and the consequence of a too loose data constraint during the oldest period. We manage to retrieve rapid flow changes over the past 60 yrs, and in particular modulated torsional waves predicting correctly interannual length-of day...

Evaluation of the reliability of transport networks based on the stochastic flow of moving objects

International Nuclear Information System (INIS)

Wu Weiwei; Ning, Angelika; Ning Xuanxi

2008-01-01

In transport networks, human beings are moving objects whose moving direction is stochastic in emergency situations. Based on this idea, a new model-stochastic moving network (SMN) is proposed. It is different from binary-state networks and stochastic-flow networks. The flow of SMNs has multiple-saturated states, that correspond to different flow values in each arc. In this paper, we try to evaluate the system reliability, defined as the probability that the saturated flow of the network is not less than a given demand d. Based on this new model, we obtain the flow probability distribution of every arc by simulation. An algorithm based on the blocking cutset of the SMN is proposed to evaluate the network reliability. An example is used to show how to calculate the corresponding reliabilities for different given demands of the SMN. Simulation experiments of different size were made and the system reliability precision was calculated. The precision of simulation results also discussed

Constant Jacobian Matrix-Based Stochastic Galerkin Method for Probabilistic Load Flow

Directory of Open Access Journals (Sweden)

Yingyun Sun

2016-03-01

Full Text Available An intrusive spectral method of probabilistic load flow (PLF is proposed in the paper, which can handle the uncertainties arising from renewable energy integration. Generalized polynomial chaos (gPC expansions of dependent random variables are utilized to build a spectral stochastic representation of PLF model. Instead of solving the coupled PLF model with a traditional, cumbersome method, a modified stochastic Galerkin (SG method is proposed based on the P-Q decoupling properties of load flow in power system. By introducing two pre-calculated constant sparse Jacobian matrices, the computational burden of the SG method is significantly reduced. Two cases, IEEE 14-bus and IEEE 118-bus systems, are used to verify the computation speed and efficiency of the proposed method.

Stochastic ground-water flow analysis FY-81 status report. Assessment of effectiveness of geologic isolation systems

International Nuclear Information System (INIS)

Kincaid, C.T.; Vail, L.W.; Devary, J.L.

1983-07-01

Research was conducted at Pacific Northwest Laboratory to develop a research computational package for the stochastic analysis of ground-water flow. Both unsteady and steady-state analysis were examined, and a steady-state research code was developed for the study of stochastic processes. This report describes the theoretical development of both unsteady and steady analyses, and presents the preliminary studies undertaken to verify and exercise the encoded algorithm. The stochastic analysis of ground-water flow is a promising new method which can supply more comprehensive analyses of the ground-water environment. The work reported herein provided experience in the methodology while producing a research-oriented stochastic analysis capability. Single-layer aquifers of horizontal extent were selected for this effort. Kriging has been employed to describe the uncertainty in field data. The resulting stochastic parameters enter the problem physics through boundary conditions and Darcy's equation. The mean and variance of the piezometric head are estimated by the stochastic analysis

Structural damage diagnosis based on on-line recursive stochastic subspace identification

International Nuclear Information System (INIS)

Loh, Chin-Hsiung; Weng, Jian-Huang; Liu, Yi-Cheng; Lin, Pei-Yang; Huang, Shieh-Kung

2011-01-01

This paper presents a recursive stochastic subspace identification (RSSI) technique for on-line and almost real-time structural damage diagnosis using output-only measurements. Through RSSI the time-varying natural frequencies of a system can be identified. To reduce the computation time in conducting LQ decomposition in RSSI, the Givens rotation as well as the matrix operation appending a new data set are derived. The relationship between the size of the Hankel matrix and the data length in each shifting moving window is examined so as to extract the time-varying features of the system without loss of generality and to establish on-line and almost real-time system identification. The result from the RSSI technique can also be applied to structural damage diagnosis. Off-line data-driven stochastic subspace identification was used first to establish the system matrix from the measurements of an undamaged (reference) case. Then the RSSI technique incorporating a Kalman estimator is used to extract the dynamic characteristics of the system through continuous monitoring data. The predicted residual error is defined as a damage feature and through the outlier statistics provides an indicator of damage. Verification of the proposed identification algorithm by using the bridge scouring test data and white noise response data of a reinforced concrete frame structure is conducted

HYDRASTAR - a code for stochastic simulation of groundwater flow

International Nuclear Information System (INIS)

Norman, S.

1992-05-01

The computer code HYDRASTAR was developed as a tool for groundwater flow and transport simulations in the SKB 91 safety analysis project. Its conceptual ideas can be traced back to a report by Shlomo Neuman in 1988, see the reference section. The main idea of the code is the treatment of the rock as a stochastic continuum which separates it from the deterministic methods previously employed by SKB and also from the discrete fracture models. The current report is a comprehensive description of HYDRASTAR including such topics as regularization or upscaling of a hydraulic conductivity field, unconditional and conditional simulation of stochastic processes, numerical solvers for the hydrology and streamline equations and finally some proposals for future developments

Stochastic simulation of regional groundwater flow in Beishan area

International Nuclear Information System (INIS)

Dong Yanhui; Li Guomin

2010-01-01

Because of the hydrogeological complexity, traditional thinking of aquifer characteristics is not appropriate for groundwater system in Beishan area. Uncertainty analysis of groundwater models is needed to examine the hydrologic effects of spatial heterogeneity. In this study, fast Fourier transform spectral method (FFTS) was used to generate the random horizontal permeability parameters. Depth decay and vertical anisotropy of hydraulic conductivity were included to build random permeability models. Based on high-performance computers, hundreds of groundwater flow models were simulated. Through stochastic simulations, the effect of heterogeneity to groundwater flow pattern was analyzed. (authors)

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

Science.gov (United States)

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.

A unified approach to stochastic integration on the real line

DEFF Research Database (Denmark)

Basse-O'Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan

Stochastic integration on the predictable σ-field with respect to σ-finite L0-valued measures, also known as formal semimartingales, is studied. In particular, the triplet of such measures is introduced and used to characterize the set of integrable processes. Special attention is given to Lévy...... processes indexed by the real line. Surprisingly, many of the basic properties break down in this situation compared to the usual R+ case....

Performance analysis of flow lines with non-linear flow of material

CERN Document Server

Helber, Stefan

1999-01-01

Flow line design is one of the major tasks in production management. The decision to install a set of machines and buffers is often highly irreversible. It determines both cost and revenue to a large extent. In order to assess the economic impact of any possible flow line design, production rates and inventory levels have to be estimated. These performance measures depend on the allocation of buffers whenever the flow of material is occasionally disrupted, for example due to machine failures or quality problems. The book describes analytical methods that can be used to evaluate flow lines much faster than with simulation techniques. Based on these fast analytical techniques, it is possible to determine a flow line design that maximizes the net present value of the flow line investment. The flow of material through the line may be non-linear, for example due to assembly operations or quality inspections.

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

Science.gov (United States)

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

Science.gov (United States)

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.

Drift Scale Modeling: Study of Unsaturated Flow into a Drift Using a Stochastic Continuum Model

International Nuclear Information System (INIS)

Birkholzer, J.T.; Tsang, C.F.; Tsang, Y.W.; Wang, J.S

1996-01-01

Unsaturated flow in heterogeneous fractured porous rock was simulated using a stochastic continuum model (SCM). In this model, both the more conductive fractures and the less permeable matrix are generated within the framework of a single continuum stochastic approach, based on non-parametric indicator statistics. High-permeable fracture zones are distinguished from low-permeable matrix zones in that they have assigned a long range correlation structure in prescribed directions. The SCM was applied to study small-scale flow in the vicinity of an access tunnel, which is currently being drilled in the unsaturated fractured tuff formations at Yucca Mountain, Nevada. Extensive underground testing is underway in this tunnel to investigate the suitability of Yucca Mountain as an underground nuclear waste repository. Different flow scenarios were studied in the present paper, considering the flow conditions before and after the tunnel emplacement, and assuming steady-state net infiltration as well as episodic pulse infiltration. Although the capability of the stochastic continuum model has not yet been fully explored, it has been demonstrated that the SCM is a good alternative model feasible of describing heterogeneous flow processes in unsaturated fractured tuff at Yucca Mountain

A Stochastic Description of Transition Between Granular Flow States

International Nuclear Information System (INIS)

Huang Decai; Sun Gang; Lu Kunquan

2007-01-01

Two-dimensional granular flow in a channel with small exit is studied by molecular dynamics simulations. We firstly define a key area near the exit, which is considered to be the choke area of the system. Then we observe the time variation of the local packing fraction and flow rate in this area for several fixed inflow rate, and find that these quantities change abruptly when the transition from dilute flow state to dense flow state happens. A relationship between the local flow rate and the local packing fraction in the key area is also given. The relationship is a continuous function under the fixed particle number condition, and has the characteristic that the flow rate has a maximum at a moderate packing fraction and the packing fraction is terminated at a high value with negative slope. By use of the relationship, the properties of the flow states under the fixed inflow rate condition are discussed in detail, and the discontinuities and the complex time variation behavior observed in the preexisting works are naturally explained by a stochastic process.

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

Directory of Open Access Journals (Sweden)

Gianluca Calcagni

2017-10-01

Full Text Available 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.

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

International Nuclear Information System (INIS)

Calcagni, Gianluca; Ronco, Michele

2017-01-01

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.

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

Science.gov (United States)

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.

Relationships of dispersive mass transport and stochastic convective flow through hydrologic systems

International Nuclear Information System (INIS)

Simmons, C.S.

1981-01-01

Uncertainty in water flow velocity appears to be a major factor in determining the magnitude of contaminant dispersion expected in a ground water system. This report discusses some concepts and mathematical methods relating dispersive contaminant transport to stochastic aspects of ground water flow. The theory developed should not be construed as absolutely rigorous mathematics, but is presented with the intention of clarifying the physical concepts

Flows and stochastic Taylor series in Itô calculus

Science.gov (United States)

Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Patras, Frédéric; Wiese, Anke

2015-12-01

For general stochastic systems driven by continuous semimartingales an explicit formula for the logarithm of the Itô flow map is given. The computation relies on the lift to quasi-shuffle algebras of formulas involving products of Itô integrals of semimartingales. Whereas the Chen-Strichartz formula computing the logarithm of the Stratonovich flow map is classically expanded as a formal sum indexed by permutations, the analogous formula in Itô calculus is naturally indexed by surjections. This reflects the change of algebraic background involved in the transition between the two integration theories. Lastly, we extend our formula for the quasi-shuffle Chen-Strichartz series for the logarithm of the flow map to the non-commutative case. For linear matrix-valued SDEs driven by arbitrary semimartingales we obtain a similar formula.

Weighted Flow Algorithms (WFA) for stochastic particle coagulation

International Nuclear Information System (INIS)

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

2011-01-01

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.

Weighted Flow Algorithms (WFA) for stochastic particle coagulation

Science.gov (United States)

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.

Stochastic line motion and stochastic flux conservation for nonideal hydromagnetic models

International Nuclear Information System (INIS)

Eyink, Gregory L.

2009-01-01

We prove that smooth solutions of nonideal (viscous and resistive) incompressible magnetohydrodynamic (MHD) equations satisfy a stochastic law of flux conservation. This property implies that the magnetic flux through a surface is equal to the average of the magnetic fluxes through an ensemble of surfaces advected backward in time by the plasma velocity perturbed with a random white noise. Our result is an analog of the well-known Alfven theorem of ideal MHD and is valid for any value of the magnetic Prandtl number. A second stochastic conservation law is shown to hold at unit Prandtl number, a random version of the generalized Kelvin theorem derived by Bekenstein and Oron for ideal MHD. These stochastic conservation laws are not only shown to be consequences of the nonideal MHD equations but are proved in fact to be equivalent to those equations. We derive similar results for two more refined hydromagnetic models, Hall MHD and the two-fluid plasma model, still assuming incompressible velocities and isotropic transport coefficients. Finally, we use these results to discuss briefly the infinite-Reynolds-number limit of hydromagnetic turbulence and to support the conjecture that flux conservation remains stochastic in that limit.

Modeling cytoskeletal flow over adhesion sites: competition between stochastic bond dynamics and intracellular relaxation

International Nuclear Information System (INIS)

Sabass, Benedikt; Schwarz, Ulrich S

2010-01-01

In migrating cells, retrograde flow of the actin cytoskeleton is related to traction at adhesion sites located at the base of the lamellipodium. The coupling between the moving cytoskeleton and the stationary adhesions is mediated by the continuous association and dissociation of molecular bonds. We introduce a simple model for the competition between the stochastic dynamics of elastic bonds at the moving interface and relaxation within the moving actin cytoskeleton represented by an internal viscous friction coefficient. Using exact stochastic simulations and an analytical mean field theory, we show that the stochastic bond dynamics lead to biphasic friction laws as observed experimentally. At low internal dissipation, stochastic bond dynamics lead to a regime of irregular stick-and-slip motion. High internal dissipation effectively suppresses cooperative effects among bonds and hence stabilizes the adhesion.

Impurity penetration through the stochastic layer near the separatrix in tokamaks

International Nuclear Information System (INIS)

Morozov, D.K.; Herrera, J.J.E.; Rantsev-Kartinov, V.A.

1995-01-01

It is shown that a stochastic layer produced by ripple perturbations near the separatrix in tokamaks, leads to anomalous plasma flow out of the bulk plasma along perturbed field lines, which brings out impurities. This suggests that the stochastic layer may play a cleaning role. There is an opposite process of anomalous impurity diffusion into the plasma. The balance of these two processes defines the impurity concentration in the bulk plasma. copyright 1995 American Institute of Physics

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

Science.gov (United States)

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.

An iterative stochastic ensemble method for parameter estimation of subsurface flow models

International Nuclear Information System (INIS)

Elsheikh, Ahmed H.; Wheeler, Mary F.; Hoteit, Ibrahim

2013-01-01

Parameter estimation for subsurface flow models is an essential step for maximizing the value of numerical simulations for future prediction and the development of effective control strategies. We propose the iterative stochastic ensemble method (ISEM) as a general method for parameter estimation based on stochastic estimation of gradients using an ensemble of directional derivatives. ISEM eliminates the need for adjoint coding and deals with the numerical simulator as a blackbox. The proposed method employs directional derivatives within a Gauss–Newton iteration. The update equation in ISEM resembles the update step in ensemble Kalman filter, however the inverse of the output covariance matrix in ISEM is regularized using standard truncated singular value decomposition or Tikhonov regularization. We also investigate the performance of a set of shrinkage based covariance estimators within ISEM. The proposed method is successfully applied on several nonlinear parameter estimation problems for subsurface flow models. The efficiency of the proposed algorithm is demonstrated by the small size of utilized ensembles and in terms of error convergence rates

An iterative stochastic ensemble method for parameter estimation of subsurface flow models

KAUST Repository

Elsheikh, Ahmed H.

2013-06-01

Parameter estimation for subsurface flow models is an essential step for maximizing the value of numerical simulations for future prediction and the development of effective control strategies. We propose the iterative stochastic ensemble method (ISEM) as a general method for parameter estimation based on stochastic estimation of gradients using an ensemble of directional derivatives. ISEM eliminates the need for adjoint coding and deals with the numerical simulator as a blackbox. The proposed method employs directional derivatives within a Gauss-Newton iteration. The update equation in ISEM resembles the update step in ensemble Kalman filter, however the inverse of the output covariance matrix in ISEM is regularized using standard truncated singular value decomposition or Tikhonov regularization. We also investigate the performance of a set of shrinkage based covariance estimators within ISEM. The proposed method is successfully applied on several nonlinear parameter estimation problems for subsurface flow models. The efficiency of the proposed algorithm is demonstrated by the small size of utilized ensembles and in terms of error convergence rates. © 2013 Elsevier Inc.

The Stochastic Galerkin Method for Darcy Flow Problem with Log-Normal Random

Czech Academy of Sciences Publication Activity Database

Beres, Michal; Domesová, Simona

2017-01-01

Roč. 15, č. 2 (2017), s. 267-279 ISSN 1336-1376 R&D Projects: GA MŠk LQ1602 Institutional support: RVO:68145535 Keywords : Darcy flow * Gaussian random field * Karhunen-Loeve decomposition * polynomial chaos * Stochastic Galerkin method Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics http://advances.utc.sk/index.php/AEEE/article/view/2280

'PSA-SPN' - A Parameter Sensitivity Analysis Method Using Stochastic Petri Nets: Application to a Production Line System

International Nuclear Information System (INIS)

Labadi, Karim; Saggadi, Samira; Amodeo, Lionel

2009-01-01

The dynamic behavior of a discrete event dynamic system can be significantly affected for some uncertain changes in its decision parameters. So, parameter sensitivity analysis would be a useful way in studying the effects of these changes on the system performance. In the past, the sensitivity analysis approaches are frequently based on simulation models. In recent years, formal methods based on stochastic process including Markov process are proposed in the literature. In this paper, we are interested in the parameter sensitivity analysis of discrete event dynamic systems by using stochastic Petri nets models as a tool for modelling and performance evaluation. A sensitivity analysis approach based on stochastic Petri nets, called PSA-SPN method, will be proposed with an application to a production line system.

Stochastic processes, slaves and supersymmetry

International Nuclear Information System (INIS)

Drummond, I T; Horgan, R R

2012-01-01

We extend the work of Tănase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We consider both the stochastic differential equations (SDEs) for the process and the associated diffusion equation. The influence of the disturbances can be understood by augmenting the original SDE with an equation for slave variables. The evolution of the slave variables describes the behaviour of line elements carried along in the stochastic flow. These line elements, together with the associated surface and volume elements constructed from them, provide the basis of the supersymmetry properties of the theory. For ease of visualization, and in order to emphasize a helpful electromagnetic analogy, we work in three dimensions. The results are all generalizable to higher dimensions and can be specialized to one and two dimensions. The electromagnetic analogy is a useful starting point for calculating asymptotic results at low temperature that can be compared with direct numerical evaluations. We also examine the problems that arise in a direct numerical simulation of the stochastic equation together with the slave equations. We pay special attention to the dependence of the slave variable statistics on temperature. We identify in specific models the critical temperature below which the slave variable distribution ceases to have a variance and consider the effect on estimates of susceptibilities. (paper)

Stability of the line preserving flows

Science.gov (United States)

Figura, Przemysław

2017-11-01

We examine the equations that are used to describe flows which preserve field lines. We study what happens if we introduce perturbations to the governing equations. The stability of the line preserving flows in the case of the magneto-fluids permeated by magnetic fields is strictly connected to the non-null magnetic reconnection processes. In most of our study we use the Euler potential representation of the external magnetic field. We provide general expressions for the perturbations of the Euler potentials that describe the magnetic field. Similarly, we provide expressions for the case of steady flow as well as we obtain certain conditions required for the stability of the flow. In addition, for steady flows we formulate conditions under which the perturbations of the external field are negligible and the field may be described by its initial unperturbed form. Then we consider the flow equation that transforms quantities from the laboratory coordinate system to the related external field coordinate system. We introduce perturbations to the equation and obtain its simplified versions for the case of a steady flow. For a given system, use of this method allows us to simplify the considerations provided that some part of the system may be described as a perturbation. Next, to study regions favourable for the magnetic reconnection to occur we introduce a deviation vector to the basic line preserving flows condition equation. We provide expressions of the vector for some simplifying cases. This method allows us to examine if given perturbations either stabilise the system or induce magnetic reconnection. To illustrate some of our results we study two examples, namely a simple laboratory plasma flow and a simple planetary magnetosphere model.

Extreme-Scale Stochastic Particle Tracing for Uncertain Unsteady Flow Analysis

Energy Technology Data Exchange (ETDEWEB)

Guo, Hanqi; He, Wenbin; Seo, Sangmin; Shen, Han-Wei; Peterka, Tom

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 high 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.

Transport near the onset of stochasticity

Energy Technology Data Exchange (ETDEWEB)

Meiss, J D

1986-01-01

For two-degree-of-freedom Hamiltonians (e.g., a particle in a 2-D potential or the flow of magnetic-field lines), an invariant torus in phase space acts as an absolute barrier for trajectories. When an invariant torus is destroyed by perturbation, a remnant remains with gaps. This 'cantorus' forms a formidable barrier even well into the stochastic regime. We show that correlation functions decay algebraically, invalidating the common assumptions of chaos. The decay rate is given by a universal exponent, obtained from self-similar scaling.

A new stochastic cellular automaton model on traffic flow and its jamming phase transition

International Nuclear Information System (INIS)

Sakai, Satoshi; Nishinari, Katsuhiro; Iida, Shinji

2006-01-01

A general stochastic traffic cellular automaton (CA) model, which includes the slow-to-start effect and driver's perspective, is proposed in this paper. It is shown that this model includes well-known traffic CA models such as the Nagel-Schreckenberg model, the quick-start model and the slow-to-start model as specific cases. Fundamental diagrams of this new model clearly show metastable states around the critical density even when the stochastic effect is present. We also obtain analytic expressions of the phase transition curve in phase diagrams by using approximate flow-density relations at boundaries. These phase transition curves are in excellent agreement with numerical results

Transport near the onset of stochasticity

International Nuclear Information System (INIS)

Meiss, J.D.

1985-05-01

For two-degree-of-freedom Hamiltonians, (e.g., a particle in a 2-D potential or the flow of magnetic field lines) an invariant torus in phase space acts as an absolute barrier for trajectories. When an invariant torus is destroyed by a perturbation, a remnant remains with gaps. This ''cantorus'' forms a formidable barrier even well into the stochastic regime. We show that correlation functions decay algebraically invalidating the common assumptions of chaos. The decay rate is given by a universal exponent, obtained from self-similar scaling

Verification of HYDRASTAR - A code for stochastic continuum simulation of groundwater flow

International Nuclear Information System (INIS)

Norman, S.

1991-07-01

HYDRASTAR is a code developed at Starprog AB for use in the SKB 91 performance assessment project with the following principal function: - Reads the actual conductivity measurements from a file created from the data base GEOTAB. - Regularizes the measurements to a user chosen calculation scale. - Generates three dimensional unconditional realizations of the conductivity field by using a supplied model of the conductivity field as a stochastic function. - Conditions the simulated conductivity field on the actual regularized measurements. - Reads the boundary conditions from a regional deterministic NAMMU computation. - Calculates the hydraulic head field, Darcy velocity field, stream lines and water travel times by solving the stationary hydrology equation and the streamline equation obtained with the velocities calculated from Darcy's law. - Generates visualizations of the realizations if desired. - Calculates statistics such as semivariograms and expectation values of the output fields by repeating the above procedure by iterations of the Monte Carlo type. When using computer codes for safety assessment purpose validation and verification of the codes are important. Thus this report describes a work performed with the goal of verifying parts of HYDRASTAR. The verification described in this report uses comparisons with two other solutions of related examples: A. Comparison with a so called perturbation solution of the stochastical stationary hydrology equation. This as an analytical approximation of the stochastical stationary hydrology equation valid in the case of small variability of the unconditional random conductivity field. B. Comparison with the (Hydrocoin, 1988), case 2. This is a classical example of a hydrology problem with a deterministic conductivity field. The principal feature of the problem is the presence of narrow fracture zones with high conductivity. the compared output are the hydraulic head field and a number of stream lines originating from a

Stochastic field-line wandering in magnetic turbulence with shear. II. Decorrelation trajectory method

Science.gov (United States)

Negrea, M.; Petrisor, I.; Shalchi, A.

2017-11-01

We study the diffusion of magnetic field lines in turbulence with magnetic shear. In the first part of the series, we developed a quasi-linear theory for this type of scenario. In this article, we employ the so-called DeCorrelation Trajectory method in order to compute the diffusion coefficients of stochastic magnetic field lines. The magnetic field configuration used here contains fluctuating terms which are described by the dimensionless functions bi(X, Y, Z), i = (x, y) and they are assumed to be Gaussian processes and are perpendicular with respect to the main magnetic field B0. Furthermore, there is also a z-component of the magnetic field depending on radial coordinate x (representing the gradient of the magnetic field) and a poloidal average component. We calculate the diffusion coefficients for magnetic field lines for different values of the magnetic Kubo number K, the dimensionless inhomogeneous magnetic parallel and perpendicular Kubo numbers KB∥, KB⊥ , as well as Ka v=bya vKB∥/KB⊥ .

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

Science.gov (United States)

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

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

International Nuclear Information System (INIS)

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

2014-01-01

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

Debris-flow risk analysis in a managed torrent based on a stochastic life-cycle performance

International Nuclear Information System (INIS)

Ballesteros Cánovas, J.A.; Stoffel, M.; Corona, C.; Schraml, K.; Gobiet, A.; Tani, S.; Sinabell, F.; Fuchs, S.; Kaitna, R.

2016-01-01

Two key factors can affect the functional ability of protection structures in mountains torrents, namely (i) infrastructure maintenance of existing infrastructures (as a majority of existing works is in the second half of their life cycle), and (ii) changes in debris-flow activity as a result of ongoing and expected future climatic changes. Here, we explore the applicability of a stochastic life-cycle performance to assess debris-flow risk in the heavily managed Wartschenbach torrent (Lienz region, Austria) and to quantify associated, expected economic losses. We do so by considering maintenance costs to restore infrastructure in the aftermath of debris-flow events as well as by assessing the probability of check dam failure (e.g., as a result of overload). Our analysis comprises two different management strategies as well as three scenarios defining future changes in debris-flow activity resulting from climatic changes. At the study site, an average debris-flow frequency of 21 events per decade was observed for the period 1950–2000; activity at the site is projected to change by + 38% to − 33%, according to the climate scenario used. Comparison of the different management alternatives suggests that the current mitigation strategy will allow to reduce expected damage to infrastructure and population almost fully (89%). However, to guarantee a comparable level of safety, maintenance costs is expected to increase by 57–63%, with an increase of maintenance costs by ca. 50% for each intervention. Our analysis therefore also highlights the importance of taking maintenance costs into account for risk assessments realized in managed torrent systems, as they result both from progressive and event-related deteriorations. We conclude that the stochastic life-cycle performance adopted in this study represents indeed an integrated approach to assess the long-term effects and costs of prevention structures in managed torrents. - Highlights: • Debris flows are considered

Debris-flow risk analysis in a managed torrent based on a stochastic life-cycle performance

Energy Technology Data Exchange (ETDEWEB)

Ballesteros Cánovas, J.A., E-mail: juan.ballesteros@dendrolab.ch [Dendrolab.ch. Institute for Geological Sciences, University of Bern, Baltzerstrasse 1 + 3, CH-3012 Bern (Switzerland); Climate Change an Climate Impacts (C3i) Institute for Environmental Sciences, University of Geneva, 66 Boulevard Carl-Vogt, CH-1205 Geneva (Switzerland); Stoffel, M. [Dendrolab.ch. Institute for Geological Sciences, University of Bern, Baltzerstrasse 1 + 3, CH-3012 Bern (Switzerland); Climate Change an Climate Impacts (C3i) Institute for Environmental Sciences, University of Geneva, 66 Boulevard Carl-Vogt, CH-1205 Geneva (Switzerland); Department of Earth Sciences, University of Geneva, 13 rue des Maraîchers, CH-1205 Geneva (Switzerland); Corona, C. [Centre National de la Recherche Scientifique (CNRS) UMR6042 Geolab, 4 rue Ledru, F-63057 Clermont-Ferrand Cedex (France); Schraml, K. [Institute for Alpine Hazards, University of Natural Resources and Life Sciences, Vienna (BOKU), A-1190 Vienna (Austria); Gobiet, A. [University of Graz, Wegener Center for Climate and Global Change (WegCenter), A-8010 Graz (Austria); Central Office for Meteorology and Geodynamics (ZAMG), A-1190 Vienna (Austria); Tani, S. [University of Graz, Wegener Center for Climate and Global Change (WegCenter), A-8010 Graz (Austria); Sinabell, F. [Austrian Institute of Economic Research, A-1030 Vienna (Austria); Fuchs, S.; Kaitna, R. [Institute for Alpine Hazards, University of Natural Resources and Life Sciences, Vienna (BOKU), A-1190 Vienna (Austria)

2016-07-01

Two key factors can affect the functional ability of protection structures in mountains torrents, namely (i) infrastructure maintenance of existing infrastructures (as a majority of existing works is in the second half of their life cycle), and (ii) changes in debris-flow activity as a result of ongoing and expected future climatic changes. Here, we explore the applicability of a stochastic life-cycle performance to assess debris-flow risk in the heavily managed Wartschenbach torrent (Lienz region, Austria) and to quantify associated, expected economic losses. We do so by considering maintenance costs to restore infrastructure in the aftermath of debris-flow events as well as by assessing the probability of check dam failure (e.g., as a result of overload). Our analysis comprises two different management strategies as well as three scenarios defining future changes in debris-flow activity resulting from climatic changes. At the study site, an average debris-flow frequency of 21 events per decade was observed for the period 1950–2000; activity at the site is projected to change by + 38% to − 33%, according to the climate scenario used. Comparison of the different management alternatives suggests that the current mitigation strategy will allow to reduce expected damage to infrastructure and population almost fully (89%). However, to guarantee a comparable level of safety, maintenance costs is expected to increase by 57–63%, with an increase of maintenance costs by ca. 50% for each intervention. Our analysis therefore also highlights the importance of taking maintenance costs into account for risk assessments realized in managed torrent systems, as they result both from progressive and event-related deteriorations. We conclude that the stochastic life-cycle performance adopted in this study represents indeed an integrated approach to assess the long-term effects and costs of prevention structures in managed torrents. - Highlights: • Debris flows are considered

Stochastic Rotation Dynamics simulations of wetting multi-phase flows

Science.gov (United States)

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.

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

Science.gov (United States)

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

Stochastic-field cavitation model

International Nuclear Information System (INIS)

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

2013-01-01

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

Stochastic-field cavitation model

Science.gov (United States)

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.

Boosting Lyα and He II λ1640 Line Fluxes from Population III Galaxies: Stochastic IMF Sampling and Departures from Case-B

Science.gov (United States)

Mas-Ribas, Lluís; Dijkstra, Mark; Forero-Romero, Jaime E.

2016-12-01

We revisit calculations of nebular hydrogen Lyα and He II λ1640 line strengths for Population III (Pop III) galaxies, undergoing continuous, and bursts of, star formation. We focus on initial mass functions (IMFs) motivated by recent theoretical studies, which generally span a lower range of stellar masses than earlier works. We also account for case-B departures and the stochastic sampling of the IMF. In agreement with previous work, we find that departures from case-B can enhance the Lyα flux by a factor of a few, but we argue that this enhancement is driven mainly by collisional excitation and ionization, and not due to photoionization from the n = 2 state of atomic hydrogen. The increased sensitivity of the Lyα flux to the high-energy end of the galaxy spectrum makes it more subject to stochastic sampling of the IMF. The latter introduces a dispersion in the predicted nebular line fluxes around the deterministic value by as much as a factor of ˜4. In contrast, the stochastic sampling of the IMF has less impact on the emerging Lyman Werner photon flux. When case-B departures and stochasticity effects are combined, nebular line emission from Pop III galaxies can be up to one order of magnitude brighter than predicted by “standard” calculations that do not include these effects. This enhances the prospects for detection with future facilities such as the James Webb Space Telescope and large, ground-based telescopes.

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

Science.gov (United States)

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.

Predicting Flow Breakdown Probability and Duration in Stochastic Network Models: Impact on Travel Time Reliability

Energy Technology Data Exchange (ETDEWEB)

Dong, Jing [ORNL; Mahmassani, Hani S. [Northwestern University, Evanston

2011-01-01

This paper proposes a methodology to produce random flow breakdown endogenously in a mesoscopic operational model, by capturing breakdown probability and duration. Based on previous research findings that probability of flow breakdown can be represented as a function of flow rate and the duration can be characterized by a hazard model. By generating random flow breakdown at various levels and capturing the traffic characteristics at the onset of the breakdown, the stochastic network simulation model provides a tool for evaluating travel time variability. The proposed model can be used for (1) providing reliability related traveler information; (2) designing ITS (intelligent transportation systems) strategies to improve reliability; and (3) evaluating reliability-related performance measures of the system.

A congestion line flow control in deregulated power system

Directory of Open Access Journals (Sweden)

Venkatarajan Shanmuga Sundaram

2011-01-01

Full Text Available Under open access, market-driven transactions have become the new independent decision variables defining the behavior of the power system. The possibility of transmission lines getting over-loaded is relatively more under deregulated operation because different parts of the system are owned by separate companies and in part operated under varying service charges. This paper discusses a two-tier algorithm for correcting the lone overloads in conjunction with the conventional power-flow methods. The method uses line flow sensitivities, which are computed by the East Decoupled Power-flow algorithm and can be adapted for on-line implementation.

Flow lines and export lines of Sabalo Gas Field - the engineering of a complex job; Flow lines e export lines de Sabalo - a engenharia da complexidade

Energy Technology Data Exchange (ETDEWEB)

Serodio, Conrado Jose Morbach [GDK Engenharia, Salvador, BA (Brazil)

2003-07-01

The construction of the natural gas flow lines and export lines system of the Sabalo field, in the far South of Bolivia is an unique job in the pipeline construction area. Its execution is a turning point in terms of engineering and construction technology in this industry. Among the Aguarague Cordillera (mountains), it runs across rocky canyons for more than 5 km, a 2.100 mt long narrow tunnel to overcome the mountains and steep hills along all the ROW length, with a total extension of 70 km, in line pipes ranging from 10'' and 12'' for the flow lines, 28'' for the gas export line and 8' for the condensate line. An integrated construction work plan was settled in order to face and overcome the complex construction situations found in every feet of the pipeline. Four simultaneous work sites were mobilized, 8 independent work fronts, 700 professionals and more than 150 pieces of heavy construction equipment, brought from 3 different countries. Special techniques were adopted also to handle the challenging detail engineering . All in all, the correct conjunction of a sound engineering work, planning, human resources and equipment and the managing flexibility to create alternatives and solutions at the fast pace required by a dynamic work schedule were essential to succeed, in a job with no room for mistakes. The successfully job completion open new possibilities to other challenging projects alike.(author)

Stochastic runaway of dynamical systems

International Nuclear Information System (INIS)

Pfirsch, D.; Graeff, P.

1984-10-01

One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)

BOOSTING LY α   AND He ii λ 1640 LINE FLUXES FROM POPULATION III GALAXIES: STOCHASTIC IMF SAMPLING AND DEPARTURES FROM CASE-B

International Nuclear Information System (INIS)

Mas-Ribas, Lluís; Dijkstra, Mark; Forero-Romero, Jaime E.

2016-01-01

We revisit calculations of nebular hydrogen Ly α and He ii λ 1640 line strengths for Population III (Pop III) galaxies, undergoing continuous, and bursts of, star formation. We focus on initial mass functions (IMFs) motivated by recent theoretical studies, which generally span a lower range of stellar masses than earlier works. We also account for case-B departures and the stochastic sampling of the IMF. In agreement with previous work, we find that departures from case-B can enhance the Ly α flux by a factor of a few, but we argue that this enhancement is driven mainly by collisional excitation and ionization, and not due to photoionization from the n  = 2 state of atomic hydrogen. The increased sensitivity of the Ly α flux to the high-energy end of the galaxy spectrum makes it more subject to stochastic sampling of the IMF. The latter introduces a dispersion in the predicted nebular line fluxes around the deterministic value by as much as a factor of ∼4. In contrast, the stochastic sampling of the IMF has less impact on the emerging Lyman Werner photon flux. When case-B departures and stochasticity effects are combined, nebular line emission from Pop III galaxies can be up to one order of magnitude brighter than predicted by “standard” calculations that do not include these effects. This enhances the prospects for detection with future facilities such as the James Webb Space Telescope and large, ground-based telescopes.

Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power

DEFF Research Database (Denmark)

Chen, Peiyuan; Siano, Pierluigi; Bak-Jensen, Birgitte

2010-01-01

This paper proposes a stochastic optimization algorithm that aims to minimize the expectation of the system power losses by controlling wind turbine (WT) power factors. This objective of the optimization is subject to the probability constraints of bus voltage and line current requirements....... The optimization algorithm utilizes the stochastic models of wind power generation (WPG) and load demand to take into account their stochastic variation. The stochastic model of WPG is developed on the basis of a limited autoregressive integrated moving average (LARIMA) model by introducing a crosscorrelation...... structure to the LARIMA model. The proposed stochastic optimization is carried out on a 69-bus distribution system. Simulation results confirm that, under various combinations of WPG and load demand, the system power losses are considerably reduced with the optimal setting of WT power factor as compared...

Hydrological model calibration for derived flood frequency analysis using stochastic rainfall and probability distributions of peak flows

Science.gov (United States)

Haberlandt, U.; Radtke, I.

2014-01-01

Derived flood frequency analysis allows the estimation of design floods with hydrological modeling for poorly observed basins considering change and taking into account flood protection measures. There are several possible choices regarding precipitation input, discharge output and consequently the calibration of the model. The objective of this study is to compare different calibration strategies for a hydrological model considering various types of rainfall input and runoff output data sets and to propose the most suitable approach. Event based and continuous, observed hourly rainfall data as well as disaggregated daily rainfall and stochastically generated hourly rainfall data are used as input for the model. As output, short hourly and longer daily continuous flow time series as well as probability distributions of annual maximum peak flow series are employed. The performance of the strategies is evaluated using the obtained different model parameter sets for continuous simulation of discharge in an independent validation period and by comparing the model derived flood frequency distributions with the observed one. The investigations are carried out for three mesoscale catchments in northern Germany with the hydrological model HEC-HMS (Hydrologic Engineering Center's Hydrologic Modeling System). The results show that (I) the same type of precipitation input data should be used for calibration and application of the hydrological model, (II) a model calibrated using a small sample of extreme values works quite well for the simulation of continuous time series with moderate length but not vice versa, and (III) the best performance with small uncertainty is obtained when stochastic precipitation data and the observed probability distribution of peak flows are used for model calibration. This outcome suggests to calibrate a hydrological model directly on probability distributions of observed peak flows using stochastic rainfall as input if its purpose is the

On plasma flows along vortex lines

International Nuclear Information System (INIS)

Bagewadi, C.S.; Prasanna Kumar, K.N.

1989-01-01

The plasma flows are discussed and various intrinsic relations along the vortex lines and their principal normals and binormals are obtained. The effects of rotations on Bernoulli surfaces are also studied. (M.K.V.)

Stochastic structure of annual discharges of large European rivers

Directory of Open Access Journals (Sweden)

Stojković Milan

2015-03-01

Full Text Available Water resource has become a guarantee for sustainable development on both local and global scales. Exploiting water resources involves development of hydrological models for water management planning. In this paper we present a new stochastic model for generation of mean annul flows. The model is based on historical characteristics of time series of annual flows and consists of the trend component, long-term periodic component and stochastic component. The rest of specified components are model errors which are represented as a random time series. The random time series is generated by the single bootstrap model (SBM. Stochastic ensemble of error terms at the single hydrological station is formed using the SBM method. The ultimate stochastic model gives solutions of annual flows and presents a useful tool for integrated river basin planning and water management studies. The model is applied for ten large European rivers with long observed period. Validation of model results suggests that the stochastic flows simulated by the model can be used for hydrological simulations in river basins.

Electromagnetic energy flow lines as possible paths of photons

Energy Technology Data Exchange (ETDEWEB)

Davidovic, M [Faculty of Civil Engineering, University of Belgrade, Bulevar Kralja Aleksandra 73, 11000 Belgrade (Serbia); Sanz, A S; Miret-Artes, S [Instituto de Fisica Fundamental, Consejo Superior de Investigaciones CientIficas, Serrano 123, 28006 Madrid (Spain); Arsenovic, D; Bozic, M [Institute of Physics, University of Belgrade, Pregrevica 118, 11080 Belgrade (Serbia)], E-mail: milena@grf.bg.ac.yu, E-mail: asanz@imaff.cfmac.csic.es, E-mail: arsenovic@phy.bg.ac.yu, E-mail: bozic@phy.bg.ac.yu, E-mail: s.miret@imaff.cfmac.csic.es

2009-07-15

Motivated by recent experiments where interference patterns behind a grating are obtained by accumulating single photon events, we provide here an electromagnetic energy flow-line description to explain the emergence of such patterns. We find and discuss an analogy between the equation describing these energy flow lines and the equation of Bohmian trajectories used to describe the motion of massive particles.

Capacity Expansion and Reliability Evaluation on the Networks Flows with Continuous Stochastic Functional Capacity

Directory of Open Access Journals (Sweden)

F. Hamzezadeh

2014-01-01

Full Text Available In many systems such as computer network, fuel distribution, and transportation system, it is necessary to change the capacity of some arcs in order to increase maximum flow value from source s to sink t, while the capacity change incurs minimum cost. In real-time networks, some factors cause loss of arc’s flow. For example, in some flow distribution systems, evaporation, erosion or sediment in pipes waste the flow. Here we define a real capacity, or the so-called functional capacity, which is the operational capacity of an arc. In other words, the functional capacity of an arc equals the possible maximum flow that may pass through the arc. Increasing the functional arcs capacities incurs some cost. There is a certain resource available to cover the costs. First, we construct a mathematical model to minimize the total cost of expanding the functional capacities to the required levels. Then, we consider the loss of flow on each arc as a stochastic variable and compute the system reliability.

On the geometry of field lines in plasma flows

International Nuclear Information System (INIS)

Bagewadi, C.S.; Prasanna Kumar, K.N.

1988-01-01

Many research investigators have applied differential geometry to plasma. Intrinsic properties of fluid flows in streamline, vortex line geometries are we ll known under certain set of geometric conditions. Though this approach has yielded some interesting results but the most general properties of flows can be obtained, using eight geometric parameters ksub(s), tsub(s) θsub(ns), θsub(bs), phisub(s), Ωsub(s), div n, div b and the basic necessary conditions to be satisfied by the flow in general anholonomic co-ordinate system together with the conditions to be satisfied by the geometric parameters of triply orthogonal spatial curves of congruences. Adopting the above techniques for triply orthogonal spatial curves of congruences related to the lines of forces, Purushottam has studied the geometric properties of spatial hydromagnetic fluid flows. Again these results have been studied by him in general along the field lines. These results have been studied for plasma along field lines and the basic equations of plasma have been expressed in intrinsic decomposition forms. Furthe r complex lamellar magnetic field have been studied by introducing Lie surface. (a uthor)

Stochastic ice stream dynamics.

Science.gov (United States)

Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca

2016-08-09

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.

Stochastic resonance in bistable systems driven by harmonic noise

International Nuclear Information System (INIS)

Neiman, A.; Schimansky-Geier, L.

1994-01-01

We study stochastic resonance in a bistable system which is excited simultaneously by white and harmonic noise which we understand as the signal. In our case the spectral line of the signal has a finite width as it occurs in many real situations. Using techniques of cumulant analysis as well as computer simulations we find that the effect of stochastic resonance is preserved in the case of harmonic noise excitation. Moreover we show that the width of the spectral line of the signal at the output can be decreased via stochastic resonance. The last could be of importance in the practical using of the stochastic resonance

Study on impurity screening in stochastic magnetic boundary of the Large Helical Device

International Nuclear Information System (INIS)

Kobayashi, M.; Morita, S.; Feng, Y.

2008-10-01

The impurity transport characteristics in the scrape-off layer associated with a stochastic magnetic boundary of LHD are analyzed. The remnant islands with very small internal field line pitch in the stochastic region play a key role in reducing the impurity influx. The thermal force driven impurity influx is significantly suppressed when the perpendicular energy flux exceeds the parallel one inside the islands due to the small pitch. Application of the 3D edge transport code, EMC3-EIRENE, confirmed the impurity retention (screening) effect in the edge region. It is also found that the edge surface layers are the most effective region to retain (screen) impurities because of the flow acceleration and plasma cooling via short flux tubes. The carbon emission obtained in experiments is in good agreement with the modelling results, showing the impurity retention (screening) potential of the stochastic magnetic boundary. (author)

Compressible cavitation with stochastic field method

Science.gov (United States)

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.

Stochastic goal-oriented error estimation with memory

Science.gov (United States)

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 Modeling of Direct Radiation Transmission in Particle-Laden Turbulent Flows

Science.gov (United States)

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.

Lattice gas automaton scheme with stochastic particle movement for a rotated fluid flow

International Nuclear Information System (INIS)

Ishiguro, Misako

2002-01-01

Lattice gas automaton (LGA) models developed so far are just for Cartesian geometries, and no direct approach to rotated fluid flows is found. In this paper, LGA method is applied to model a two-dimensional rotated flow. Several problems specific to the rotated flow are to be solved: hexagonal lattice geometry to effectively identify the neighbors, boundary condition for irregular walls, multi-speed scheme to represent angular-oriented fluid velocity υ θ ≅γω, shape of macroscopic domain for statistics, formula to obtain macroscopic quantities such as density and mean fluid velocities, application method of Fermi-Dirac function to the initial particle arrangement. For this purpose, FHP-I type hexagonal lattice model is revised and a new LGA model with stochastic particle movement is proposed. The results of the trial calculation are shown. It is also investigated whether or not the underlying microscopic Boolean equations newly introduced leads to Navier-Stokes equation. (author)

Flow line asymmetric nonimaging concentrating optics

Science.gov (United States)

Jiang, Lun; Winston, Roland

2016-09-01

Nonimaging Optics has shown that it achieves the theoretical limits by utilizing thermodynamic principles rather than conventional optics. Hence in this paper the condition of the "best" design are both defined and fulfilled in the framework of thermodynamic arguments, which we believe has profound consequences for the designs of thermal and even photovoltaic systems, even illumination and optical communication tasks. This new way of looking at the problem of efficient concentration depends on probabilities, geometric flux field and radiative heat transfer while "optics" in the conventional sense recedes into the background. Some of the new development of flow line designs will be introduced and the connection between the thermodynamics and flow line design will be officially formulated in the framework of geometric flux field. A new way of using geometric flux to design nonimaging optics will be introduced. And finally, we discuss the possibility of 3D ideal nonimaing optics.

A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment

Directory of Open Access Journals (Sweden)

Tak Kuen Siu

2015-01-01

Full Text Available An optimal asset allocation problem for a quite general class of utility functions is discussed in a simple two-state Markovian regime-switching model, where the appreciation rate of a risky share changes over time according to the state of a hidden economy. As usual, standard filtering theory is used to transform a financial model with hidden information into one with complete information, where a martingale approach is applied to discuss the optimal asset allocation problem. Using a martingale representation coupled with stochastic flows of diffeomorphisms for the filtering equation, the integrand in the martingale representation is identified which gives rise to an optimal portfolio strategy under some differentiability conditions.

In-Line Oil-Water Separation in Swirling Flow (USB stick)

NARCIS (Netherlands)

Slot, J.J.; van Campen, L.J.A.M.; Hoeijmakers, Hendrik Willem Marie; Mudde, R.F.; Johansen, S.T.

2011-01-01

An in-line oil-water separator has been designed and is investigated for single- and two-phase flow. Numerical single-phase flow results show an annular reversed flow region. This flow pattern agrees qualitatively with results from measurements. In the two-phase flow simulations two different drag

Harnessing Thin-Film Continuous-Flow Assembly Lines.

Science.gov (United States)

Britton, Joshua; Castle, Jared W; Weiss, Gregory A; Raston, Colin L

2016-07-25

Inspired by nature's ability to construct complex molecules through sequential synthetic transformations, an assembly line synthesis of α-aminophosphonates has been developed. In this approach, simple starting materials are continuously fed through a thin-film reactor where the intermediates accrue molecular complexity as they progress through the flow system. Flow chemistry allows rapid multistep transformations to occur via reaction compartmentalization, an approach not amenable to using conventional flasks. Thin film processing can also access facile in situ solvent exchange to drive reaction efficiency, and through this method, α-aminophosphonate synthesis requires only 443 s residence time to produce 3.22 g h(-1) . Assembly-line synthesis allows unprecedented reaction flexibility and processing efficiency. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Numerical methods for two-phase flow with contact lines

Energy Technology Data Exchange (ETDEWEB)

Walker, Clauido

2012-07-01

This thesis focuses on numerical methods for two-phase flows, and especially flows with a moving contact line. Moving contact lines occur where the interface between two fluids is in contact with a solid wall. At the location where both fluids and the wall meet, the common continuum descriptions for fluids are not longer valid, since the dynamics around such a contact line are governed by interactions at the molecular level. Therefore the standard numerical continuum models have to be adjusted to handle moving contact lines. In the main part of the thesis a method to manipulate the position and the velocity of a contact line in a two-phase solver, is described. The Navier-Stokes equations are discretized using an explicit finite difference method on a staggered grid. The position of the interface is tracked with the level set method and the discontinuities at the interface are treated in a sharp manner with the ghost fluid method. The contact line is tracked explicitly and its dynamics can be described by an arbitrary function. The key part of the procedure is to enforce a coupling between the contact line and the Navier-Stokes equations as well as the level set method. Results for different contact line models are presented and it is demonstrated that they are in agreement with analytical solutions or results reported in the literature.The presented Navier-Stokes solver is applied as a part in a multiscale method to simulate capillary driven flows. A relation between the contact angle and the contact line velocity is computed by a phase field model resolving the micro scale dynamics in the region around the contact line. The relation of the microscale model is then used to prescribe the dynamics of the contact line in the macro scale solver. This approach allows to exploit the scale separation between the contact line dynamics and the bulk flow. Therefore coarser meshes can be applied for the macro scale flow solver compared to global phase field simulations

Magnetic stochasticity in magnetically confined fusion plasmas chaos of field lines and charged particle dynamics

CERN Document Server

Abdullaev, Sadrilla

2014-01-01

This is the first book to systematically consider the modern aspects of chaotic dynamics of magnetic field lines and charged particles in magnetically confined fusion plasmas.  The analytical models describing the generic features of equilibrium magnetic fields and  magnetic perturbations in modern fusion devices are presented. It describes mathematical and physical aspects of onset of chaos, generic properties of the structure of stochastic magnetic fields, transport of charged particles in tokamaks induced by magnetic perturbations, new aspects of particle turbulent transport, etc. The presentation is based on the classical and new unique mathematical tools of Hamiltonian dynamics, like the action--angle formalism, classical perturbation theory, canonical transformations of variables, symplectic mappings, the Poincaré-Melnikov integrals. They are extensively used for analytical studies as well as for numerical simulations of magnetic field lines, particle dynamics, their spatial structures and  statisti...

Investigation of the stochastic subspace identification method for on-line wind turbine tower monitoring

Science.gov (United States)

Dai, Kaoshan; Wang, Ying; Lu, Wensheng; Ren, Xiaosong; Huang, Zhenhua

2017-04-01

Structural health monitoring (SHM) of wind turbines has been applied in the wind energy industry to obtain their real-time vibration parameters and to ensure their optimum performance. For SHM, the accuracy of its results and the efficiency of its measurement methodology and data processing algorithm are the two major concerns. Selection of proper measurement parameters could improve such accuracy and efficiency. The Stochastic Subspace Identification (SSI) is a widely used data processing algorithm for SHM. This research discussed the accuracy and efficiency of SHM using SSI method to identify vibration parameters of on-line wind turbine towers. Proper measurement parameters, such as optimum measurement duration, are recommended.

A simple MC-based algorithm for evaluating reliability of stochastic-flow network with unreliable nodes

International Nuclear Information System (INIS)

Yeh, W.-C.

2004-01-01

A MP/minimal cutset (MC) is a path/cut set such that if any edge is removed from this path/cut set, then the remaining set is no longer a path/cut set. An intuitive method is proposed to evaluate the reliability in terms of MCs in a stochastic-flow network subject to both edge and node failures under the condition that all of the MCs are given in advance. This is an extension of the best of known algorithms for solving the d-MC (a special MC but formatted in a system-state vector, where d is the lower bound points of the system capacity level) problem from the stochastic-flow network without unreliable nodes to with unreliable nodes by introducing some simple concepts. These concepts were first developed in the literature to implement the proposed algorithm to reduce the number of d-MC candidates. This method is more efficient than the best of known existing algorithms regardless if the network has or does not have unreliable nodes. Two examples are illustrated to show how the reliability is determined using the proposed algorithm in the network with or without unreliable nodes. The computational complexity of the proposed algorithm is analyzed and compared with the existing methods

Stochastic forward and inverse groundwater flow and solute transport modeling

NARCIS (Netherlands)

Janssen, G.M.C.M.

2008-01-01

Keywords: calibration, inverse modeling, stochastic modeling, nonlinear biodegradation, stochastic-convective, advective-dispersive, travel time, network design, non-Gaussian distribution, multimodal distribution, representers

This thesis offers three new approaches that contribute

Effect of failures and repairs on multiple cell production lines

Energy Technology Data Exchange (ETDEWEB)

Legato, P.; Bobbio, A.; Roberti, L.

1989-01-01

This paper examines a production line composed of multiple stages, or cells, which are passed in sequential order to arrive to the final product. Two possible coordination disciplines are considered, namely: the classical tandem arrangement of sequential working centers with input buffer and the kanban scheme, considered the Japanese shop floor realization of the Just-In-Time (JIT) manifacturing approach. The production line is modelled and analysed by means of Stochastic Petri Nets (SPN). Finally an analysis is made of the possibility that the working cells can incur failure/repair cycles perturbing the production flow of the line and thus reduce performance indices.

Modeling flow in fractured medium. Uncertainty analysis with stochastic continuum approach

International Nuclear Information System (INIS)

Niemi, A.

1994-01-01

For modeling groundwater flow in formation-scale fractured media, no general method exists for scaling the highly heterogeneous hydraulic conductivity data to model parameters. The deterministic approach is limited in representing the heterogeneity of a medium and the application of fracture network models has both conceptual and practical limitations as far as site-scale studies are concerned. The study investigates the applicability of stochastic continuum modeling at the scale of data support. No scaling of the field data is involved, and the original variability is preserved throughout the modeling. Contributions of various aspects to the total uncertainty in the modeling prediction can also be determined with this approach. Data from five crystalline rock sites in Finland are analyzed. (107 refs., 63 figs., 7 tabs.)

Stokes flow inside an evaporating liquid line for any contact angle

Science.gov (United States)

Petsi, A. J.; Burganos, V. N.

2008-09-01

Evaporation of droplets or liquid films lying on a substrate induces internal viscous flow, which affects the transport of suspended particles and, thus, the final deposit profile in numerous applications. In this work, the problem of Stokes flow inside a two-dimensional droplet, representing the cross section of an evaporating liquid line lying on a flat surface, is considered. The stream function formulation is adopted, leading to the biharmonic equation in bipolar coordinates. A solution in closed form is obtained for any contact angle in (0,π) and is, thus, valid for both hydrophilic and hydrophobic substrates. The solution can be used with any type of evaporation mechanism, including diffusion, convection, or kinetically controlled modes. Both pinned and depinned contact lines are considered. For the boundary conditions to be compatible at the contact lines, the Navier slip boundary condition is applied on the substrate. Numerical results are presented for kinetically and diffusion controlled evaporation. For pinned contact lines, the flow inside the evaporating liquid line is directed towards the edges, thus, promoting the coffee stain phenomenon. In the case of depinned contact lines and contact angle less than π/2 , the flow is directed towards the center of the droplet, whereas, for strongly hydrophobic substrates it is directed outwards.

Assessment model validity document - HYDRASTAR. A stochastic continuum program for groundwater flow

Energy Technology Data Exchange (ETDEWEB)

Gylling, B. [Kemakta Konsult AB, Stockholm (Sweden); Eriksson, Lars [Equa Simulation AB, Sundbyberg (Sweden)

2001-12-01

The prevailing document addresses validation of the stochastic continuum model HYDRASTAR designed for Monte Carlo simulations of groundwater flow in fractured rocks. Here, validation is defined as a process to demonstrate that a model concept is fit for its purpose. Preferably, the validation is carried out by comparison of model predictions with independent field observations and experimental measurements. In addition, other sources can also be used to confirm that the model concept gives acceptable results. One method is to compare results with the ones achieved using other model concepts for the same set of input data. Another method is to compare model results with analytical solutions. The model concept HYDRASTAR has been used in several studies including performance assessments of hypothetical repositories for spent nuclear fuel. In the performance assessments, the main tasks for HYDRASTAR have been to calculate groundwater travel time distributions, repository flux distributions, path lines and their exit locations. The results have then been used by other model concepts to calculate the near field release and far field transport. The aim and framework for the validation process includes describing the applicability of the model concept for its purpose in order to build confidence in the concept. Preferably, this is made by comparisons of simulation results with the corresponding field experiments or field measurements. Here, two comparisons with experimental results are reported. In both cases the agreement was reasonably fair. In the broader and more general context of the validation process, HYDRASTAR results have been compared with other models and analytical solutions. Commonly, the approximation calculations agree well with the medians of model ensemble results. Additional indications that HYDRASTAR is suitable for its purpose were obtained from the comparisons with results from other model concepts. Several verification studies have been made for

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

Science.gov (United States)

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.

Countercurrent Air-Water Flow in a Scale-Down Model of a Pressurizer Surge Line

Directory of Open Access Journals (Sweden)

Takashi Futatsugi

2012-01-01

Full Text Available Steam generated in a reactor core and water condensed in a pressurizer form a countercurrent flow in a surge line between a hot leg and the pressurizer during reflux cooling. Characteristics of countercurrent flow limitation (CCFL in a 1/10-scale model of the surge line were measured using air and water at atmospheric pressure and room temperature. The experimental results show that CCFL takes place at three different locations, that is, at the upper junction, in the surge line, and at the lower junction, and its characteristics are governed by the most dominating flow limitation among the three. Effects of inclination angle and elbows of the surge line on CCFL characteristics were also investigated experimentally. The effects of inclination angle on CCFL depend on the flow direction, that is, the effect is large for the nearly horizontal flow and small for the vertical flow at the upper junction. The presence of elbows increases the flow limitation in the surge line, whereas the flow limitations at the upper and lower junctions do not depend on the presence of elbows.

Evaporation-induced flow in an inviscid liquid line at any contact angle

Science.gov (United States)

Petsi, A. J.; Burganos, V. N.

2006-04-01

The problem of potential flow inside an evaporating liquid line, shaped as an infinitely long cylindrical segment lying on a flat surface, is considered and an analytical solution is obtained for any contact angle in (0,π) . In this way, microflow details inside linear liquid bodies evaporating on hydrophilic, hydrophobic, and strongly hydrophobic substrates can now be obtained. The mathematical formulation employs the velocity potential and stream function formulations in bipolar coordinates and the solution is obtained using the technique of Fourier transform. Both pinned and depinned contact lines are considered. The solution is applicable to any evaporation mechanism but for illustration purposes numerical results are presented here for the particular case of kinetically controlled evaporation. For hydrophilic substrates, the flow inside the evaporating liquid line is directed towards the edges for pinned contact lines, thus, promoting a coffee stain effect. The opposite flow direction is observed for depinned contact lines. However, for strongly hydrophobic substrates, flow is directed outwards for both pinned and depinned contact lines, but owing to its low magnitude compared to that on hydrophilic substrates, a craterlike colloidal deposit should be expected rather than a ringlike deposit, in agreement with experimental observations.

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

Directory of Open Access Journals (Sweden)

Míriam R. García

2018-01-01

Full Text Available 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.

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

Science.gov (United States)

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

2017-09-01

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.

A stochastic step flow model with growth in 1+1 dimensions

International Nuclear Information System (INIS)

Margetis, Dionisios

2010-01-01

Mathematical implications of adding Gaussian white noise to the Burton-Cabrera-Frank model for N terraces ('gaps') on a crystal surface are studied under external material deposition for large N. The terraces separate straight, non-interacting line defects (steps) with uniform spacing initially (t = 0). As the growth tends to vanish, the gaps become uncorrelated. First, simple closed-form expressions for the gap variance are obtained directly for small fluctuations. The leading-order, linear stochastic differential equations are prototypical for discrete asymmetric processes. Second, the Bogoliubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy for joint gap densities is formulated. Third, a self-consistent 'mean field' is defined via the BBGKY hierarchy. This field is then determined approximately through a terrace decorrelation hypothesis. Fourth, comparisons are made of directly obtained and mean-field results. Limitations and issues in the modeling of noise are outlined.

Evaluate the performance of a stochastic-flow network with cost attribute in terms of minimal cuts

International Nuclear Information System (INIS)

Lin, Y.-K.

2006-01-01

This paper proposes a performance index to measure the quality level of a stochastic-flow network in which each node has a designated capacity, which will have different lower levels due to various partial and complete failures. The performance index is the probability that the maximum flow of the network equals the demand d without exceeding the budget b. A simple algorithm in terms of minimal cuts is first proposed to generate all upper boundary points for (d, b), and then the probability that the maximum flow is less than or equal to d can be calculated in terms of such points. The upper boundary point for (d, b) is a maximal vector representing the capacity of each arc such that the maximum flow of the network under the budget b is d. The performance index can be calculated by repeating the proposed algorithm to obtain all upper boundary point for (d-1, b). A benchmark example is shown to illustrate the solution procedure

Momentum Maps and Stochastic Clebsch Action Principles

Science.gov (United States)

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.

Two-phase flow phenomena in broken recirculation line of BWR

International Nuclear Information System (INIS)

Kato, Masami; Arai, Kenji; Narabayashi, Tadashi; Amano, Osamu.

1986-01-01

When a primary recirculation line of BWR is ruptured, a primary recirculation pump may be subjected to very high velocity two-phase flow and its speed may be accelerated by this flow. It is important for safety evaluation to estimate the pump behavior during blowdown. There are two problems involved in analyzing this behavior. One problem concerns the pump characteristics under two-phase flow. The other involves the two-phase conditions at the pump inlet. If the rupture occurs at a suction side of the pump, choking is considered to occur at a broken jet pump nozzle. Then, a void fraction becomes larger downstream from the jet pump nozzle and volumetric flow through the pump will be very high. However, there is little experimental data available on two-phase flow downstream from a choking plane. Blowdown tests were performed using a simulated broken recirculation line and measured data were analyzed by TRAC-PlA. Analytical results agreed with measured data. (author)

A cavitation model based on Eulerian stochastic fields

Science.gov (United States)

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.

Synthetic Sediments and Stochastic Groundwater Hydrology

Science.gov (United States)

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?

Integrated cantilever-based flow sensors with tunable sensitivity for in-line monitoring of flow fluctuations in microfluidic systems

DEFF Research Database (Denmark)

Noeth, Nadine-Nicole; Keller, Stephan Sylvest; Boisen, Anja

2014-01-01

For devices such as bio-/chemical sensors in microfluidic systems, flow fluctuations result in noise in the sensor output. Here, we demonstrate in-line monitoring of flow fluctuations with a cantilever-like sensor integrated in a microfluidic channel. The cantilevers are fabricated in different...... is directly proportional to the flow rate fluctuations in the microfluidic channel. The SiN cantilevers show a detection limit below 1 nL/min and the thinnest SU-8 cantilevers a detection limit below 5 nL/min. Finally, the sensor is applied for in-line monitoring of flow fluctuations generated by external...

Effects of stochastic field lines on the pressure driven MHD instabilities in the Large Helical Device

Science.gov (United States)

Ohdachi, Satoshi; Watanabe, Kiyomasa; Sakakibara, Satoru; Suzuki, Yasuhiro; Tsuchiya, Hayato; Ming, Tingfeng; Du, Xiaodi; LHD Expriment Group Team

2014-10-01

In the Large Helical Device (LHD), the plasma is surrounded by the so-called magnetic stochastic region, where the Kolmogorov length of the magnetic field lines is very short, from several tens of meters and to thousands meters. Finite pressure gradient are formed in this region and MHD instabilities localized in this region is observed since the edge region of the LHD is always unstable against the pressure driven mode. Therefore, the saturation level of the instabilities is the key issue in order to evaluate the risk of this kind of MHD instabilities. The saturation level depends on the pressure gradient and on the magnetic Reynolds number; there results are similar to the MHD mode in the closed magnetic surface region. The saturation level in the stochastic region is affected also by the stocasticity itself. Parameter dependence of the saturation level of the MHD activities in the region is discussed in detail. It is supported by NIFS budget code ULPP021, 028 and is also partially supported by the Ministry of Education, Science, Sports and Culture, Grant-in-Aid for Scientific Research 26249144, by the JSPS-NRF-NSFC A3 Foresight Program NSFC: No. 11261140328.

Theoretical and experimental investigations of stochastic boundaries in tokamaks

International Nuclear Information System (INIS)

Ghendrih, Ph.; Grosman, A.; Capes, H.

1996-01-01

The physics of stochastic boundaries are reviewed. The stochastic properties of magnetic field lines are recalled and related to the spectrum of the radial magnetic perturbation. The stochastic region, referred to as the divertor volume, is shown to be bounded to the edge plasma. Theoretical predictions for the transport of energy, current and particles in the divertor volume are analysed for both the laminar and ergodic regimes. (K.A.)

Stochastic volatility and stochastic leverage

DEFF Research Database (Denmark)

Veraart, Almut; Veraart, Luitgard A. M.

This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...

Stochastic analysis of an ecosystem of two competing species

Indian Academy of Sciences (India)

Ecosystem; competing species; stochastic model; Monte Carlo .... probability density p(g) of the grass density for the same system but for different initial states .... Li Q C, Lin Y K 1995 New stochastic theory for bridge stability in turbulent flow, II.

Trajectory averaging for stochastic approximation MCMC algorithms

KAUST Repository

Liang, Faming

2010-10-01

The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400-407]. After five decades of continual development, it has developed into an important area in systems control and optimization, and it has also served as a prototype for the development of adaptive algorithms for on-line estimation and control of stochastic systems. Recently, it has been used in statistics with Markov chain Monte Carlo for solving maximum likelihood estimation problems and for general simulation and optimizations. In this paper, we first show that the trajectory averaging estimator is asymptotically efficient for the stochastic approximation MCMC (SAMCMC) algorithm under mild conditions, and then apply this result to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic approximation MLE algorithm for missing data problems, is also considered in the paper. © Institute of Mathematical Statistics, 2010.

Asymmetrical flow field-flow fractionation with on-line detection for drug transfer studies: a feasibility study

DEFF Research Database (Denmark)

Hinna, A.; Steiniger, F.; Hupfeld, S.

2014-01-01

Knowledge about drug retention within colloidal carriers is of uppermost importance particularly if drug targeting is anticipated. The aim of the present study was to evaluate asymmetrical flow field-flow fractionation (AF4) with on-line UV/VIS drug quantification for its suitability to determine...... both release and transfer of drug from liposomal carriers to a model acceptor phase consisting of large liposomes. The hydrophobic porphyrin 5,10,15,20-tetrakis(4-hydroxyphenyl)21H,23H-porphine (p-THPP), a fluorescent dye with an absorbance maximum in the visible range and structural similarity...... channel geometries. Drug quantification by on-line absorbance measurements was established by comprehensive evaluation of the size-dependent turbidity contribution in on-line UV/VIS detection and by comparison with off-line results obtained for the respective dye-loaded donor formulations (dissolved...

Krohne Flow Indicator and High Flow Alarm - Local Indicator and High Flow Alarm of Helium Flow from the SCHe Purge Lines C and D to the Process Vent

International Nuclear Information System (INIS)

MISKA, C.R.

2000-01-01

Flow Indicators/alarms FI/FSH-5*52 and -5*72 are located in the process vent lines connected to the 2 psig SCHe purge lines C and D. They monitor the flow from the 2 psig SCHe purge going to the process vent. The switch/alarm is non-safety class GS

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

Science.gov (United States)

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

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

Science.gov (United States)

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

Effect of Flow on Cultured Cell at Micro-Pattern of Ridge Lines

Directory of Open Access Journals (Sweden)

Haruka Hino

2017-10-01

Full Text Available A flow channel with a micro-pattern of ridge lines of a scaffold has been designed to study quantitatively the effect of flow on an oriented cell in vitro. The lines of parallel micro ridges (0.001 mm height, 0.003 mm width, and 0.003 mm interval are made by the lithography technique on the lower surface of the channel as the scaffold to make orientation of each cell. Variation is made about the angle between the longitudinal direction of the ridge line and the direction of the flow: zero, 0.79 and 1.6 rad. The suspension of C2C12 (mouse myoblast cell line was injected to the channel, and incubated for two hours on the micro ridges before the flow test for four hours. The flow rate of 3/hour is controlled by a syringe pump to make variation of the wall shear stress of < 3 Pa. The action of each cell adhered on the micro pattern was analyzed at the time lapse images. The experimental results show that both the migration and the deformation of each myoblast along the micro ridge are restricted by the wall shear stress higher than 3 Pa.

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

Energy Technology Data Exchange (ETDEWEB)

Jin, Shi, E-mail: sjin@wisc.edu [Department of Mathematics, University of Wisconsin–Madison, Madison, WI 53706 (United States); Institute of Natural Sciences, School of Mathematical Science, MOELSEC and SHL-MAC, Shanghai Jiao Tong University, Shanghai 200240 (China); Shu, Ruiwen, E-mail: rshu2@math.wisc.edu [Department of Mathematics, University of Wisconsin–Madison, Madison, WI 53706 (United States)

2017-04-15

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 operator 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.

Sparse calibration of subsurface flow models using nonlinear orthogonal matching pursuit and an iterative stochastic ensemble method

KAUST Repository

Elsheikh, Ahmed H.

2013-06-01

We introduce a nonlinear orthogonal matching pursuit (NOMP) for sparse calibration of subsurface flow models. Sparse calibration is a challenging problem as the unknowns are both the non-zero components of the solution and their associated weights. NOMP is a greedy algorithm that discovers at each iteration the most correlated basis function with the residual from a large pool of basis functions. The discovered basis (aka support) is augmented across the nonlinear iterations. Once a set of basis functions are selected, the solution is obtained by applying Tikhonov regularization. The proposed algorithm relies on stochastically approximated gradient using an iterative stochastic ensemble method (ISEM). In the current study, the search space is parameterized using an overcomplete dictionary of basis functions built using the K-SVD algorithm. The proposed algorithm is the first ensemble based algorithm that tackels the sparse nonlinear parameter estimation problem. © 2013 Elsevier Ltd.

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

Science.gov (United States)

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.

Power flow studies of magnetically insulated lines

International Nuclear Information System (INIS)

McDaniel, D.H.; Poukey, J.W.; Bergeron, K.D.; VanDevender, J.P.; Johnson, D.L.

1977-01-01

The designs for relativistic electron beam accelerators with power levels of 20 to 100 TW are greatly restricted by the inductance of a single diode of reasonable size. This fact leads to modular designs of very large accelerators. One concept uses several small insulators at a large radius arranged around the accelerator center. The total effective inductance is then low, but the energy must then be transported by self-magnetic insulated vacuum lines to the target volume. A triplate vacuum line configuration eases many mechanical support problems and allows more A-K gaps or feeds to be packaged around a given radius. This type of vacuum transmission line was chosen for initial experiments at Sandia. The experiments were conducted on the MITE (Magnetically Insulated Transmission Experiment) accelerator. The water pulse forming lines are connected to a vacuum triplate line through a conventional stacked insulator. Diagnostics on the experiment consisted of: (1) input V; (2) input I; (3) I monitors at the input, middle, and output of both the center conductor and ground plane of the transmission line; (4) magnetic energy analyzer to view peak electron energy in the A-K gap; (5) calorimetry; and (6) Faraday cups to look at electron current flowing across the transmission line. The main goal of the experiment is to obtain input impedance of the transmission line as a function of voltage and to measure electron loss currents. These measurements are compared to theoretical models for the input impedance and energy losses

A Stochastic Approach for Blurred Image Restoration and Optical Flow Computation on Field Image Sequence

Institute of Scientific and Technical Information of China (English)

高文; 陈熙霖

1997-01-01

The blur in target images caused by camera vibration due to robot motion or hand shaking and by object(s) moving in the background scene is different to deal with in the computer vision system.In this paper,the authors study the relation model between motion and blur in the case of object motion existing in video image sequence,and work on a practical computation algorithm for both motion analysis and blut image restoration.Combining the general optical flow and stochastic process,the paper presents and approach by which the motion velocity can be calculated from blurred images.On the other hand,the blurred image can also be restored using the obtained motion information.For solving a problem with small motion limitation on the general optical flow computation,a multiresolution optical flow algoritm based on MAP estimation is proposed. For restoring the blurred image ,an iteration algorithm and the obtained motion velocity are used.The experiment shows that the proposed approach for both motion velocity computation and blurred image restoration works well.

Fluctuating dynamics of nematic liquid crystals using the stochastic method of lines

Science.gov (United States)

Bhattacharjee, A. K.; Menon, Gautam I.; Adhikari, R.

2010-07-01

We construct Langevin equations describing the fluctuations of the tensor order parameter Qαβ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de Gennes free energy. The noise is required to preserve the symmetry and tracelessness of the tensor order parameter and must satisfy a fluctuation-dissipation relation at thermal equilibrium. We construct a noise with these properties in a basis of symmetric traceless matrices and show that the Langevin equations can be solved numerically in this basis using a stochastic version of the method of lines. The numerical method is validated by comparing equilibrium probability distributions, structure factors, and dynamic correlations obtained from these numerical solutions with analytic predictions. We demonstrate excellent agreement between numerics and theory. This methodology can be applied to the study of phenomena where fluctuations in both the magnitude and direction of nematic order are important, as for instance, in the nematic swarms which produce enhanced opalescence near the isotropic-nematic transition or the problem of nucleation of the nematic from the isotropic phase.

Stochastic models: theory and simulation.

Energy Technology Data Exchange (ETDEWEB)

Field, Richard V., Jr.

2008-03-01

Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.

Emission-line widths and stellar-wind flows in T Tauri stars

International Nuclear Information System (INIS)

Sa, C.; Lago, M.T.V.T.

1986-01-01

Spectra are reported of T Tauri stars taken with the IPCS on the Isaac Newton Telescope at the Observatorio del Roque de los Muchachos at a dispersion of l7 A mm -1 . These were taken in order to determine emission-line widths and hence flow velocities in the winds of these stars following the successful modelling of the wind from RU Lupi using such data. Line widths in RW Aur suggest a similar pattern to the wind flow as in RU Lupi with velocities rising in the inner chromosphere of the star and then entering a 'ballistic' zone. The wind from DFTau is also similar but velocities are generally much lower and the lines sharper. (author)

The role of stochasticity in sawtooth oscillation

International Nuclear Information System (INIS)

Lichtenberg, A.J.; Itoh, Kimitaka; Itoh, Sanae; Fukuyama, Atsushi.

1991-08-01

In this paper we have demonstrated that stochastization of field lines, resulting from the interaction of the fundamental m/n=1/1 helical mode with other periodicities, plays an important role in sawtooth oscillations. The time scale for the stochastic temperature diffusion has been determined. It was shown to be sufficiently fast to account for the fast sawtooth crash, and is generally shorter than the time scales for the redistribution of current. The enhancement of the electron and ion viscosity, arising from the stochastic field lines, has been calculated. The enhanced electron viscosity always leads to an initial increase in the growth rate of the mode; the enhanced ion viscosity can ultimately lead to mode stabilization before a complete temperature redistribution or flux reconnection has occurred. A dynamical model has been introduced to calculate the path of the sawtooth oscillation through a parameter space of shear and amplitude of the helical perturbation. The stochastic trigger to the enhanced growth rate and the stabilization by the ion viscosity are also included in the mode. A reasonable prescription for the flux reconnection at the end of the growth phase allows us to determine the initial q-value for the successive sawtooth ramps. (J.P.N.)

Imaging dipole flow sources using an artificial lateral-line system made of biomimetic hair flow sensors

NARCIS (Netherlands)

Dagamseh, A.M.K.; Wiegerink, Remco J.; Lammerink, Theodorus S.J.; Krijnen, Gijsbertus J.M.

2013-01-01

In Nature, fish have the ability to localize prey, school, navigate, etc., using the lateral-line organ. Artificial hair flow sensors arranged in a linear array shape (inspired by the lateral-line system (LSS) in fish) have been applied to measure airflow patterns at the sensor positions. Here, we

Analysis of steady state and transient two-phase flows in downwardly inclined lines

International Nuclear Information System (INIS)

Crawford, T.J.

1983-01-01

A study of steady-state and transient two-phase flows in downwardly inclined lines is described. Steady-state flow patterns maps are presented using Freon-113 as the working fluid to provide new high density vapors. These flow maps with high density vapor serve to significantly extend the investigations of steady-state downward two-phase flow patterns. Physical models developed which successfully predicted the onset or location of various flow pattern transitions. A new simplified criterion that would be useful to designers and experimenters is offered for the onset of dispersed flow. A new empirical holdup correlation and a new bubble diameter/flow rate correlation are also proposed. Flow transients in vertical downward lines were studied to investigate the possible formation of intermediate or spurious flow patterns that would not be seen at steady-state conditions. Void fraction behavior during the transients was modeled by using the dynamic slip equation from the transient analysis code RETRAN. Physical models of interfacial area were developed and compared with models and data from literature. There was satisfactory agreement between the models of the present study and the literature models and data. The concentration parameter of the drift flux model was evaluated for vertical downward flow. These new values of the flow dependent parameter were different from those previously proposed in the literature for use in upward flows, and made the drift flux model suitable for use in upward or downward flow lines

Stochastic modelling of conjugate heat transfer in near-wall turbulence

International Nuclear Information System (INIS)

Pozorski, Jacek; Minier, Jean-Pierre

2006-01-01

The paper addresses the conjugate heat transfer in turbulent flows with temperature assumed to be a passive scalar. The Lagrangian approach is applied and the heat transfer is modelled with the use of stochastic particles. The intensity of thermal fluctuations in near-wall turbulence is determined from the scalar probability density function (PDF) with externally provided dynamical statistics. A stochastic model for the temperature field in the wall material is proposed and boundary conditions for stochastic particles at the solid-fluid interface are formulated. The heated channel flow with finite-thickness walls is considered as a validation case. Computation results for the mean temperature profiles and the variance of thermal fluctuations are presented and compared with available DNS data

Stochastic modelling of conjugate heat transfer in near-wall turbulence

Energy Technology Data Exchange (ETDEWEB)

Pozorski, Jacek [Institute of Fluid-Flow Machinery, Polish Academy of Sciences, Fiszera 14, 80952 Gdansk (Poland)]. E-mail: jp@imp.gda.pl; Minier, Jean-Pierre [Research and Development Division, Electricite de France, 6 quai Watier, 78400 Chatou (France)

2006-10-15

The paper addresses the conjugate heat transfer in turbulent flows with temperature assumed to be a passive scalar. The Lagrangian approach is applied and the heat transfer is modelled with the use of stochastic particles. The intensity of thermal fluctuations in near-wall turbulence is determined from the scalar probability density function (PDF) with externally provided dynamical statistics. A stochastic model for the temperature field in the wall material is proposed and boundary conditions for stochastic particles at the solid-fluid interface are formulated. The heated channel flow with finite-thickness walls is considered as a validation case. Computation results for the mean temperature profiles and the variance of thermal fluctuations are presented and compared with available DNS data.

Compressible fluid flows driven by stochastic forcing

Czech Academy of Sciences Publication Activity Database

Feireisl, Eduard; Maslowski, B.; Novotný, A.

2013-01-01

Roč. 254, č. 3 (2013), s. 1342-1358 ISSN 0022-0396 R&D Projects: GA ČR GA201/09/0917 Institutional research plan: CEZ:AV0Z10190503 Institutional support: RVO:67985840 Keywords : stochastic Navier-Stokes equations * compressible fluid * random driving force Subject RIV: BA - General Mathematics Impact factor: 1.570, year: 2013 http://www.sciencedirect.com/science/article/pii/S0022039612004135

Stochastic Synapses Enable Efficient Brain-Inspired Learning Machines

Science.gov (United States)

Neftci, Emre O.; Pedroni, Bruno U.; Joshi, Siddharth; Al-Shedivat, Maruan; Cauwenberghs, Gert

2016-01-01

Recent studies have shown that synaptic unreliability is a robust and sufficient mechanism for inducing the stochasticity observed in cortex. Here, we introduce Synaptic Sampling Machines (S2Ms), a class of neural network models that uses synaptic stochasticity as a means to Monte Carlo sampling and unsupervised learning. Similar to the original formulation of Boltzmann machines, these models can be viewed as a stochastic counterpart of Hopfield networks, but where stochasticity is induced by a random mask over the connections. Synaptic stochasticity plays the dual role of an efficient mechanism for sampling, and a regularizer during learning akin to DropConnect. A local synaptic plasticity rule implementing an event-driven form of contrastive divergence enables the learning of generative models in an on-line fashion. S2Ms perform equally well using discrete-timed artificial units (as in Hopfield networks) or continuous-timed leaky integrate and fire neurons. The learned representations are remarkably sparse and robust to reductions in bit precision and synapse pruning: removal of more than 75% of the weakest connections followed by cursory re-learning causes a negligible performance loss on benchmark classification tasks. The spiking neuron-based S2Ms outperform existing spike-based unsupervised learners, while potentially offering substantial advantages in terms of power and complexity, and are thus promising models for on-line learning in brain-inspired hardware. PMID:27445650

Using minimal cuts to evaluate the system reliability of a stochastic-flow network with failures at nodes and arcs

International Nuclear Information System (INIS)

Lin, Y.-K.

2002-01-01

This paper deals with a stochastic-flow network in which each node and arc has a designated capacity, which will have different lower levels due to various partial and complete failures. We try to evaluate the system reliability that the maximum flow of the network is not less than a demand (d+1). A simple algorithm in terms of minimal cuts is first proposed to generate all upper boundary points for d, and then the system reliability can be calculated in terms of such points. The upper boundary point for d is a maximal vector, which represents the capacity of each component (arc or node), such that the maximum flow of the network is d. A computer example is shown to illustrate the solution procedure

Multi-objective optimal power flow for active distribution network considering the stochastic characteristic of photovoltaic

Science.gov (United States)

Zhou, Bao-Rong; Liu, Si-Liang; Zhang, Yong-Jun; Yi, Ying-Qi; Lin, Xiao-Ming

2017-05-01

To mitigate the impact on the distribution networks caused by the stochastic characteristic and high penetration of photovoltaic, a multi-objective optimal power flow model is proposed in this paper. The regulation capability of capacitor, inverter of photovoltaic and energy storage system embedded in active distribution network are considered to minimize the expected value of active power the T loss and probability of voltage violation in this model. Firstly, a probabilistic power flow based on cumulant method is introduced to calculate the value of the objectives. Secondly, NSGA-II algorithm is adopted for optimization to obtain the Pareto optimal solutions. Finally, the best compromise solution can be achieved through fuzzy membership degree method. By the multi-objective optimization calculation of IEEE34-node distribution network, the results show that the model can effectively improve the voltage security and economy of the distribution network on different levels of photovoltaic penetration.

Extending Stochastic Network Calculus to Loss Analysis

Directory of Open Access Journals (Sweden)

Chao Luo

2013-01-01

Full Text Available Loss is an important parameter of Quality of Service (QoS. Though stochastic network calculus is a very useful tool for performance evaluation of computer networks, existing studies on stochastic service guarantees mainly focused on the delay and backlog. Some efforts have been made to analyse loss by deterministic network calculus, but there are few results to extend stochastic network calculus for loss analysis. In this paper, we introduce a new parameter named loss factor into stochastic network calculus and then derive the loss bound through the existing arrival curve and service curve via this parameter. We then prove that our result is suitable for the networks with multiple input flows. Simulations show the impact of buffer size, arrival traffic, and service on the loss factor.

A photoionization model for the optical line emission from cooling flows

Science.gov (United States)

Donahue, Megan; Voit, G. M.

1991-01-01

The detailed predictions of a photoionization model previously outlined in Voit and Donahue (1990) to explain the optical line emission associated with cooling flows in X-ray emitting clusters of galaxies are presented. In this model, EUV/soft X-ray radiation from condensing gas photoionizes clouds that have already cooled. The energetics and specific consequences of such a model, as compared to other models put forth in the literature is discussed. Also discussed are the consequences of magnetic fields and cloud-cloud shielding. The results illustrate how varying the individual column densities of the ionized clouds can reproduce the range of line ratios observed and strongly suggest that the emission-line nebulae are self-irradiated condensing regions at the centers of cooling flows.

Characterizing subsurface water flow to artificial drain lines using fiber-optic distributed temperature sensing

Science.gov (United States)

Shults, D.; Brooks, E. S.; Heinse, R.; Keller, C. K.

2017-12-01

Over the last several years growers have experienced increasingly wet spring conditions in the Palouse Region located in North Idaho, Eastern Washington and Eastern Oregon. As a result more artificial drain lines are being installed so growers can access their fields earlier in the growing season. Additionally there has been increasing adoption of no-tillage practices among growers in order minimize erosion and runoff in the region. There is a growing body of evidence that suggests long-term no-tillage may lead to the establishment of large macropore networks through increased earthworm activity and the preservation of root channels. These macropore networks, in conjunctions with the presence of artificial drains lines, may create connected preferential flow paths from agricultural fields to receiving streams. This connectivity of flow paths from agricultural fields to receiving water bodies may increase the loading of nutrients and agricultural chemicals as some flow paths may largely bypass soil matrix interaction where materials can be sequestered. Our primary objective for this study was to characterize subsurface flow to two artificial drain lines, one under conventional tillage and the other under no-tillage, using distributed temperature sensing (DTS) technology. During the study (November 2016-April 2017) the near surface soil-water temperature was consistently colder than that of deeper depths. Temperature was thus used as a tracer as snow melt and soil-water moved from the near surface to the drain lines during snowmelt and precipitation events. The spatial and temporal variability of the temperature along the artificial drain line under no-tillage practices was found to be greater than that of the conventional tilled field. It is hypothesized that preferential flow paths are responsible for the increased variability of temperature seen in the drain line under long term no-till management. The temperature along the conventional till drain line showed a

Symplectic Integrators to Stochastic Hamiltonian Dynamical Systems Derived from Composition Methods

Directory of Open Access Journals (Sweden)

Tetsuya Misawa

2010-01-01

Full Text Available “Symplectic” schemes for stochastic Hamiltonian dynamical systems are formulated through “composition methods (or operator splitting methods” proposed by Misawa (2001. In the proposed methods, a symplectic map, which is given by the solution of a stochastic Hamiltonian system, is approximated by composition of the stochastic flows derived from simpler Hamiltonian vector fields. The global error orders of the numerical schemes derived from the stochastic composition methods are provided. To examine the superiority of the new schemes, some illustrative numerical simulations on the basis of the proposed schemes are carried out for a stochastic harmonic oscillator system.

Stochastic layers of magnetic field lines and formation of ITB in a toroidal plasma

International Nuclear Information System (INIS)

Volkov, E.D.; Bererzhnyi, V.L.; Bondarenko, V.N.

2003-01-01

The results of local measurements of RF discharge plasma parameters in the process of ITB formation in the vicinity of rational magnetic surfaces in the Uragan-3M torsatron are presented. The next phenomena were observed in the process of ITB formation: the widening of the radial density distribution, the formation of pedestals on radial density and electron temperature distributions, the formation of regions with high shear of poloidal plasma rotation velocity and radial electric field in the vicinity of stochastic layers of magnetic field lines, the decrease of density fluctuations and their radial correlation length, the decorrelation of density fluctuations, the increase of the bootstrap current. After the ITB formation, the transition to the improved plasma confinement regime takes place. The transition moves to the beginning of the discharge with the increase of heating power. The possible mechanism of ITB formation near rational surfaces is discussed. (orig.)

Analytical study on the criticality of the stochastic optimal velocity model

International Nuclear Information System (INIS)

Kanai, Masahiro; Nishinari, Katsuhiro; Tokihiro, Tetsuji

2006-01-01

In recent works, we have proposed a stochastic cellular automaton model of traffic flow connecting two exactly solvable stochastic processes, i.e., the asymmetric simple exclusion process and the zero range process, with an additional parameter. It is also regarded as an extended version of the optimal velocity model, and moreover it shows particularly notable properties. In this paper, we report that when taking optimal velocity function to be a step function, all of the flux-density graph (i.e. the fundamental diagram) can be estimated. We first find that the fundamental diagram consists of two line segments resembling an inversed-λ form, and next identify their end-points from a microscopic behaviour of vehicles. It is notable that by using a microscopic parameter which indicates a driver's sensitivity to the traffic situation, we give an explicit formula for the critical point at which a traffic jam phase arises. We also compare these analytical results with those of the optimal velocity model, and point out the crucial differences between them

Transport in Stochastic Media

International Nuclear Information System (INIS)

Haran, O.; Shvarts, D.; Thieberger, R.

1998-01-01

Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption

Effects of Electron Flow Current Density on Flow Impedance of Magnetically Insulated Transmission Lines

International Nuclear Information System (INIS)

He Yong; Zou Wen-Kang; Song Sheng-Yi

2011-01-01

In modern pulsed power systems, magnetically insulated transmission lines (MITLs) are used to couple power between the driver and the load. The circuit parameters of MITLs are well understood by employing the concept of flow impedance derived from Maxwell's equations and pressure balance across the flow. However, the electron density in an MITL is always taken as constant in the application of flow impedance. Thus effects of electron flow current density (product of electron density and drift velocity) in an MITL are neglected. We calculate the flow impedances of an MITL and compare them under three classical MITL theories, in which the electron density profile and electron flow current density are different from each other. It is found that the assumption of constant electron density profile in the calculation of the flow impedance is not always valid. The electron density profile and the electron flow current density have significant effects on flow impedance of the MITL. The details of the electron flow current density and its effects on the operation impedance of the MITL should be addressed more explicitly by experiments and theories in the future. (nuclear physics)

Modeling and identification of ARMG models for stochastic processes: application to on-line computation of the power spectral density

International Nuclear Information System (INIS)

Zwingelstein, Gilles; Thabet, Gabriel.

1977-01-01

Control algorithms for components of nuclear power plants are currently based on external diagnostic methods. Modeling and identification techniques for autoregressive moving average models (ARMA) for stochastic processes are described. The identified models provide a means of estimating the power spectral density with improved accuracy and computer time compared with the classical methods. They are particularly will suited for on-line estimation of the power spectral density. The observable stochastic process y (t) is modeled assuming that it is the output of a linear filter driven by Gaussian while noise w (t). Two identification schemes were tested to find the orders m and n of the ARMA (m,n) models and to estimate the parameters of the recursion equation relating the input and output signals. The first scheme consists in transforming the ARMA model to an autoregressive model. The parameters of this AR model are obtained using least squares estimation techniques. The second scheme consists in finding the parameters of the ARMA by nonlinear programming techniques. The power spectral density of y(t) is instantaneously deduced from these ARMA models [fr

Integrated Cantilever-Based Flow Sensors with Tunable Sensitivity for In-Line Monitoring of Flow Fluctuations in Microfluidic Systems

Directory of Open Access Journals (Sweden)

Nadine Noeth

2013-12-01

Full Text Available For devices such as bio-/chemical sensors in microfluidic systems, flow fluctuations result in noise in the sensor output. Here, we demonstrate in-line monitoring of flow fluctuations with a cantilever-like sensor integrated in a microfluidic channel. The cantilevers are fabricated in different materials (SU-8 and SiN and with different thicknesses. The integration of arrays of holes with different hole size and number of holes allows the modification of device sensitivity, theoretical detection limit and measurement range. For an average flow in the microliter range, the cantilever deflection is directly proportional to the flow rate fluctuations in the microfluidic channel. The SiN cantilevers show a detection limit below 1 nL/min and the thinnest SU-8 cantilevers a detection limit below 5 nL/min. Finally, the sensor is applied for in-line monitoring of flow fluctuations generated by external pumps connected to the microfluidic system.

Stochastic field line structures appearing in field line tracing calculations for a helical magnetic limiter on TORE SUPRA

International Nuclear Information System (INIS)

Fuchs, G.; Steffen, B.; Blenski, T.; Grosman, A.; Samain, A.

1985-05-01

The influence on the structure of the magnetic field of a tokamak produced by small helical currents flowing near the plasma in TORE SUPRA was investigated numerically by drawing Poincare plots. The current in the helical conductors, the pitch of the windings, the rotational transform and the plasma pressure have been varied. The topology of the magnetic field line structure is discussed in some detail and simple examples are given for illustration. (orig.)

Engineering Mathematical Analysis Method for Productivity Rate in Linear Arrangement Serial Structure Automated Flow Assembly Line

Directory of Open Access Journals (Sweden)

Tan Chan Sin

2015-01-01

Full Text Available Productivity rate (Q or production rate is one of the important indicator criteria for industrial engineer to improve the system and finish good output in production or assembly line. Mathematical and statistical analysis method is required to be applied for productivity rate in industry visual overviews of the failure factors and further improvement within the production line especially for automated flow line since it is complicated. Mathematical model of productivity rate in linear arrangement serial structure automated flow line with different failure rate and bottleneck machining time parameters becomes the basic model for this productivity analysis. This paper presents the engineering mathematical analysis method which is applied in an automotive company which possesses automated flow assembly line in final assembly line to produce motorcycle in Malaysia. DCAS engineering and mathematical analysis method that consists of four stages known as data collection, calculation and comparison, analysis, and sustainable improvement is used to analyze productivity in automated flow assembly line based on particular mathematical model. Variety of failure rate that causes loss of productivity and bottleneck machining time is shown specifically in mathematic figure and presents the sustainable solution for productivity improvement for this final assembly automated flow line.

A comparison and assessment of approaches for modelling flow over in-line tube banks

International Nuclear Information System (INIS)

Iacovides, Hector; Launder, Brian; West, Alastair

2014-01-01

Highlights: • We present wall-resolved LES and URANS simulations of periodic flow in heated in-line tube banks. • Simulations of flow in a confined in-line tube-bank are compared with experimental data. • When pitch-to-diameter (P/D) ratio becomes less than 1.6, the periodic flow becomes skewed. • URANS tested here unable to mimic the periodic flow at P/D = 1.6. • In confined tube banks URANS suggest alternate, in the axial direction, flow deflection. - Abstract: The paper reports experiences from applying alternative strategies for modelling turbulent flow and local heat-transfer coefficients around in-line tube banks. The motivation is the simulation of conditions in the closely packed cross-flow heat exchangers used in advanced gas-cooled nuclear reactors (AGRs). The main objective is the flow simulation in large-scale tube banks with confining walls. The suitability and accuracy of wall-resolved large-eddy simulation (LES) and Unsteady Reynolds-Averaged Navier–Stokes (URANS) approaches are examined for generic, square, in-line tube banks, where experimental data are limited but available. Within the latter approach, both eddy-viscosity and Reynolds-stress-transport models have been tested. The assumption of flow periodicity in all three directions is investigated by varying the domain size. It is found that the path taken by the fluid through the tube-bank configuration differs according to the treatment of turbulence and whether the flow is treated as two- or three-dimensional. Finally, the important effect of confining walls has been examined by making direct comparison with the experiments of the complete test rig of Aiba et al. (1982)

A Simulation-Based Dynamic Stochastic Route Choice Model for Evacuation

Directory of Open Access Journals (Sweden)

Xing Zhao

2012-01-01

Full Text Available This paper establishes a dynamic stochastic route choice model for evacuation to simulate the propagation process of traffic flow and estimate the stochastic route choice under evacuation situations. The model contains a lane-group-based cell transmission model (CTM which sets different traffic capacities for links with different turning movements to flow out in an evacuation situation, an actual impedance model which is to obtain the impedance of each route in time units at each time interval and a stochastic route choice model according to the probit-based stochastic user equilibrium. In this model, vehicles loading at each origin at each time interval are assumed to choose an evacuation route under determinate road network, signal design, and OD demand. As a case study, the proposed model is validated on the network nearby Nanjing Olympic Center after the opening ceremony of the 10th National Games of the People's Republic of China. The traffic volumes and clearing time at five exit points of the evacuation zone are calculated by the model to compare with survey data. The results show that this model can appropriately simulate the dynamic route choice and evolution process of the traffic flow on the network in an evacuation situation.

Compression of freestanding gold nanostructures: from stochastic yield to predictable flow

International Nuclear Information System (INIS)

Mook, W M; Niederberger, C; Bechelany, M; Philippe, L; Michler, J

2010-01-01

Characterizing the mechanical response of isolated nanostructures is vitally important to fields such as microelectromechanical systems (MEMS) where the behaviour of nanoscale contacts can in large part determine system reliability and lifetime. To address this challenge directly, single crystal gold nanodots are compressed inside a high resolution scanning electron microscope (SEM) using a nanoindenter equipped with a flat punch tip. These structures load elastically, and then yield in a stochastic manner, at loads ranging from 16 to 110 μN, which is up to five times higher than the load necessary for flow after yield. Yielding is immediately followed by displacement bursts equivalent to 1-50% of the initial height, depending on the yield point. During the largest displacement bursts, strain energy within the structure is released while new surface area is created in the form of localized slip bands, which are evident in both the SEM movies and still-images. A first order estimate of the apparent energy release rate, in terms of fracture mechanics concepts, for bursts representing 5-50% of the structure's initial height is on the order of 10-100 J m -2 , which is approximately two orders of magnitude lower than bulk values. Once this initial strain burst during yielding has occurred, the structures flow in a ductile way. The implications of this behaviour, which is analogous to a brittle to ductile transition, are discussed with respect to mechanical reliability at the micro- and nanoscales.

Automated Flight Routing Using Stochastic Dynamic Programming

Science.gov (United States)

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.

Stochastic control of traffic patterns

DEFF Research Database (Denmark)

Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer

2013-01-01

A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage of h...

Micro-level stochastic loss reserving

NARCIS (Netherlands)

Antonio, K.; Plat, R.

2010-01-01

To meet future liabilities general insurance companies will set-up reserves. Predicting future cash-flows is essential in this process. Actuarial loss reserving methods will help them to do this in a sound way. The last decennium a vast literature about stochastic loss reserving for the general

An Îto stochastic differential equations model for the dynamics of the MCF-7 breast cancer cell line treated by radiotherapy.

Science.gov (United States)

Oroji, Amin; Omar, Mohd; Yarahmadian, Shantia

2016-10-21

In this paper, a new mathematical model is proposed for studying the population dynamics of breast cancer cells treated by radiotherapy by using a system of stochastic differential equations. The novelty of the model is essentially in capturing the concept of the cell cycle in the modeling to be able to evaluate the tumor lifespan. According to the cell cycle, each cell belongs to one of three subpopulations G, S, or M, representing gap, synthesis and mitosis subpopulations. Cells in the M subpopulation are highly radio-sensitive, whereas cells in the S subpopulation are highly radio-resistant. Therefore, in the process of radiotherapy, cell death rates of different subpopulations are not equal. In addition, since flow cytometry is unable to detect apoptotic cells accurately, the small changes in cell death rate in each subpopulation during treatment are considered. Subsequently, the proposed model is calibrated using experimental data from previous experiments involving the MCF-7 breast cancer cell line. Consequently, the proposed model is able to predict tumor lifespan based on the number of initial carcinoma cells. The results show the effectiveness of the radiation under the condition of stability, which describes the decreasing trend of the tumor cells population. Copyright © 2016 Elsevier Ltd. All rights reserved.

ParPor: Particles in Pores. Stochastic Modeling of Polydisperse Transport

DEFF Research Database (Denmark)

Yuan, Hao

2010-01-01

Liquid flow containing particles in the different types of porous media appear in a large variety of practically important industrial and natural processes. The project aims at developing a stochastic model for the deep bed filtration process in which the polydisperse suspension flow...... in the polydisperse porous media. Instead of the traditional parabolic Advection-Dispersion Equation (ADE) the novel elliptic PDE based on the Continuous Time Random Walk is adopted for the particle size kinetics. The pore kinetics is either described by the stochastic size exclusion mechanism or the incomplete pore...

Research on Flow Field Perception Based on Artificial Lateral Line Sensor System

Directory of Open Access Journals (Sweden)

Guijie Liu

2018-03-01

Full Text Available In nature, the lateral line of fish is a peculiar and important organ for sensing the surrounding hydrodynamic environment, preying, escaping from predators and schooling. In this paper, by imitating the mechanism of fish lateral canal neuromasts, we developed an artificial lateral line system composed of micro-pressure sensors. Through hydrodynamic simulations, an optimized sensor structure was obtained and the pressure distribution models of the lateral surface were established in uniform flow and turbulent flow. Carrying out the corresponding underwater experiment, the validity of the numerical simulation method is verified by the comparison between the experimental data and the simulation results. In addition, a variety of effective research methods are proposed and validated for the flow velocity estimation and attitude perception in turbulent flow, respectively and the shape recognition of obstacles is realized by the neural network algorithm.

Coping with flow: behavior, neurophysiology and modeling of the fish lateral line system.

Science.gov (United States)

Mogdans, Joachim; Bleckmann, Horst

2012-12-01

With the mechanosensory lateral line fish perceive water motions relative to their body surface and local pressure gradients. The lateral line plays an important role in many fish behaviors including the detection and localization of dipole sources and the tracking of prey fish. The sensory units of the lateral line are the neuromasts which are distributed across the surface of the animal. Water motions are received and transduced into neuronal signals by the neuromasts. These signals are conveyed by afferent nerve fibers to the fish brain and processed by lateral line neurons in parts of the brainstem, cerebellum, midbrain, and forebrain. In the cerebellum, midbrain, and forebrain, lateral line information is integrated with sensory information from other modalities. The present review introduces the peripheral morphology of the lateral line, and describes our understanding of lateral line physiology and behavior. It focuses on recent studies that have investigated: how fish behave in unsteady flow; what kind of sensory information is provided by flow; and how fish use and process this information. Finally, it reports new theoretical and biomimetic approaches to understand lateral line function.

Stochastic Averaging and Stochastic Extremum Seeking

CERN Document Server

Liu, Shu-Jun

2012-01-01

Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering  and analysis of bacterial  convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...

The research status and development trend of stochastic resonance

Science.gov (United States)

Xu, Lei; Peng, Yueping; Liu, Man

2017-12-01

The synergistic reaction under specific conditions of the nonlinear system, weak driving signal and moderate noise can make noise to be advantageous in a certain extent, so as to achieve the purpose of signal enhancement, this seemingly anomalous phenomenon is defined as stochastic resonance. In this paper, the weak signal detection under strong noise background is the main line. The principle of white noise to counteract external noise is expounded, and the present research situation and development trend of stochastic resonance are reviewed in that paper, it also pointed out the direction of further research of stochastic resonance technology.

Wave-optics modeling of the optical-transport line for passive optical stochastic cooling

Science.gov (United States)

Andorf, M. B.; Lebedev, V. A.; Piot, P.; Ruan, J.

2018-03-01

Optical stochastic cooling (OSC) is expected to enable fast cooling of dense particle beams. Transition from microwave to optical frequencies enables an achievement of stochastic cooling rates which are orders of magnitude higher than ones achievable with the classical microwave based stochastic cooling systems. A subsystemcritical to the OSC scheme is the focusing optics used to image radiation from the upstream "pickup" undulator to the downstream "kicker" undulator. In this paper, we present simulation results using wave-optics calculation carried out with the SYNCHROTRON RADIATION WORKSHOP (SRW). Our simulations are performed in support to a proof-of-principle experiment planned at the Integrable Optics Test Accelerator (IOTA) at Fermilab. The calculations provide an estimate of the energy kick received by a 100-MeV electron as it propagates in the kicker undulator and interacts with the electromagnetic pulse it radiated at an earlier time while traveling through the pickup undulator.

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

Energy Technology Data Exchange (ETDEWEB)

Grain, Julien [Institut d' Astrophysique Spatiale, UMR8617, CNRS, Univ. Paris Sud, Université Paris-Saclay, Bt. 121, Orsay, F-91405 (France); Vennin, Vincent, E-mail: julien.grain@ias.u-psud.fr, E-mail: vincent.vennin@port.ac.uk [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO13FX (United Kingdom)

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.

Stochastic porous media equations

CERN Document Server

Barbu, Viorel; Röckner, Michael

2016-01-01

Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.

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

Science.gov (United States)

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.

Tailoring of electron flow current in magnetically insulated transmission lines

Directory of Open Access Journals (Sweden)

J. P. Martin

2009-03-01

Full Text Available It is desirable to optimize (minimizing both the inductance and electron flow the magnetically insulated vacuum sections of low impedance pulsed-power drivers. The goal of low inductance is understandable from basic efficiency arguments. The goal of low electron flow results from two observations: (1 flowing electrons generally do not deliver energy to (or even reach most loads, and thus constitute a loss mechanism; (2 energetic electrons deposited in a small area can cause anode damage and anode plasma formation. Low inductance and low electron flow are competing goals; an optimized system requires a balance of the two. While magnetically insulated systems are generally forgiving, there are times when optimization is crucial. For example, in large pulsed-power drivers used to energize high energy density physics loads, the electron flow as a fraction of total current is small, but that flow often reaches the anode in relatively small regions. If the anode temperature becomes high enough to desorb gas, the resulting plasma initiates a gap closure process that can impact system performance. Magnetic-pressure driven (z pinches and material equation of state loads behave like a fixed inductor for much of the drive pulse. It is clear that neither fixed gap nor constant-impedance transmission lines are optimal for driving inductive loads. This work shows a technique for developing the optimal impedance profile for the magnetically insulated section of a high-current driver. Particle-in-cell calculations are used to validate the impedance profiles developed in a radial disk magnetically insulated transmission line geometry. The input parameters are the spacing and location of the minimum gap, the effective load inductance, and the desired electron flow profile. The radial electron flow profiles from these simulations are in good agreement with theoretical predictions when driven at relatively high voltage (i.e., V≥2  MV.

Stochastic Differential Equations and Kondratiev Spaces

Energy Technology Data Exchange (ETDEWEB)

Vaage, G.

1995-05-01

The purpose of this mathematical thesis was to improve the understanding of physical processes such as fluid flow in porous media. An example is oil flowing in a reservoir. In the first of five included papers, Hilbert space methods for elliptic boundary value problems are used to prove the existence and uniqueness of a large family of elliptic differential equations with additive noise without using the Hermite transform. The ideas are then extended to the multidimensional case and used to prove existence and uniqueness of solution of the Stokes equations with additive noise. The second paper uses functional analytic methods for partial differential equations and presents a general framework for proving existence and uniqueness of solutions to stochastic partial differential equations with multiplicative noise, for a large family of noises. The methods are applied to equations of elliptic, parabolic as well as hyperbolic type. The framework presented can be extended to the multidimensional case. The third paper shows how the ideas from the second paper can be extended to study the moving boundary value problem associated with the stochastic pressure equation. The fourth paper discusses a set of stochastic differential equations. The fifth paper studies the relationship between the two families of Kondratiev spaces used in the thesis. 102 refs.

Wave-Optics Modeling of the Optical-Transport Line for Passive Optical Stochastic Cooling

Energy Technology Data Exchange (ETDEWEB)

Andorf, M. B. [NICADD, DeKalb; Lebedev, V. A. [Fermilab; Piot, P. [Fermilab; Ruan, J. [Fermilab

2018-03-01

Optical stochastic cooling (OSC) is expected to enable fast cooling of dense particle beams. Transition from microwave to optical frequencies enables an achievement of stochastic cooling rates which are orders of magnitude higher than ones achievable with the classical microwave based stochastic cooling systems. A subsytem critical to the OSC scheme is the focusing optics used to image radiation from the upstream "pickup" undulator to the downstream "kicker" undulator. In this paper, we present simulation results using wave-optics calculation carried out with the {\\sc Synchrotron Radiation Workshop} (SRW). Our simulations are performed in support to a proof-of-principle experiment planned at the Integrable Optics Test Accelerator (IOTA) at Fermilab. The calculations provide an estimate of the energy kick received by a 100-MeV electron as it propagates in the kicker undulator and interacts with the electromagnetic pulse it radiated at an earlier time while traveling through the pickup undulator.

Transitional free convection flows induced by thermal line sources

NARCIS (Netherlands)

Bastiaans, R.J.M.

1993-01-01

In the present study the usefullness of a large eddy simulation for transition is examined. Numerical results of such simulations are presented from a study to determine the characteristics of a flow induced by a thermal line source. The first bifurcation to time dependent motion and the route to

Man-made flows from a fish's perspective: autonomous classification of turbulent fishway flows with field data collected using an artificial lateral line.

Science.gov (United States)

Tuhtan, Jeffrey A; Fuentes-Perez, Juan Francisco; Toming, Gert; Schneider, Matthias; Schwarzenberger, Richard; Schletterer, Martin; Kruusmaa, Maarja

2018-05-25

The lateral line system provides fish with advanced mechanoreception over a wide range of flow conditions. Inspired by the abilities of their biological counterparts, artificial lateral lines have been developed and tested exclusively under laboratory settings. Motivated by the lack of flow measurements taken in the field which consider fluid-body interactions, we built a fish-shaped lateral line probe. The device is outfitted with 11 high-speed (2.5 kHz) time-synchronized pressure transducers, and designed to capture and classify flows in fish passage structures. A total of 252 field measurements, each with a sample size of 132 000 discrete sensor readings were recorded in the slots and across the pools of vertical slot fishways. These data were used to estimate the time-averaged flow velocity (R 2   =  0.952), which represents the most common metric to assess fishway flows. The significant contribution of this work is the creation and application of hydrodynamic signatures generated by the spatial distribution of pressure fluctuations on the fish-shaped body. The signatures are based on the collection of the pressure fluctuations' probability distributions, and it is shown that they can be used to automatically classify distinct flow regions within the pools of three different vertical slot fishways. For the first time, field data from operational fishway measurements are sampled and classified using an artificial lateral line, providing a completely new source of bioinspired flow information.

Deterministic flows of order-parameters in stochastic processes of quantum Monte Carlo method

International Nuclear Information System (INIS)

Inoue, Jun-ichi

2010-01-01

In terms of the stochastic process of quantum-mechanical version of Markov chain Monte Carlo method (the MCMC), we analytically derive macroscopically deterministic flow equations of order parameters such as spontaneous magnetization in infinite-range (d(= ∞)-dimensional) quantum spin systems. By means of the Trotter decomposition, we consider the transition probability of Glauber-type dynamics of microscopic states for the corresponding (d + 1)-dimensional classical system. Under the static approximation, differential equations with respect to macroscopic order parameters are explicitly obtained from the master equation that describes the microscopic-law. In the steady state, we show that the equations are identical to the saddle point equations for the equilibrium state of the same system. The equation for the dynamical Ising model is recovered in the classical limit. We also check the validity of the static approximation by making use of computer simulations for finite size systems and discuss several possible extensions of our approach to disordered spin systems for statistical-mechanical informatics. Especially, we shall use our procedure to evaluate the decoding process of Bayesian image restoration. With the assistance of the concept of dynamical replica theory (the DRT), we derive the zero-temperature flow equation of image restoration measure showing some 'non-monotonic' behaviour in its time evolution.

Stochastic estimation of flow near the trailing edge of a NACA0012 airfoil

Energy Technology Data Exchange (ETDEWEB)

Garcia-Sagrado, Ana [University of Cambridge, Whittle Laboratory, Department of Engineering, Cambridge (United Kingdom); Applied Modelling and Computation Group, Department of Earth Science and Engineering, Royal School of Mines, Imperial College London, London (United Kingdom); Hynes, Tom [University of Cambridge, Whittle Laboratory, Department of Engineering, Cambridge (United Kingdom)

2011-10-15

A stochastic estimation technique has been applied to simultaneously acquired data of velocity and surface pressure as a tool to identify the sources of wall-pressure fluctuations. The measurements have been done on a NACA0012 airfoil at a Reynolds number of Re{sub c} = 2 x 10 {sup 5}, based on the chord of the airfoil, where a separated laminar boundary layer was present. By performing simultaneous measurements of the surface pressure fluctuations and of the velocity field in the boundary layer and wake of the airfoil, the wall-pressure sources near the trailing edge (TE) have been studied. The mechanisms and flow structures associated with the generation of the surface pressure have been investigated. The ''quasi-instantaneous'' velocity field resulting from the application of the technique has led to a picture of the evolution in time of the convecting surface pressure generating flow structures and revealed information about the sources of the wall-pressure fluctuations, their nature and variability. These sources are closely related to those of the radiated noise from the TE of an airfoil and to the vibration issues encountered in ship hulls for example. The NACA0012 airfoil had a 30 cm chord and aspect ratio of 1. (orig.)

Modeling and Control of a Manufacturing Flow Line using Partial Differential Equations

NARCIS (Netherlands)

Berg, van den R.A.; Lefeber, A.A.J.; Rooda, J.E.

2008-01-01

This brief deals with a control framework for manufacturing flow lines. For this framework, a continuous approximation model of the manufacturing system is required, which is computationally feasible and able to accurately describe the dynamics of the system (both throughput and flow time). Often

Turbulent penetration in T-junction branch lines with leakage flow

Energy Technology Data Exchange (ETDEWEB)

Kickhofel, John, E-mail: kickhofel@lke.mavt.ethz.ch; Valori, Valentina, E-mail: v.valori@tudelft.nl; Prasser, H.-M., E-mail: prasser@lke.mavt.ethz.ch

2014-09-15

Highlights: • New T-junction facility designed for adiabatic high velocity ratio mixing studies. • Trends in scalar mixing RMS and average in branch line presented and discussed. • Turbulent penetration has unique power spectrum relevant to thermal fatigue. • Forced flow oscillations translate to peaks in power spectrum in branch line. - Abstract: While the study of T-junction mixing with branch velocity ratios of near 1, so called cross flow mixing, is well advanced, to the point of realistic reactor environment fluid–structure interaction experiments and CFD benchmarking, turbulent penetration studies remain an under-researched threat to primary circuit piping. A new facility has been constructed for the express purpose of studying turbulent penetration in branch lines of T-junctions in the context of the high cycle thermal fatigue problem in NPPs. Turbulent penetration, which may be the result of a leaking valve in a branch line or an unisolable branch with heat losses, induces a thermal cycling region which may result in high cycle fatigue damage and failures. Leakage flow experiments have been performed in a perpendicular T-junction in a horizontal orientation with 50 mm diameter main pipe and branch pipe at velocity ratios (main/branch) up to 400. Wire mesh sensors are used as a means of measuring the mixing scalar in adiabatic tests with deionized and tap water. The near-wall region of highest scalar fluctuations is seen to vary circumferentially and in depth in the branch a great deal depending on the velocity ratio. The power spectra of the mixing scalar in the region of turbulent penetration are found to be dominated by high amplitude fluctuations at low frequencies, of particular interest to thermal fatigue. Artificial velocity oscillations in the main pipe manifest in the mixing spectra in the branch line in the form of a peak, the magnitude of which grows with increasing local RMS.

Clustered iterative stochastic ensemble method for multi-modal calibration of subsurface flow models

KAUST Repository

Elsheikh, Ahmed H.

2013-05-01

A novel multi-modal parameter estimation algorithm is introduced. Parameter estimation is an ill-posed inverse problem that might admit many different solutions. This is attributed to the limited amount of measured data used to constrain the inverse problem. The proposed multi-modal model calibration algorithm uses an iterative stochastic ensemble method (ISEM) for parameter estimation. ISEM employs an ensemble of directional derivatives within a Gauss-Newton iteration for nonlinear parameter estimation. ISEM is augmented with a clustering step based on k-means algorithm to form sub-ensembles. These sub-ensembles are used to explore different parts of the search space. Clusters are updated at regular intervals of the algorithm to allow merging of close clusters approaching the same local minima. Numerical testing demonstrates the potential of the proposed algorithm in dealing with multi-modal nonlinear parameter estimation for subsurface flow models. © 2013 Elsevier B.V.

Stochastic energy balancing in substation energy management

Directory of Open Access Journals (Sweden)

Hassan Shirzeh

2015-12-01

Full Text Available In the current research, a smart grid is considered as a network of distributed interacting nodes represented by renewable energy sources, storage and loads. The source nodes become active or inactive in a stochastic manner due to the intermittent nature of natural resources such as wind and solar irradiance. Prediction and stochastic modelling of electrical energy flow is a critical task in such a network in order to achieve load levelling and/or peak shaving in order to minimise the fluctuation between off-peak and peak energy demand. An effective approach is proposed to model and administer the behaviour of source nodes in this grid through a scheduling strategy control algorithm using the historical data collected from the system. The stochastic model predicts future power consumption/injection to determine the power required for storage components. The stochastic models developed based on the Box-Jenkins method predict the most efficient state of the electrical energy flow between a distribution network and nodes and minimises the peak demand and off-peak consumption of acquiring electrical energy from the main grid. The performance of the models is validated against the autoregressive moving average (ARIMA and the Markov chain models used in previous work. The results demonstrate that the proposed method outperforms both the ARIMA and the Markov chain model in terms of forecast accuracy. Results are presented, the strengths and limitations of the approach are discussed, and possible future work is described.

Fatigue failure by in-line flow-induced vibration and fatigue life evaluation

International Nuclear Information System (INIS)

Odahara, Satoru; Murakami, Yukitaka; Inoue, Masahiro; Sueoka, Atsuo

2004-01-01

The phenomenon of fatigue failure by the In-line flow-induced vibration was studied. A newly water-flow-induced vibration system was made and used to reproduce fatigue failure by flow-induced vibration. A medium carbon steel specimen was fixed to the experimental equipment. A small artificial hole was introduced onto the specimen surface. Fatigue crack initiated from the artificial hole. A small portable strain histogram recorder (Mini Rainflow Corder, MRC) developed in another project of the authors' team was used to acquire the service strain hisogram at a critical point of the specimen and to measure the variation of natural frequency. Cumulative fatigue damage D defined by the Modified Miner Rule was calculated by using the strain histogram at the initial stage of test. The value of D was almost unity in the case of In-line vibration, while the values of D in the case of the Cross-flow vibration ranged from 0.2 to 0.8. (author)

Imposed Work of Breathing for Flow Meters with In-Line versus Flow-Through Technique during Simulated Neonatal Breathing.

Science.gov (United States)

Donaldsson, Snorri; Falk, Markus; Jonsson, Baldvin; Drevhammar, Thomas

2015-01-01

The ability to determine airflow during nasal CPAP (NCPAP) treatment without adding dead space or resistance would be useful when investigating the physiologic effects of different NCPAP systems on breathing. The aim of this study was to investigate the effect on pressure stability of different flow measuring devices at the in-line and flow-through position, using simulated neonatal breathing. Six different flow measure devices were evaluated by recording pressure changes and imposed work of breathing for breaths with 16 and 32 ml tidal volumes. The tests were performed initially with the devices in an in line position and with 5 and 10 L/min using flow through technique, without CPAP. The flow meters were then subsequently tested with an Infant Flow CPAP system at 3, 5 and 8 cm H2O pressure using flow through technique. The quality of the recorded signals was compared graphically. The resistance of the measuring devices generated pressure swings and imposed work of breathing. With bias flow, the resistance also generated CPAP pressure. Three of the devices had low resistance and generated no changes in pressure stability or CPAP pressure. The two devices intended for neonatal use had the highest measured resistance. The importance of pressure stability and increased work of breathing during non-invasive respiratory support are insufficiently studied. Clinical trials using flow-through technique have not focused on pressure stability. Our results indicate that a flow-through technique might be a way forward in obtaining a sufficiently high signal quality without the added effects of rebreathing and increased work of breathing. The results should stimulate further research and the development of equipment for dynamic flow measurements in neonates.

Stochastic Cell Fate Progression in Embryonic Stem Cells

Science.gov (United States)

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

Stochastic equations for complex systems theoretical and computational topics

CERN Document Server

Bessaih, Hakima

2015-01-01

Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics.  The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of stochastic equations. A third focus is on the development and application of stochastic methods to simulate turbulent flows as seen in reality.  This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of stochastic differential equations ...

Double diffusivity model under stochastic forcing

Science.gov (United States)

Chattopadhyay, Amit K.; Aifantis, Elias C.

2017-05-01

The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into

Flow cytometric analysis of microbial contamination in food industry technological lines--initial study.

Science.gov (United States)

Józwa, Wojciech; Czaczyk, Katarzyna

2012-04-02

Flow cytometry constitutes an alternative for traditional methods of microorganisms identification and analysis, including methods requiring cultivation step. It enables the detection of pathogens and other microorganisms contaminants without the need to culture microbial cells meaning that the sample (water, waste or food e.g. milk, wine, beer) may be analysed directly. This leads to a significant reduction of time required for analysis allowing monitoring of production processes and immediate reaction in case of contamination or any disruption occurs. Apart from the analysis of raw materials or products on different stages of manufacturing process, the flow cytometry seems to constitute an ideal tool for the assessment of microbial contamination on the surface of technological lines. In the present work samples comprising smears from 3 different surfaces of technological lines from fruit and vegetable processing company from Greater Poland were analysed directly with flow cytometer. The measured parameters were forward and side scatter of laser light signals allowing the estimation of microbial cell contents in each sample. Flow cytometric analysis of the surface of food industry production lines enable the preliminary evaluation of microbial contamination within few minutes from the moment of sample arrival without the need of sample pretreatment. The presented method of fl ow cytometric initial evaluation of microbial state of food industry technological lines demonstrated its potential for developing a robust, routine method for the rapid and labor-saving detection of microbial contamination in food industry.

Imposed Work of Breathing for Flow Meters with In-Line versus Flow-Through Technique during Simulated Neonatal Breathing.

Directory of Open Access Journals (Sweden)

Snorri Donaldsson

Full Text Available The ability to determine airflow during nasal CPAP (NCPAP treatment without adding dead space or resistance would be useful when investigating the physiologic effects of different NCPAP systems on breathing. The aim of this study was to investigate the effect on pressure stability of different flow measuring devices at the in-line and flow-through position, using simulated neonatal breathing.Six different flow measure devices were evaluated by recording pressure changes and imposed work of breathing for breaths with 16 and 32 ml tidal volumes. The tests were performed initially with the devices in an in line position and with 5 and 10 L/min using flow through technique, without CPAP. The flow meters were then subsequently tested with an Infant Flow CPAP system at 3, 5 and 8 cm H2O pressure using flow through technique. The quality of the recorded signals was compared graphically.The resistance of the measuring devices generated pressure swings and imposed work of breathing. With bias flow, the resistance also generated CPAP pressure. Three of the devices had low resistance and generated no changes in pressure stability or CPAP pressure. The two devices intended for neonatal use had the highest measured resistance.The importance of pressure stability and increased work of breathing during non-invasive respiratory support are insufficiently studied. Clinical trials using flow-through technique have not focused on pressure stability. Our results indicate that a flow-through technique might be a way forward in obtaining a sufficiently high signal quality without the added effects of rebreathing and increased work of breathing. The results should stimulate further research and the development of equipment for dynamic flow measurements in neonates.

Information theory and stochastics for multiscale nonlinear systems

CERN Document Server

Majda, Andrew J; Grote, Marcus J

2005-01-01

This book introduces mathematicians to the fascinating emerging mathematical interplay between ideas from stochastics and information theory and important practical issues in studying complex multiscale nonlinear systems. It emphasizes the serendipity between modern applied mathematics and applications where rigorous analysis, the development of qualitative and/or asymptotic models, and numerical modeling all interact to explain complex phenomena. After a brief introduction to the emerging issues in multiscale modeling, the book has three main chapters. The first chapter is an introduction to information theory with novel applications to statistical mechanics, predictability, and Jupiter's Red Spot for geophysical flows. The second chapter discusses new mathematical issues regarding fluctuation-dissipation theorems for complex nonlinear systems including information flow, various approximations, and illustrates applications to various mathematical models. The third chapter discusses stochastic modeling of com...

Study of the behaviour of chaotic magnetic field lines in a tokamak

International Nuclear Information System (INIS)

Hugon, M.; Mendonca, J.T.; Rebut, P.H.

1989-01-01

One plausible explanation for the observed anomalous energy losses in tokamaks is the existence of a confinement region in the plasma, where magnetic islands coexist with stochastic magnetic field lines. It is the purpose of the present work to elucidate the statistical behaviour of the stochastic field lines. This is done by numerically integrating the field line equations. (author) 4 refs., 2 figs

Stochastic time series analysis of hydrology data for water resources

Science.gov (United States)

Sathish, S.; Khadar Babu, S. K.

2017-11-01

The prediction to current publication of stochastic time series analysis in hydrology and seasonal stage. The different statistical tests for predicting the hydrology time series on Thomas-Fiering model. The hydrology time series of flood flow have accept a great deal of consideration worldwide. The concentration of stochastic process areas of time series analysis method are expanding with develop concerns about seasonal periods and global warming. The recent trend by the researchers for testing seasonal periods in the hydrologic flowseries using stochastic process on Thomas-Fiering model. The present article proposed to predict the seasonal periods in hydrology using Thomas-Fiering model.

From stochastic completion fields to tensor voting

NARCIS (Netherlands)

Almsick, van M.A.; Duits, R.; Franken, E.M.; Haar Romenij, ter B.M.; Olsen, O.F.; Florack, L.M.J.; Kuijper, A.

2005-01-01

Several image processing algorithms imitate the lateral interaction of neurons in the visual striate cortex V1 to account for the correlations along contours and lines. Here we focus on two methodologies: tensor voting by Guy and Medioni, and stochastic completion fields by Mumford, Williams and

Lung Tumor Segmentation Using Electric Flow Lines for Graph Cuts

DEFF Research Database (Denmark)

Hollensen, Christian; Cannon, George; Cannon, Donald

2012-01-01

are normally only used for correction of movements. The method uses graphs based on electric flow lines. The method offers several advantages when trying to replicate manual segmentations. The method gave a dice coefficient of 0.85 and performed better than level set methods and deformable registration....

Nested separatrices in simple shear flows: the effect of localized disturbances on stagnation lines

OpenAIRE

Wilson, M.C.T.; Gaskell, P.H.; Savage, M.D.

2005-01-01

The effects of localized two-dimensional disturbances on the structure of shear flows featuring a stagnation line are investigated. A simple superposition of a planar Couette flow and Moffatt's [J. Fluid Mech. 18, 1--18 (1964)] streamfunction for the decay of a disturbance between infinite stationary parallel plates shows that in general the stagnation line is replaced by a chain of alternating elliptic and hyperbolic stagnation points with a separation equal to 2.78 times the half-gap betwee...

Modeling particle emission and power flow in pulsed-power driven, nonuniform transmission lines

Directory of Open Access Journals (Sweden)

Nichelle Bruner

2008-04-01

Full Text Available Pulsed-power driven x-ray radiographic systems are being developed to operate at higher power in an effort to increase source brightness and penetration power. Essential to the design of these systems is a thorough understanding of electron power flow in the transmission line that couples the pulsed-power driver to the load. In this paper, analytic theory and fully relativistic particle-in-cell simulations are used to model power flow in several experimental transmission-line geometries fielded on Sandia National Laboratories’ upgraded Radiographic Integrated Test Stand [IEEE Trans. Plasma Sci. 28, 1653 (2000ITPSBD0093-381310.1109/27.901250]. Good agreement with measured electrical currents is demonstrated on a shot-by-shot basis for simulations which include detailed models accounting for space-charge-limited electron emission, surface heating, and stimulated particle emission. Resonant cavity modes related to the transmission-line impedance transitions are also shown to be excited by electron power flow. These modes can drive oscillations in the output power of the system, degrading radiographic resolution.

On-line validation of feedwater flow rate in nuclear power plants using neural networks

International Nuclear Information System (INIS)

Khadem, M.; Ipakchi, A.; Alexandro, F.J.; Colley, R.W.

1994-01-01

On-line calibration of feedwater flow rate measurement in nuclear power plants provides a continuous realistic value of feedwater flow rate. It also reduces the manpower required for periodic calibration needed due to the fouling and defouling of the venturi meter surface condition. This paper presents a method for on-line validation of feedwater flow rate in nuclear power plants. The method is an improvement of the previously developed method which is based on the use of a set of process variables dynamically related to the feedwater flow rate. The online measurements of this set of variables are used as inputs to a neural network to obtain an estimate of the feedwater flow rate reading. The difference between the on-line feedwater flow rate reading, and the neural network estimate establishes whether there is a need to apply a correction factor to the feedwater flow rate measurement for calculation of the actual reactor power. The method was applied to the feedwater flow meters in the two feedwater flow loops of the TMI-1 nuclear power plant. The venturi meters used for flow measurements are susceptible to frequent fouling that degrades their measurement accuracy. The fouling effects can cause an inaccuracy of up to 3% relative error in feedwater flow rate reading. A neural network, whose inputs were the readings of a set of reference instruments, was designed to predict both feedwater flow rates simultaneously. A multi-layer feedforward neural network employing the backpropagation algorithm was used. A number of neural network training tests were performed to obtain an optimum filtering technique of the input/output data of the neural networks. The result of the selection of the filtering technique was confirmed by numerous Fast Fourier Transform (FFT) tests. Training and testing were done on data from TMI-1 nuclear power plant. The results show that the neural network can predict the correct flow rates with an absolute relative error of less than 2%

CISM course on stochastic methods in fluid mechanics

CERN Document Server

Chibbaro, Sergio

2013-01-01

Since their first introduction in natural sciences through the work of Einstein on Brownian motion in 1905 and further works, in particular by Langevin, Smoluchowski and others, stochastic processes have been used in several areas of science and technology. For example, they have been applied in chemical studies, or in fluid turbulence and for combustion and reactive flows. The articles in this book provide a general and unified framework in which stochastic processes are presented as modeling tools for various issues in engineering, physics and chemistry, with particular focus on fluid mechan

Stochastic Funding of a Defined Contribution Pension Plan with Proportional Administrative Costs and Taxation under Mean-Variance Optimization Approach

Directory of Open Access Journals (Sweden)

Charles I Nkeki

2014-11-01

Full Text Available This paper aim at studying a mean-variance portfolio selection problem with stochastic salary, proportional administrative costs and taxation in the accumulation phase of a defined contribution (DC pension scheme. The fund process is subjected to taxation while the contribution of the pension plan member (PPM is tax exempt. It is assumed that the flow of contributions of a PPM are invested into a market that is characterized by a cash account and a stock. The optimal portfolio processes and expected wealth for the PPM are established. The efficient and parabolic frontiers of a PPM portfolios in mean-variance are obtained. It was found that capital market line can be attained when initial fund and the contribution rate are zero. It was also found that the optimal portfolio process involved an inter-temporal hedging term that will offset any shocks to the stochastic salary of the PPM.

Paraffin dispersant application for cleaning subsea flow lines in the deep water Gulf of Mexico cottonwood development

Energy Technology Data Exchange (ETDEWEB)

Jennings, David; White, Jake; Pogoson, Oje [Baker Hughes Inc., Houston, TX (United States); Barros, Dalmo; Ramachandran, Kartik; Bonin, George; Waltrich, Paulo; Shecaira, Farid [PETROBRAS America, Houston, TX (United States); Ziglio, Claudio [Petroleo Brasileiro S.A. (CENPES/PETROBRAS), Rio de Janeiro, RJ (Brazil). Centro de Pesquisa e Desenvolvimento

2012-07-01

This paper discusses a paraffin dispersant (in seawater) application to clean paraffin deposition from a severely restricted 17.4-mile dual subsea flow line system in the Gulf of Mexico Cottonwood development. In principle, dispersant treatments are simple processes requiring effective dispersant packages and agitation to break-up and disperse deposition. Dispersants have been used onshore for treating wax deposition for decades. Implementation of a treatment in a long deep water production system, however, poses numerous challenges. The Cottonwood application was one of the first ever deep water dispersant applications. The application was designed in four separate phases: pre-treatment displacement for hydrate protection, dispersant treatment for paraffin deposition removal, pigging sequence for final flow line cleaning, and post-treatment displacement for hydrate protection. In addition, considerable job planning was performed to ensure the application was executed in a safe and environmentally responsible manner. Two dynamically positioned marine vessels were used for pumping fluids and capturing returns. The application was extremely successful in restoring the deep water flow lines back to near pre-production state. Final pigging operations confirmed the flow lines were cleaned of all restrictions. Significant paraffin deposition was removed in the application. Approximately 900 bbls of paraffin sludge was recovered from the 4000 bbl internal volume flow line loop. Furthermore, the application was completed with zero discharge of fluids. The application provided significant value for the Cottonwood development. It allowed production from wells to be brought on-line at a higher capacity, thereby generating increased revenue. It also allowed resumption of routine pigging operations. As such, the Cottonwood dispersant application illustrates that with proper planning and execution, paraffin dispersant treatments can be highly effective solutions for cleaning

A Line Search Multilevel Truncated Newton Algorithm for Computing the Optical Flow

Directory of Open Access Journals (Sweden)

Lluís Garrido

2015-06-01

Full Text Available We describe the implementation details and give the experimental results of three optimization algorithms for dense optical flow computation. In particular, using a line search strategy, we evaluate the performance of the unilevel truncated Newton method (LSTN, a multiresolution truncated Newton (MR/LSTN and a full multigrid truncated Newton (FMG/LSTN. We use three image sequences and four models of optical flow for performance evaluation. The FMG/LSTN algorithm is shown to lead to better optical flow estimation with less computational work than both the LSTN and MR/LSTN algorithms.

A study of the flow field surrounding interacting line fires

Science.gov (United States)

Trevor Maynard; Marko Princevac; David R. Weise

2016-01-01

The interaction of converging fires often leads to significant changes in fire behavior, including increased flame length, angle, and intensity. In this paper, the fluid mechanics of two adjacent line fires are studied both theoretically and experimentally. A simple potential flow model is used to explain the tilting of interacting flames towards each other, which...

Stochastic partial differential equations a modeling, white noise functional approach

CERN Document Server

Holden, Helge; Ubøe, Jan; Zhang, Tusheng

1996-01-01

This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera­ tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre­ sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in r...

Stochastic Analysis 2010

CERN Document Server

Crisan, Dan

2011-01-01

"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa

A Study of the Flow Field Surrounding Interacting Line Fires

Directory of Open Access Journals (Sweden)

Trevor Maynard

2016-01-01

Full Text Available The interaction of converging fires often leads to significant changes in fire behavior, including increased flame length, angle, and intensity. In this paper, the fluid mechanics of two adjacent line fires are studied both theoretically and experimentally. A simple potential flow model is used to explain the tilting of interacting flames towards each other, which results from a momentum imbalance triggered by fire geometry. The model was validated by measuring the velocity field surrounding stationary alcohol pool fires. The flow field was seeded with high-contrast colored smoke, and the motion of smoke structures was analyzed using a cross-correlation optical flow technique. The measured velocities and flame angles are found to compare reasonably with the predicted values, and an analogy between merging fires and wind-blown flames is proposed.

Diffusive processes in a stochastic magnetic field

International Nuclear Information System (INIS)

Wang, H.; Vlad, M.; Vanden Eijnden, E.; Spineanu, F.; Misguich, J.H.; Balescu, R.

1995-01-01

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, 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

HOMOCLINIC TANGLE BIFURCATIONS AND EDGE STOCHASTICITY IN DIVERTED TOKAMAKS

International Nuclear Information System (INIS)

EVANS, T.E.; ROEDER, R.K.W.; CARTER, J.A.; RAPOPORT, B.I.

2003-01-01

OAK-B135 The boundary and pedestal region of a poloidally diverted tokamak is particularly susceptible to the onset of vacuum magnetic field stochasticity due to small non-axisymmetric resonant perturbations. Recent calculations of the separatrix topology in diverted tokamaks, when subjected to small magnetic perturbations, show the existence of complex invariant manifold structures known as homoclinic tangles. These structures appear above a relatively low perturbation threshold that depends on certain equilibrium shape parameters. Homoclinic tangles represent a splitting of the unperturbed separatrix into stable and unstable invariant manifolds associated with each X-point (hyperbolic point). The manifolds that make up homoclinic tangles set the boundaries that prescribe how stochastic field line trajectories are organized i.e., how field lines from the inner domain of the unperturbed separatrix mix and are transported to plasma facing surfaces such as divertor target plates and protruding baffle structures. Thus, the topology of these tangles determines which plasma facing components are most likely to interact with escaping magnetic field lines and the parallel heat and particle flux they carry

Distributed flow estimation and closed-loop control of an underwater vehicle with a multi-modal artificial lateral line.

Science.gov (United States)

DeVries, Levi; Lagor, Francis D; Lei, Hong; Tan, Xiaobo; Paley, Derek A

2015-03-25

Bio-inspired sensing modalities enhance the ability of autonomous vehicles to characterize and respond to their environment. This paper concerns the lateral line of cartilaginous and bony fish, which is sensitive to fluid motion and allows fish to sense oncoming flow and the presence of walls or obstacles. The lateral line consists of two types of sensing modalities: canal neuromasts measure approximate pressure gradients, whereas superficial neuromasts measure local flow velocities. By employing an artificial lateral line, the performance of underwater sensing and navigation strategies is improved in dark, cluttered, or murky environments where traditional sensing modalities may be hindered. This paper presents estimation and control strategies enabling an airfoil-shaped unmanned underwater vehicle to assimilate measurements from a bio-inspired, multi-modal artificial lateral line and estimate flow properties for feedback control. We utilize potential flow theory to model the fluid flow past a foil in a uniform flow and in the presence of an upstream obstacle. We derive theoretically justified nonlinear estimation strategies to estimate the free stream flowspeed, angle of attack, and the relative position of an upstream obstacle. The feedback control strategy uses the estimated flow properties to execute bio-inspired behaviors including rheotaxis (the tendency of fish to orient upstream) and station-holding (the tendency of fish to position behind an upstream obstacle). A robotic prototype outfitted with a multi-modal artificial lateral line composed of ionic polymer metal composite and embedded pressure sensors experimentally demonstrates the distributed flow sensing and closed-loop control strategies.

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

Science.gov (United States)

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.

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

Directory of Open Access Journals (Sweden)

Jae Sang Moon

2017-12-01

Full Text Available 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, 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.

Self-Organization by Stochastic Reconnection: The Mechanism Underlying CMEs/Flares

Science.gov (United States)

Antiochos, S. K.; Knizhnik, K. J.; DeVore, C. R.

2017-12-01

The largest explosions in the solar system are the giant CMEs/flares that produce the most dangerous space weather at Earth, yet may also have been essential for the origin of life. The root cause of CMEs/flares is that the lowest-lying magnetic field lines in the Sun's corona undergo the continual buildup of stress and free energy that can be released only through explosive ejection. We perform the first MHD simulations of a coronal-photospheric magnetic system that is driven by random photospheric convective flows and has a realistic geometry for the coronal field. Furthermore, our simulations accurately preserve the key constraint of magnetic helicity. We find that even though small-scale stress is injected randomly throughout the corona, the net result of "stochastic" coronal reconnection is a coherent stretching of the lowest-lying field lines. This highly counter-intuitive demonstration of self-organization - magnetic stress builds up locally rather than spreading out to a minimum energy state - is the fundamental mechanism responsible for the Sun's magnetic explosions and is likely to be a mechanism that is ubiquitous throughout space and laboratory plasmas. This work was supported in part by the NASA LWS and SR Programs.

Stochastic cycle selection in active flow networks

Science.gov (United States)

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 Sizing of Energy Storage Systems for Wind Integration

Directory of Open Access Journals (Sweden)

D. D. Le

2018-06-01

Full Text Available In this paper, we present an optimal capacity decision model for energy storage systems (ESSs in combined operation with wind energy in power systems. We use a two-stage stochastic programming approach to take into account both wind and load uncertainties. The planning problem is formulated as an AC optimal power flow (OPF model with the objective of minimizing ESS installation cost and system operation cost. Stochastic wind and load inputs for the model are generated from historical data using clustering technique. The model is tested on the IEEE 39-bus system.

Computational issues and applications of line-elements to model subsurface flow governed by the modified Helmholtz equation

Science.gov (United States)

Bakker, Mark; Kuhlman, Kristopher L.

2011-09-01

Two new approaches are presented for the accurate computation of the potential due to line elements that satisfy the modified Helmholtz equation with complex parameters. The first approach is based on fundamental solutions in elliptical coordinates and results in products of Mathieu functions. The second approach is based on the integration of modified Bessel functions. Both approaches allow evaluation of the potential at any distance from the element. The computational approaches are applied to model transient flow with the Laplace transform analytic element method. The Laplace domain solution is computed using a combination of point elements and the presented line elements. The time domain solution is obtained through a numerical inversion. Two applications are presented to transient flow fields, which could not be modeled with the Laplace transform analytic element method prior to this work. The first application concerns transient single-aquifer flow to wells near impermeable walls modeled with line-doublets. The second application concerns transient two-aquifer flow to a well near a stream modeled with line-sinks.

Full particle orbit effects in regular and stochastic magnetic fields

Energy Technology Data Exchange (ETDEWEB)

Ogawa, Shun, E-mail: shun.ogawa@cpt.univ-mrs.fr [Aix Marseille Univ., Univ. Toulon, CNRS, CPT, Marseille (France); CEA, IRFM, F-13108 St. Paul-lez-Durance Cedex (France); Cambon, Benjamin; Leoncini, Xavier; Vittot, Michel [Aix Marseille Univ., Univ. Toulon, CNRS, CPT, Marseille (France); Castillo-Negrete, Diego del [Oak Ridge National Laboratory, Oak Ridge, Tennessee 37831-6169 (United States); Dif-Pradalier, Guilhem; Garbet, Xavier [CEA, IRFM, F-13108 St. Paul-lez-Durance Cedex (France)

2016-07-15

We present a numerical study of charged particle motion in a time-independent magnetic field in cylindrical geometry. The magnetic field model consists of an unperturbed reversed-shear (non-monotonic q-profile) helical part and a perturbation consisting of a superposition of modes. Contrary to most of the previous studies, the particle trajectories are computed by directly solving the full Lorentz force equations of motion in a six-dimensional phase space using a sixth-order, implicit, symplectic Gauss-Legendre method. The level of stochasticity in the particle orbits is diagnosed using averaged, effective Poincare sections. It is shown that when only one mode is present, the particle orbits can be stochastic even though the magnetic field line orbits are not stochastic (i.e., fully integrable). The lack of integrability of the particle orbits in this case is related to separatrix crossing and the breakdown of the global conservation of the magnetic moment. Some perturbation consisting of two modes creates resonance overlapping, leading to Hamiltonian chaos in magnetic field lines. Then, the particle orbits exhibit a nontrivial dynamics depending on their energy and pitch angle. It is shown that the regions where the particle motion is stochastic decrease as the energy increases. The non-monotonicity of the q-profile implies the existence of magnetic ITBs (internal transport barriers) which correspond to shearless flux surfaces located in the vicinity of the q-profile minimum. It is shown that depending on the energy, these magnetic ITBs might or might not confine particles. That is, magnetic ITBs act as an energy-dependent particle confinement filter. Magnetic field lines in reversed-shear configurations exhibit topological bifurcations (from homoclinic to heteroclinic) due to separatrix reconnection. We show that a similar but more complex scenario appears in the case of particle orbits that depend in a non-trivial way on the energy and pitch angle of the

Stochastic Dynamic AC Optimal Power Flow Based on a Multivariate Short-Term Wind Power Scenario Forecasting Model

Directory of Open Access Journals (Sweden)

Wenlei Bai

2017-12-01

Full Text Available The deterministic methods generally used to solve DC optimal power flow (OPF do not fully capture the uncertainty information in wind power, and thus their solutions could be suboptimal. However, the stochastic dynamic AC OPF problem can be used to find an optimal solution by fully capturing the uncertainty information of wind power. That uncertainty information of future wind power can be well represented by the short-term future wind power scenarios that are forecasted using the generalized dynamic factor model (GDFM—a novel multivariate statistical wind power forecasting model. Furthermore, the GDFM can accurately represent the spatial and temporal correlations among wind farms through the multivariate stochastic process. Fully capturing the uncertainty information in the spatially and temporally correlated GDFM scenarios can lead to a better AC OPF solution under a high penetration level of wind power. Since the GDFM is a factor analysis based model, the computational time can also be reduced. In order to further reduce the computational time, a modified artificial bee colony (ABC algorithm is used to solve the AC OPF problem based on the GDFM forecasting scenarios. Using the modified ABC algorithm based on the GDFM forecasting scenarios has resulted in better AC OPF’ solutions on an IEEE 118-bus system at every hour for 24 h.

Three-dimensional Effects of Turburlent Flow in an In-Line Tube Bundle

DEFF Research Database (Denmark)

Meyer, Knud Erik

1998-01-01

Velocities have been measured with laser Doppler anemometry between tubes in cross-flow in a small in-line tube bundle with longitudinal to transverse pitches of 1.5Dx1.8D and a Reynolds number based on mean velocity in minimum flow section of Re=30000. At most locations a single recirculation zone...... is found behind each tube. However, the direction of circulation changes sign along the tube with a period of about 2~tube diameters. Three different patterns of such recirculation zones have been observed. Each pattern is very stable and does not change under undisturbed flow conditions....

A probabilistic calculation of load flow as a method for the evaluation of the impact of stochastic generators and consumers on the network flow; Probabilistische Leistungsflussberechnung als Methode zur Bewertung der Einfluesse stochastischer Erzeuger und Verbraucher auf die Netzbelastung

Energy Technology Data Exchange (ETDEWEB)

Huehnerbein, Benjamin Rudolf

2011-07-01

The load flow situation has significantly changed in electric power systems throughout the deregulation of European electricity market and the development of renewable energy sources. In the past load profiles of transmission lines and transformers were only dependent on the customers power demand. Today it is a mixture of load curves, power feed in by renewables and power transits which affect the usage of the transmission system. This leads to a fluctuating utilisation with a certain probability for each state with respect to the stochastic character of the above influences. Knowledge of the utilisation is the precondition for an efficient dimensioning of the power system. For these specific requirements the probabilistic power flow calculation is introduced and further developed. The state variables of the power system are defined as random variables and the probability of each grid state is determined. Different types of network equations and calculation techniques, resulting from various assumptions and simplifications of the well-known power flow equations are compared. The solution is found by either convolution techniques or Monte-Carlo-Simulation. The mathematic models is completed by implementation of a balanced power generation as well as by the integration of a correlation approach. This allows more or less realistic behavior for the interaction of load and generation on the one hand and the concurrence of similar nodal powers on the other hand. The result is proven by a boundary load flow on the base of the exact load flow equations. This allows a comparison of the minimum and the maximum values between the linearised and the exact solution. As long as this deviation is known, the results of the probabilistic power flow can be used in power system evaluation. At least an approach for the combination of probabilistic power flow and reliability evaluation is outlined to determine the probability for overloading components for the reason of network

Fourier analysis and stochastic processes

CERN Document Server

Brémaud, Pierre

2014-01-01

This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). A careful review of the prerequisites (integration and probability theory in the appendix, Hilbert spa...

Experimental evidence of population differences in reproductive investment conditional on environmental stochasticity

Energy Technology Data Exchange (ETDEWEB)

Gauthey, Zoé [INRA, UMR 1224, Ecologie Comportementale et Biologie des Populations de Poissons, Aquapôle, quartier Ibarron, 64310 Saint-Pée sur Nivelle (France); Univ Pau & Pays Adour, UMR 1224, Ecologie Comportementale et Biologie des Populations de Poissons, UFR Sciences et Techniques de la Côte Basque, Allée du parc Montaury, 64600 Anglet (France); Panserat, Stéphane [INRA, UR 107, Nutrition Metabolism Aquaculture, Aquapôle, 64310 Saint Pée sur Nivelle (France); Elosegi, Arturo [Faculty of Science and Technology, University of the Basque Country UPV/EHU, 48080 Bilbao (Spain); Herman, Alexandre [INRA, UR 107, Nutrition Metabolism Aquaculture, Aquapôle, 64310 Saint Pée sur Nivelle (France); Tentelier, Cédric [INRA, UMR 1224, Ecologie Comportementale et Biologie des Populations de Poissons, Aquapôle, quartier Ibarron, 64310 Saint-Pée sur Nivelle (France); Univ Pau & Pays Adour, UMR 1224, Ecologie Comportementale et Biologie des Populations de Poissons, UFR Sciences et Techniques de la Côte Basque, Allée du parc Montaury, 64600 Anglet (France); and others

2016-01-15

Environmental stochasticity is expected to shape life histories of species, wherein organisms subjected to strong environmental variation should display adaptive response by being able to tune their reproductive investment. For riverine ecosystems, climate models forecast an increase in the frequency and intensity of extreme events such as floods and droughts. The speed and the mechanisms by which organisms may adapt their reproductive investment are therefore of primary importance to understand how species will cope with such radical environmental changes. In the present study, we sampled spawners from two different populations of wild brown trout, originating from two environments with contrasting levels of flow stochasticity. We placed them in sympatry within an experimental channel during reproductive season. In one modality, water flow was maintained constant, whereas in another modality, water flow was highly variable. Reproductive investment of all individuals was monitored using weight and energetic plasma metabolite variation throughout the reproductive season. Only the populations originating from the most variable environment showed a plastic response to experimental manipulation of water flow, the females being able to reduce their weight variation (from 19.2% to 13.1%) and metabolites variations (from 84.2% to 18.6% for triglycerides for instance) under variable flow conditions. These results imply that mechanisms to cope with environmental stochasticity can differ between populations of the same species, where some populations can be plastic whereas other cannot. - Highlights: • We place two populations of brown trout under contrasting water flow for reproduction. • Energetic metabolite variation is used as a cue of reproductive investment. • In constant flow, both populations show the same reproductive investment. • In variable flow, only one of the populations modifies its reproductive investment. • Divergent evolution of reproductive

Experimental evidence of population differences in reproductive investment conditional on environmental stochasticity

International Nuclear Information System (INIS)

Gauthey, Zoé; Panserat, Stéphane; Elosegi, Arturo; Herman, Alexandre; Tentelier, Cédric

2016-01-01

Environmental stochasticity is expected to shape life histories of species, wherein organisms subjected to strong environmental variation should display adaptive response by being able to tune their reproductive investment. For riverine ecosystems, climate models forecast an increase in the frequency and intensity of extreme events such as floods and droughts. The speed and the mechanisms by which organisms may adapt their reproductive investment are therefore of primary importance to understand how species will cope with such radical environmental changes. In the present study, we sampled spawners from two different populations of wild brown trout, originating from two environments with contrasting levels of flow stochasticity. We placed them in sympatry within an experimental channel during reproductive season. In one modality, water flow was maintained constant, whereas in another modality, water flow was highly variable. Reproductive investment of all individuals was monitored using weight and energetic plasma metabolite variation throughout the reproductive season. Only the populations originating from the most variable environment showed a plastic response to experimental manipulation of water flow, the females being able to reduce their weight variation (from 19.2% to 13.1%) and metabolites variations (from 84.2% to 18.6% for triglycerides for instance) under variable flow conditions. These results imply that mechanisms to cope with environmental stochasticity can differ between populations of the same species, where some populations can be plastic whereas other cannot. - Highlights: • We place two populations of brown trout under contrasting water flow for reproduction. • Energetic metabolite variation is used as a cue of reproductive investment. • In constant flow, both populations show the same reproductive investment. • In variable flow, only one of the populations modifies its reproductive investment. • Divergent evolution of reproductive

Effect of weld line shape on material flow during friction stir welding of aluminum and steel

International Nuclear Information System (INIS)

Yasui, Toshiaki; Ando, Naoyuki; Morinaka, Shinpei; Mizushima, Hiroki; Fukumoto, Masahiro

2014-01-01

The effect of weld line shape on material flow during the friction stir welding of aluminum and steel was investigated. The material flow velocity was evaluated with simulated experiments using plasticine as the simulant material. The validity of the simulated experiments was verified by the marker material experiments on aluminum. The circumferential velocity of material around the probe increased with the depth from the weld surface. The effect is significant in cases where the advancing side is located on the outside of curve and those with higher curvature. Thus, there is an influence of weld line shape on material flow

Stochastic and non-stochastic effects - a conceptual analysis

International Nuclear Information System (INIS)

Karhausen, L.R.

1980-01-01

The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)

HB-Line Dissolver Dilution Flows and Dissolution Capability with Dissolver Charge Chute Cover Off

International Nuclear Information System (INIS)

Hallman, D.F.

2003-01-01

A flow test was performed in Scrap Recovery of HB-Line to document the flow available for hydrogen dilution in the dissolvers when the charge chute covers are removed. Air flow through the dissolver charge chutes, with the covers off, was measured. A conservative estimate of experimental uncertainty was subtracted from the results. After subtraction, the test showed that there is 20 cubic feet per minute (cfm) air flow through the dissolvers during dissolution with a glovebox exhaust fan operating, even with the scrubber not operating. This test also showed there is 6.6 cfm air flow through the dissolvers, after subtraction of experimental uncertainty if the scrubber and the glovebox exhaust fans are not operating. Three H-Canyon exhaust fans provide sufficient motive force to give this 6.6 cfm flow. Material charged to the dissolver will be limited to chemical hydrogen generation rates that will be greater than or equal to 25 percent of the Lower Flammability Limit (LFL) during normal operations. The H-Canyon fans will maintain hydrogen below LFL if electrical power is lost. No modifications are needed in HB-Line Scrap Recovery to ensure hydrogen is maintained less that LFL if the scrubber and glovebox exhaust fans are not operating

Verification of Stochastic Process Calculi

DEFF Research Database (Denmark)

Skrypnyuk, Nataliya

algorithms for constructing bisimulation relations, computing (overapproximations of) sets of reachable states and computing the expected time reachability, the last for a linear fragment of IMC. In all the cases we have the complexities of algorithms which are low polynomial in the size of the syntactic....... In support of this claim we have developed analysis methods that belong to a particular type of Static Analysis { Data Flow / Pathway Analysis. These methods have previously been applied to a number of non-stochastic process calculi. In this thesis we are lifting them to the stochastic calculus...... of Interactive Markov Chains (IMC). We have devised the Pathway Analysis of IMC that is not only correct in the sense of overapproximating all possible behaviour scenarios, as is usual for Static Analysis methods, but is also precise. This gives us the possibility to explicitly decide on the trade-o between...

Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models

KAUST Repository

Elsheikh, Ahmed H.

2013-06-01

A novel parameter estimation algorithm is proposed. The inverse problem is formulated as a sequential data integration problem in which Gaussian process regression (GPR) is used to integrate the prior knowledge (static data). The search space is further parameterized using Karhunen-Loève expansion to build a set of basis functions that spans the search space. Optimal weights of the reduced basis functions are estimated by an iterative stochastic ensemble method (ISEM). ISEM employs directional derivatives within a Gauss-Newton iteration for efficient gradient estimation. The resulting update equation relies on the inverse of the output covariance matrix which is rank deficient.In the proposed algorithm we use an iterative regularization based on the ℓ2 Boosting algorithm. ℓ2 Boosting iteratively fits the residual and the amount of regularization is controlled by the number of iterations. A termination criteria based on Akaike information criterion (AIC) is utilized. This regularization method is very attractive in terms of performance and simplicity of implementation. The proposed algorithm combining ISEM and ℓ2 Boosting is evaluated on several nonlinear subsurface flow parameter estimation problems. The efficiency of the proposed algorithm is demonstrated by the small size of utilized ensembles and in terms of error convergence rates. © 2013 Elsevier B.V.

Numerical Analysis of Thermal Mixing in a Swirler-Embedded Line-Heater for Flow Assurance in Subsea Pipelines

Directory of Open Access Journals (Sweden)

Jang Min Park

2015-02-01

Full Text Available Flow assurance issue in subsea pipelines arises mainly due to hydrate plugs. We present a new line-heater for prevention of hydrate plug formation in subsea pipelines. The line heater has modular compact design where an electrical heater and a swirl generator are embedded inside the housing pipe so that the stream can be heated efficiently and homogeneously. In this paper, flow and heat transfer characteristics of the line heater are investigated numerically, with a particular emphasis on the mixing effect due to the swirl generator.

Collective, stochastic and nonequilibrium behavior of highly excited hadronic matter

Energy Technology Data Exchange (ETDEWEB)

Carruthers, P [Los Alamos National Lab., NM (USA). Theoretical Div.

1984-04-23

We discuss selected problems concerning the dynamics and stochastic behavior of highly excited matter, particularly the QCD plasma. For the latter we consider the equation of state, kinetics, quasiparticles, flow properties and possible chaos and turbulence. The promise of phase space distribution functions for covariant transport and kinetic theory is stressed. The possibility and implications of a stochastic bag are spelled out. A simplified space-time model of hadronic collisions is pursued, with applications to A-A collisions and other matters. The domain wall between hadronic and plasma phase is of potential importance: its thickness and relation to surface tension is noticed. Finally, we review the recently developed stochastic cell model of multiparticle distributions and KNO scaling. This topic leads to the notion that fractional dimensions are involved in a rather general dynamical context. We speculate that various scaling phenomena are independent of the full dynamical structure, depending only on a general stochastic framework having to do with simple maps and strange attractors. 42 refs.

A bio-inspired real-time capable artificial lateral line system for freestream flow measurements.

Science.gov (United States)

Abels, C; Qualtieri, A; De Vittorio, M; Megill, W M; Rizzi, F

2016-06-03

To enhance today's artificial flow sensing capabilities in aerial and underwater robotics, future robots could be equipped with a large number of miniaturized sensors distributed over the surface to provide high resolution measurement of the surrounding fluid flow. In this work we show a linear array of closely separated bio-inspired micro-electro-mechanical flow sensors whose sensing mechanism is based on a piezoresistive strain-gauge along a stress-driven cantilever beam, mimicking the biological superficial neuromasts found in the lateral line organ of fishes. Aiming to improve state-of-the-art flow sensing capability in autonomously flying and swimming robots, our artificial lateral line system was designed and developed to feature multi-parameter freestream flow measurements which provide information about (1) local flow velocities as measured by the signal amplitudes from the individual cantilevers as well as (2) propagation velocity, (3) linear forward/backward direction along the cantilever beam orientation and (4) periodicity of pulses or pulse trains determined by cross-correlating sensor signals. A real-time capable cross-correlation procedure was developed which makes it possible to extract freestream flow direction and velocity information from flow fluctuations. The computed flow velocities deviate from a commercial system by 0.09 m s(-1) at 0.5 m s(-1) and 0.15 m s(-1) at 1.0 m s(-1) flow velocity for a sampling rate of 240 Hz and a sensor distance of 38 mm. Although experiments were performed in air, the presented flow sensing system can be applied to underwater vehicles as well, once the sensors are embedded in a waterproof micro-electro-mechanical systems package.

Stochastic Bifurcation Analysis of an Elastically Mounted Flapping Airfoil

Directory of Open Access Journals (Sweden)

Bose Chandan

2018-01-01

Full Text Available The present paper investigates the effects of noisy flow fluctuations on the fluid-structure interaction (FSI behaviour of a span-wise flexible wing modelled as a two degree-of-freedom elastically mounted flapping airfoil. In the sterile flow conditions, the system undergoes a Hopf bifurcation as the free-stream velocity exceeds a critical limit resulting in a stable limit-cycle oscillation (LCO from a fixed point response. On the other hand, the qualitative dynamics changes from a stochastic fixed point to a random LCO through an intermittent state in the presence of irregular flow fluctuations. The probability density function depicts the most probable system state in the phase space. A phenomenological bifurcation (P-bifurcation analysis based on the transition in the topology associated with the structure of the joint probability density function (pdf of the response variables has been carried out. The joint pdf corresponding to the stochastic fixed point possesses a Dirac delta function like structure with a sharp single peak around zero. As the mean flow speed crosses the critical value, the joint pdf bifurcates to a crater-like structure indicating the occurrence of a P-bifurcation. The intermittent state is characterized by the co-existence of the unimodal as well as the crater like structure.

The on-line graph processing study on phase separation of two-phase flow in T-tube

International Nuclear Information System (INIS)

Qian Yong; Xu Jijun; Yang Zhilin; Chen Yifen

1997-01-01

The on-line graph processing measure system is equipped with and experimental study of phase separation of air-water bubbly flow in the horizontal T-junction is carried out. For the first time, the author have found and defined the new type of complete phase separation, by the visual experiment, which shows that under certain conditions, the air flow entering the T junction will flow into the run outlet completely, which had never been reported in the literature Also, the pressure wave feed back effect and the branch bubble flow reorganization effect were found and analyzed. The complexity of this phase separation phenomenon in the T junction has been further revealed via the on-line graph processing technology. Meanwhile the influences of the inlet mass flow rate W1, the inlet mass quality X1, and the mass extraction rate G3/G1 on phase separation were analyzed

Stochastic model of flow and dispersion of fine particles in a packed bed; Kakuritsu katei wo mochiita juten sonai deno funtai no ryudo to bunsan model

Energy Technology Data Exchange (ETDEWEB)

Takeda, K [Kawasaki Steel Corp., Tokyo (Japan); Lockwood, F

1996-06-01

For the calculation of pulverized coal combustion in a blast furnace blow pipe and tuyere, a model was built for the evaluation of the movement and dispersion of particles in a packed bed by use of a stochastic approach. In the stochastic particle trajectory calculation taking into consideration the impact of fluctuations in gas turbulence, interaction distance between particles and eddies and interaction time have to be determined, in addition to fluctuations in gas flow velocity (to be determined by measuring the instantaneous flow velocity in a normal distribution generated according to random numbers). The eddy life was determined using Shuen`s formula on the premise that the particle-eddy interaction occurs within the calculated life or the transit time, whichever is shorter. As for the turbulence energy {kappa}, it was determined by the {kappa}-{epsilon} model for the free space and by the {kappa}-Lm(mixing length) model for the packed bed. From the average of a multiplicity of particles in the experiment, such time average specific values as the average density and flow velocity vectors of particles in the space, and particle trajectories, were calculated, which proved to agree with values from experiments. Once in the packed bed, the pulverized coal underwent a sudden deceleration due to its interaction with particles in the packed bed, and the pulverized coal flow near the central axis was rapidly diffused in the packed bed. This model is expected to find its use in the study of pulverized coal combustion in the blast furnace. 18 refs., 12 figs., 2 tabs.

Development and evaluation of a meter for measuring return line fluid flow rates during drilling

Energy Technology Data Exchange (ETDEWEB)

Loeppke, G.E.; Schafer, D.M.; Glowka, D.A.; Scott, D.D.; Wernig, M.D. (Sandia National Labs., Albuquerque, NM (United States)); Wright, E.K. (Ktech Corp., Albuquerque, NM (United States))

1992-06-01

The most costly problem routinely encountered in geothermal drilling is lost circulation, which occurs when drilling fluid is lost to the formation rather than circulating back to the surface. The successful and economical treatment of lost circulation requires the accurate measurement of drilling fluid flow rate both into and out of the well. This report documents the development of a meter for measuring drilling fluid outflow rates in the return line of a drilling rig. The meter employs a rolling counterbalanced float that rides on the surface of the fluid in the return line. The angle of the float pivot arm is sensed with a pendulum potentiometer, and the height of the float is calculated from this measurement. The float height is closely related to the fluid height and, therefore, the flow rate in the line. The prototype rolling float meter was extensively tested under laboratory conditions in the Wellbore Hydraulics Flow Facility; results from these tests were used in the design of the field prototype rolling float meter. The field prototype meter was tested under actual drilling conditions in August and September 1991 at the Long Valley Exploratory Well near Mammoth Lakes, Ca. In addition, the performance of several other commercially available inflow and outflow meters was evaluated in the field. The tested inflow meters included conventional pump stroke counters, rotary pump speed counters, magnetic flowmeters, and an ultrasonic Doppler flowmeter. On the return flow line, a standard paddlemeter, an acoustic level meter, and the prototype rolling float meter were evaluated for measuring drilling fluid outflow rates.

Seismic stochastic inversion identify river channel sand body

Science.gov (United States)

He, Z.

2015-12-01

The technology of seismic inversion is regarded as one of the most important part of geophysics. By using the technology of seismic inversion and the theory of stochastic simulation, the concept of seismic stochastic inversion is proposed.Seismic stochastic inversion can play an significant role in the identifying river channel sand body. Accurate sand body description is a crucial parameter to measure oilfield development and oilfield stimulation during the middle and later periods. Besides, rational well spacing density is an essential condition for efficient production. Based on the geological knowledge of a certain oilfield, in line with the use of seismic stochastic inversion, the river channel sand body in the work area is identified. In this paper, firstly, the single river channel body from the composite river channel body is subdivided. Secondly, the distribution of river channel body is ascertained in order to ascertain the direction of rivers. Morever, the superimposed relationship among the sand body is analyzed, especially among the inter-well sand body. The last but not at the least, via the analysis of inversion results of first vacuating the wells and continuous infilling later, it is meeted the most needs well spacing density that can obtain the optimal inversion result. It would serve effective guidance for oilfield stimulation.

Stochastic Collocation Applications in Computational Electromagnetics

Directory of Open Access Journals (Sweden)

Dragan Poljak

2018-01-01

Full Text Available The paper reviews the application of deterministic-stochastic models in some areas of computational electromagnetics. Namely, in certain problems there is an uncertainty in the input data set as some properties of a system are partly or entirely unknown. Thus, a simple stochastic collocation (SC method is used to determine relevant statistics about given responses. The SC approach also provides the assessment of related confidence intervals in the set of calculated numerical results. The expansion of statistical output in terms of mean and variance over a polynomial basis, via SC method, is shown to be robust and efficient approach providing a satisfactory convergence rate. This review paper provides certain computational examples from the previous work by the authors illustrating successful application of SC technique in the areas of ground penetrating radar (GPR, human exposure to electromagnetic fields, and buried lines and grounding systems.

Noncausal stochastic calculus

CERN Document Server

Ogawa, Shigeyoshi

2017-01-01

This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...

Optimal Stochastic Control Problem for General Linear Dynamical Systems in Neuroscience

Directory of Open Access Journals (Sweden)

Yan Chen

2017-01-01

Full Text Available This paper considers a d-dimensional stochastic optimization problem in neuroscience. Suppose the arm’s movement trajectory is modeled by high-order linear stochastic differential dynamic system in d-dimensional space, the optimal trajectory, velocity, and variance are explicitly obtained by using stochastic control method, which allows us to analytically establish exact relationships between various quantities. Moreover, the optimal trajectory is almost a straight line for a reaching movement; the optimal velocity bell-shaped and the optimal variance are consistent with the experimental Fitts law; that is, the longer the time of a reaching movement, the higher the accuracy of arriving at the target position, and the results can be directly applied to designing a reaching movement performed by a robotic arm in a more general environment.

Probabilistic Forecasting for On-line Operation of Urban Drainage Systems

DEFF Research Database (Denmark)

Löwe, Roland

This thesis deals with the generation of probabilistic forecasts in urban hydrology. In particular, we focus on the case of runoff forecasting for real-time control (RTC) on horizons of up to two hours. For the generation of probabilistic on-line runoff forecasts, we apply the stochastic grey...... and forecasts have on on-line runoff forecast quality. Finally, we implement the stochastic grey-box model approach in a real-world real-time control (RTC) setup and study how RTC can benefit from a dynamic quantification of runoff forecast uncertainty....

Analytical determination of the bifurcation thresholds in stochastic differential equations with delayed feedback.

Science.gov (United States)

Gaudreault, Mathieu; Drolet, François; Viñals, Jorge

2010-11-01

Analytical expressions for pitchfork and Hopf bifurcation thresholds are given for a nonlinear stochastic differential delay equation with feedback. Our results assume that the delay time τ is small compared to other characteristic time scales, not a significant limitation close to the bifurcation line. A pitchfork bifurcation line is found, the location of which depends on the conditional average , where x(t) is the dynamical variable. This conditional probability incorporates the combined effect of fluctuation correlations and delayed feedback. We also find a Hopf bifurcation line which is obtained by a multiple scale expansion around the oscillatory solution near threshold. We solve the Fokker-Planck equation associated with the slowly varying amplitudes and use it to determine the threshold location. In both cases, the predicted bifurcation lines are in excellent agreement with a direct numerical integration of the governing equations. Contrary to the known case involving no delayed feedback, we show that the stochastic bifurcation lines are shifted relative to the deterministic limit and hence that the interaction between fluctuation correlations and delay affect the stability of the solutions of the model equation studied.

Actuator Line/Navier-Stokes Computations for Flows past the Yawed MEXICO Rotor

DEFF Research Database (Denmark)

Shen, Wen Zhong; Sørensen, Jens Nørkær; Yang, H.

2011-01-01

In the paper the Actuator Line/Navier-Stokes model has been used to simulate flows past the yawed MEXICO rotor. The computed loads as well as the velocity field behind the yawed rotor are compared to detailed pressure and PIV measurements which were carried out in the EU funded MEXICO project...

Slot-type pickup/kicker for AA stochastic cooling

CERN Multimedia

CERN PhotoLab

1979-01-01

A "slotted transmission line" was used for both pickups and kickers of the stochastic cooling systems of the AA. They served for the cooling of the high-density antiproton stack, in momentum and both transverse planes. In the beginning in a single band, 1-2 GHz, later in 2 bands, 2-4 and 4-8 GHz. See also 7906190, 7906193.

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

Science.gov (United States)

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.

Touch at a distance sensing: lateral-line inspired MEMS flow sensors

International Nuclear Information System (INIS)

Prakash Kottapalli, Ajay Giri; Asadnia, Mohsen; Miao, Jianmin; Triantafyllou, Michael

2014-01-01

Evolution bestowed the blind cavefish with a resourcefully designed lateral-line of sensors that play an essential role in many important tasks including object detection and avoidance, energy-efficient maneuvering, rheotaxis etc. Biologists identified the two types of vital sensors on the fish bodies called the superficial neuromasts and the canal neuromasts that are responsible for flow sensing and pressure-gradient sensing, respectively. In this work, we present the design, fabrication and experimental characterization of biomimetic polymer artificial superficial neuromast micro-sensor arrays. These biomimetic micro-sensors demonstrated a high sensitivity of 0.9 mV/(m s −1 ) and 0.022 V/(m s −1 ) and threshold velocity detection limits of 0.1 m s −1 and 0.015 m s −1 in determining air and water flows respectively. Experimental results demonstrate that the biological canal inspired polymer encapsulation on the array of artificial superficial neuromast sensors is capable of filtering steady-state flows that could otherwise significantly mask the relevant oscillatory flow signals of high importance. (paper)

An Analysis of Vehicular Traffic Flow Using Langevin Equation

Directory of Open Access Journals (Sweden)

Çağlar Koşun

2015-08-01

Full Text Available Traffic flow data are stochastic in nature, and an abundance of literature exists thereof. One way to express stochastic data is the Langevin equation. Langevin equation consists of two parts. The first part is known as the deterministic drift term, the other as the stochastic diffusion term. Langevin equation does not only help derive the deterministic and random terms of the selected portion of the city of Istanbul traffic empirically, but also sheds light on the underlying dynamics of the flow. Drift diagrams have shown that slow lane tends to get congested faster when vehicle speeds attain a value of 25 km/h, and it is 20 km/h for the fast lane. Three or four distinct regimes may be discriminated again from the drift diagrams; congested, intermediate, and free-flow regimes. At places, even the intermediate regime may be divided in two, often with readiness to congestion. This has revealed the fact that for the selected portion of the highway, there are two main states of flow, namely, congestion and free-flow, with an intermediate state where the noise-driven traffic flow forces the flow into either of the distinct regimes.

Stochastic approaches to inflation model building

International Nuclear Information System (INIS)

Ramirez, Erandy; Liddle, Andrew R.

2005-01-01

While inflation gives an appealing explanation of observed cosmological data, there are a wide range of different inflation models, providing differing predictions for the initial perturbations. Typically models are motivated either by fundamental physics considerations or by simplicity. An alternative is to generate large numbers of models via a random generation process, such as the flow equations approach. The flow equations approach is known to predict a definite structure to the observational predictions. In this paper, we first demonstrate a more efficient implementation of the flow equations exploiting an analytic solution found by Liddle (2003). We then consider alternative stochastic methods of generating large numbers of inflation models, with the aim of testing whether the structures generated by the flow equations are robust. We find that while typically there remains some concentration of points in the observable plane under the different methods, there is significant variation in the predictions amongst the methods considered

Controlled Nonlinear Stochastic Delay Equations: Part II: Approximations and Pipe-Flow Representations

International Nuclear Information System (INIS)

Kushner, Harold J.

2012-01-01

This is the second part of a work dealing with key issues that have not been addressed in the modeling and numerical optimization of nonlinear stochastic delay systems. We consider new classes of models, such as those with nonlinear functions of several controls (such as products), each with is own delay, controlled random Poisson measure driving terms, admissions control with delayed retrials, and others. Part I was concerned with issues concerning the class of admissible controls and their approximations, since the classical definitions are inadequate for our models. This part is concerned with transportation equation representations and their approximations. Such representations of nonlinear stochastic delay models have been crucial in the development of numerical algorithms with much reduced memory and computational requirements. The representations for the new models are not obvious and are developed. They also provide a template for the adaptation of the Markov chain approximation numerical methods.

Catastrophe in the stochastic layer due to dipole perturbation for a single-null divertor Tokamak

International Nuclear Information System (INIS)

Ali, H.; Watson, M.; Punjabi, A.; Boozer, A.

1996-01-01

We use the method of maps developed by Punjabi and Boozer to investigate the motion of magnetic field lines in stochastic scrape-off layer in the presence of dipole perturbation of a single-null divertor Tokamak. This method is based on the idea that the magnetic field line trajectories in a divertor tokamak are mathematically equivalent to a single degree of freedom, time dependent Hamiltonian System, and that the basic features of motion near a separatrix broadened by asymmetric perturbations are generic for such Hamiltonian and near-Hamiltonian systems. The magnetic topology of a single-null divertor tokamak with the effects on dipole perturbations is represented by the Symmetric Simple Map followed by Dipole Map. We have found that as the amplitude of the dipole perturbation increases, the width of the stochastic layer also increases. At some critical value of the amplitude is reached, there is a catastrophic increase in the width of stochastic layer. This may have significant implications for tokamak divertor physics

Stochastic E2F activation and reconciliation of phenomenological cell-cycle models.

Science.gov (United States)

Lee, Tae J; Yao, Guang; Bennett, Dorothy C; Nevins, Joseph R; You, Lingchong

2010-09-21

The transition of the mammalian cell from quiescence to proliferation is a highly variable process. Over the last four decades, two lines of apparently contradictory, phenomenological models have been proposed to account for such temporal variability. These include various forms of the transition probability (TP) model and the growth control (GC) model, which lack mechanistic details. The GC model was further proposed as an alternative explanation for the concept of the restriction point, which we recently demonstrated as being controlled by a bistable Rb-E2F switch. Here, through a combination of modeling and experiments, we show that these different lines of models in essence reflect different aspects of stochastic dynamics in cell cycle entry. In particular, we show that the variable activation of E2F can be described by stochastic activation of the bistable Rb-E2F switch, which in turn may account for the temporal variability in cell cycle entry. Moreover, we show that temporal dynamics of E2F activation can be recast into the frameworks of both the TP model and the GC model via parameter mapping. This mapping suggests that the two lines of phenomenological models can be reconciled through the stochastic dynamics of the Rb-E2F switch. It also suggests a potential utility of the TP or GC models in defining concise, quantitative phenotypes of cell physiology. This may have implications in classifying cell types or states.

The profiles of Fe K α line from the inhomogeneous accretion flow

Science.gov (United States)

Yu, Xiao-Di; Ma, Ren-Yi; Li, Ya-Ping; Zhang, Hui; Fang, Tao-Tao

2018-05-01

The clumpy disc, or inhomogeneous accretion flow, has been proposed to explain the properties of accreting black hole systems. However, the observational evidence remains to be explored. In this work, we calculate the profiles of Fe K α lines emitted from the inhomogeneous accretion flow through the ray-tracing technique, in order to find possible observable signals of the clumps. Compared with the skewed double-peaked profile of the continuous standard accretion disc, the lines show a multipeak structure when the emissivity index is not very steep. The peaks and wings are affected by the position and size of the cold clumps. When the clump is small and is located in the innermost region, due to the significant gravitational redshift, the blue wing can overlap with the red wing of the outer cold disc/clump, forming a fake peak or greatly enhancing the red peak. Given high enough resolution, it is easier to constrain the clumps around the supermassive black holes than the clumps in stellar mass black holes due to the thermal Doppler effect.

Probabilistic description of traffic flow

International Nuclear Information System (INIS)

Mahnke, R.; Kaupuzs, J.; Lubashevsky, I.

2005-01-01

A stochastic description of traffic flow, called probabilistic traffic flow theory, is developed. The general master equation is applied to relatively simple models to describe the formation and dissolution of traffic congestions. Our approach is mainly based on spatially homogeneous systems like periodically closed circular rings without on- and off-ramps. We consider a stochastic one-step process of growth or shrinkage of a car cluster (jam). As generalization we discuss the coexistence of several car clusters of different sizes. The basic problem is to find a physically motivated ansatz for the transition rates of the attachment and detachment of individual cars to a car cluster consistent with the empirical observations in real traffic. The emphasis is put on the analogy with first-order phase transitions and nucleation phenomena in physical systems like supersaturated vapour. The results are summarized in the flux-density relation, the so-called fundamental diagram of traffic flow, and compared with empirical data. Different regimes of traffic flow are discussed: free flow, congested mode as stop-and-go regime, and heavy viscous traffic. The traffic breakdown is studied based on the master equation as well as the Fokker-Planck approximation to calculate mean first passage times or escape rates. Generalizations are developed to allow for on-ramp effects. The calculated flux-density relation and characteristic breakdown times coincide with empirical data measured on highways. Finally, a brief summary of the stochastic cellular automata approach is given

Stochastic processes

CERN Document Server

Parzen, Emanuel

1962-01-01

Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine

On the neutron noise diagnostics of pressurized water reactor control rod vibrations II. Stochastic vibrations

International Nuclear Information System (INIS)

Pazsit, I.; Glockler, O.

1984-01-01

In an earlier publication, using the theory of neutron fluctuations induced by a vibrating control rod, a complete formal solution of rod vibration diagnostics based on neutron noise measurements was given in terms of Fourier-transformed neutron detector time signals. The suggested procedure was checked in numerical simulation tests where only periodic vibrations could be considered. The procedure and its numerical testing are elaborated for stochastic two-dimensional vibrations. A simple stochastic theory of two-dimensional flow-induced vibrations is given; then the diagnostic method is formulated in the stochastic case, that is, in terms of neutron detector auto- and crosspower spectra. A previously suggested approximate rod localization technique is also formulated in the stochastic case. Applicability of the methods is then investigated in numerical simulation tests, using the proposed model of stochastic two-dimensional vibrations when generating neutron detector spectra that simulate measured data

Effects of elevated line sources on turbulent mixing in channel flow

Science.gov (United States)

Nguyen, Quoc; Papavassiliou, Dimitrios

2016-11-01

Fluids mixing in turbulent flows has been studied extensively, due to the importance of this phenomena in nature and engineering. Convection effects along with motion of three-dimensional coherent structures in turbulent flow disperse a substance more efficiently than molecular diffusion does on its own. We present here, however, a study that explores the conditions under which turbulent mixing does not happen, when different substances are released into the flow field from different vertical locations. The study uses a method which combines Direct Numerical Simulation (DNS) with Lagrangian Scalar Tracking (LST) to simulate a turbulent channel flow and track the motion of passive scalars with different Schmidt numbers (Sc). The particles are released from several instantaneous line sources, ranging from the wall to the center region of the channel. The combined effects of mean velocity difference, molecular diffusion and near-wall coherent structures lead to the observation of different concentrations of particles downstream from the source. We then explore in details the conditions under which particles mixing would not happen. Results from numerical simulation at friction Reynolds number of 300 and 600 will be discussed and for Sc ranging from 0.1 to 2,400.

Probing the accretion flow and emission-line regions of M81, the nearest broad-lined low-luminosity AGN

Science.gov (United States)

Barth, Aaron

2017-08-01

The nucleus of M81 is an object of singular importance as a template for low-luminosity accretion flows onto supermassive black holes. We propose to obtain a complete, small-aperture, high S/N STIS UV/optical spectrum of the M81 nucleus and multi-filter WFC3 imaging covering the UV through near-IR. Such data have never previously been obtained with HST; the only prior archival UV/optical spectra of M81 have low S/N, incomplete wavelength coverage, and are strongly contaminated by starlight. Combined with new Chandra X-ray data, our proposed observations will comprise the definitive reference dataset on the spectral energy distribution of this benchmark low-luminosity AGN. These data will provide unique new constraints on the possible contribution of a truncated thin accretion disk to the AGN emission spectrum, clarifying a fundamental property of low-luminosity accretion flows. The data will additionally provide new insights into broad-line region structure and black hole mass scaling relationships at the lowest AGN luminosities, and spatially resolved diagnostics of narrow-line region excitation conditions at unprecedented spatial resolution to assess the impact of the AGN on the ionization state of the gas in the host galaxy bulge.

Dielectrophoresis microsystem with integrated flow cytometers for on-line monitoring of sorting efficiency

DEFF Research Database (Denmark)

Wang, Zhenyu; Hansen, Ole; Petersen, Peter Kalsen

2006-01-01

Dielectrophoresis (DEP) and flow cytometry are powerful technologies and widely applied in microfluidic systems for handling and measuring cells and particles. Here, we present a novel microchip with a DEP selective filter integrated with two microchip flow cytometers (FCs) for on-line monitoring...... of cell sorting processes. On the microchip, the DEP filter is integrated in a microfluidic channel network to sort yeast cells by positive DER The two FCs detection windows are set upstream and downstream of the DEP filter. When a cell passes through the detection windows, the light scattered by the cell...

Scaling results for the magnetic field line trajectories in the stochastic layer near the separatrix in divertor tokamaks with high magnetic shear using the higher shear map

International Nuclear Information System (INIS)

Punjabi, Alkesh; Ali, Halima; Farhat, Hamidullah

2009-01-01

Extra terms are added to the generating function of the simple map (Punjabi et al 1992 Phys. Rev. Lett. 69 3322) to adjust shear of magnetic field lines in divertor tokamaks. From this new generating function, a higher shear map is derived from a canonical transformation. A continuous analog of the higher shear map is also derived. The method of maps (Punjabi et al 1994 J. Plasma Phys. 52 91) is used to calculate the average shear, stochastic broadening of the ideal separatrix near the X-point in the principal plane of the tokamak, loss of poloidal magnetic flux from inside the ideal separatrix, magnetic footprint on the collector plate, and its area, and the radial diffusion coefficient of magnetic field lines near the X-point. It is found that the width of the stochastic layer near the X-point and the loss of poloidal flux from inside the ideal separatrix scale linearly with average shear. The area of magnetic footprints scales roughly linearly with average shear. Linear scaling of the area is quite good when the average shear is greater than or equal to 1.25. When the average shear is in the range 1.1-1.25, the area of the footprint fluctuates (as a function of average shear) and scales faster than linear scaling. Radial diffusion of field lines near the X-point increases very rapidly by about four orders of magnitude as average shear increases from about 1.15 to 1.5. For higher values of average shear, diffusion increases linearly, and comparatively very slowly. The very slow scaling of the radial diffusion of the field can flatten the plasma pressure gradient near the separatrix, and lead to the elimination of type-I edge localized modes.

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

Science.gov (United States)

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.

Theoretical investigation of field-line quality in a driven spheromak

International Nuclear Information System (INIS)

Cohen, R.H.; Cohen, B.I.; Berk, H.L.

2003-01-01

Theoretical studies aimed at predicting and diagnosing field-line quality in a spheromak are described. These include nonlinear 3-D MHD simulations, stability studies, analyses of confinement in spheromaks dominated by either open (stochastic) field lines or approximate flux surfaces, and a theory of fast electrons as a probe of field-line length. (author)

Slot-type pickup/kicker for AA stochastic cooling

CERN Multimedia

1979-01-01

A "slotted transmission line" was used for both pickups and kickers of the stochastic cooling systems of the AA. They served for the cooling of the high-density antiproton stack, in momentum and both transverse planes. In the beginning, in a single band, 1-2 GHz, later in 2 bands, 2-4 and 4-8 GHz. View down the centre of a pickup or kicker. See also 7906189, 7906190, 7906583.

The Gregoriev Ice Cap length changes derived by 2-D ice flow line model for harmonic climate histories

OpenAIRE

Konovalov, Y. V.; Nagornov, O. V.

2009-01-01

Different ice thickness distributions along the flow line and the flow line length changes of the Gregoriev Ice Cap, Terskey Ala-Tau, Central Asia, were obtained for some surface mass balance histories which can be considered as possible surface mass balances in the future. The ice cap modeling was performed by solving of steady state hydrodynamic equations in the case of low Reynolds number in the form of the mechanical equilibrium equation in terms of stress deviator components coupled with...

Collective, stochastic and nonequilibrium behavior of highly excited hadronic matter

International Nuclear Information System (INIS)

Carruthers, P.

1983-01-01

We discuss selected problems concerning the dynamic and stochasticc behavior of highly excited matter, particularly the QCD plasma. For the latter we consider the equation of state, kinetics, quasiparticles, flow properties and possible chaos and turbulence. The promise of phase space distribution functions for covariant transport and kinetic theory is stressed. The possibility and implications of a stochastic bag are spelled out. A simplified space-time model of hadronic collisions is pursued, with applications to A-A collisions and other matters. The domain wall between hadronic and plasma phase is of potential importance: its thickness and relation to surface tension are noticed. Finally we reviewed the recently developed stochastic cell model of multiparticle distributions and KNO scaling. This topic leads to the notion that fractal dimensions are involved in a rather general dynamical context. We speculate that various scaling phenomena are independent of the full dynamical structure, depending only on a general stochastic framework having to do with simple maps and strange attractors. 42 references

Resilience of electricity grids against transmission line overloads under wind power injection at different nodes.

Science.gov (United States)

Schiel, Christoph; Lind, Pedro G; Maass, Philipp

2017-09-14

A steadily increasing fraction of renewable energy sources for electricity production requires a better understanding of how stochastic power generation affects the stability of electricity grids. Here, we assess the resilience of an IEEE test grid against single transmission line overloads under wind power injection based on the dc power flow equations and a quasi-static grid response to wind fluctuations. Thereby we focus on the mutual influence of wind power generation at different nodes. We find that overload probabilities vary strongly between different pairs of nodes and become highly affected by spatial correlations of wind fluctuations. An unexpected behaviour is uncovered: for a large number of node pairs, increasing wind power injection at one node can increase the power threshold at the other node with respect to line overloads in the grid. We find that this seemingly paradoxical behaviour is related to the topological distance of the overloaded line from the shortest path connecting the wind nodes. In the considered test grid, it occurs for all node pairs, where the overloaded line belongs to the shortest path.

Stochastic Heterogeneity Mapping around a Mediterranean salt lens

Directory of Open Access Journals (Sweden)

G. G. Buffett

2010-03-01

Full Text Available We present the first application of Stochastic Heterogeneity Mapping based on the band-limited von Kármán function to a seismic reflection stack of a Mediterranean water eddy (meddy, a large salt lens of Mediterranean water. This process extracts two stochastic parameters directly from the reflectivity field of the seismic data: the Hurst number, which ranges from 0 to 1, and the correlation length (scale length. Lower Hurst numbers represent a richer range of high wavenumbers and correspond to a broader range of heterogeneity in reflection events. The Hurst number estimate for the top of the meddy (0.39 compares well with recent theoretical work, which required values between 0.25 and 0.5 to model internal wave surfaces in open ocean conditions based on simulating a Garrett-Munk spectrum (GM76 slope of −2. The scale lengths obtained do not fit as well to seismic reflection events as those used in other studies to model internal waves. We suggest two explanations for this discrepancy: (1 due to the fact that the stochastic parameters are derived from the reflectivity field rather than the impedance field the estimated scale lengths may be underestimated, as has been reported; and (2 because the meddy seismic image is a two-dimensional slice of a complex and dynamic three-dimensional object, the derived scale lengths are biased to the direction of flow. Nonetheless, varying stochastic parameters, which correspond to different spectral slopes in the Garrett-Munk spectrum (horizontal wavenumber spectrum, can provide an estimate of different internal wave scales from seismic data alone. We hence introduce Stochastic Heterogeneity Mapping as a novel tool in physical oceanography.

End-of-life flows of multiple cycle consumer products

International Nuclear Information System (INIS)

Tsiliyannis, C.A.

2011-01-01

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

Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility

NARCIS (Netherlands)

van Haastrecht, A.; Lord, R.; Pelsser, A.; Schrager, D.

2009-01-01

We consider the pricing of long-dated insurance contracts under stochastic interest rates and stochastic volatility. In particular, we focus on the valuation of insurance options with long-term equity or foreign exchange exposures. Our modeling framework extends the stochastic volatility model of

A signal-flow-graph approach to on-line gradient calculation.

Science.gov (United States)

Campolucci, P; Uncini, A; Piazza, F

2000-08-01

A large class of nonlinear dynamic adaptive systems such as dynamic recurrent neural networks can be effectively represented by signal flow graphs (SFGs). By this method, complex systems are described as a general connection of many simple components, each of them implementing a simple one-input, one-output transformation, as in an electrical circuit. Even if graph representations are popular in the neural network community, they are often used for qualitative description rather than for rigorous representation and computational purposes. In this article, a method for both on-line and batch-backward gradient computation of a system output or cost function with respect to system parameters is derived by the SFG representation theory and its known properties. The system can be any causal, in general nonlinear and time-variant, dynamic system represented by an SFG, in particular any feedforward, time-delay, or recurrent neural network. In this work, we use discrete-time notation, but the same theory holds for the continuous-time case. The gradient is obtained in a straightforward way by the analysis of two SFGs, the original one and its adjoint (obtained from the first by simple transformations), without the complex chain rule expansions of derivatives usually employed. This method can be used for sensitivity analysis and for learning both off-line and on-line. On-line learning is particularly important since it is required by many real applications, such as digital signal processing, system identification and control, channel equalization, and predistortion.

The interpolation method of stochastic functions and the stochastic variational principle

International Nuclear Information System (INIS)

Liu Xianbin; Chen Qiu

1993-01-01

Uncertainties have been attaching more importance to increasingly in modern engineering structural design. Viewed on an appropriate scale, the inherent physical attributes (material properties) of many structural systems always exhibit some patterns of random variation in space and time, generally the random variation shows a small parameter fluctuation. For a linear mechanical system, the random variation is modeled as a random one of a linear partial differential operator and, in stochastic finite element method, a random variation of a stiffness matrix. Besides the stochasticity of the structural physical properties, the influences of random loads which always represent themselves as the random boundary conditions bring about much more complexities in structural analysis. Now the stochastic finite element method or the probabilistic finite element method is used to study the structural systems with random physical parameters, whether or not the loads are random. Differing from the general finite element theory, the main difficulty which the stochastic finite element method faces is the inverse operation of stochastic operators and stochastic matrices, since the inverse operators and the inverse matrices are statistically correlated to the random parameters and random loads. So far, many efforts have been made to obtain the reasonably approximate expressions of the inverse operators and inverse matrices, such as Perturbation Method, Neumann Expansion Method, Galerkin Method (in appropriate Hilbert Spaces defined for random functions), Orthogonal Expansion Method. Among these methods, Perturbation Method appear to be the most available. The advantage of these methods is that the fairly accurate response statistics can be obtained under the condition of the finite information of the input. However, the second-order statistics obtained by use of Perturbation Method and Neumann Expansion Method are not always the appropriate ones, because the relevant second

Stochastic assessment of investment efficiency in a power system

International Nuclear Information System (INIS)

Davidov, Sreten; Pantoš, Miloš

2017-01-01

The assessment of investment efficiency plays a critical role in investment prioritization in the context of electrical network expansion planning. Hence, this paper proposes new criteria for the cost-efficiency investment applied in the investment ranking process in electrical network planning, based on the assessment of the new investment candidates impact on active-power losses, bus voltages and line loadings in the network. These three general criteria are chosen due to their strong economic influence when the active-power losses and line loadings are considered and due to their significant impact on quality of supply allowed for the voltage profile. Electrical network reliability of supply is not addressed, since, this criterion has already been extensively applied in other solutions regarding investment efficiency assessment. The proposed ranking procedure involves a stochastic approach applying the Monte Carlo method in the scenario preparation. The number of scenarios is further reduced by the K-MEANS procedure in order to speed up the investment efficiency assessment. The proposed ranking procedure is tested using the standard New England test system. The results show that based on the newly involved investment assessment criteria indices, system operators will obtain a prioritized list of investments that will prevent excessive and economically wasteful spending. - Highlights: • Active-Power Loss Investment Efficiency Index LEI. • Voltage Profile Investment Efficiency Index VEI. • Active-Power Flow Loading Mitigation Investment Efficiency Index PEI. • Optimization model for network expansion planning with new indices.

Stochastic thermodynamics

Science.gov (United States)

Eichhorn, Ralf; Aurell, Erik

2014-04-01

'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response

Application of PSAT to Load Flow Analysis with STATCOM under Load Increase Scenario and Line Contingencies

Science.gov (United States)

Telang, Aparna S.; Bedekar, P. P.

2017-09-01

Load flow analysis is the initial and essential step for any power system computation. It is required for choosing better options for power system expansion to meet with ever increasing load demand. Implementation of Flexible AC Transmission System (FACTS) device like STATCOM, in the load flow, which is having fast and very flexible control, is one of the important tasks for power system researchers. This paper presents a simple and systematic approach for steady state power flow calculations with FACTS controller, static synchronous compensator (STATCOM) using command line usage of MATLAB tool-power system analysis toolbox (PSAT). The complexity of MATLAB language programming increases due to incorporation of STATCOM in an existing Newton-Raphson load flow algorithm. Thus, the main contribution of this paper is to show how command line usage of user friendly MATLAB tool, PSAT, can extensively be used for quicker and wider interpretation of the results of load flow with STATCOM. The novelty of this paper lies in the method of applying the load increase pattern, where the active and reactive loads have been changed simultaneously at all the load buses under consideration for creating stressed conditions for load flow analysis with STATCOM. The performance have been evaluated on many standard IEEE test systems and the results for standard IEEE-30 bus system, IEEE-57 bus system, and IEEE-118 bus system are presented.

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

Science.gov (United States)

Varga, Katherine Yvonne

2015-01-01

We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

KAUST Repository

Loizou, Nicolas

2017-12-27

In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

KAUST Repository

Loizou, Nicolas; Richtarik, Peter

2017-01-01

In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

Stochastic neuron models

CERN Document Server

Greenwood, Priscilla E

2016-01-01

This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...

Chaotic magnetic field line in toroidal plasmas

International Nuclear Information System (INIS)

Hatori, Tadatsugu; Abe, Yoshihiko; Urata, Kazuhiro; Irie, Haruyuki.

1989-05-01

This is an introductory review of chaotic magnetic field line in plasmas, together with some new results, with emphasis on the long-time tail and the fractional Brownian motion of the magnetic field line. The chaotic magnetic field line in toroidal plasmas is a typical chaotic phenomena in the Hamiltonian dynamical systems. The onset of stochasticity induced by a major magnetic perturbation is thought to cause a macroscopic rapid phenomena called the current disruption in the tokamak discharges. Numerical simulations on the basis of magnetohydrodynamics reveal in fact the disruptive phenomena. Some dynamical models which include the area-preserving mapping such as the standard mapping, and the two-wave Hamiltonian system can model the stochastic magnetic field. Theoretical results with use of the functional integral representation are given regarding the long-time tail on the basis of the radial twist mapping. It is shown that application of renormalization group technique to chaotic orbit in the two-wave Hamiltonian system proves decay of the velocity autocorrelation function with the power law. Some new numerical results are presented which supports these theoretical results. (author)

Stabilization and control of tie-line power flow of microgrid including wind generation by distributed energy storage

Energy Technology Data Exchange (ETDEWEB)

Molina, M.G.; Mercado, P.E. [CONICET, Instituto de Energia Electrica, Universidad Nacional de San Juan, Av. Libertador San Martin Oeste 1109, J5400ARL San Juan (Argentina)

2010-06-15

High penetration of wind generation in electrical microgrids causes fluctuations of tie-line power flow and significantly affects the power system operation. This can lead to severe problems, such as system frequency oscillations, and/or violations of power lines capability. With proper control, a distribution static synchronous compensator (DSTATCOM) integrated with superconducting magnetic energy storage (SMES) is able to significantly enhance the dynamic security of the power system. This paper proposes the use of a SMES system in combination with a DSTATCOM as effective distributed energy storage (DES) for stabilization and control of the tie-line power flow of microgrids incorporating wind generation. A new detailed model of the integrated DSTATCOM-SMES device is derived and a novel three-level control scheme is designed. The dynamic performance of the proposed control schemes is fully validated using MATLAB/Simulink. (author)

Flow topology adjacent to a fast moving contact line

International Nuclear Information System (INIS)

Royon, A.; Ehrhard, P.

2001-10-01

Coating processes are commonly used in industry. In the present report the physical mechanisms involved in such wetting phenomena are investigated (a) by a numerical and (b) by an experimental approach in a plane section perpendicular to the contact line. The problem relates to a tape plunging vertically into a pool of two immiscible fluids. The equations and boundary conditions describing the problem are treated in non-dimensional form. Several simplifications are introduced to obtain a first approximative solution to the problem. The relevant parameters are the viscosity ratio V V , the density ratio D V and the Reynolds number of the heavy fluid, Re 1 . By a variation of the viscosity ratio or of the Reynolds number we demonstrate the existence of three typical flow structures: (1) stagnation point streamline in the light fluid, (2) stagnation point streamline in the heavy fluid or (3) transition flow with stagnation point streamlines in both fluids. The structure changes continuously from a complex flow in the light fluid to a complex flow in the heavy fluid by an increase of the viscosity ratio or by an increase of the Reynolds number in the heavy fluid. The mechanisms of the transitions, involving a thickening of the viscous boundary layer and inertial effects, are discussed in detail. The solution only weakly depends on the density ratio. In the experiment a PE-tape plunges into a pool of (a) silicone oil M1000 and air, (b) water and silicone oil M50 or (c) water and silicone oil M10. The experimental investigations confirm the existence of the two limit structures, namely a stagnation point streamline in air for the combination (a) or a stagnation point streamline in water for the combination (b). Even the transition from one flow structure to the other is observed with an increase of the Reynolds number for the combination (c). (orig.)

AESS: Accelerated Exact Stochastic Simulation

Science.gov (United States)

Jenkins, David D.; Peterson, Gregory D.

2011-12-01

The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution

Stochastic tools in turbulence

CERN Document Server

Lumey, John L

2012-01-01

Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the

Stochastic layer scaling in the two-wire model for divertor tokamaks

Science.gov (United States)

Ali, Halima; Punjabi, Alkesh; Boozer, Allen

2009-06-01

The question of magnetic field structure in the vicinity of the separatrix in divertor tokamaks is studied. The authors have investigated this problem earlier in a series of papers, using various mathematical techniques. In the present paper, the two-wire model (TWM) [Reiman, A. 1996 Phys. Plasmas 3, 906] is considered. It is noted that, in the TWM, it is useful to consider an extra equation expressing magnetic flux conservation. This equation does not add any more information to the TWM, since the equation is derived from the TWM. This equation is useful for controlling the step size in the numerical integration of the TWM equations. The TWM with the extra equation is called the flux-preserving TWM. Nevertheless, the technique is apparently still plagued by numerical inaccuracies when the perturbation level is low, resulting in an incorrect scaling of the stochastic layer width. The stochastic broadening of the separatrix in the flux-preserving TWM is compared with that in the low mn (poloidal mode number m and toroidal mode number n) map (LMN) [Ali, H., Punjabi, A., Boozer, A. and Evans, T. 2004 Phys. Plasmas 11, 1908]. The flux-preserving TWM and LMN both give Boozer-Rechester 0.5 power scaling of the stochastic layer width with the amplitude of magnetic perturbation when the perturbation is sufficiently large [Boozer, A. and Rechester, A. 1978, Phys. Fluids 21, 682]. The flux-preserving TWM gives a larger stochastic layer width when the perturbation is low, while the LMN gives correct scaling in the low perturbation region. Area-preserving maps such as the LMN respect the Hamiltonian structure of field line trajectories, and have the added advantage of computational efficiency. Also, for a $1\\frac12$ degree of freedom Hamiltonian system such as field lines, maps do not give Arnold diffusion.

Reliability and maintenance in European nuclear power plants: A structural analysis of a controlled stochastic process

International Nuclear Information System (INIS)

Sturm, R.

1991-01-01

Two aspects of performance are of main concern: plant availability and plant reliability (defined as the conditional probability of an unplanned shutdown). The goal of the research is a unified framework that combines behavioral models of optimizing agents with models of complex technical systems that take into account the dynamic and stochastic features of the system. In order to achieve this synthesis, two liens of work are necessary. One line requires a deeper understanding of complex production systems and the type of data they give rise to; the other line involves the specification and estimation of a rigorously specified behavioral model. Plant operations are modeled as a controlled stochastic process, and the sequence of up and downtime spells is analyzed during failure time and point process models. Similar to work on rational expectations and structural econometric models, the behavior model of how the plant process is controlled is formulated at the level of basic processes, i.e., the objective function of the plant manager, technical constraints, and stochastic disturbances

A numerical comparison between the multiple-scales and finite-element solution for sound propagation in lined flow ducts

NARCIS (Netherlands)

Rienstra, S.W.; Eversman, W.

2001-01-01

An explicit, analytical, multiple-scales solution for modal sound transmission through slowly varying ducts with mean flow and acoustic lining is tested against a numerical finite-element solution solving the same potential flow equations. The test geometry taken is representative of a high-bypass

Stochastic processes in cell biology

CERN Document Server

Bressloff, Paul C

2014-01-01

This book develops the theory of continuous and discrete stochastic processes within the context of cell biology.  A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods.   This text is primarily...

Illustrative Line Styles for Flow Visualization

NARCIS (Netherlands)

Everts, Maarten H.; Bekker, Hendrik; Roerdink, Jos B. T. M.; Isenberg, Tobias

2011-01-01

We present a flexible illustrative line style model for the visualization of streamline data. Our model partitions view-oriented line strips into parallel bands whose basic visual properties can be controlled independently. We thus extend previous line stylization techniques specifically for

Flow Visualization using Illustrative Line Styles

NARCIS (Netherlands)

Everts, Maarten H.; Bekker, Hendrik; Roerdink, Jos B. T. M.; Isenberg, Tobias; Bekker, Paulus

2011-01-01

We present a flexible illustrative line style model for the visualization of streamline data. Our model partitions view- oriented line strips into parallel bands whose basic visual properties can be controlled independently. We thus extend previous line stylization techniques specifically for

A multiphase flow meter for the on-line determination of the flow rates of oil, water and gas

International Nuclear Information System (INIS)

Roach, G.J.; Watt, J.S.

1997-01-01

Multiphase mixtures of crude oil, formation water and gas are carried in pipelines from oil wells to production facilities. Multiphase flow meters (MFMs) are being developed to determine the flow rates of each component of the heterogeneous mixture in the pipeline. CSIRO Minerals has developed and field tested a gamma-ray MFM for the on-line determination of the flow rates of heterogeneous mixtures of oil, water and gas in pipelines. It consists of two specialised gamma-ray transmission gauges, and pressure and temperature sensors, mounted on the pipeline carrying the full flow of the production stream. The MFM separately measures liquids and gas flow rates, and the volume ratio of water and liquids (water cut). The MFM has been trialled at three offshore production facilities in Australia. In each, the MFM was mounted on the pipeline between the test manifold and the test separator. The multiphase streams from the various wells feeding to the platform were sequentially routed past the MFM. The MFM and test separator outputs were compared using regression analysis. The flow rates of oil, water and gas were each determined to relative errors in the range of 5-10% . The MFM has been in routine use on the West Kingfish platform in the Bass Strait since November 1994. The MFM was recently tested over a wide range of flow conditions at a Texaco flow facility near Houston. Water cut, based on pre-trial calibration, was determined to 2% rms over the range 0-100% water cut. The liquids and gas flow results were interpreted based on slip correlations obtained from comparison of the MFM and Texaco flows. Using these, the relative errors were respectively 6.6% for liquid flow, 6.2% for gas, 8% for oil and 8% for water. The MFM is licensed to Kvaerner FSSL of Aberdeen. Kvaerner will supply the gamma-ray MFM for both platform and subsea use. Technology transfer commenced in December 1996, and Kvaerner completed the manufacture of the first MFM in August 1997

Stochastic pump effect and geometric phases in dissipative and stochastic systems

Energy Technology Data Exchange (ETDEWEB)

Sinitsyn, Nikolai [Los Alamos National Laboratory

2008-01-01

The success of Berry phases in quantum mechanics stimulated the study of similar phenomena in other areas of physics, including the theory of living cell locomotion and motion of patterns in nonlinear media. More recently, geometric phases have been applied to systems operating in a strongly stochastic environment, such as molecular motors. We discuss such geometric effects in purely classical dissipative stochastic systems and their role in the theory of the stochastic pump effect (SPE).

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

Science.gov (United States)

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.

Numerical study of whisker field lines in the periphery of the Large Helical Device

International Nuclear Information System (INIS)

Akao, Hideki

1990-01-01

The behavior of periphery magnetic field lines in the standard Large-Helical Device (l=2 heliotron/torsatron type) configuration is studied numerically. Three different types of behavior are found, corresponding to three different regions: the stochastic region near the outermost magnetic surface, the whisker region, and the inter-whisker region outside the stochastic region. The behavior of whisker and inter-whisker field lines is specifically analyzed. It is found that whisker field lines exhibit both regular and irregular types of behavior, whereas inter-whisker field lines exhibit only regular behavior. The connection lengths for the whisker field lines are usually as long as several tens of toroidal pitches, whereas those for the inter-whisker field lines are usually less than ten toroidal pitch lengths. Whisker field lines are characterized by three fundamental processes; stretching, folding, and nesting associated with the motion of a residual X-point of the separatrix. Simple modeling is performed to reproduce these three fundamental processes. (author)

Fast wave power flow along SOL field lines in NSTX

Science.gov (United States)

Perkins, R. J.; Bell, R. E.; Diallo, A.; Gerhardt, S.; Hosea, J. C.; Jaworski, M. A.; Leblanc, B. P.; Kramer, G. J.; Phillips, C. K.; Roquemore, L.; Taylor, G.; Wilson, J. R.; Ahn, J.-W.; Gray, T. K.; Green, D. L.; McLean, A.; Maingi, R.; Ryan, P. M.; Jaeger, E. F.; Sabbagh, S.

2012-10-01

On NSTX, a major loss of high-harmonic fast wave (HHFW) power can occur along open field lines passing in front of the antenna over the width of the scrape-off layer (SOL). Up to 60% of the RF power can be lost and at least partially deposited in bright spirals on the divertor floor and ceiling [1,2]. The flow of HHFW power from the antenna region to the divertor is mostly aligned along the SOL magnetic field [3], which explains the pattern of heat deposition as measured with infrared (IR) cameras. By tracing field lines from the divertor back to the midplane, the IR data can be used to estimate the profile of HHFW power coupled to SOL field lines. We hypothesize that surface waves are being excited in the SOL, and these results should benchmark advanced simulations of the RF power deposition in the SOL (e.g., [4]). Minimizing this loss is critical optimal high-power long-pulse ICRF heating on ITER while guarding against excessive divertor erosion.[4pt] [1] J.C. Hosea et al., AIP Conf Proceedings 1187 (2009) 105. [0pt] [2] G. Taylor et al., Phys. Plasmas 17 (2010) 056114. [0pt] [3] R.J. Perkins et al., to appear in Phys. Rev. Lett. [0pt] [4] D.L. Green et al., Phys. Rev. Lett. 107 (2011) 145001.

Classical and quantum stochastic models of resistive and memristive circuits

Science.gov (United States)

Gough, John E.; Zhang, Guofeng

2017-07-01

The purpose of this paper is to examine stochastic Markovian models for circuits in phase space for which the drift term is equivalent to the standard circuit equations. In particular, we include dissipative components corresponding to both a resistor and a memristor in series. We obtain a dilation of the problem which is canonical in the sense that the underlying Poisson bracket structure is preserved under the stochastic flow. We do this first of all for standard Wiener noise but also treat the problem using a new concept of symplectic noise, where the Poisson structure is extended to the noise as well as the circuit variables, and in particular where we have canonically conjugate noises. Finally, we construct a dilation which describes the quantum mechanical analogue.

Detailed free span assessment for Mexilhao flow lines

Energy Technology Data Exchange (ETDEWEB)

Pereira, Antonio; Franco, Luciano; Eigbe, Uwa; BomfimSilva, Carlos [INTECSEA, Houston, TX (United States); Escudero, Carlos [PETROBRAS S.A., Rio de Janeiro, RJ (Brazil)

2009-07-01

The subsea gas production system of Mexilhao Field SPS-35, Santos Basin, offshore Brazil, is composed basically of two rigid 12.75 inches production flow lines approximately 21 km long installed in a fairly rough seabed. During the basic design, the free span assessment was performed considering the maximum allowable free span length determined by the response model proposed by DNV-RP-F105. This approach resulted in a large number of predicted free span requiring corrections, leading to a higher capital cost for the project. In this sense, a detailed free span VIV fatigue assessment was proposed, considering multi-spans and multi-mode effects and also the post lay survey data. The assessment followed the DNV-RP-F105 recommendations for multi-spans and multi-mode effects, using Finite Element Analysis to determine the natural frequencies, mode shapes and corresponding stresses associated with the mode shapes. The assessment was performed in three stages, the first during the detailed design as part of the bottom roughness analysis using the expected residual pipelay tension. The second stage was performed after pipelay, considering the post-lay survey data, where the actual requirements for span correction were determined. Actual pipelay tension was used and seabed soil stiffness adjusted in the model to match the as-laid pipeline profile obtained from the survey data. The first and second stage assessments are seamlessly automated to speed up the evaluation process and allow for quick response in the field, which was important to keep the construction vessel time minimized. The third stage was performed once the corrections of the spans were made and the purpose was to confirm that the new pipeline configuration along the supported spans had sufficient fatigue life for the temporary and operational phases. For the assessment of all three stages, the probability of occurrence and directionality of the near bottom current was considered to improve prediction of the

Comparison of deterministic and stochastic techniques for estimation of design basis floods for nuclear power plants

International Nuclear Information System (INIS)

Solomon, S.I.; Harvey, K.D.

1982-12-01

The IAEA Safety Guide 50-SG-S10A recommends that design basis floods be estimated by deterministic techniques using probable maximum precipitation and a rainfall runoff model to evaluate the corresponding flood. The Guide indicates that stochastic techniques are also acceptable in which case floods of very low probability have to be estimated. The paper compares the results of applying the two techniques in two river basins at a number of locations and concludes that the uncertainty of the results of both techniques is of the same order of magnitude. However, the use of the unit hydrograph as the rainfall runoff model may lead in some cases to nonconservative estimates. A distributed non-linear rainfall runoff model leads to estimates of probable maximum flood flows which are very close to values of flows having a 10 6 - 10 7 years return interval estimated using a conservative and relatively simple stochastic technique. Recommendations on the practical application of Safety Guide 50-SG-10A are made and the extension of the stochastic technique to ungauged sites and other design parameters is discussed

Flow injection on-line preconcentration of low levels of Cr(VI) with detection by ETAAS

DEFF Research Database (Denmark)

Som-aum, Waraporn; Liawruangrath, Saisunee; Hansen, Elo Harald

2002-01-01

A flow injection (FI) on-line sorption preconcentration procedure utilizing a packed column reactor and combined with electrothermal atomic absorption spectrometry (ETAAS) is proposed for the determination of low levels of Cr(VI) in water samples. Polytetrafluoroethylene (PTFE) beads packed in a ...

Sequential stochastic optimization

CERN Document Server

Cairoli, Renzo

1996-01-01

Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet

Uncertainty in unprotected loss-of-heat-sink, loss-of-flow, and transient-overpower accidents.

Energy Technology Data Exchange (ETDEWEB)

Morris, E. E.; Nuclear Engineering Division

2007-10-08

The sensitivities of various output parameters to selected input parameters in unprotected combined loss of heat-sink and loss-of-flow (ULOHS), loss-of-flow (ULOF), and transient-overpower (UTOP) accidents are explored in this report. This line of investigation was suggested by R. A. Wigeland. For an initial examination of potential sensitivities, the MATWS computer program has been compiled as part of a dynamic link library (DLL) so that uncertain input parameters can be sampled from their probability distributions using the GoldSim simulation software. The MATWS program combines the point-kinetics module from the SAS4A/SASSYS computer code with a simplified representation of the reactor heat removal system. Coupling with the GoldSim software by means of a DLL not only provides a convenient mechanism for sampling the stochastic input parameters but also allows the use of various tools that are available in GoldSim for analyzing the dependence of various MATWS outputs on these parameters. Should a decision be made to continue this investigation, the techniques used to couple MATWS and GoldSim could also be applied to couple the SAS4A/SASSYS computer code with GoldSim. The work described here illustrates the type of results that can be obtained from the stochastic analysis.

Uncertainty in unprotected loss-of-heat-sink, loss-of-flow, and transient-overpower accidents

International Nuclear Information System (INIS)

Morris, E.E.

2007-01-01

The sensitivities of various output parameters to selected input parameters in unprotected combined loss of heat-sink and loss-of-flow (ULOHS), loss-of-flow (ULOF), and transient-overpower (UTOP) accidents are explored in this report. This line of investigation was suggested by R. A. Wigeland. For an initial examination of potential sensitivities, the MATWS computer program has been compiled as part of a dynamic link library (DLL) so that uncertain input parameters can be sampled from their probability distributions using the GoldSim simulation software. The MATWS program combines the point-kinetics module from the SAS4A/SASSYS computer code with a simplified representation of the reactor heat removal system. Coupling with the GoldSim software by means of a DLL not only provides a convenient mechanism for sampling the stochastic input parameters but also allows the use of various tools that are available in GoldSim for analyzing the dependence of various MATWS outputs on these parameters. Should a decision be made to continue this investigation, the techniques used to couple MATWS and GoldSim could also be applied to couple the SAS4A/SASSYS computer code with GoldSim. The work described here illustrates the type of results that can be obtained from the stochastic analysis

Improved Seam-Line Searching Algorithm for UAV Image Mosaic with Optical Flow.

Science.gov (United States)

Zhang, Weilong; Guo, Bingxuan; Li, Ming; Liao, Xuan; Li, Wenzhuo

2018-04-16

Ghosting and seams are two major challenges in creating unmanned aerial vehicle (UAV) image mosaic. In response to these problems, this paper proposes an improved method for UAV image seam-line searching. First, an image matching algorithm is used to extract and match the features of adjacent images, so that they can be transformed into the same coordinate system. Then, the gray scale difference, the gradient minimum, and the optical flow value of pixels in adjacent image overlapped area in a neighborhood are calculated, which can be applied to creating an energy function for seam-line searching. Based on that, an improved dynamic programming algorithm is proposed to search the optimal seam-lines to complete the UAV image mosaic. This algorithm adopts a more adaptive energy aggregation and traversal strategy, which can find a more ideal splicing path for adjacent UAV images and avoid the ground objects better. The experimental results show that the proposed method can effectively solve the problems of ghosting and seams in the panoramic UAV images.

Singular stochastic differential equations

CERN Document Server

Cherny, Alexander S

2005-01-01

The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.

Copula-based modeling of stochastic wind power in Europe and implications for the Swiss power grid

International Nuclear Information System (INIS)

Hagspiel, Simeon; Papaemannouil, Antonis; Schmid, Matthias; Andersson, Göran

2012-01-01

Highlights: ► We model stochastic wind power using copula theory. ► Stochastic wind power is integrated in a European system adequacy evaluation. ► The Swiss power grid is put at risk by further integrating wind power in Europe. ► System elements located at or close to Swiss borders are affected the most. ► A criticality indicator allows prioritizing expansion plans on a probabilistic basis. -- Abstract: Large scale integration of wind energy poses new challenges to the European power system due to its stochastic nature and often remote location. In this paper a multivariate uncertainty analysis problem is formulated for the integration of stochastic wind energy in the European grid. By applying copula theory a synthetic set of data is generated from scarce wind speed reanalysis data in order to achieve the increased sample size for the subsequent Monte Carlo simulation. In the presented case study, European wind power samples are generated from the modeled stochastic process. Under the precondition of a modeled perfect market environment, wind power impacts dispatch decisions and therefore leads to alterations in power balances. Stochastic power balances are implemented in a detailed model of the European electricity network, based on the generated samples. Finally, a Monte Carlo method is used to determine power flows and contingencies in the system. An indicator is elaborated in order to analyze risk of overloading and to prioritize necessary grid reinforcements. Implications for the Swiss power grid are investigated in detail, revealing that the current system is significantly put at risk in certain areas by the further integration of wind power in Europe. It is the first time that the results of a probabilistic model for wind energy are further deployed within a power system analysis of the interconnected European grid. The method presented in this paper allows to account for stochastic wind energy in a load flow analysis and to evaluate

Existence and Uniqueness of Solutions to the Stochastic Porous Media Equations of Saturated Flows

International Nuclear Information System (INIS)

Ciotir, Ioana

2010-01-01

This paper proves the existence and uniqueness of nonnegative solutions for the stochastic porous media equations with multiplicative noise, infinite jump and discontinuous diffusivity function relevant in description of saturation processes in underground water infiltration in a bounded domain of R 3 .

Plasma transport in stochastic magnetic fields. I. General considerations and test particle transport

International Nuclear Information System (INIS)

Krommes, J.A.; Kleva, R.G.; Oberman, C.

1978-05-01

A systematic theory is developed for the computation of electron transport in stochastic magnetic fields. Small scale magnetic perturbations arising, for example, from finite-β micro-instabilities are assumed to destroy the flux surfaces of a standard tokamak equilibrium. Because the magnetic lines then wander in a volume, electron radial flux is enhanced due to the rapid particle transport along as well as across the lines. By treating the magnetic lines as random variables, it is possible to develop a kinetic equation for the electron distribution function. This is solved approximately to yield the diffusion coefficient

Plasma transport in stochastic magnetic fields. I. General considerations and test particle transport

Energy Technology Data Exchange (ETDEWEB)

Krommes, J.A.; Kleva, R.G.; Oberman, C.

1978-05-01

A systematic theory is developed for the computation of electron transport in stochastic magnetic fields. Small scale magnetic perturbations arising, for example, from finite-..beta.. micro-instabilities are assumed to destroy the flux surfaces of a standard tokamak equilibrium. Because the magnetic lines then wander in a volume, electron radial flux is enhanced due to the rapid particle transport along as well as across the lines. By treating the magnetic lines as random variables, it is possible to develop a kinetic equation for the electron distribution function. This is solved approximately to yield the diffusion coefficient.

Material flow enhancement in production assembly lines under application of zoned order picking systems

Directory of Open Access Journals (Sweden)

D. Živanić

2014-10-01

Full Text Available Introduced research work relates to the possibility of material flow enhancement in production systems, with the apostrophe on material order picking in production assembly lines. The paper presents basic rules and the results related to formed computer models of zoned order picking systems under the application of developed bound cavities method.

Industrial application of ultrasound based in-line rheometry: Visualization of steady shear pipe flow of chocolate suspension in pre-crystallization process

Science.gov (United States)

Ouriev, Boris; Windhab, Erich; Braun, Peter; Zeng, Yuantong; Birkhofer, Beat

2003-12-01

In the present work an in-line ultrasonic method for investigation of the rheological flow behavior of concentrated suspensions was created. It is based on a nondestructive rheological measuring technique for pilot plant and industrial scale applications. Elsewhere the author discusses a tremendous need for in-line rheological characterization of highly concentrated suspensions exposed to pressure driven shear flow conditions. Most existing on-line methods are based on destructive macro actuators, which are not suitable for materials with sensitive to applied deformation structure. Since the process of our basic interest influences the structure of suspension it would be difficult to separate the effects of rheometric measurement and weakly pronounced structural changes arising from a fine adjustment of the process parameters. The magnitude of these effects is usually associated with the complex flow dynamics of structured liquids and is sensitive to density or temperature fluctuations around the moving rheometric actuator. Interpretation of the results of such measurements can be hindered by process parameter influences on liquid product structure. Therefore, the author introduces an in-line noninvasive rheometric method, which is implemented in a pre-crystallization process of chocolate suspension. Use of ultrasound velocity profile pressure difference (UVP-PD) technique enabled process monitoring of the chocolate pre-crystallization process. Influence of seeded crystals on Rheology of chocolate suspension was recorded and monitored on line. It was shown that even slight velocity pulsations in chocolate mainstream can strongly influence rheological properties besides influencing flow velocity profiles. Based on calculations of power law fit in raw velocity profiles and calculation of wall shear stress from pressure difference measurement, a viscosity function was calculated and monitored on line. On-line results were found to be in a good agreement with off-line

A Stochastic LWR Model with Consideration of the Driver's Individual Property

International Nuclear Information System (INIS)

Tang Tieqiao; Wang Yunpeng; Yu Guizhen; Huang Haijun

2012-01-01

In this paper, we develop a stochastic LWR model based on the influences of the driver's individual property on his/her perceived density and speed deviation. The numerical results show that the driver's individual property has great effects on traffic flow only when the initial density is moderate, i.e., at this time, oscillating traffic flow will occur and the oscillating phenomena in the traffic system consisting of the conservative and aggressive drivers is more serious than that in the traffic system consisting of the conservative (aggressive) drivers.

Stochastic quantization of fermionic theories: renormalization of the massive Thirring model

Energy Technology Data Exchange (ETDEWEB)

Brunelli, J C

1992-10-01

Using the Langevin approach for stochastic processes we study the renormalizability of the massive Thirring model. At finite fictitious time, we prove the absence of induced quadrilinear counterterms by verifying the cancellation of the divergencies of graphs with four external lines. This implies that the vanishing of the renormalization group beta function already occurs at finite times. (author). 12 refs., 3 figs.

Equilibrium and stochastic resonance in finite chains of noisy bistable elements

International Nuclear Information System (INIS)

Morillo, Manuel; Gomez-Ordonez, Jose; Casado, Jose Manuel

2010-01-01

Graphical abstract: We analyze the dependence of the equilibrium distribution of a collective variable of a chain on relevant parameters including the chain size and its connectivity. We also analyze the stochastic resonance effect of the same variable. - Abstract: Using numerical simulations, we analyze equilibrium properties of finite chains of coupled noisy bistable units and their response to weak time periodic forces. Finite chains with global as well as local (nearest neighbors) coupling are considered. We focus on the study of a collective variable defined as the arithmetic mean of the variables characterizing each element of the chain. By contrast with the case of infinite size chains, where the coexistence of several equilibrium distributions for the same values of parameters is possible, for finite chains just a single equilibrium distribution exists for given values of the parameters. We demonstrate that, regardless of the chain connectivity, there exist transition lines separating regions in parameter space where the equilibrium distribution function is either monomodal or multimodal. The location of the transition line depends on the chain connectivity and the size of the system. For driven chains, the response of the system shows stochastic resonant effects. For the two types of chains considered, both the power spectral amplification and the signal-to-noise ratio of the collective variable are analyzed as the noise strength, the coupling parameter and the number of bistable units in the system are varied. Compared with the effects observed in single unit systems, the collective variable shows a strong enhancement of the stochastic resonance effects.

Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut

Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on genera...

Functional Abstraction of Stochastic Hybrid Systems

NARCIS (Netherlands)

Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.

2006-01-01

The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways

Stochastic quantisation: theme and variation

International Nuclear Information System (INIS)

Klauder, J.R.; Kyoto Univ.

1987-01-01

The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)

STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...

African Journals Online (AJOL)

eobe

STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.

Contribution to the stochastically studies of space-time dependable hydrological processes

International Nuclear Information System (INIS)

Kjaevski, Ivancho

2002-12-01

meteorological processes, directly, which enable incorrect mathematical models to determinate hydro meteorological processes. There are three basic ways to create models for hydro meteorological processes until now: deterministic, stochastic or combination of deterministic-stochastic approaches. In this Doctoral dissertation, stochastic approach is been studied in modeling of hydro meteorological processes. Advantage of the stochastic approach is more less parameters of the technique than the deterministic approach. Some of the stochastic techniques are transformation the precipitation in run-off, prognosis of future water flow and water quality, estimate of effect to the environment etc. The newest mathematical-statistical method, ARIMA and ARMAX models, will be described and explained in the following text. These methods are applied in studying and modeling of hydro meteorological processes. The following hydro meteorological processes are analyzed in this Doctoral dissertation, which have most frequently measuring and they have largest amount of information: i) Amount of year and month precipitation; ii) Average year and average month air temperature; iii) Average year and average month water flow; Almost all spice-time hydro meteorological processes including the processes with little time intervals (decade, day or hour) could be analyzed and modeled with same or similar techniques. This doctoral dissertation is divided in five chapters. The most applied mathematic-statistic para metrical and no parameter's methods for testing the homogeneity and consistency of hydro meteorological processes, which are caused by natural or artificial influence are presented in the flat and second chapter. The mathematical algorithm for creating one-dimensional ARIMA stochastic model, and transfer function model (TFM), known as (ARMAX) model are presented in the third chapter. The TFM model is applied to define the stochastic relation between one or more input and one output series

Stochastic quantization and gravity

International Nuclear Information System (INIS)

Rumpf, H.

1984-01-01

We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)

The stochastic dynamics of intermittent porescale particle motion

Science.gov (United States)

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).

Joint market clearing in a stochastic framework considering power system security

International Nuclear Information System (INIS)

Aghaei, J.; Shayanfar, H.A.; Amjady, N.

2009-01-01

This paper presents a new stochastic framework for provision of reserve requirements (spinning and non-spinning reserves) as well as energy in day-ahead simultaneous auctions by pool-based aggregated market scheme. The uncertainty of generating units in the form of system contingencies are considered in the market clearing procedure by the stochastic model. The solution methodology consists of two stages, which firstly, employs Monte-Carlo Simulation (MCS) for random scenario generation. Then, the stochastic market clearing procedure is implemented as a series of deterministic optimization problems (scenarios) including non-contingent scenario and different post-contingency states. The objective function of each of these deterministic optimization problems consists of offered cost function (including both energy and reserves offer costs), Lost Opportunity Cost (LOC) and Expected Interruption Cost (EIC). Each optimization problem is solved considering AC power flow and security constraints of the power system. The model is applied to the IEEE 24-bus Reliability Test System (IEEE 24-bus RTS) and simulation studies are carried out to examine the effectiveness of the proposed method.

Stochastic climate theory

NARCIS (Netherlands)

Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.

2017-01-01

In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of

2–stage stochastic Runge–Kutta for stochastic delay differential equations

Energy Technology Data Exchange (ETDEWEB)

Rosli, Norhayati; Jusoh Awang, Rahimah [Faculty of Industrial Science and Technology, Universiti Malaysia Pahang, Lebuhraya Tun Razak, 26300, Gambang, Pahang (Malaysia); Bahar, Arifah; Yeak, S. H. [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia)

2015-05-15

This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and Stratonovich Taylor series expansion for numerical solution of SRK2 is presented. Local truncation error of SRK2 is measured by comparing the Stratonovich Taylor expansion of the exact solution with the computed solution. Numerical experiment is performed to assure the validity of the method in simulating the strong solution of SDDEs.

Stochastic frequency-security constrained scheduling of a microgrid considering price-driven demand response

DEFF Research Database (Denmark)

Vahedipour-Dahraie, Mostafa; Anvari-Moghaddam, Amjad; Rashidizadeh-Kermani, Homa

2018-01-01

not only to maximize the expected profit of MG operator (MGO), but also to minimize the energy payments of customers. To study the effect of uncertain parameters and demand-side participation on system operating conditions, an AC-optimal power flow (AC-OPF) approach is also applied. The proposed stochastic...

Space-time-modulated stochastic processes

Science.gov (United States)

Giona, Massimiliano

2017-10-01

Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.

RES: Regularized Stochastic BFGS Algorithm

Science.gov (United States)

Mokhtari, Aryan; Ribeiro, Alejandro

2014-12-01

RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.

Redesign of a supply network by considering stochastic demand

Directory of Open Access Journals (Sweden)

Juan Camilo Paz

2015-09-01

Full Text Available This paper presents the problem of redesigning a supply network of large scale by considering variability of the demand. The central problematic takes root in determining strategic decisions of closing and adjusting of capacity of some network echelons and the tactical decisions concerning to the distribution channels used for transporting products. We have formulated a deterministic Mixed Integer Linear Programming Model (MILP and a stochastic MILP model (SMILP whose objective functions are the maximization of the EBITDA (Earnings before Interest, Taxes, Depreciation and Amortization. The decisions of Network Design on stochastic model as capacities, number of warehouses in operation, material and product flows between echelons, are determined in a single stage by defining an objective function that penalizes unsatisfied demand and surplus of demand due to demand changes. The solution strategy adopted for the stochastic model is a scheme denominated as Sample Average Approximation (SAA. The model is based on the case of a Colombian company dedicated to production and marketing of foodstuffs and supplies for the bakery industry. The results show that the proposed methodology was a solid reference for decision support regarding to the supply networks redesign by considering the expected economic contribution of products and variability of the demand.

Elitism and Stochastic Dominance

OpenAIRE

Bazen, Stephen; Moyes, Patrick

2011-01-01

Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...

Modeling a two-layer flow system at the subarctic, subalpine tree line during snowmelt

Science.gov (United States)

Leenders, Erica E.; Woo, Ming-Ko

2002-10-01

In the subarctic it is common to encounter a two-layer flow system consisting of a porous organic cover overlying frozen or unfrozen mineral soils with much lower hydraulic conductivities. The "simple lumped reservoir parametric," or "semidistributed land-use-based runoff processes" (SLURP), model was adapted to simulate runoff generated by such a flow system from an upland shrub land to an open woodland downslope. A subalpine site in Wolf Creek, Yukon, Canada, was subdivided into two aggregated simulation areas (ASA), each being a unit characterized by a set of parameters. The model computes the vertical water balance and flow generation from several storages, and then routes the water out of the ASA. When applied to the 1999 snowmelt season, the model simulated the very low lateral flow and a large increase in storage in the mineral soil, as was observed in the field. The model was used to assess the sensitivity of the two-layer flow system under a range of temperature, snow cover, and frost conditions. Results show that within the range of possible climatic conditions, the hydrologic system is unlikely to yield significant runoff across the subalpine tree line, but if ground ice is abundant in the soil pores, percolation will be limited and fast flow from the surface layer is enhanced.

A stochastic Galerkin method for the Euler equations with Roe variable transformation

KAUST Repository

Pettersson, Per; Iaccarino, Gianluca; Nordströ m, Jan

2014-01-01

The Euler equations subject to uncertainty in the initial and boundary conditions are investigated via the stochastic Galerkin approach. We present a new fully intrusive method based on a variable transformation of the continuous equations. Roe variables are employed to get quadratic dependence in the flux function and a well-defined Roe average matrix that can be determined without matrix inversion.In previous formulations based on generalized polynomial chaos expansion of the physical variables, the need to introduce stochastic expansions of inverse quantities, or square roots of stochastic quantities of interest, adds to the number of possible different ways to approximate the original stochastic problem. We present a method where the square roots occur in the choice of variables, resulting in an unambiguous problem formulation.The Roe formulation saves computational cost compared to the formulation based on expansion of conservative variables. Moreover, the Roe formulation is more robust and can handle cases of supersonic flow, for which the conservative variable formulation fails to produce a bounded solution. For certain stochastic basis functions, the proposed method can be made more effective and well-conditioned. This leads to increased robustness for both choices of variables. We use a multi-wavelet basis that can be chosen to include a large number of resolution levels to handle more extreme cases (e.g. strong discontinuities) in a robust way. For smooth cases, the order of the polynomial representation can be increased for increased accuracy. © 2013 Elsevier Inc.

Comparison of deterministic and stochastic techniques for estimation of design basis floods for nuclear power plants

International Nuclear Information System (INIS)

Solomon, S.I.; Harvey, K.D.; Asmis, G.J.K.

1983-01-01

The IAEA Safety Guide 50-SG-S10A recommends that design basis floods be estimated by deterministic techniques using probable maximum precipitation and a rainfall runoff model to evaluate the corresponding flood. The Guide indicates that stochastic techniques are also acceptable in which case floods of very low probability have to be estimated. The paper compares the results of applying the two techniques in two river basins at a number of locations and concludes that the uncertainty of the results of both techniques is of the same order of magnitude. However, the use of the unit hydrograph as the rain fall runoff model may lead in some cases to non-conservative estimates. A distributed non-linear rainfall runoff model leads to estimates of probable maximum flood flows which are very close to values of flows having a 10 6 to 10 7 years return interval estimated using a conservative and relatively simple stochastic technique. Recommendations on the practical application of Safety Guide 50-SG-10A are made and the extension of the stochastic technique to ungauged sites and other design parameters is discussed

Stochastic analytic regularization

International Nuclear Information System (INIS)

Alfaro, J.

1984-07-01

Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)

On Stochastic Dependence

Science.gov (United States)

Meyer, Joerg M.

2018-01-01

The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.

Stochastic massless fields I: Integer spin

International Nuclear Information System (INIS)

Lim, S.C.

1981-04-01

Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)

Production and efficiency of large wildland fire suppression effort: A stochastic frontier analysis.

Science.gov (United States)

Katuwal, Hari; Calkin, David E; Hand, Michael S

2016-01-15

This study examines the production and efficiency of wildland fire suppression effort. We estimate the effectiveness of suppression resource inputs to produce controlled fire lines that contain large wildland fires using stochastic frontier analysis. Determinants of inefficiency are identified and the effects of these determinants on the daily production of controlled fire line are examined. Results indicate that the use of bulldozers and fire engines increase the production of controlled fire line, while firefighter crews do not tend to contribute to controlled fire line production. Production of controlled fire line is more efficient if it occurs along natural or built breaks, such as rivers and roads, and within areas previously burned by wildfires. However, results also indicate that productivity and efficiency of the controlled fire line are sensitive to weather, landscape and fire characteristics. Copyright © 2015 Elsevier Ltd. All rights reserved.

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

Science.gov (United States)

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.

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

International Nuclear Information System (INIS)

Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

2010-01-01

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 Ca 2+ 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

Stochastic processes inference theory

CERN Document Server

Rao, Malempati M

2014-01-01

This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.

Maximal network reliability for a stochastic power transmission network

International Nuclear Information System (INIS)

Lin, Yi-Kuei; Yeh, Cheng-Ta

2011-01-01

Many studies regarded a power transmission network as a binary-state network and constructed it with several arcs and vertices to evaluate network reliability. In practice, the power transmission network should be stochastic because each arc (transmission line) combined with several physical lines is multistate. Network reliability is the probability that the network can transmit d units of electric power from a power plant (source) to a high voltage substation at a specific area (sink). This study focuses on searching for the optimal transmission line assignment to the power transmission network such that network reliability is maximized. A genetic algorithm based method integrating the minimal paths and the Recursive Sum of Disjoint Products is developed to solve this assignment problem. A real power transmission network is adopted to demonstrate the computational efficiency of the proposed method while comparing with the random solution generation approach.

Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games

KAUST Repository

Jaleel, Hassan

2018-04-08

Stochastic stability is a popular solution concept for stochastic learning dynamics in games. However, a critical limitation of this solution concept is its inability to distinguish between different learning rules that lead to the same steady-state behavior. We address this limitation for the first time and develop a framework for the comparative analysis of stochastic learning dynamics with different update rules but same steady-state behavior. We present the framework in the context of two learning dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through an example setup of sensor coverage game that for each of these dynamics, the paths to stochastically stable states exhibit distinctive behaviors. Therefore, we propose multiple criteria to analyze and quantify the differences in the short and medium run behavior of stochastic learning dynamics. We derive and compare upper bounds on the expected hitting time to the set of Nash equilibria for both LLL and ML. For the medium to long-run behavior, we identify a set of tools from the theory of perturbed Markov chains that result in a hierarchical decomposition of the state space into collections of states called cycles. We compare LLL and ML based on the proposed criteria and develop invaluable insights into the comparative behavior of the two dynamics.

Quantum stochastics

CERN Document Server

Chang, Mou-Hsiung

2015-01-01

The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...

Stochastic cooling

International Nuclear Information System (INIS)

Bisognano, J.; Leemann, C.

1982-03-01

Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron

Stochastic optimal control, forward-backward stochastic differential equations and the Schroedinger equation

Energy Technology Data Exchange (ETDEWEB)

Paul, Wolfgang; Koeppe, Jeanette [Institut fuer Physik, Martin Luther Universitaet, 06099 Halle (Germany); Grecksch, Wilfried [Institut fuer Mathematik, Martin Luther Universitaet, 06099 Halle (Germany)

2016-07-01

The standard approach to solve a non-relativistic quantum problem is through analytical or numerical solution of the Schroedinger equation. We show a way to go around it. This way is based on the derivation of the Schroedinger equation from conservative diffusion processes and the establishment of (several) stochastic variational principles leading to the Schroedinger equation under the assumption of a kinematics described by Nelson's diffusion processes. Mathematically, the variational principle can be considered as a stochastic optimal control problem linked to the forward-backward stochastic differential equations of Nelson's stochastic mechanics. The Hamilton-Jacobi-Bellmann equation of this control problem is the Schroedinger equation. We present the mathematical background and how to turn it into a numerical scheme for analyzing a quantum system without using the Schroedinger equation and exemplify the approach for a simple 1d problem.

Stochastic Analysis : A Series of Lectures

CERN Document Server

Dozzi, Marco; Flandoli, Franco; Russo, Francesco

2015-01-01

This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields o...

Stochastic Analysis with Financial Applications

CERN Document Server

Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi

2011-01-01

Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li

Flow Instabilities and Main Steam Line Vibrations in a Pressurized Water Reactor

International Nuclear Information System (INIS)

Henriksson, Mats; Westin, Johan; Granhall, Tord; Andersson, Lars; Bjerke, Lars-Erik

2002-01-01

Severe vibrational problems occurred in the main steam system of a PWR nuclear power plant, about 18 months after a steam generator replacement had been carried out. The magnitude of the vibrations reached levels at which the operators had to reduce power in order to stay within the operating limits imposed by the nuclear inspectorate. To solve the problem the following analyses methods were employed: - Testing the influence on vibration level from different modes of plant operation; - Analyses of plant measurement data; - Calculations of: hydraulic behaviour of the system, structural dynamic behaviour of the system, flow at the steam generator outlet. Scale model testing of the steam generator outlet region. Hydraulic flow disturbances in the main steam system were measured using pressure and strain gauges, which made it possible to track individual pressure pulses propagating through the main steam system. Analyses showed that the pressure pulses causing the vibration originated from the vicinity of the steam generator outlet. By using computer codes for network fluid flow analyses the pressure pulses found in the measurement traces could be generated in calculations. Careful studies of the flow at the steam generator outlet region, using model testing in a 1:3 scale model as well as transient 3D CFD calculations, gave clear indications that flow separation occurred at the steam generator outlet nozzle and at the first bend. Finally, by substituting the outlet nozzle for a different design with a multi-port nozzle, the steam line vibration problem has been solved. (authors)

Application of Micropore Filter Technology: Exploring the Blood Flow Path in Arterial-Line Filters and Its Effect on Bubble Trapping Functions.

Science.gov (United States)

Herbst, Daniel P

2017-03-01

Conventional arterial-line filters commonly use a large volume circular shaped housing, a wetted micropore screen, and a purge port to trap, separate, and remove gas bubbles from extracorporeal blood flow. Focusing on the bubble trapping function, this work attempts to explore how the filter housing shape and its resulting blood flow path affect the clinical application of arterial-line filters in terms of gross air handling. A video camera was used in a wet-lab setting to record observations made during gross air-bolus injections in three different radially designed filters using a 30-70% glycerol-saline mixture flowing at 4.5 L/min. Two of the filters both had inlet ports attached near the filter-housing top with bottom oriented outlet ports at the bottom, whereas the third filter had its inlet and outlet ports both located at the bottom of the filter housing. The two filters with top-in bottom-out fluid paths were shown to direct the incoming flow downward as it passed through the filter, placing the forces of buoyancy and viscous drag in opposition to each other. This contrasted with the third filter's bottom-in bottom-out fluid path, which was shown to direct the incoming flow upward so that the forces of buoyancy and viscous drag work together. The direction of the blood flow path through a filter may be important to the application of arterial-line filter technology as it helps determine how the forces of buoyancy and flow are aligned with one another.

Stochastic arrangement increasing risks in financial engineering andactuarial science – a review

Directory of Open Access Journals (Sweden)

Chen Li

2018-03-01

Full Text Available We review recent research results on stochastic arrangement increasing risks in financialand actuarial risk management, including allocation of deductibles and coverage limits concerned withmultiple dependent risks in an insurance policy, the independence model and the threshold models fora portfolio of defaults risks with dependence, and the optimal capital allocation for a financial institutewith multiple line of business.

Diagram of collisional regimes for particle diffusion in a stochastic magnetic field

International Nuclear Information System (INIS)

Misguich, J.H.; Balescu, R.

1995-01-01

This document deals with static stochastic fields, where magnetic lines experience exponential separation and magnetic diffusion. It more particularly focuses on the diffusivity of collisional particles in such a fields and presents a general graph which describes most regimes of collisional and weakly collisional diffusion for guiding centers in a time-independent magnetic field. (TEC). 9 refs., 1 fig., 2 tabs

The effect of sudden server breakdown on the performance of a disassembly line

Science.gov (United States)

Udomsawat, Gun; Gupta, Surendra M.

2005-11-01

Product and material recovery relies on the disassembly process to separate target components or materials from the end-of-life (EOL) products. Disassembly line is especially effective when products in large quantity are disassembled. Unlike an assembly line, a disassembly line is more complex and is subjected to numerous uncertainties including stochastic and multi-level arrivals of component demands, stochastic arrival times for EOL products, and process interruption due to equipment failure. These factors seriously impair the control mechanism in the disassembly line. A common production control mechanism is the traditional push system (TPS). TPS responds to the aforementioned complications by carrying substantial amounts of inventories. An alternative control mechanism is a newly developed multi-kanban pull system (MKS) that relies on dynamic routing of kanbans, which tends to minimize the system's inventories while maintaining demand serviceability. In this paper we explore the impact of sudden breakdown of server on the performance of a disassembly line. We compare the overall performances of the TPS and MKS by considering two scenarios. We present the solution procedure and results for these cases.

A stochastic model of particle dispersion in turbulent reacting gaseous environments

Science.gov (United States)

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.

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

Science.gov (United States)

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.

Experimental and numerical studies of turbulent flow in an in-line tube bundles

Directory of Open Access Journals (Sweden)

Aounalah Mohamed

2012-04-01

Full Text Available In the present paper an experimental and a numerical simulation of the turbulent flow in an in-line tube bundles have been performed. The experiments were carried out using a subsonic wind tunnel. The pressure distributions along the tubes (22 circumferential pressure taping were determined for a variation of the azimuthal angle from 0 to 360deg. The drag and lift forces are measured using the TE 44 balance. The Navier-Stokes equations of the turbulent flow are solved using Reynolds Stress and K-ε, turbulence models (RANS provided by Fluent CFD code. An adapted grid using static pressure, pressure coefficient and velocity gradient, furthermore, a second order upwind scheme were used. The obtained results from the experimental and numerical studies show a satisfactory agreement.

Stochastic interest rates in the analysis of energy investments: Implications on economic performance and sustainability

International Nuclear Information System (INIS)

Tolis, Athanasios; Tatsiopoulos, Ilias; Doukelis, Aggelos

2010-01-01

A systematic impact assessment of stochastic interest and inflation rates on the analysis of energy investments is presented. A real-options algorithm has been created for this task. Constant interest rates incorporating high risk premium have been extensively used for economic calculations, within the framework of traditional direct cash flow methods, thus favouring immediate, irreversible investments in the expense of, sometimes, insubstantially low anticipated yields. In this article, not only incomes and expenses but also interest and inflation rates are considered stochastically evolving according to specific probabilistic models. The numerical experiments indicated that the stochastic interest rate forecasts fluctuate in such low levels that may signal delayed investment entry in favour of higher expected yields. The implementation of stochastically evolving interest rates in energy investment analysis may have a controversial effect on sustainability. Displacements of inefficient plants may be significantly delayed, thus prolonging high CO 2 emission rates. Under the current CO 2 allowance prices or their medium-term forecasts, this situation may not be improved and flexible policy interventions may be necessitated. (author)

Stochastic Reachability Analysis of Hybrid Systems

CERN Document Server

Bujorianu, Luminita Manuela

2012-01-01

Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then...

Instability and Transition of Flow at, and Near, an Attachment-line - Including Control by Surface Suction

Science.gov (United States)

Smith, A.

1996-01-01

Advances in aviation during and following the Second World War led to an enormous improvement in the performance of aircraft. The push for enhanced efficiency brought cruise speeds into the transonic range, where the associated drag rise due to the appearance of shock-waves became a limiting factor. Wing sweep was adopted to delay the onset of this drag rise, but with this development came several new and unforeseen problems. Preliminary theoretical work assumed that the boundary layer transition characteristics of a swept wing would be subject to the independence principle, so the chordwise transition position could be predicted from two-dimensional work Gas turbine development has now reached a point where additional increases in efficiency are both difficult and expensive to achieve. Consequently, aircraft manufacturers are looking elsewhere for ways to reduce Direct Operating Costs (DOC's) or increase military performance. The attention of industry is currently focusing on Hybrid Laminar Flow Control (HLFC) as a possible method of reducing DOC's for civil aircraft. Following this study and discussions with NASA Langley and Boeing a different series of questions have been addressed in the present work. There are five areas of interest: Relaminarisation of the attachment-line boundary layer when the value of R exceeds 600. The effects of large suction levels on transition in the attachment-line boundary layer (ie critical oversuction). The transition characteristics of a relaminarised attachment-line flow which encounters a non-porous surface. The effect of attachment-line suction on the spanwise propagation of gross disturbances emanating from the wing-fuselage junction. The attachment-line transition caused by surface blowing.

Homogenization of the stochastic Navier–Stokes equation with a stochastic slip boundary condition

KAUST Repository

Bessaih, Hakima

2015-11-02

The two-dimensional Navier–Stokes equation in a perforated domain with a dynamical slip boundary condition is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and another stochastic perturbation on the boundaries of the holes. We consider a scaling (ᵋ for the viscosity and 1 for the density) that will lead to a time-dependent limit problem. However, the noncritical scaling (ᵋ, β > 1) is considered in front of the nonlinear term. The homogenized system in the limit is obtained as a Darcy’s law with memory with two permeabilities and an extra term that is due to the stochastic perturbation on the boundary of the holes. The nonhomogeneity on the boundary contains a stochastic part that yields in the limit an additional term in the Darcy’s law. We use the two-scale convergence method after extending the solution with 0 inside the holes to pass to the limit. By Itô stochastic calculus, we get uniform estimates on the solution in appropriate spaces. Due to the stochastic integral, the pressure that appears in the variational formulation does not have enough regularity in time. This fact made us rely only on the variational formulation for the passage to the limit on the solution. We obtain a variational formulation for the limit that is solution of a Stokes system with two pressures. This two-scale limit gives rise to three cell problems, two of them give the permeabilities while the third one gives an extra term in the Darcy’s law due to the stochastic perturbation on the boundary of the holes.

Stochastic Estimation via Polynomial Chaos

Science.gov (United States)

2015-10-01

AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic

Two-dimensional electron flow in pulsed power transmission lines and plasma opening switches

International Nuclear Information System (INIS)

Church, B.W.; Longcope, D.W.; Ng, C.K.; Sudan, R.N.

1991-01-01

The operation of magnetically insulated transmission lines (MITL) and the interruption of current in a plasma opening switch (POS) are determined by the physics of the electrons emitted by the cathode surface. A mathematical model describes the self-consistent two-dimensional flow of an electron fluid. A finite element code, FERUS, has been developed to solve the two equations which describe Poisson's and Ampere's law in two dimensions. The solutions from this code are obtained for parameters where the electron orbits are considerably modified by the self-magnetic field of the current. Next, the self-insulated electron flow in a MITL with a step change in cross-section is studied using a conventional two-dimensional fully electromagnetic particle-in-cell code, MASK. The equations governing two-dimensional quasi-static electron flow are solved numerically by a third technique which is suitable for predicting current interruption in a POS. The object of the study is to determine the critical load impedance, Z CL , required for current interruption for a given applied voltage, cathode voltage and plasma length. (author). 9 refs, 5 figs

Remarks on stochastic acceleration

International Nuclear Information System (INIS)

Graeff, P.

1982-12-01

Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)

Reconstruction of dynamical equations for traffic flow

OpenAIRE

Kriso, S.; Friedrich, R.; Peinke, J.; Wagner, P.

2001-01-01

Traffic flow data collected by an induction loop detector on the highway close to Koeln-Nord are investigated with respect to their dynamics including the stochastic content. In particular we present a new method, with which the flow dynamics can be extracted directly from the measured data. As a result a Langevin equation for the traffic flow is obtained. From the deterministic part of the flow dynamics, stable fixed points are extracted and set into relation with common features of the fund...

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

International Nuclear Information System (INIS)

Hsiang, J.-T.; Hu, B.L.

2015-01-01

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, calculating 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

Stochastic parameterizing manifolds and non-Markovian reduced equations stochastic manifolds for nonlinear SPDEs II

CERN Document Server

Chekroun, Mickaël D; Wang, Shouhong

2015-01-01

In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.

Stochastic spin-one massive field

International Nuclear Information System (INIS)

Lim, S.C.

1984-01-01

Stochastic quantization schemes of Nelson and Parisi and Wu are applied to a spin-one massive field. Unlike the scalar case Nelson's stochastic spin-one massive field cannot be identified with the corresponding euclidean field even if the fourth component of the euclidean coordinate is taken as equal to the real physical time. In the Parisi-Wu quantization scheme the stochastic Proca vector field has a similar property as the scalar field; which has an asymptotically stationary part and a transient part. The large equal-time limit of the expectation values of the stochastic Proca field are equal to the expectation values of the corresponding euclidean field. In the Stueckelberg formalism the Parisi-Wu scheme gives rise to a stochastic vector field which differs from the massless gauge field in that the gauge cannot be fixed by the choice of boundary condition. (orig.)

A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

Energy Technology Data Exchange (ETDEWEB)

Hosking, John Joseph Absalom, E-mail: j.j.a.hosking@cma.uio.no [University of Oslo, Centre of Mathematics for Applications (CMA) (Norway)

2012-12-15

We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966-979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197-216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

International Nuclear Information System (INIS)

Hosking, John Joseph Absalom

2012-01-01

We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966–979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197–216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

Expression of the chondroitin sulphate proteoglycan molecular complex in six human melanoma xenograft lines studied by flow cytometry and immunohistochemistry.

Science.gov (United States)

Nagelhus, T A; Rofstad, E K

1993-06-01

The expression of the chondroitin sulphate proteoglycan (CSP) molecular complex in six human melanoma xenograft lines (BEX-t, COX-t, HUX-t, ROX-t, SAX-t, WIX-t) was studied by flow cytometry and immunohistochemistry using the monoclonal antibodies 9.2.27, ME31.3, G7A5, and NKI.M6. The two methods and the four antibodies gave consistent results. The six melanoma lines could be divided into three distinct groups of two lines each; expression was high in the HUX-t and ROX-t lines and intermediate in the BEX-t and SAX-t lines, whereas the COX-t and WIX-t lines were negative. The mean number of epitopes per cell for 9.2.27 was approximately twice as high as for ME31.3, G7A5, and NKI.M6 and was estimated to range from 0.8 +/- 0.1 x 10(5) to 1.9 +/- 0.2 x 10(5) in the positive xenograft lines. The expression of the CSP complex was heterogeneous. The immunofluorescence histograms measured by flow cytometry were therefore broad for all tumour lines. A significant fraction of the HUX-t cells was negative or weakly stained. These cells appeared as clear negative patches in the immunohistochemical preparations. Moreover, most morphologically intact tumour cells adjacent to necrotic areas did not show significant expression of the CSP complex, irrespective of tumour line. These cells were probably hypoxic and thus resistant to radiation therapy. The expression of the CSP complex in the xenograft lines was similar to that reported for melanoma in man.

Stochastic TDHF and the Boltzman-Langevin equation

International Nuclear Information System (INIS)

Suraud, E.; Reinhard, P.G.

1991-01-01

Outgoing from a time-dependent theory of correlations, we present a stochastic differential equation for the propagation of ensembles of Slater determinants, called Stochastic Time-Dependent Hartree-Fock (Stochastic TDHF). These ensembles are allowed to develop large fluctuations in the Hartree-Fock mean fields. An alternative stochastic differential equation, the Boltzmann-Langevin equation, can be derived from Stochastic TDHF by averaging over subensembles with small fluctuations

Ultra-high-speed digital in-line holography system applied to particle-laden supersonic underexpanded jet flows

DEFF Research Database (Denmark)

Ingvorsen, Kristian Mark; Buchmann, Nicolas A.; Soria, Julio

2012-01-01

-fluid interactions in these high-speed flows special high performance techniques are required. The present work is an investigation into the applicability of magnified digital in-line holography with ultra-high-speed recording for the study of three-dimensional supersonic particle-laden flows. An optical setup...... × 10mm calibration grid and 120 μm particles on a glass plate. In the case with the calibration grid it is found that accurate determination of the depthwise position is possible. However, when applying the same technique to the particle target, significant problems are encountered. © 2012...

Stochastic resonance in a stochastic bistable system with additive noises and square–wave signal

International Nuclear Information System (INIS)

Feng, Guo; Xiang-Dong, Luo; Shao-Fu, Li; Yu-Rong, Zhou

2010-01-01

This paper considers the stochastic resonance in a stochastic bistable system driven by a periodic square-wave signal and a static force as well as by additive white noise and dichotomous noise from the viewpoint of signal-to-noise ratio. It finds that the signal-to-noise ratio appears as stochastic resonance behaviour when it is plotted as a function of the noise strength of the white noise and dichotomous noise, as a function of the system parameters, or as a function of the static force. Moreover, the influence of the strength of the stochastic potential force and the correlation rate of the dichotomous noise on the signal-to-noise ratio is investigated. (general)

Stochastic quantization of Proca field

International Nuclear Information System (INIS)

Lim, S.C.

1981-03-01

We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)

Stochastic optimization methods

CERN Document Server

Marti, Kurt

2005-01-01

Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.

Trends and perspectives of flow injection/sequential injection on-line sample-pretreatment schemes coupled to ETAAS

DEFF Research Database (Denmark)

Wang, Jianhua; Hansen, Elo Harald

2005-01-01

Flow injection (FI) analysis, the first generation of this technique, became in the 1990s supplemented by its second generation, sequential injection (SI), and most recently by the third generation (i.e.,Lab-on-Valve). The dominant role played by FI in automatic, on-line, sample pretreatments in ...

Underwater tracking of a moving dipole source using an artificial lateral line: algorithm and experimental validation with ionic polymer–metal composite flow sensors

International Nuclear Information System (INIS)

Abdulsadda, Ahmad T; Tan, Xiaobo

2013-01-01

Motivated by the lateral line system of fish, arrays of flow sensors have been proposed as a new sensing modality for underwater robots. Existing studies on such artificial lateral lines (ALLs) have been mostly focused on the localization of a fixed underwater vibrating sphere (dipole source). In this paper we examine the problem of tracking a moving dipole source using an ALL system. Based on an analytical model for the moving dipole-generated flow field, we formulate a nonlinear estimation problem that aims to minimize the error between the measured and model-predicted magnitudes of flow velocities at the sensor sites, which is subsequently solved with the Gauss–Newton scheme. A sliding discrete Fourier transform (SDFT) algorithm is proposed to efficiently compute the evolving signal magnitudes based on the flow velocity measurements. Simulation indicates that it is adequate and more computationally efficient to use only the signal magnitudes corresponding to the dipole vibration frequency. Finally, experiments conducted with an artificial lateral line consisting of six ionic polymer–metal composite (IPMC) flow sensors demonstrate that the proposed scheme is able to simultaneously locate the moving dipole and estimate its vibration amplitude and traveling speed with small errors. (paper)

Design Optimization of An Axial Flow Fan Blade Considering Airfoil Shape and Stacking Line

Energy Technology Data Exchange (ETDEWEB)

Lee, Ki Sang; Kim, Kwang Yong; Samad, Abdus [Inha Univ., Incheon (Korea, Republic of)

2007-07-01

This work presents a numerical optimization procedure for a low-speed axial flow fan blade with polynomial response surface approximation model. Reynolds-averaged Navier-Stokes equations with Shear Stress Turbulence (SST) model are discretized by finite volume approximations and solved on hexahedral grids for flow analyses. The airfoil shape as well as stacking line is modified to enhance blade total efficiency, i.e., the objective function. The design variables of blade lean, maximum thickness and location of maximum thickness are selected, and a design of experiments technique produces design points where flow analyses are performed to obtain values of the objective function. A gradient-based search algorithm is used to find the optimal design in the design space from the constructed response surface model for the objective function. As a main result, the efficiency is increased effectively by the present optimization procedure. And, it is also shown that the modification of blade lean is more effective to improve the efficiency rather than modifying blade profile.

On-line preconcentration of fluorescent derivatives of catecholamines in cerebrospinal fluid using flow-gated capillary electrophoresis.

Science.gov (United States)

Zhang, Qiyang; Gong, Maojun

2016-06-10

Flow-gated capillary electrophoresis (CE) coupled with microdialysis has become an important tool for in vivo bioanalytical measurements because it is capable of performing rapid and efficient separations of complex biological mixtures thus enabling high temporal resolution in chemical monitoring. However, the limit of detection (LOD) is often limited to a micro- or nano-molar range while many important target analytes have picomolar or sub-nanomolar levels in brain and other tissues. To enhance the capability of flow-gated CE for catecholamine detection, a novel and simple on-line sample preconcentration method was developed exclusively for fluorescent derivatives of catecholamines that were fluorogenically derivatized with naphthalene-2,3-dicarboxaldehyde (NDA) in the presence of cyanide. The effective preconcentration coupled with the sensitive laser-induced fluorescence (LIF) detection lowered the LOD down to 20pM for norepinephrine (NE) and 50pM for dopamine (DA) at 3-fold of S/N ratio, and the signal enhancement was estimated to be over 100-fold relative to normal injection when standard analytes were dissolved in artificial cerebrospinal fluid (aCSF). The basic focusing principle is novel since the sample plug contains borate while the background electrolyte (BGE) is void of borate. This strategy took advantage of the complexation between diols and borate, through which one negative charge was added to the complex entity. The sample derivatization mixture was electrokinetically injected into a capillary via the flow-gated injection, and then NE and DA derivatives were selectively focused to a narrow zone by the reversible complexation. Separation of NE and DA derivatives was executed by incoming surfactants of cholate and deoxycholate mixed in the front BGE plug. This on-line preconcentration method was finally applied to the detection of DA in rat cerebrospinal fluid (CSF) via microdialysis and on-line derivatization. It is anticipated that the method would

Phenomenology of stochastic exponential growth

Science.gov (United States)

Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya

2017-06-01

Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.

Investigation of heat transfer of tube line of staggered tube bank in two-phase flow

Science.gov (United States)

Jakubcionis, Mindaugas

2015-06-01

This article presents the results of experimental investigation of heat transfer process, carried out using the model of heat exchanger. Two-phase statically stable foam flow was used as a heat transfer fluid. Heat exchanger model consisted of staggered tube bank. Experimental results are presented with the focus on influence of tube position in the line of the bank, volumetric void component and velocity of gas component of the foam. The phenomena of liquid draining in cellular foam flow and its influence on heat transfer rate has also been discussed. The experimental results have been generalized by relationship between Nusselt, Reynolds and Prandtl numbers.

A probabilistic graphical model based stochastic input model construction

International Nuclear Information System (INIS)

Wan, Jiang; Zabaras, Nicholas

2014-01-01

Model reduction techniques have been widely used in modeling of high-dimensional stochastic input in uncertainty quantification tasks. However, the probabilistic modeling of random variables projected into reduced-order spaces presents a number of computational challenges. Due to the curse of dimensionality, the underlying dependence relationships between these random variables are difficult to capture. In this work, a probabilistic graphical model based approach is employed to learn the dependence by running a number of conditional independence tests using observation data. Thus a probabilistic model of the joint PDF is obtained and the PDF is factorized into a set of conditional distributions based on the dependence structure of the variables. The estimation of the joint PDF from data is then transformed to estimating conditional distributions under reduced dimensions. To improve the computational efficiency, a polynomial chaos expansion is further applied to represent the random field in terms of a set of standard random variables. This technique is combined with both linear and nonlinear model reduction methods. Numerical examples are presented to demonstrate the accuracy and efficiency of the probabilistic graphical model based stochastic input models. - Highlights: • Data-driven stochastic input models without the assumption of independence of the reduced random variables. • The problem is transformed to a Bayesian network structure learning problem. • Examples are given in flows in random media

Stochastic modeling of mode interactions via linear parabolized stability equations

Science.gov (United States)

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.

Optimal Control for Stochastic Delay Evolution Equations

Energy Technology Data Exchange (ETDEWEB)

Meng, Qingxin, E-mail: mqx@hutc.zj.cn [Huzhou University, Department of Mathematical Sciences (China); Shen, Yang, E-mail: skyshen87@gmail.com [York University, Department of Mathematics and Statistics (Canada)

2016-08-15

In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.

A prototype of on-line digital flow rate meter based on cross-correlation principle

International Nuclear Information System (INIS)

Sun Xiaodong; Dai Zhenxi; Xu Jijun

1997-01-01

An on-line, digital prototype of flow rate measurement system based on cross-correlation principle is developed. Laboratory measurements using the prototype show that sufficiently large temperature fluctuations exist naturally and that measurements are possible. Temperature fluctuations are detected by two identical thermocouples spaced along the flow direction and are pre-processed by a thermocouple signal amplifier. The pre-processed temperature fluctuations are analyzed by a cross-correlator which measures the transit time of temperature fluctuations between two thermocouples directly. Thus, the so-called correlation velocity can be determined by a chip microprocessor 8031. Experimental results with single-phase under steady conditions also show that the distance between two thermocouples and the Reynolds number of fluid are the most important parameters to the measurement

Introduction to stochastic calculus

CERN Document Server

Karandikar, Rajeeva L

2018-01-01

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...

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

Science.gov (United States)

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...

SMD-based numerical stochastic perturbation theory

Science.gov (United States)

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.

SMD-based numerical stochastic perturbation theory

Energy Technology Data Exchange (ETDEWEB)

Dalla Brida, Mattia [Universita di Milano-Bicocca, Dipartimento di Fisica, Milan (Italy); INFN, Sezione di Milano-Bicocca (Italy); Luescher, Martin [CERN, Theoretical Physics Department, Geneva (Switzerland); AEC, Institute for Theoretical Physics, University of Bern (Switzerland)

2017-05-15

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 Schroedinger 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. (orig.)

SMD-based numerical stochastic perturbation theory

International Nuclear Information System (INIS)

Dalla Brida, Mattia; Luescher, Martin

2017-01-01

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 Schroedinger 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. (orig.)

Revised Line Profile Function for Hydrogenic Species

Directory of Open Access Journals (Sweden)

Sapar A.

2012-09-01

Full Text Available Analytical series expansions for the hydrogenic spectral line profile functions are derived starting from the three single expressions, obtained by integrating twice the convolution of the Holtsmark, Lorentz and Doppler line profile functions. We get well converging series expansions for the line wings and centers by reducing the number of arguments in the profile function by one, introducing the module of the Holtsmark and Lorentz profiles as a new argument. In the intermediate part of the line, the parabolic cylinder functions expressed via the confluent hypergeometric series, are used. The multi-component Stark splitting of the hydrogenic spectral lines and the modeled stochastic electron transitions in the electric field of the adjacent ions generate wide Doppler plateaux at the line centers, with the characteristic widths estimated from the fit to the characteristic width of the Holtsmark profile. This additional Doppler broadening of the line profile function removes the central dip typical to the Holtsmark profile.

Brownian motion, martingales, and stochastic calculus

CERN Document Server

Le Gall, Jean-François

2016-01-01

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...

Nonlinear Theoretical Tools for Fusion-related Microturbulence: Historical Evolution, and Recent Applications to Stochastic Magnetic Fields, Zonal-flow Dynamics, and Intermittency

International Nuclear Information System (INIS)

Krommes, J.A.

2009-01-01

Fusion physics poses an extremely challenging, practically complex problem that does not yield readily to simple paradigms. Nevertheless, various of the theoretical tools and conceptual advances emphasized at the KaufmanFest 2007 have motivated and/or found application to the development of fusion-related plasma turbulence theory. A brief historical commentary is given on some aspects of that specialty, with emphasis on the role (and limitations) of Hamiltonian/symplectic approaches, variational methods, oscillation-center theory, and nonlinear dynamics. It is shown how to extract a renormalized ponderomotive force from the statistical equations of plasma turbulence, and the possibility of a renormalized K-? theorem is discussed. An unusual application of quasilinear theory to the problem of plasma equilibria in the presence of stochastic magnetic fields is described. The modern problem of zonal-flow dynamics illustrates a confluence of several techniques, including (i) the application of nonlinear-dynamics methods, especially center-manifold theory, to the problem of the transition to plasma turbulence in the face of self-generated zonal flows; and (ii) the use of Hamiltonian formalism to determine the appropriate (Casimir) invariant to be used in a novel wave-kinetic analysis of systems of interacting zonal flows and drift waves. Recent progress in the theory of intermittent chaotic statistics and the generation of coherent structures from turbulence is mentioned, and an appeal is made for some new tools to cope with these interesting and difficult problems in nonlinear plasma physics. Finally, the important influence of the intellectually stimulating research environment fostered by Prof. Allan Kaufman on the author's thinking and teaching methodology is described.

Target Lagrangian kinematic simulation for particle-laden flows.

Science.gov (United States)

Murray, S; Lightstone, M F; Tullis, S

2016-09-01

The target Lagrangian kinematic simulation method was motivated as a stochastic Lagrangian particle model that better synthesizes turbulence structure, relative to stochastic separated flow models. By this method, the trajectories of particles are constructed according to synthetic turbulent-like fields, which conform to a target Lagrangian integral timescale. In addition to recovering the expected Lagrangian properties of fluid tracers, this method is shown to reproduce the crossing trajectories and continuity effects, in agreement with an experimental benchmark.

Brownian motion and stochastic calculus

CERN Document Server

Karatzas, Ioannis

1998-01-01

This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...

Variance decomposition in stochastic simulators.

Science.gov (United States)

Le Maître, O P; Knio, O M; Moraes, A

2015-06-28

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Variance decomposition in stochastic simulators

Science.gov (United States)

Le Maître, O. P.; Knio, O. M.; Moraes, A.

2015-06-01

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Variance decomposition in stochastic simulators

Energy Technology Data Exchange (ETDEWEB)

Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)

2015-06-28

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Variance decomposition in stochastic simulators

KAUST Repository

Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro

2015-01-01

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Stochastic synaptic plasticity with memristor crossbar arrays

KAUST Repository

Naous, Rawan

2016-11-01

Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.

Stochastic synaptic plasticity with memristor crossbar arrays

KAUST Repository

Naous, Rawan; Al-Shedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.

2016-01-01

Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.

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

Science.gov (United States)

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.

Employing Eigenvalue Ratios to Generate Prior Fracture-like Features for Stochastic Hydrogeophysical Characterization of a Fractured Aquifer System

Science.gov (United States)

Brewster, J.; Oware, E. K.

2017-12-01

Groundwater hosted in fractured rocks constitutes almost 65% of the principal aquifers in the US. The exploitation and contaminant management of fractured aquifers require fracture flow and transport modeling, which in turn requires a detailed understanding of the structure of the aquifer. The widely used equivalent porous medium approach to modeling fractured aquifer systems is inadequate to accurately predict fracture transport processes due to the averaging of the sharp lithological contrast between the matrix and the fractures. The potential of geophysical imaging (GI) to estimate spatially continuous subsurface profiles in a minimally invasive fashion is well proven. Conventional deterministic GI strategies, however, produce geologically unrealistic, smoothed-out results due to commonly enforced smoothing constraints. Stochastic GI of fractured aquifers is becoming increasing appealing due to its ability to recover realistic fracture features while providing multiple likely realizations that enable uncertainty assessment. Generating prior spatial features consistent with the expected target structures is crucial in stochastic imaging. We propose to utilize eigenvalue ratios to resolve the elongated fracture features expected in a fractured aquifer system. Eigenvalues capture the major and minor directions of variability in a region, which can be employed to evaluate shape descriptors, such as eccentricity (elongation) and orientation of features in the region. Eccentricity ranges from zero to one, representing a circularly sharped to a line feature, respectively. Here, we apply eigenvalue ratios to define a joint objective parameter consisting of eccentricity (shape) and direction terms to guide the generation of prior fracture-like features in some predefined principal directions for stochastic GI. Preliminary unconditional, synthetic experiments reveal the potential of the algorithm to simulate prior fracture-like features. We illustrate the strategy with a

Hydrodynamic fluctuations, nonequilibrium equations of state, and the shift of the spinodal line in polymer solutions under flow

International Nuclear Information System (INIS)

Criado-Sancho, M.; Casas-Vazquez, J.; Jou, D.

1997-01-01

In the literature, the shift of the spinodal line of polymer solutions under flow is attributed either to an actual shift of the spinodal due to a nonequilibrium modification of the equation of state for the chemical potential, or to an apparent shift due to an increase of hydrodynamic fluctuations owing to the flow. Here we see that both approaches are compatible and that both effects add up. copyright 1997 The American Physical Society

A generic methodology for the optimisation of sewer systems using stochastic programming and self-optimizing control

DEFF Research Database (Denmark)

Maurico-Iglesias, Miguel; Castro, Ignacio Montero; Mollerup, Ane Loft

2015-01-01

. 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......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...

CSI 2264: CHARACTERIZING YOUNG STARS IN NGC 2264 WITH STOCHASTICALLY VARYING LIGHT CURVES

Energy Technology Data Exchange (ETDEWEB)

Stauffer, John; Rebull, Luisa; Carey, Sean [Spitzer Science Center, California Institute of Technology, Pasadena, CA 91125 (United States); Cody, Ann Marie [NASA Ames Research Center, Kepler Science Office, Mountain View, CA 94035 (United States); Hillenbrand, Lynne A.; Carpenter, John [Astronomy Department, California Institute of Technology, Pasadena, CA 91125 (United States); Turner, Neal J. [Jet Propulsion Laboratory, California Institute of Technology, Pasadena, CA 91109 (United States); Terebey, Susan [Department of Physics and Astronomy, 5151 State University Drive, California State University at Los Angeles, Los Angeles, CA 90032 (United States); Morales-Calderón, Maria [Centro de Astrobiología, Dpto. de Astrofísica, INTA-CSIC, P.O. BOX 78, E-28691, ESAC Campus, Villanueva de la Cañada, Madrid (Spain); Alencar, Silvia H. P.; McGinnis, Pauline; Sousa, Alana [Departamento de Física—ICEx—UFMG, Av. Antônio Carlos, 6627, 30270-901, Belo Horizonte, MG (Brazil); Bouvier, Jerome; Venuti, Laura [Université de Grenoble, Institut de Planétologie et d’Astrophysique de Grenoble (IPAG), F-38000 Grenoble (France); Hartmann, Lee; Calvet, Nuria [Department of Astronomy, University of Michigan, 500 Church Street, Ann Arbor, MI:48105 (United States); Micela, Giusi; Flaccomio, Ettore [INAF—Osservatorio Astronomico di Palermo, Piazza del Parlamento 1, I-90134, Palermo (Italy); Song, Inseok [Department of Physics and Astronomy, The University of Georgia, Athens, GA 30602-2451 (United States); Gutermuth, Rob, E-mail: stauffer@ipac.caltech.edu [Department of Astronomy, University of Massachusetts, Amherst, MA 01003 (United States); and others

2016-03-15

We provide CoRoT and Spitzer light curves and other supporting data for 17 classical T Tauri stars in NGC 2264 whose CoRoT light curves exemplify the “stochastic” light curve class as defined in 2014 by Cody et al. The most probable physical mechanism to explain the optical variability within this light curve class is time-dependent mass accretion onto the stellar photosphere, producing transient hot spots. Where we have appropriate spectral data, we show that the veiling variability in these stars is consistent in both amplitude and timescale with the optical light curve morphology. The veiling variability is also well-correlated with the strength of the He i 6678 Å emission line, predicted by models to arise in accretion shocks on or near the stellar photosphere. Stars with accretion burst light curve morphology also have variable mass accretion. The stochastic and accretion burst light curves can both be explained by a simple model of randomly occurring flux bursts, with the stochastic light curve class having a higher frequency of lower amplitude events. Members of the stochastic light curve class have only moderate mass accretion rates. Their Hα profiles usually have blueshifted absorption features, probably originating in a disk wind. The lack of periodic signatures in the light curves suggests that little of the variability is due to long-lived hot spots rotating into or out of our line of sight; instead, the primary driver of the observed photometric variability is likely to be instabilities in the inner disk that lead to variable mass accretion.

An introduction to probability and stochastic processes

CERN Document Server

Melsa, James L

2013-01-01

Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.

Research on nonlinear stochastic dynamical price model

International Nuclear Information System (INIS)

Li Jiaorui; Xu Wei; Xie Wenxian; Ren Zhengzheng

2008-01-01

In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies

Numerical Studies of Homogenization under a Fast Cellular Flow

KAUST Repository

Iyer, Gautam

2012-09-13

We consider a two dimensional particle diffusing in the presence of a fast cellular flow confined to a finite domain. If the flow amplitude A is held fixed and the number of cells L 2 →∞, then the problem homogenizes; this has been well studied. Also well studied is the limit when L is fixed and A→∞. In this case the solution averages along stream lines. The double limit as both the flow amplitude A→∞and the number of cells L 2 →∞was recently studied [G. Iyer et al., preprint, arXiv:1108.0074]; one observes a sharp transition between the homogenization and averaging regimes occurring at A = L 2. This paper numerically studies a few theoretically unresolved aspects of this problem when both A and L are large that were left open in [G. Iyer et al., preprint, arXiv:1108.0074] using the numerical method devised in [G. A. Pavliotis, A. M. Stewart, and K. C. Zygalakis, J. Comput. Phys., 228 (2009), pp. 1030-1055]. Our treatment of the numerical method uses recent developments in the theory of modified equations for numerical integrators of stochastic differential equations [K. C. Zygalakis, SIAM J. Sci. Comput., 33 (2001), pp. 102-130]. © 2012 Society for Industrial and Applied Mathematics.

Numerical Studies of Homogenization under a Fast Cellular Flow

KAUST Repository

Iyer, Gautam; Zygalakis, Konstantinos C.

2012-01-01

We consider a two dimensional particle diffusing in the presence of a fast cellular flow confined to a finite domain. If the flow amplitude A is held fixed and the number of cells L 2 →∞, then the problem homogenizes; this has been well studied. Also well studied is the limit when L is fixed and A→∞. In this case the solution averages along stream lines. The double limit as both the flow amplitude A→∞and the number of cells L 2 →∞was recently studied [G. Iyer et al., preprint, arXiv:1108.0074]; one observes a sharp transition between the homogenization and averaging regimes occurring at A = L 2. This paper numerically studies a few theoretically unresolved aspects of this problem when both A and L are large that were left open in [G. Iyer et al., preprint, arXiv:1108.0074] using the numerical method devised in [G. A. Pavliotis, A. M. Stewart, and K. C. Zygalakis, J. Comput. Phys., 228 (2009), pp. 1030-1055]. Our treatment of the numerical method uses recent developments in the theory of modified equations for numerical integrators of stochastic differential equations [K. C. Zygalakis, SIAM J. Sci. Comput., 33 (2001), pp. 102-130]. © 2012 Society for Industrial and Applied Mathematics.

Stochastic Systems Uncertainty Quantification and Propagation

CERN Document Server

Grigoriu, Mircea

2012-01-01

Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: ·         A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis   ·          Probabilistic models for random variables an...

Polysaccharide characterization by hollow-fiber flow field-flow fractionation with on-line multi-angle static light scattering and differential refractometry.

Science.gov (United States)

Pitkänen, Leena; Striegel, André M

2015-02-06

Accurate characterization of the molar mass and size of polysaccharides is an ongoing challenge, oftentimes due to architectural diversity but also to the broad molar mass (M) range over which a single polysaccharide can exist and to the ultra-high M of many polysaccharides. Because of the latter, many of these biomacromolecules experience on-column, flow-induced degradation during analysis by size-exclusion and, even, hydrodynamic chromatography (SEC and HDC, respectively). The necessity for gentler fractionation methods has, to date, been addressed employing asymmetric flow field-flow fractionation (AF4). Here, we introduce the coupling of hollow-fiber flow field-flow fractionation (HF5) to multi-angle static light scattering (MALS) and differential refractometry (DRI) detection for the analysis of polysaccharides. In HF5, less stresses are placed on the macromolecules during separation than in SEC or HDC, and HF5 can offer a higher sensitivity, with less propensity for system overloading and analyte aggregation, than generally found in AF4. The coupling to MALS and DRI affords the determination of absolute, calibration-curve-independent molar mass averages and dispersities. Results from the present HF5/MALS/DRI experiments with dextrans, pullulans, and larch arabinogalactan were augmented with hydrodynamic radius (RH) measurements from off-line quasi-elastic light scattering (QELS) and by RH distribution calculations and fractogram simulations obtained via a finite element analysis implementation of field-flow fractionation theory by commercially available software. As part of this study, we have investigated analyte recovery in HF5 and also possible reasons for discrepancies between calculated and simulated results vis-à-vis experimentally determined data. Published by Elsevier B.V.

Stochastic and deterministic models to evaluate the critical distance of a near surface repository for the disposal of intermediate and low level radioactive wastes

Energy Technology Data Exchange (ETDEWEB)

Alves, A.S.M., E-mail: asergi@eletronuclear.gov.br [Eletrobrás Termonuclear – Eletronuclear S.A. , Rua da Candelária 65, 7° andar, GSN.T, 20091-906 Rio de Janeiro, RJ (Brazil); Melo, P.F. Frutuoso e, E-mail: frutuoso@nuclear.ufrj.br [Graduate Program of Nuclear Engineering, COPPE, Federal University of Rio de Janeiro, Av. Horácio Macedo 2030, Bloco G, sala 206, 21941-914 Rio de Janeiro, RJ (Brazil); Passos, E.M., E-mail: epassos@eletronuclear.gov.br [Eletrobrás Termonuclear – Eletronuclear S.A. , Rua da Candelária 65, 7° andar, GSN.T, 20091-906 Rio de Janeiro, RJ (Brazil); Fontes, G.S., E-mail: gsfontes@hotmail.com [Instituto Militar de Engenharia – IME, Praça General Tibúrcio 80, 22290-270 Rio de Janeiro, RJ (Brazil)

2015-06-15

Highlights: • The water infiltration scenario is evaluated for a near surface repository. • The main objective is the determination of the critical distance of the repository. • The column liquid height in the repository is governed by an Ito stochastic equation. • Practical results are obtained for the Abadia de Goiás repository in Brazil. - Abstract: The aim of this paper is to present the stochastic and deterministic models developed for the evaluation of the critical distance of a near surface repository for the disposal of intermediate (ILW) and low level (LLW) radioactive wastes. The critical distance of a repository is defined as the distance between the repository and a well in which the water activity concentration is able to cause a radiological dose to a member of the public equal to the dose limit set by the regulatory body. The mathematical models are developed based on the Richards equation for the liquid flow in the porous media and on the solute transport equation in this medium. The release of radioactive material from the repository to the environment is considered through its base and its flow is determined by Darcy's Law. The deterministic model is obtained from the stochastic approach by neglecting the influence of the Gaussian white noise on the rainfall and the equations are solved analytically with the help of conventional calculus (non-stochastic calculus). The equations of the stochastic model are solved analytically based on the Ito stochastic calculus and numerically by using the Euler–Maruyama method. The impact on the value of the critical distance of the Abadia de Goiás repository is analyzed, taken as a study case, when the deterministic methodology is replaced by the stochastic one, considered more appropriate for modeling rainfall as a stochastic process.

Stochastic Pi-calculus Revisited

DEFF Research Database (Denmark)

Cardelli, Luca; Mardare, Radu Iulian

2013-01-01

We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...

Online prediction and control in nonlinear stochastic systems

DEFF Research Database (Denmark)

Nielsen, Torben Skov

2002-01-01

speed and the relationship between (primarily) wind speed and wind power (the power curve). In paper G the model parameters are estimated using a RLS algorithm and any systematic time-variation of the model parameters is disregarded. Two di erent parameterizations of the power curve is considered...... are estimated using the algorithm proposed in paper C. The power curve and the diurnal variation of wind speed is estimated separately using the local polynomial regression procedure described in paper A . In paper J the parameters of the prediction model is assumed to be smooth functions of wind direction (and......The present thesis consists of a summary report and ten research papers. The subject of the thesis is on-line prediction and control of non-linear and non-stationary systems based on stochastic modelling. The thesis consists of three parts where the rst part deals with on-line estimation in linear...

A continuous stochastic model for non-equilibrium dense gases

Science.gov (United States)

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

Active Power Flow Optimization of Industrial Power Supply with Regard to the Transmission Line Conductor Heating

Directory of Open Access Journals (Sweden)

Leyzgold D.Yu.

2015-04-01

Full Text Available This article studies the problem of the transmission line conductor heating effect on the active power flows optimization in the local segment of industrial power supply. The purpose is to determine the optimal generation rating of the distributed power sources, in which the power flow values will correspond to the minimum active power losses in the power supply. The timeliness is the need to define the most appropriate rated power values of distributed sources which will be connected to current industrial power supply. Basing on the model of active power flow optimization, authors formulate the description of the nonlinear transportation problem considering the active power losses depending on the transmission line conductor heating. Authors proposed a new approach to the heating model parameters definition based on allowable current loads and nominal parameters of conductors as part of the optimization problem. Analysis of study results showed that, despite the relatively small active power losses reduction to the tune 0,45% due to accounting of the conductors heating effect for the present configuration of power supply, there are significant fluctuations in the required generation rating in nodes of the network to 9,32% within seasonal changes in the outer air temperature. This fact should be taken into account when selecting the optimum power of distributed generation systems, as exemplified by an arbitrary network configuration.

Plasma transport in the stochastic fields at the tokamak edge. Final report, February 15, 1993--February 14, 1994

International Nuclear Information System (INIS)

Punjabi, A.

1994-01-01

The purpose of this project is to calculate the contribution of field line diffusion to particle diffusion in the stochastic magnetic field at the tokamak edge. The author uses the approach of quasi magnetic surfaces. If the magnetic field line makes sufficiently large number of toroidal transits before suffering large radial excursion, then the method of quasi magnetic surface is valid for this problem. This method has three components: determination of particle drift trajectories, a model for magnetic field configuration, and determination of field line diffusion

Computational fluid dynamics modeling patterns and force characteristics of flow over in-line four square cylinders

Directory of Open Access Journals (Sweden)

Song Yidan

2017-01-01

Full Text Available The flow over four square cylinders in an in-line, square arrangement was numerically investigated by using the finite volume method with CFD techniques. The working fluid is an incompressible ideal gas. The length of the sides of the array, L, is equal. The analysis is carried out for a Reynolds number of 300, with center-to-center distance ratios, L/D, ranging from 1.5 to 8.0. To fully understand the flow mechanism, details in terms of lift and drag coefficients and Strouhal numbers of the unsteady wake frequencies are analyzed, and the vortex shedding patterns around the four square cylinders are described. It is concluded that L/D has important effects on the drag and lift coefficients, vortex shedding frequencies, and flow field characteristics.

Groundwater management under uncertainty using a stochastic multi-cell model

Science.gov (United States)

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.

Stochastic volatility of volatility in continuous time

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole; Veraart, Almut

This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...

Interaction of stochastic boundary layer with plasma facing components

International Nuclear Information System (INIS)

Nguyen, F.; Ghendrih, P.; Grosman, A.

1997-01-01

To alleviate the plasma-wall interaction problems in magnetic confinement devices, a stochastic layer is used at the edge of the Tore Supra tokamak (ergodic divertor). A very important point is to determine the power deposition on the plasma facing components. Two different kinds of transport can be identified in such a configuration: Stochastic transport surrounding the confined plasma, with a random walk process, and scrape-off layer (SOL) like transport, a laminar transport, near the plasma facing components. The laminar regime is investigated in terms of a simple criterion, namely that the power deposition is proportional to the radial penetration of the laminar zone flux tubes over a finite parallel length. The magnetic connection properties of the first wall components are then determined. The connection lengths are quantified with two characteristic scales. The larger corresponds to one poloidal turn and appears to be the characteristic parallel length for laminar transport. A field line tracing code MASTOC (magnetic stochastic configuration) is used to computer the complex topology and the statistics of the connection in the real tokamak geometry. The numerical simulations are then compared with the experimental heat deposition on the modules and neutralizer plates of the Tore Supra ergodic divertor. Good agreement is found. Further evidence of laminar transport is also provided by the tangential view of such structures revealed from H α structures in detached plasma experiments. (author). 27 refs, 14 figs

Flow chemistry vs. flow analysis.

Science.gov (United States)

Trojanowicz, Marek

2016-01-01

The flow mode of conducting chemical syntheses facilitates chemical processes through the use of on-line analytical monitoring of occurring reactions, the application of solid-supported reagents to minimize downstream processing and computerized control systems to perform multi-step sequences. They are exactly the same attributes as those of flow analysis, which has solid place in modern analytical chemistry in several last decades. The following review paper, based on 131 references to original papers as well as pre-selected reviews, presents basic aspects, selected instrumental achievements and developmental directions of a rapidly growing field of continuous flow chemical synthesis. Interestingly, many of them might be potentially employed in the development of new methods in flow analysis too. In this paper, examples of application of flow analytical measurements for on-line monitoring of flow syntheses have been indicated and perspectives for a wider application of real-time analytical measurements have been discussed. Copyright © 2015 Elsevier B.V. All rights reserved.

Quantum stochastic calculus associated with quadratic quantum noises

International Nuclear Information System (INIS)

Ji, Un Cig; Sinha, Kalyan B.

2016-01-01

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus

Quantum stochastic calculus associated with quadratic quantum noises

Energy Technology Data Exchange (ETDEWEB)

Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr [Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, Cheongju, Chungbuk 28644 (Korea, Republic of); Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in [Jawaharlal Nehru Centre for Advanced Scientific Research, Jakkur, Bangalore-64, India and Department of Mathematics, Indian Institute of Science, Bangalore-12 (India)

2016-02-15

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus.

Set-Valued Stochastic Lebesque Integral and Representation Theorems

Directory of Open Access Journals (Sweden)

Jungang Li

2008-06-01

Full Text Available In this paper, we shall firstly illustrate why we should introduce set-valued stochastic integrals, and then we shall discuss some properties of set-valued stochastic processes and the relation between a set-valued stochastic process and its selection set. After recalling the Aumann type definition of stochastic integral, we shall introduce a new definition of Lebesgue integral of a set-valued stochastic process with respect to the time t . Finally we shall prove the presentation theorem of set-valued stochastic integral and dis- cuss further properties that will be useful to study set-valued stochastic differential equations with their applications.

Instantaneous stochastic perturbation theory

International Nuclear Information System (INIS)

Lüscher, Martin

2015-01-01

A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.

A retrodictive stochastic simulation algorithm

International Nuclear Information System (INIS)

Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.

2010-01-01

In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.

Stochastic processes and quantum theory

International Nuclear Information System (INIS)

Klauder, J.R.

1975-01-01

The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)

Loss of feed flow, steam generator tube rupture and steam line break thermohydraulic experiments

International Nuclear Information System (INIS)

Mendler, O.J.; Takeuchi, K.; Young, M.Y.

1986-10-01

The Westinghouse Model Boiler No. 2 (MB-2) steam generator test model at the Engineering Test Facility in Tampa, Florida, was reinstrumented and modified for performing a series of tests simulating steam generator accident transients. The transients simulated were: loss of feed flow, steam generator tube rupture, and steam line break events. This document presents a description of (1) the model boiler and the associated test facility, (2) the tests performed, and (3) the analyses of the test results

Loss of feed flow, steam generator tube rupture and steam line break thermohydraulic experiments

Energy Technology Data Exchange (ETDEWEB)

Mendler, O J; Takeuchi, K; Young, M Y

1986-10-01

The Westinghouse Model Boiler No. 2 (MB-2) steam generator test model at the Engineering Test Facility in Tampa, Florida, was reinstrumented and modified for performing a series of tests simulating steam generator accident transients. The transients simulated were: loss of feed flow, steam generator tube rupture, and steam line break events. This document presents a description of (1) the model boiler and the associated test facility, (2) the tests performed, and (3) the analyses of the test results.

Stochastic Still Water Response Model

DEFF Research Database (Denmark)

Friis-Hansen, Peter; Ditlevsen, Ove Dalager

2002-01-01

In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...

Stochastic quantization and topological theories

International Nuclear Information System (INIS)

Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.

1992-01-01

In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones

Stochastic quantization of Einstein gravity

International Nuclear Information System (INIS)

Rumpf, H.

1986-01-01

We determine a one-parameter family of covariant Langevin equations for the metric tensor of general relativity corresponding to DeWitt's one-parameter family of supermetrics. The stochastic source term in these equations can be expressed in terms of a Gaussian white noise upon the introduction of a stochastic tetrad field. The only physically acceptable resolution of a mathematical ambiguity in the ansatz for the source term is the adoption of Ito's calculus. By taking the formal equilibrium limit of the stochastic metric a one-parameter family of covariant path-integral measures for general relativity is obtained. There is a unique parameter value, distinguished by any one of the following three properties: (i) the metric is harmonic with respect to the supermetric, (ii) the path-integral measure is that of DeWitt, (iii) the supermetric governs the linearized Einstein dynamics. Moreover the Feynman propagator corresponding to this parameter is causal. Finally we show that a consistent stochastic perturbation theory gives rise to a new type of diagram containing ''stochastic vertices.''

Particle algorithms for population dynamics in flows

International Nuclear Information System (INIS)

Perlekar, Prasad; Toschi, Federico; Benzi, Roberto; Pigolotti, Simone

2011-01-01

We present and discuss particle based algorithms to numerically study the dynamics of population subjected to an advecting flow condition. We discuss few possible variants of the algorithms and compare them in a model compressible flow. A comparison against appropriate versions of the continuum stochastic Fisher equation (sFKPP) is also presented and discussed. The algorithms can be used to study populations genetics in fluid environments.

Stochastic biomathematical models with applications to neuronal modeling

CERN Document Server

Batzel, Jerry; Ditlevsen, Susanne

2013-01-01

Stochastic biomathematical models are becoming increasingly important as new light is shed on the role of noise in living systems. In certain biological systems, stochastic effects may even enhance a signal, thus providing a biological motivation for the noise observed in living systems. Recent advances in stochastic analysis and increasing computing power facilitate the analysis of more biophysically realistic models, and this book provides researchers in computational neuroscience and stochastic systems with an overview of recent developments. Key concepts are developed in chapters written by experts in their respective fields. Topics include: one-dimensional homogeneous diffusions and their boundary behavior, large deviation theory and its application in stochastic neurobiological models, a review of mathematical methods for stochastic neuronal integrate-and-fire models, stochastic partial differential equation models in neurobiology, and stochastic modeling of spreading cortical depression.

Introduction to stochastic dynamic programming

CERN Document Server

Ross, Sheldon M; Lukacs, E

1983-01-01

Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the

Stochastic Finite Elements in Reliability-Based Structural Optimization

DEFF Research Database (Denmark)

Sørensen, John Dalsgaard; Engelund, S.

Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect to optimi......Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect...

BRST stochastic quantization

International Nuclear Information System (INIS)

Hueffel, H.

1990-01-01

After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)

Content analysis in information flows

Energy Technology Data Exchange (ETDEWEB)

Grusho, Alexander A. [Institute of Informatics Problems of Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, Vavilova str., 44/2, Moscow (Russian Federation); Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow (Russian Federation); Grusho, Nick A.; Timonina, Elena E. [Institute of Informatics Problems of Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, Vavilova str., 44/2, Moscow (Russian Federation)

2016-06-08

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.

Stochastic quantum gravity

International Nuclear Information System (INIS)

Rumpf, H.

1987-01-01

We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)

Comportamento do Consumidor On-line: a perspectiva da teoria do fluxoOn-line Consumer Behavior: the flow theory perspectiveComportamiento del consumidor On-line: la perspectiva de la teoría del flujo

Directory of Open Access Journals (Sweden)

FARIAS, Salomão Alencar de

2008-03-01

Full Text Available RESUMOEste artigo investiga o comportamento do consumidor on-line com base no fluxo, definido como a sensação holística que as pessoas sentem quando agem com total envolvimento em uma atividade (CSIKSZENTMIHALYI, 1975. Emprega-se essa teoria para melhor compreender o comportamento de compra pela Internet, embora seja um conceito ainda confuso na literatura do comportamento do consumidor, pois que não existe um consenso a respeito de quais os fatores antecedem, caracterizam ou são conseqüências do estado de fluxo. Desse modo, esta pesquisa buscou identificar os construtos, relacionados ao estado de fluxo, que devem fazer parte de um esquema de comportamento de compra on-line, além de indicar qual a sua aplicabilidade para o alcance da satisfação do consumidor na compra pela rede. Para tanto, foi utilizada uma metodologia de caráter descritivo com aplicação de um survey junto a uma amostra de 237 consumidores do varejo eletrônico. Os dados coletados foram analisados por meio de técnicas estatísticas multivariadas. Os resultados indicaram que o ambiente on-line e a telepresença antecedem o fluxo que, por sua vez, está associado ao comportamento exploratório, efeito positivo do processo de navegação, compra e satisfação com o processo de compra.ABSTRACTThis article investigates the on-line consumer behavior based on the flow theory, defined as the holistic sensation that people feel when acting with total involvement in an activity (CSIKSZENTMIHALYI, 1975. This theory has been used for better understanding the purchase behavior through the Internet, although this concept is still not sufficiently clear in consumer behavior literature, since it does not exist a consensus regarding which factors that precede, characterize or are consequences of the flow state. Thus, the present research was aimed at identifying the constructs related to the flow state that must be part of an on-line purchase behavior framework, indicating which

Stochastic models, estimation, and control

CERN Document Server

Maybeck, Peter S

1982-01-01

This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.

ALOPEX stochastic optimization for pumping management in fresh water coastal aquifers

International Nuclear Information System (INIS)

Stratis, P N; Saridakis, Y G; Zakynthinaki, M S; Papadopoulou, E P

2014-01-01

Saltwater intrusion in freshwater aquifers is a problem of increasing significance in areas nearby the coastline. Apart from natural disastrous phenomena, such as earthquakes or floods, intense pumping human activities over the aquifer areas may change the chemical composition of the freshwater aquifer. Working towards the direction of real time management of freshwater pumping from coastal aquifers, we have considered the deployment of the stochastic optimization Algorithm of Pattern Extraction (ALOPEX), coupled with several penalty strategies that produce convenient management policies. The present study, which further extents recently derived results, considers the analytical solution of a classical model for underground flow and the ALOPEX stochastic optimization technique to produce an efficient approach for pumping management over coastal aquifers. Numerical experimentation also includes a case study at Vathi area on the Greek island of Kalymnos, to compare with known results in the literature as well as to demonstrate different management strategies

Stochastic theories of quantum mechanics

International Nuclear Information System (INIS)

De la Pena, L.; Cetto, A.M.

1991-01-01

The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)

Robust optimal control of material flows in demand-driven supply networks

NARCIS (Netherlands)

Laumanns, M.; Lefeber, A.A.J.

2006-01-01

We develop a model based on stochastic discrete-time controlleddynamical systems in order to derive optimal policies for controllingthe material flow in supply networks. Each node in the network isdescribed as a transducer such that the dynamics of the material andinformation flows within the entire

Plant uprooting by flow as a fatigue mechanical process

Science.gov (United States)

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 Parametrisations and Regime Behaviour of Atmospheric Models

Science.gov (United States)

Arnold, Hannah; Moroz, Irene; Palmer, Tim

2013-04-01

The presence of regimes is a characteristic of non-linear, chaotic systems (Lorenz, 2006). In the atmosphere, regimes emerge as familiar circulation patterns such as the El-Nino Southern Oscillation (ENSO), the North Atlantic Oscillation (NAO) and Scandinavian Blocking events. In recent years there has been much interest in the problem of identifying and studying atmospheric regimes (Solomon et al, 2007). In particular, how do these regimes respond to an external forcing such as anthropogenic greenhouse gas emissions? The importance of regimes in observed trends over the past 50-100 years indicates that in order to predict anthropogenic climate change, our climate models must be able to represent accurately natural circulation regimes, their statistics and variability. It is well established that representing model uncertainty as well as initial condition uncertainty is important for reliable weather forecasts (Palmer, 2001). In particular, stochastic parametrisation schemes have been shown to improve the skill of weather forecast models (e.g. Berner et al., 2009; Frenkel et al., 2012; Palmer et al., 2009). It is possible that including stochastic physics as a representation of model uncertainty could also be beneficial in climate modelling, enabling the simulator to explore larger regions of the climate attractor including other flow regimes. An alternative representation of model uncertainty is a perturbed parameter scheme, whereby physical parameters in subgrid parametrisation schemes are perturbed about their optimal value. Perturbing parameters gives a greater control over the ensemble than multi-model or multiparametrisation ensembles, and has been used as a representation of model uncertainty in climate prediction (Stainforth et al., 2005; Rougier et al., 2009). We investigate the effect of including representations of model uncertainty on the regime behaviour of a simulator. A simple chaotic model of the atmosphere, the Lorenz '96 system, is used to study

A heterogeneous stochastic FEM framework for elliptic PDEs

International Nuclear Information System (INIS)

Hou, Thomas Y.; Liu, Pengfei

2015-01-01

We introduce a new concept of sparsity for the stochastic elliptic operator −div(a(x,ω)∇(⋅)), which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially heterogeneous stochastic structure. This new concept of sparsity motivates a heterogeneous stochastic finite element method (HSFEM) framework for linear elliptic equations, which discretizes the equations using the heterogeneous coupling of spatial basis with local stochastic basis to exploit the local stochastic structure of the solution space. We also provide a sampling method to construct the local stochastic basis for this framework using the randomized range finding techniques. The resulting HSFEM involves two stages and suits the multi-query setting: in the offline stage, the local stochastic structure of the solution space is identified; in the online stage, the equation can be efficiently solved for multiple forcing functions. An online error estimation and correction procedure through Monte Carlo sampling is given. Numerical results for several problems with high dimensional stochastic input are presented to demonstrate the efficiency of the HSFEM in the online stage

Stochastic bias-correction of daily rainfall scenarios for hydrological applications

Directory of Open Access Journals (Sweden)

I. Portoghese

2011-09-01

Full Text Available The accuracy of rainfall predictions provided by climate models is crucial for the assessment of climate change impacts on hydrological processes. In fact, the presence of bias in downscaled precipitation may produce large bias in the assessment of soil moisture dynamics, river flows and groundwater recharge.

In this study, a comparison between statistical properties of rainfall observations and model control simulations from a Regional Climate Model (RCM was performed through a robust and meaningful representation of the precipitation process. The output of the adopted RCM was analysed and re-scaled exploiting the structure of a stochastic model of the point rainfall process. In particular, the stochastic model is able to adequately reproduce the rainfall intermittency at the synoptic scale, which is one of the crucial aspects for the Mediterranean environments. Possible alteration in the local rainfall regime was investigated by means of the historical daily time-series from a dense rain-gauge network, which were also used for the analysis of the RCM bias in terms of dry and wet periods and storm intensity. The result is a stochastic scheme for bias-correction at the RCM-cell scale, which produces a realistic representation of the daily rainfall intermittency and precipitation depths, though a residual bias in the storm intensity of longer storm events persists.

Separable quadratic stochastic operators

International Nuclear Information System (INIS)

Rozikov, U.A.; Nazir, S.

2009-04-01

We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)

Trajectory averaging for stochastic approximation MCMC algorithms

KAUST Repository

Liang, Faming

2010-01-01

to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic

Dynamical and hamiltonian dilations of stochastic processes

International Nuclear Information System (INIS)

Baumgartner, B.; Gruemm, H.-R.

1982-01-01

This is a study of the problem, which stochastic processes could arise from dynamical systems by loss of information. The notions of ''dilation'' and ''approximate dilation'' of a stochastic process are introduced to give exact definitions of this particular relationship. It is shown that every generalized stochastic process is approximately dilatable by a sequence of dynamical systems, but for stochastic processes in full generality one needs nets. (Author)

A Newton--Galerkin Method for Fluid Flow Exhibiting Uncertain Periodic Dynamics